25 std::string s(16,
'0');
26 auto begin = s.data(), end = begin + s.size();
27 auto [ptr,
ec] = std::to_chars(begin, end,
version, 16);
28 if (
ec != std::errc())
29 throw std::logic_error(std::make_error_code(
ec).message());
30 std::rotate(begin, ptr, end);
38 throw std::runtime_error(
39 "alpaqa::dl::DLProblem::DLProblem: "
40 "Incompatible problem definition (problem ABI version 0x" +
53 reinterpret_cast<char *
>(&
err), 0,
NULL) != 0) {
54 return std::shared_ptr<char>{
err, [](
char *e) {
LocalFree(e); }};
56 static char msg[] =
"(failed to get error message)";
57 return std::shared_ptr<char>{
msg, [](
char *) {}};
65 throw std::runtime_error(
"Unable to load \"" +
so_filename.string() +
68 return std::shared_ptr<void>{h, +[](
void *) {}};
70 return std::shared_ptr<void>{
76F *
load_func(
void *handle,
const std::string &name) {
80 throw std::runtime_error(
"Unable to load function '" + name +
83 return reinterpret_cast<F *
>(h);
86std::shared_ptr<void> load_lib(
const std::filesystem::path &
so_filename) {
91 throw std::runtime_error(
err);
93 return std::shared_ptr<void>{h, +[](
void *) {}};
95 return std::shared_ptr<void>{h, &
::dlclose};
103 auto *h =
::dlsym(handle, name.c_str());
105 throw std::runtime_error(
"Unable to load function '" + name +
108 return reinterpret_cast<F *
>(h);
120template <Config Conf>
129 .cols =
sp.dense.cols,
130 .symmetry =
static_cast<Symmetry
>(
sp.dense.symmetry),
135 .
rows =
sp.sparse_csc.rows,
136 .cols =
sp.sparse_csc.cols,
137 .symmetry =
static_cast<Symmetry
>(
sp.sparse_csc.symmetry),
138 .inner_idx =
typename SparseCSC::index_vector_map_t{
sp.sparse_csc.inner_idx,
sp.sparse_csc.nnz},
139 .outer_ptr =
typename SparseCSC::index_vector_map_t{
sp.sparse_csc.outer_ptr,
sp.sparse_csc.cols + 1},
140 .order =
static_cast<typename SparseCSC::Order
>(
sp.sparse_csc.order),
145 .
rows =
sp.sparse_csc_l.rows,
146 .cols =
sp.sparse_csc_l.cols,
147 .symmetry =
static_cast<Symmetry
>(
sp.sparse_csc_l.symmetry),
148 .inner_idx =
typename SparseCSCl::index_vector_map_t{
sp.sparse_csc_l.inner_idx,
sp.sparse_csc_l.nnz},
149 .outer_ptr =
typename SparseCSCl::index_vector_map_t{
sp.sparse_csc_l.outer_ptr,
sp.sparse_csc_l.cols + 1},
150 .order =
static_cast<typename SparseCSCl::Order
>(
sp.sparse_csc_l.order),
155 .
rows =
sp.sparse_csc_ll.rows,
156 .cols =
sp.sparse_csc_ll.cols,
157 .symmetry =
static_cast<Symmetry
>(
sp.sparse_csc_ll.symmetry),
158 .inner_idx =
typename SparseCSCll::index_vector_map_t{
sp.sparse_csc_ll.inner_idx,
sp.sparse_csc_ll.nnz},
159 .outer_ptr =
typename SparseCSCll::index_vector_map_t{
sp.sparse_csc_ll.outer_ptr,
sp.sparse_csc_ll.cols + 1},
160 .order =
static_cast<typename SparseCSCll::Order
>(
sp.sparse_csc_ll.order),
165 .
rows =
sp.sparse_coo.rows,
166 .cols =
sp.sparse_coo.cols,
167 .symmetry =
static_cast<Symmetry
>(
sp.sparse_coo.symmetry),
168 .row_indices =
typename SparseCOO::index_vector_map_t{
sp.sparse_coo.row_indices,
sp.sparse_coo.nnz},
169 .col_indices =
typename SparseCOO::index_vector_map_t{
sp.sparse_coo.col_indices,
sp.sparse_coo.nnz},
170 .order =
static_cast<typename SparseCOO::Order
>(
sp.sparse_coo.order),
171 .first_index =
sp.sparse_coo.first_index,
176 .
rows =
sp.sparse_coo_l.rows,
177 .cols =
sp.sparse_coo_l.cols,
178 .symmetry =
static_cast<Symmetry
>(
sp.sparse_coo_l.symmetry),
179 .row_indices =
typename SparseCOOl::index_vector_map_t{
sp.sparse_coo_l.row_indices,
sp.sparse_coo_l.nnz},
180 .col_indices =
typename SparseCOOl::index_vector_map_t{
sp.sparse_coo_l.col_indices,
sp.sparse_coo_l.nnz},
181 .order =
static_cast<typename SparseCOOl::Order
>(
sp.sparse_coo_l.order),
182 .first_index =
sp.sparse_coo_l.first_index,
187 .
rows =
sp.sparse_coo_ll.rows,
188 .cols =
sp.sparse_coo_ll.cols,
189 .symmetry =
static_cast<Symmetry
>(
sp.sparse_coo_ll.symmetry),
190 .row_indices =
typename SparseCOOll::index_vector_map_t{
sp.sparse_coo_ll.row_indices,
sp.sparse_coo_ll.nnz},
191 .col_indices =
typename SparseCOOll::index_vector_map_t{
sp.sparse_coo_ll.col_indices,
sp.sparse_coo_ll.nnz},
192 .order =
static_cast<typename SparseCOOll::Order
>(
sp.sparse_coo_ll.order),
193 .first_index =
sp.sparse_coo_ll.first_index,
195 default:
throw std::invalid_argument(
"Invalid sparsity kind");
206 throw std::invalid_argument(
"Invalid problem filename");
213 std::unique_ptr<alpaqa_function_dict_t>
unique_extra{r.extra_functions};
215 check_abi_version(r.abi_version);
230 throw std::logic_error(
"alpaqa::dl::DLProblem::DLProblem: plugin did "
231 "not return any functions");
239 this->
C =
Box{this->
n};
240 this->
D =
Box{this->
m};
243 this->C.upperbound.data());
246 this->D.upperbound.data());
260 if (functions->eval_prox_grad_step)
261 return functions->eval_prox_grad_step(
262 instance.get(), γ, x.data(), grad_ψ.data(), x̂.data(), p.data());
277auto DLProblem::eval_hess_ψ_prod(
crvec x,
crvec y,
crvec Σ,
real_t scale,
crvec v,
rvec Hv)
const ->
void {
return functions->eval_hess_ψ_prod(instance.get(), x.data(), y.data(), Σ.data(),
scale, D.lowerbound.data(), D.upperbound.data(),
v.data(),
Hv.data()); }
278auto DLProblem::eval_hess_ψ(
crvec x,
crvec y,
crvec Σ,
real_t scale,
rvec H_values)
const ->
void {
return functions->eval_hess_ψ(instance.get(), x.data(), y.data(), Σ.data(),
scale, D.lowerbound.data(), D.upperbound.data(),
H_values.size() == 0 ?
nullptr :
H_values.data()); }
285auto DLProblem::eval_grad_ψ(
crvec x,
crvec y,
crvec Σ,
rvec grad_ψ,
rvec work_n,
rvec work_m)
const ->
void {
return functions->eval_grad_ψ(instance.get(), x.data(), y.data(), Σ.data(), D.lowerbound.data(), D.upperbound.data(), grad_ψ.data(), work_n.data(), work_m.data()); }
286auto DLProblem::eval_ψ_grad_ψ(
crvec x,
crvec y,
crvec Σ,
rvec grad_ψ,
rvec work_n,
rvec work_m)
const ->
real_t {
return functions->eval_ψ_grad_ψ(instance.get(), x.data(), y.data(), Σ.data(), D.lowerbound.data(), D.upperbound.data(), grad_ψ.data(), work_n.data(), work_m.data()); }
318 throw std::invalid_argument(
"Invalid problem filename");
325 std::unique_ptr<alpaqa_function_dict_t>
unique_extra{r.extra_functions};
327 check_abi_version(r.abi_version);
342 throw std::logic_error(
"alpaqa::dl::DLControlProblem::DLControlProblem:"
343 " plugin did not return any functions");
366auto DLControlProblem::eval_add_R_masked(
index_t timestep,
crvec xu,
crvec h,
crindexvec mask,
rmat R,
rvec work)
const ->
void {
return functions->eval_add_R_masked(instance.get(),
timestep, xu.data(), h.data(),
mask.data(), R.data(), work.data()); }
367auto DLControlProblem::eval_add_S_masked(
index_t timestep,
crvec xu,
crvec h,
crindexvec mask,
rmat S,
rvec work)
const ->
void {
return functions->eval_add_S_masked(instance.get(),
timestep, xu.data(), h.data(),
mask.data(), S.data(), work.data()); }
368auto DLControlProblem::eval_add_R_prod_masked(
index_t timestep,
crvec xu,
crvec h,
crindexvec mask_J,
crindexvec mask_K,
crvec v,
rvec out,
rvec work)
const ->
void {
return functions->eval_add_R_prod_masked(instance.get(),
timestep, xu.data(), h.data(),
mask_J.data(),
mask_K.data(),
v.data(), out.data(), work.data()); }
369auto DLControlProblem::eval_add_S_prod_masked(
index_t timestep,
crvec xu,
crvec h,
crindexvec mask_K,
crvec v,
rvec out,
rvec work)
const ->
void {
return functions->eval_add_S_prod_masked(instance.get(),
timestep, xu.data(), h.data(),
mask_K.data(),
v.data(), out.data(), work.data()); }
Implements common problem functions for minimization problems with box constraints.
Box C
Constraints of the decision variables, .
bool provides_get_box_C() const
Only supported if the ℓ₁-regularization term is zero.
length_t m
Number of constraints, dimension of g(x) and z.
length_t n
Number of decision variables, dimension of x.
Box D
Other constraints, .
real_t eval_prox_grad_step(real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) const
vec l1_reg
(1-norm) regularization parameter.
void eval_add_S_masked(index_t timestep, crvec xu, crvec h, crindexvec mask, rmat S, rvec work) const
DLControlProblem(const std::filesystem::path &so_filename, const std::string &function_name="register_alpaqa_control_problem", void *user_param=nullptr)
Load a problem from a shared library.
bool provides_eval_grad_constr_prod() const
void eval_add_Q_N(crvec x, crvec h, rmat Q) const
bool provides_eval_add_gn_hess_constr() const
void eval_q_N(crvec x, crvec h, rvec q) const
void eval_add_gn_hess_constr(index_t timestep, crvec x, crvec M, rmat out) const
void eval_grad_constr_prod(index_t timestep, crvec x, crvec p, rvec grad_cx_p) const
void eval_add_R_prod_masked(index_t timestep, crvec xu, crvec h, crindexvec mask_J, crindexvec mask_K, crvec v, rvec out, rvec work) const
bool provides_eval_add_R_prod_masked() const
length_t get_S_work_size() const
void eval_constr_N(crvec x, rvec c) const
void get_D_N(Box &D) const
bool provides_get_D() const
bool provides_get_S_work_size() const
void eval_grad_f_prod(index_t timestep, crvec x, crvec u, crvec p, rvec grad_fxu_p) const
bool provides_eval_add_Q_N() const
std::shared_ptr< void > instance
Problem instance created by the registration function, including the deleter to destroy it.
void eval_jac_f(index_t timestep, crvec x, crvec u, rmat J_fxu) const
real_t eval_l_N(crvec h) const
void eval_h_N(crvec x, rvec h) const
real_t eval_l(index_t timestep, crvec h) const
void eval_grad_constr_prod_N(crvec x, crvec p, rvec grad_cx_p) const
bool provides_eval_constr() const
control_problem_functions_t * functions
Pointer to the struct of function pointers for evaluating the objective, constraints,...
bool provides_get_D_N() const
void eval_add_gn_hess_constr_N(crvec x, crvec M, rmat out) const
void eval_f(index_t timestep, crvec x, crvec u, rvec fxu) const
bool provides_eval_grad_constr_prod_N() const
length_t get_R_work_size() const
void eval_add_S_prod_masked(index_t timestep, crvec xu, crvec h, crindexvec mask_K, crvec v, rvec out, rvec work) const
bool provides_eval_add_S_prod_masked() const
void get_x_init(rvec x_init) const
void eval_h(index_t timestep, crvec x, crvec u, rvec h) const
void eval_add_R_masked(index_t timestep, crvec xu, crvec h, crindexvec mask, rmat R, rvec work) const
std::shared_ptr< void > handle
Handle to the shared module defining the problem.
void eval_qr(index_t timestep, crvec xu, crvec h, rvec qr) const
ExtraFuncs extra_funcs
Dictionary of extra functions that were registered by the problem.
bool provides_eval_constr_N() const
void eval_add_Q(index_t timestep, crvec xu, crvec h, rmat Q) const
bool provides_get_R_work_size() const
bool provides_eval_add_gn_hess_constr_N() const
void eval_constr(index_t timestep, crvec x, rvec c) const
bool provides_eval_hess_L() const
real_t eval_prox_grad_step(real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) const
real_t eval_ψ_grad_ψ(crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const
void eval_grad_gi(crvec x, index_t i, rvec grad_gi) const
bool provides_get_hess_L_sparsity() const
void eval_hess_L_prod(crvec x, crvec y, real_t scale, crvec v, rvec Hv) const
bool provides_eval_hess_ψ_prod() const
void eval_hess_ψ_prod(crvec x, crvec y, crvec Σ, real_t scale, crvec v, rvec Hv) const
bool provides_eval_ψ_grad_ψ() const
bool provides_get_box_C() const
Sparsity get_jac_g_sparsity() const
real_t eval_f_g(crvec x, rvec g) const
void eval_grad_f(crvec x, rvec grad_fx) const
Sparsity get_hess_ψ_sparsity() const
bool provides_eval_jac_g() const
Sparsity get_hess_L_sparsity() const
void eval_grad_f_grad_g_prod(crvec x, crvec y, rvec grad_f, rvec grad_gxy) const
real_t eval_ψ(crvec x, crvec y, crvec Σ, rvec ŷ) const
bool provides_eval_inactive_indices_res_lna() const
std::shared_ptr< void > instance
Problem instance created by the registration function, including the deleter to destroy it.
bool provides_eval_g() const
void eval_grad_ψ(crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const
void eval_hess_ψ(crvec x, crvec y, crvec Σ, real_t scale, rvec H_values) const
bool provides_eval_grad_f_grad_g_prod() const
bool provides_eval_f() const
bool provides_get_hess_ψ_sparsity() const
bool provides_eval_hess_L_prod() const
bool provides_eval_grad_g_prod() const
bool provides_get_jac_g_sparsity() const
real_t eval_f_grad_f(crvec x, rvec grad_fx) const
DLProblem(const std::filesystem::path &so_filename, const std::string &function_name="register_alpaqa_problem", void *user_param=nullptr)
Load a problem from a shared library.
bool provides_eval_f_grad_f() const
bool provides_eval_grad_f() const
bool provides_eval_grad_gi() const
bool provides_eval_f_g() const
problem_functions_t * functions
Pointer to the struct of function pointers for evaluating the objective, constraints,...
void eval_jac_g(crvec x, rvec J_values) const
real_t eval_f(crvec x) const
void eval_hess_L(crvec x, crvec y, real_t scale, rvec H_values) const
bool provides_eval_grad_L() const
void eval_grad_g_prod(crvec x, crvec y, rvec grad_gxy) const
bool provides_eval_grad_ψ() const
std::shared_ptr< void > handle
Handle to the shared module defining the problem.
ExtraFuncs extra_funcs
Dictionary of extra functions that were registered by the problem.
bool provides_eval_hess_ψ() const
void eval_grad_L(crvec x, crvec y, rvec grad_L, rvec work_n) const
void eval_g(crvec x, rvec gx) const
bool provides_eval_ψ() const
#define USING_ALPAQA_CONFIG(Conf)
#define ALPAQA_DL_ABI_VERSION
void check_abi_version(uint64_t abi_version)
std::string format_abi_version(uint64_t version)
std::list< std::shared_ptr< void > > leaked_modules
F * load_func(void *handle, const std::string &name)
Sparsity< Conf > convert_sparsity(alpaqa_sparsity_t sp)
void leak_lib(std::shared_ptr< void > handle)
std::mutex leaked_modules_mutex
Symmetry
Describes the symmetry of matrices.
typename Conf::real_t real_t
typename Conf::index_t index_t
typename Conf::length_t length_t
typename Conf::crvec crvec
typename Conf::crindexvec crindexvec
std::shared_ptr< void > load_lib(const char *so_filename)
Sparse coordinate list structure (COO).
Sparse compressed-column structure (CCS or CSC).
Stores any of the supported sparsity patterns.
void(* eval_add_gn_hess_constr)(void *instance, alpaqa_index_t timestep, const alpaqa_real_t *x, const alpaqa_real_t *M, alpaqa_real_t *out)
alpaqa_length_t(* get_S_work_size)(void *instance)
void(* eval_grad_constr_prod_N)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *p, alpaqa_real_t *grad_cx_p)
void(* get_D)(void *instance, alpaqa_real_t *lb, alpaqa_real_t *ub)
void(* eval_grad_constr_prod)(void *instance, alpaqa_index_t timestep, const alpaqa_real_t *x, const alpaqa_real_t *p, alpaqa_real_t *grad_cx_p)
void(* eval_add_R_prod_masked)(void *instance, alpaqa_index_t timestep, const alpaqa_real_t *xu, const alpaqa_real_t *h, const alpaqa_index_t *mask_J, const alpaqa_index_t *mask_K, const alpaqa_real_t *v, alpaqa_real_t *out, alpaqa_real_t *work)
void(* eval_add_gn_hess_constr_N)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *M, alpaqa_real_t *out)
alpaqa_length_t(* get_R_work_size)(void *instance)
void(* get_D_N)(void *instance, alpaqa_real_t *lb, alpaqa_real_t *ub)
void(* eval_constr)(void *instance, alpaqa_index_t timestep, const alpaqa_real_t *x, alpaqa_real_t *c)
void(* eval_add_Q_N)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *h, alpaqa_real_t *Q)
void(* eval_add_S_prod_masked)(void *instance, alpaqa_index_t timestep, const alpaqa_real_t *xu, const alpaqa_real_t *h, const alpaqa_index_t *mask_K, const alpaqa_real_t *v, alpaqa_real_t *out, alpaqa_real_t *work)
void(* eval_constr_N)(void *instance, const alpaqa_real_t *x, alpaqa_real_t *c)
void(* eval_grad_f)(void *instance, const alpaqa_real_t *x, alpaqa_real_t *grad_fx)
Gradient of the cost function.
alpaqa_real_t(* eval_ψ)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_real_t *ŷ)
Augmented Lagrangian.
void(* eval_hess_ψ)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, alpaqa_real_t scale, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_real_t *H_values)
Hessian of the augmented Lagrangian.
void(* eval_hess_ψ_prod)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, alpaqa_real_t scale, const alpaqa_real_t *zl, const alpaqa_real_t *zu, const alpaqa_real_t *v, alpaqa_real_t *Hv)
Hessian-vector product of the augmented Lagrangian.
void(* initialize_box_C)(void *instance, alpaqa_real_t *lb, alpaqa_real_t *ub)
Provide the initial values for the bounds of alpaqa::BoxConstrProblem::C, i.e.
alpaqa_real_t(* eval_prox_grad_step)(void *instance, alpaqa_real_t γ, const alpaqa_real_t *x, const alpaqa_real_t *grad_ψ, alpaqa_real_t *x̂, alpaqa_real_t *p)
Proximal gradient step.
alpaqa_real_t(* eval_f_g)(void *instance, const alpaqa_real_t *x, alpaqa_real_t *g)
Cost and constraints.
void(* eval_grad_f_grad_g_prod)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t *grad_f, alpaqa_real_t *grad_gxy)
Gradient of the cost and gradient-vector product of the constraints.
void(* eval_grad_L)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t *grad_L, alpaqa_real_t *work_n)
Gradient of the Lagrangian.
alpaqa_real_t(* eval_f_grad_f)(void *instance, const alpaqa_real_t *x, alpaqa_real_t *grad_fx)
Cost and its gradient.
alpaqa_real_t(* eval_f)(void *instance, const alpaqa_real_t *x)
Cost function.
alpaqa_sparsity_t(* get_hess_L_sparsity)(void *instance)
Get the sparsity pattern of the Hessian of the Lagrangian.
alpaqa_sparsity_t(* get_hess_ψ_sparsity)(void *instance)
Get the sparsity pattern of the Hessian of the augmented Lagrangian.
alpaqa_length_t m
Number of constraints.
void(* eval_grad_ψ)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_real_t *grad_ψ, alpaqa_real_t *work_n, alpaqa_real_t *work_m)
Gradient of the augmented Lagrangian.
alpaqa_length_t n
Number of decision variables.
void(* eval_grad_gi)(void *instance, const alpaqa_real_t *x, alpaqa_index_t i, alpaqa_real_t *grad_gi)
Gradient of specific constraint function.
void(* initialize_l1_reg)(void *instance, alpaqa_real_t *lambda, alpaqa_length_t *size)
Provide the initial values for alpaqa::BoxConstrProblem::l1_reg, the ℓ₁-regularization factor.
void(* eval_hess_L_prod)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t scale, const alpaqa_real_t *v, alpaqa_real_t *Hv)
Hessian-vector product of the Lagrangian.
void(* eval_g)(void *instance, const alpaqa_real_t *x, alpaqa_real_t *gx)
Constraints function.
alpaqa_sparsity_t(* get_jac_g_sparsity)(void *instance)
Get the sparsity pattern of the Jacobian of the constraints function.
void(* initialize_box_D)(void *instance, alpaqa_real_t *lb, alpaqa_real_t *ub)
Provide the initial values for the bounds of alpaqa::BoxConstrProblem::D, i.e.
void(* eval_jac_g)(void *instance, const alpaqa_real_t *x, alpaqa_real_t *J_values)
Jacobian of the constraints function.
alpaqa_real_t(* eval_ψ_grad_ψ)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_real_t *grad_ψ, alpaqa_real_t *work_n, alpaqa_real_t *work_m)
Augmented Lagrangian and its gradient.
void(* eval_hess_L)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t scale, alpaqa_real_t *H_values)
Hessian of the Lagrangian.
void(* eval_grad_g_prod)(void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t *grad_gxy)
Gradient-vector product of the constraints function.
@ alpaqa_sparsity_sparse_csc
@ alpaqa_sparsity_sparse_coo_l
@ alpaqa_sparsity_sparse_coo_ll
@ alpaqa_sparsity_sparse_csc_ll
@ alpaqa_sparsity_sparse_csc_l
@ alpaqa_sparsity_sparse_coo