alpaqa 1.1.0a1
Nonconvex constrained optimization
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dl-problem.cpp
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5
6#include <algorithm>
7#include <cassert>
8#include <charconv>
9#include <iostream>
10#include <list>
11#include <memory>
12#include <mutex>
13#include <stdexcept>
14
15#if _WIN32
16#include <windows.h>
17#else
18#include <dlfcn.h>
19#endif
20
21namespace alpaqa::dl {
22
23namespace {
24
25std::string format_abi_version(uint64_t version) {
26 std::string s(16, '0');
27 auto begin = s.data(), end = begin + s.size();
28 auto [ptr, ec] = std::to_chars(begin, end, version, 16);
29 if (ec != std::errc())
30 throw std::logic_error(std::make_error_code(ec).message());
31 std::rotate(begin, ptr, end);
32 return s;
33}
34
35void check_abi_version(uint64_t abi_version) {
36 if (abi_version != ALPAQA_DL_ABI_VERSION) {
37 auto prob_version = format_abi_version(abi_version);
38 auto alpaqa_version = format_abi_version(ALPAQA_DL_ABI_VERSION);
40 "alpaqa::dl::DLProblem::DLProblem: "
41 "Incompatible problem definition (problem ABI version 0x" +
42 prob_version + ", this version of alpaqa supports 0x" +
43 alpaqa_version + ")");
44 }
45}
46
48std::list<std::shared_ptr<void>> leaked_modules;
49void leak_lib(std::shared_ptr<void> handle) {
50 std::lock_guard lck{leaked_modules_mutex};
51 leaked_modules.emplace_back(std::move(handle));
52}
53
54// clang-format off
55template <Config Conf>
58 switch (sp.kind) {
59 using sparsity::Symmetry;
61 return sparsity::Dense{
62 .rows = sp.dense.rows,
63 .cols = sp.dense.cols,
64 .symmetry = static_cast<Symmetry>(sp.dense.symmetry),
65 };
67 using SparseCSC = sparsity::SparseCSC<int, int>;
68 return SparseCSC{
69 .rows = sp.sparse_csc.rows,
70 .cols = sp.sparse_csc.cols,
71 .symmetry = static_cast<Symmetry>(sp.sparse_csc.symmetry),
72 .inner_idx = std::span{sp.sparse_csc.inner_idx, static_cast<size_t>(sp.sparse_csc.nnz)},
73 .outer_ptr = std::span{sp.sparse_csc.outer_ptr, static_cast<size_t>(sp.sparse_csc.cols + 1)},
74 .order = static_cast<typename SparseCSC::Order>(sp.sparse_csc.order),
75 };
77 using SparseCSCl = sparsity::SparseCSC<long, long>;
78 return SparseCSCl{
79 .rows = sp.sparse_csc_l.rows,
80 .cols = sp.sparse_csc_l.cols,
81 .symmetry = static_cast<Symmetry>(sp.sparse_csc_l.symmetry),
82 .inner_idx = std::span{sp.sparse_csc_l.inner_idx, static_cast<size_t>(sp.sparse_csc_l.nnz)},
83 .outer_ptr = std::span{sp.sparse_csc_l.outer_ptr, static_cast<size_t>(sp.sparse_csc_l.cols + 1)},
84 .order = static_cast<typename SparseCSCl::Order>(sp.sparse_csc_l.order),
85 };
87 using SparseCSCll = sparsity::SparseCSC<long long, long long>;
88 return SparseCSCll{
89 .rows = sp.sparse_csc_ll.rows,
90 .cols = sp.sparse_csc_ll.cols,
91 .symmetry = static_cast<Symmetry>(sp.sparse_csc_ll.symmetry),
92 .inner_idx = std::span{sp.sparse_csc_ll.inner_idx, static_cast<size_t>(sp.sparse_csc_ll.nnz)},
93 .outer_ptr = std::span{sp.sparse_csc_ll.outer_ptr, static_cast<size_t>(sp.sparse_csc_ll.cols + 1)},
94 .order = static_cast<typename SparseCSCll::Order>(sp.sparse_csc_ll.order),
95 };
97 using SparseCOO = sparsity::SparseCOO<int>;
98 return SparseCOO{
99 .rows = sp.sparse_coo.rows,
100 .cols = sp.sparse_coo.cols,
101 .symmetry = static_cast<Symmetry>(sp.sparse_coo.symmetry),
102 .row_indices = std::span{sp.sparse_coo.row_indices, static_cast<size_t>(sp.sparse_coo.nnz)},
103 .col_indices = std::span{sp.sparse_coo.col_indices, static_cast<size_t>(sp.sparse_coo.nnz)},
104 .order = static_cast<typename SparseCOO::Order>(sp.sparse_coo.order),
105 .first_index = sp.sparse_coo.first_index,
106 };
108 using SparseCOOl = sparsity::SparseCOO<long>;
109 return SparseCOOl{
110 .rows = sp.sparse_coo_l.rows,
111 .cols = sp.sparse_coo_l.cols,
112 .symmetry = static_cast<Symmetry>(sp.sparse_coo_l.symmetry),
113 .row_indices = std::span{sp.sparse_coo_l.row_indices, static_cast<size_t>(sp.sparse_coo_l.nnz)},
114 .col_indices = std::span{sp.sparse_coo_l.col_indices, static_cast<size_t>(sp.sparse_coo_l.nnz)},
115 .order = static_cast<typename SparseCOOl::Order>(sp.sparse_coo_l.order),
116 .first_index = sp.sparse_coo_l.first_index,
117 };
119 using SparseCOOll = sparsity::SparseCOO<long long>;
120 return SparseCOOll{
121 .rows = sp.sparse_coo_ll.rows,
122 .cols = sp.sparse_coo_ll.cols,
123 .symmetry = static_cast<Symmetry>(sp.sparse_coo_ll.symmetry),
124 .row_indices = std::span{sp.sparse_coo_ll.row_indices, static_cast<size_t>(sp.sparse_coo_ll.nnz)},
125 .col_indices = std::span{sp.sparse_coo_ll.col_indices, static_cast<size_t>(sp.sparse_coo_ll.nnz)},
126 .order = static_cast<typename SparseCOOll::Order>(sp.sparse_coo_ll.order),
127 .first_index = sp.sparse_coo_ll.first_index,
128 };
129 default: throw std::invalid_argument("Invalid sparsity kind");
130 }
131}
132// clang-format on
133
134} // namespace
135
136DLProblem::DLProblem(const std::filesystem::path &so_filename,
137 const std::string &function_name,
138 alpaqa_register_arg_t user_param,
139 DynamicLoadFlags dl_flags)
140 : BoxConstrProblem{0, 0}, file{so_filename} {
141 if (so_filename.empty())
142 throw std::invalid_argument("Invalid problem filename");
143 handle = guanaqo::load_lib(so_filename, dl_flags);
144 try {
145 auto *version_func = reinterpret_cast<alpaqa_dl_abi_version_t (*)()>(
146 guanaqo::load_func(handle.get(), function_name + "_version"));
147 check_abi_version(version_func());
148 } catch (const dynamic_load_error &) {
149 std::cerr << "Warning: problem " << so_filename
150 << " does not provide a function to query the ABI version, "
151 "alpaqa_dl_abi_version_t "
152 << function_name << "_version(void)\n";
153 }
154 auto *register_func =
155 reinterpret_cast<problem_register_t (*)(alpaqa_register_arg_t)>(
156 guanaqo::load_func(handle.get(), function_name));
157 auto r = register_func(user_param);
158 // Avoid leaking if we throw (or if std::shared_ptr constructor throws)
159 std::unique_ptr<void, void (*)(void *)> unique_inst{r.instance, r.cleanup};
160 std::unique_ptr<alpaqa_function_dict_t> unique_extra{r.extra_functions};
161 std::unique_ptr<alpaqa_exception_ptr_t> unique_exception{r.exception};
162 check_abi_version(r.abi_version);
163 // Check exception thrown by plugin
164 if (unique_exception) {
165 // Here we're facing an interesting problem: the exception we throw
166 // might propagate upwards to a point where this instance is destroyed.
167 // This would cause the shared module to be closed using dlclose.
168 // However, the exception is still stored somewhere in the memory of
169 // that module, causing a segmentation fault when accessed.
170 // To get around this issue, we need to ensure that the shared module
171 // is not closed. Here we simply leak it by storing a shared_ptr to it
172 // in a global variable.
173 leak_lib(handle);
174 std::rethrow_exception(unique_exception->exc);
175 }
176 if (!r.functions)
177 throw std::logic_error("alpaqa::dl::DLProblem::DLProblem: plugin did "
178 "not return any functions");
179 // Store data returned by plugin
180 instance = std::shared_ptr<void>{std::move(unique_inst)};
181 functions = r.functions;
182 extra_funcs = std::shared_ptr<function_dict_t>{std::move(unique_extra)};
183
184 num_variables = functions->num_variables;
185 num_constraints = functions->num_constraints;
188 if (functions->initialize_variable_bounds)
189 functions->initialize_variable_bounds(instance.get(),
190 variable_bounds.lower.data(),
191 variable_bounds.upper.data());
192 if (functions->initialize_general_bounds)
193 functions->initialize_general_bounds(instance.get(),
194 general_bounds.lower.data(),
195 general_bounds.upper.data());
196 if (functions->initialize_l1_reg) {
197 length_t nλ = 0;
198 functions->initialize_l1_reg(instance.get(), nullptr, &nλ);
199 if (nλ > 0) {
200 l1_reg.resize(nλ);
201 functions->initialize_l1_reg(instance.get(), l1_reg.data(), &nλ);
202 }
203 }
204}
205
206DLProblem::DLProblem(const std::filesystem::path &so_filename,
207 const std::string &function_name, std::any &user_param,
208 DynamicLoadFlags dl_flags)
209 : DLProblem{so_filename, function_name,
210 alpaqa_register_arg_t{reinterpret_cast<void *>(&user_param),
212 dl_flags} {}
213
214DLProblem::DLProblem(const std::filesystem::path &so_filename,
215 const std::string &function_name,
216 std::span<std::string_view> user_param,
217 DynamicLoadFlags dl_flags)
218 : DLProblem{so_filename, function_name,
219 alpaqa_register_arg_t{reinterpret_cast<void *>(&user_param),
221 dl_flags} {}
222
224 rvec e) const -> void {
225 if (functions->eval_projecting_difference_constraints)
226 return functions->eval_projecting_difference_constraints(
227 instance.get(), z.data(), e.data());
229 z, e);
230}
231
233 if (functions->eval_projection_multipliers)
234 return functions->eval_projection_multipliers(instance.get(), y.data(),
235 M);
237}
238
240 rvec x̂, rvec p) const -> real_t {
241 if (functions->eval_proximal_gradient_step)
242 return functions->eval_proximal_gradient_step(
243 instance.get(), γ, x.data(), grad_ψ.data(), x̂.data(), p.data());
245 x̂, p);
246}
247
249 rindexvec J) const -> index_t {
250 if (functions->eval_inactive_indices_res_lna)
251 return functions->eval_inactive_indices_res_lna(
252 instance.get(), γ, x.data(), grad_ψ.data(), J.data());
254 grad_ψ, J);
255}
256
257auto DLProblem::get_name() const -> std::string {
258 if (functions->name)
259 return functions->name;
260 return file.filename().string();
261}
262
263// clang-format off
264auto DLProblem::eval_objective(crvec x) const -> real_t { return functions->eval_objective(instance.get(), x.data()); }
265auto DLProblem::eval_objective_gradient(crvec x, rvec grad_fx) const -> void { return functions->eval_objective_gradient(instance.get(), x.data(), grad_fx.data()); }
266auto DLProblem::eval_constraints(crvec x, rvec gx) const -> void { return functions->eval_constraints(instance.get(), x.data(), gx.data()); }
267auto DLProblem::eval_constraints_gradient_product(crvec x, crvec y, rvec grad_gxy) const -> void { return functions->eval_constraints_gradient_product(instance.get(), x.data(), y.data(), grad_gxy.data()); }
268auto DLProblem::eval_grad_gi(crvec x, index_t i, rvec grad_gi) const -> void { return functions->eval_grad_gi(instance.get(), x.data(), i, grad_gi.data()); }
269auto DLProblem::eval_constraints_jacobian(crvec x, rvec J_values) const -> void { return functions->eval_constraints_jacobian(instance.get(), x.data(), J_values.size() == 0 ? nullptr : J_values.data()); }
270auto DLProblem::get_constraints_jacobian_sparsity() const -> Sparsity { return convert_sparsity<config_t>(functions->get_constraints_jacobian_sparsity(instance.get())); }
271auto DLProblem::eval_lagrangian_hessian_product(crvec x, crvec y, real_t scale, crvec v, rvec Hv) const -> void { return functions->eval_lagrangian_hessian_product(instance.get(), x.data(), y.data(), scale, v.data(), Hv.data()); }
272auto DLProblem::eval_lagrangian_hessian(crvec x, crvec y, real_t scale, rvec H_values) const -> void { return functions->eval_lagrangian_hessian(instance.get(), x.data(), y.data(), scale, H_values.size() == 0 ? nullptr : H_values.data()); }
273auto DLProblem::get_lagrangian_hessian_sparsity() const -> Sparsity { return convert_sparsity<config_t>(functions->get_lagrangian_hessian_sparsity(instance.get())); }
274auto DLProblem::eval_augmented_lagrangian_hessian_product(crvec x, crvec y, crvec Σ, real_t scale, crvec v, rvec Hv) const -> void { return functions->eval_augmented_lagrangian_hessian_product(instance.get(), x.data(), y.data(), Σ.data(), scale, general_bounds.lower.data(), general_bounds.upper.data(), v.data(), Hv.data()); }
275auto DLProblem::eval_augmented_lagrangian_hessian(crvec x, crvec y, crvec Σ, real_t scale, rvec H_values) const -> void { return functions->eval_augmented_lagrangian_hessian(instance.get(), x.data(), y.data(), Σ.data(), scale, general_bounds.lower.data(), general_bounds.upper.data(), H_values.size() == 0 ? nullptr : H_values.data()); }
276auto DLProblem::get_augmented_lagrangian_hessian_sparsity() const -> Sparsity { return convert_sparsity<config_t>(functions->get_augmented_lagrangian_hessian_sparsity(instance.get())); }
277auto DLProblem::eval_objective_and_gradient(crvec x, rvec grad_fx) const -> real_t { return functions->eval_objective_and_gradient(instance.get(), x.data(), grad_fx.data()); }
278auto DLProblem::eval_objective_and_constraints(crvec x, rvec g) const -> real_t { return functions->eval_objective_and_constraints(instance.get(), x.data(), g.data()); }
279auto DLProblem::eval_objective_gradient_and_constraints_gradient_product(crvec x, crvec y, rvec grad_f, rvec grad_gxy) const -> void { return functions->eval_objective_gradient_and_constraints_gradient_product(instance.get(), x.data(), y.data(), grad_f.data(), grad_gxy.data()); }
280auto DLProblem::eval_lagrangian_gradient(crvec x, crvec y, rvec grad_L, rvec work_n) const -> void { return functions->eval_lagrangian_gradient(instance.get(), x.data(), y.data(), grad_L.data(), work_n.data()); }
281auto DLProblem::eval_augmented_lagrangian(crvec x, crvec y, crvec Σ, rvec ŷ) const -> real_t { return functions->eval_augmented_lagrangian(instance.get(), x.data(), y.data(), Σ.data(), general_bounds.lower.data(), general_bounds.upper.data(), ŷ.data()); }
282auto DLProblem::eval_augmented_lagrangian_gradient(crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const -> void { return functions->eval_augmented_lagrangian_gradient(instance.get(), x.data(), y.data(), Σ.data(), general_bounds.lower.data(), general_bounds.upper.data(), grad_ψ.data(), work_n.data(), work_m.data()); }
283auto DLProblem::eval_augmented_lagrangian_and_gradient(crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const -> real_t { return functions->eval_augmented_lagrangian_and_gradient(instance.get(), x.data(), y.data(), Σ.data(), general_bounds.lower.data(), general_bounds.upper.data(), grad_ψ.data(), work_n.data(), work_m.data()); }
284
285bool DLProblem::provides_eval_objective() const { return functions->eval_objective != nullptr; }
286bool DLProblem::provides_eval_objective_gradient() const { return functions->eval_objective_gradient != nullptr; }
287bool DLProblem::provides_eval_constraints() const { return functions->eval_constraints != nullptr; }
288bool DLProblem::provides_eval_constraints_gradient_product() const { return functions->eval_constraints_gradient_product != nullptr; }
289bool DLProblem::provides_eval_constraints_jacobian() const { return functions->eval_constraints_jacobian != nullptr; }
290bool DLProblem::provides_get_constraints_jacobian_sparsity() const { return functions->get_constraints_jacobian_sparsity != nullptr; }
291bool DLProblem::provides_eval_grad_gi() const { return functions->eval_grad_gi != nullptr; }
292bool DLProblem::provides_eval_lagrangian_hessian_product() const { return functions->eval_lagrangian_hessian_product != nullptr; }
293bool DLProblem::provides_eval_lagrangian_hessian() const { return functions->eval_lagrangian_hessian != nullptr; }
294bool DLProblem::provides_get_lagrangian_hessian_sparsity() const { return functions->get_lagrangian_hessian_sparsity != nullptr; }
295bool DLProblem::provides_eval_augmented_lagrangian_hessian_product() const { return functions->eval_augmented_lagrangian_hessian_product != nullptr; }
296bool DLProblem::provides_eval_augmented_lagrangian_hessian() const { return functions->eval_augmented_lagrangian_hessian != nullptr; }
297bool DLProblem::provides_get_augmented_lagrangian_hessian_sparsity() const { return functions->get_augmented_lagrangian_hessian_sparsity != nullptr; }
298bool DLProblem::provides_eval_objective_and_gradient() const { return functions->eval_objective_and_gradient != nullptr; }
299bool DLProblem::provides_eval_objective_and_constraints() const { return functions->eval_objective_and_constraints != nullptr; }
300bool DLProblem::provides_eval_objective_gradient_and_constraints_gradient_product() const { return functions->eval_objective_gradient_and_constraints_gradient_product != nullptr; }
301bool DLProblem::provides_eval_lagrangian_gradient() const { return functions->eval_lagrangian_gradient != nullptr; }
302bool DLProblem::provides_eval_augmented_lagrangian() const { return functions->eval_augmented_lagrangian != nullptr; }
303bool DLProblem::provides_eval_augmented_lagrangian_gradient() const { return functions->eval_augmented_lagrangian_gradient != nullptr; }
304bool DLProblem::provides_eval_augmented_lagrangian_and_gradient() const { return functions->eval_augmented_lagrangian_and_gradient != nullptr; }
305bool DLProblem::provides_get_variable_bounds() const { return functions->eval_proximal_gradient_step == nullptr && BoxConstrProblem::provides_get_variable_bounds(); }
306bool DLProblem::provides_get_general_bounds() const { return functions->eval_projecting_difference_constraints == nullptr; }
307bool DLProblem::provides_eval_inactive_indices_res_lna() const { return functions->eval_proximal_gradient_step == nullptr || functions->eval_inactive_indices_res_lna != nullptr; }
308// clang-format on
309
310#if ALPAQA_WITH_OCP
311
312DLControlProblem::DLControlProblem(const std::filesystem::path &so_filename,
313 const std::string &function_name,
314 alpaqa_register_arg_t user_param,
315 DynamicLoadFlags dl_flags) {
316 if (so_filename.empty())
317 throw std::invalid_argument("Invalid problem filename");
318 handle = guanaqo::load_lib(so_filename, dl_flags);
319 try {
320 auto *version_func = reinterpret_cast<alpaqa_dl_abi_version_t (*)()>(
321 guanaqo::load_func(handle.get(), function_name + "_version"));
322 check_abi_version(version_func());
323 } catch (const dynamic_load_error &) {
324 std::cerr << "Warning: problem " << so_filename
325 << " does not provide a function to query the ABI version, "
326 "alpaqa_dl_abi_version_t "
327 << function_name << "_version(void)\n";
328 }
329 auto *register_func =
331 guanaqo::load_func(handle.get(), function_name));
332 auto r = register_func(user_param);
333 // Avoid leaking if we throw (or if std::shared_ptr constructor throws)
334 std::unique_ptr<void, void (*)(void *)> unique_inst{r.instance, r.cleanup};
335 std::unique_ptr<alpaqa_function_dict_t> unique_extra{r.extra_functions};
336 std::unique_ptr<alpaqa_exception_ptr_t> unique_exception{r.exception};
337 check_abi_version(r.abi_version);
338 // Check exception thrown by plugin
339 if (unique_exception) {
340 // Here we're facing an interesting problem: the exception we throw
341 // might propagate upwards to a point where this instance is destroyed.
342 // This would cause the shared module to be closed using dlclose.
343 // However, the exception is still stored somewhere in the memory of
344 // that module, causing a segmentation fault when accessed.
345 // To get around this issue, we need to ensure that the shared module
346 // is not closed. Here we simply leak it by storing a shared_ptr to it
347 // in a global variable.
348 leak_lib(handle);
349 std::rethrow_exception(unique_exception->exc);
350 }
351 if (!functions)
352 throw std::logic_error("alpaqa::dl::DLControlProblem::DLControlProblem:"
353 " plugin did not return any functions");
354 // Store data returned by plugin
355 instance = std::shared_ptr<void>{std::move(unique_inst)};
356 functions = r.functions;
357 extra_funcs = std::shared_ptr<function_dict_t>{std::move(unique_extra)};
358}
359
360// clang-format off
361auto DLControlProblem::get_U(Box &U) const -> void { return functions->get_U(instance.get(), U.lower.data(), U.upper.data()); }
362auto DLControlProblem::get_D(Box &D) const -> void { return functions->get_D(instance.get(), D.lower.data(), D.upper.data()); }
363auto DLControlProblem::get_D_N(Box &D) const -> void { return functions->get_D_N(instance.get(), D.lower.data(), D.upper.data()); }
364auto DLControlProblem::get_x_init(rvec x_init) const -> void { return functions->get_x_init(instance.get(), x_init.data()); }
365auto DLControlProblem::eval_f(index_t timestep, crvec x, crvec u, rvec fxu) const -> void { return functions->eval_f(instance.get(), timestep, x.data(), u.data(), fxu.data()); }
366auto DLControlProblem::eval_jac_f(index_t timestep, crvec x, crvec u, rmat J_fxu) const -> void { return functions->eval_jac_f(instance.get(), timestep, x.data(), u.data(), J_fxu.data()); }
367auto DLControlProblem::eval_grad_f_prod(index_t timestep, crvec x, crvec u, crvec p, rvec grad_fxu_p) const -> void { return functions->eval_grad_f_prod(instance.get(), timestep, x.data(), u.data(), p.data(), grad_fxu_p.data()); }
368auto DLControlProblem::eval_h(index_t timestep, crvec x, crvec u, rvec h) const -> void { return functions->eval_h(instance.get(), timestep, x.data(), u.data(), h.data()); }
369auto DLControlProblem::eval_h_N(crvec x, rvec h) const -> void { return functions->eval_h_N(instance.get(), x.data(), h.data()); }
370auto DLControlProblem::eval_l(index_t timestep, crvec h) const -> real_t { return functions->eval_l(instance.get(), timestep, h.data()); }
371auto DLControlProblem::eval_l_N(crvec h) const -> real_t { return functions->eval_l_N(instance.get(), h.data()); }
372auto DLControlProblem::eval_qr(index_t timestep, crvec xu, crvec h, rvec qr) const -> void { return functions->eval_qr(instance.get(), timestep, xu.data(), h.data(), qr.data()); }
373auto DLControlProblem::eval_q_N(crvec x, crvec h, rvec q) const -> void { return functions->eval_q_N(instance.get(), x.data(), h.data(), q.data()); }
374auto DLControlProblem::eval_add_Q(index_t timestep, crvec xu, crvec h, rmat Q) const -> void { return functions->eval_add_Q(instance.get(), timestep, xu.data(), h.data(), Q.data()); }
375auto DLControlProblem::eval_add_Q_N(crvec x, crvec h, rmat Q) const -> void { return functions->eval_add_Q_N(instance.get(), x.data(), h.data(), Q.data()); }
376auto 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()); }
377auto 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()); }
378auto 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()); }
379auto 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()); }
380auto DLControlProblem::get_R_work_size() const -> length_t { return functions->get_R_work_size(instance.get()); }
381auto DLControlProblem::get_S_work_size() const -> length_t { return functions->get_S_work_size(instance.get()); }
382auto DLControlProblem::eval_constr(index_t timestep, crvec x, rvec c) const -> void { return functions->eval_constr(instance.get(), timestep, x.data(), c.data()); }
383auto DLControlProblem::eval_constr_N(crvec x, rvec c) const -> void { return functions->eval_constr_N(instance.get(), x.data(), c.data()); }
384auto DLControlProblem::eval_grad_constr_prod(index_t timestep, crvec x, crvec p, rvec grad_cx_p) const -> void { return functions->eval_grad_constr_prod(instance.get(), timestep, x.data(), p.data(), grad_cx_p.data()); }
385auto DLControlProblem::eval_grad_constr_prod_N(crvec x, crvec p, rvec grad_cx_p) const -> void { return functions->eval_grad_constr_prod_N(instance.get(), x.data(), p.data(), grad_cx_p.data()); }
386auto DLControlProblem::eval_add_gn_hess_constr(index_t timestep, crvec x, crvec M, rmat out) const -> void { return functions->eval_add_gn_hess_constr(instance.get(), timestep, x.data(), M.data(), out.data()); }
387auto DLControlProblem::eval_add_gn_hess_constr_N(crvec x, crvec M, rmat out) const -> void { return functions->eval_add_gn_hess_constr_N(instance.get(), x.data(), M.data(), out.data()); }
388
389bool DLControlProblem::provides_get_D() const { return functions->get_D != nullptr; }
390bool DLControlProblem::provides_get_D_N() const { return functions->get_D_N != nullptr; }
391bool DLControlProblem::provides_eval_add_Q_N() const { return functions->eval_add_Q_N != nullptr; }
392bool DLControlProblem::provides_eval_add_R_prod_masked() const { return functions->eval_add_R_prod_masked != nullptr; }
393bool DLControlProblem::provides_eval_add_S_prod_masked() const { return functions->eval_add_S_prod_masked != nullptr; }
394bool DLControlProblem::provides_get_R_work_size() const { return functions->get_R_work_size != nullptr; }
395bool DLControlProblem::provides_get_S_work_size() const { return functions->get_S_work_size != nullptr; }
396bool DLControlProblem::provides_eval_constr() const { return functions->eval_constr != nullptr; }
397bool DLControlProblem::provides_eval_constr_N() const { return functions->eval_constr_N != nullptr; }
398bool DLControlProblem::provides_eval_grad_constr_prod() const { return functions->eval_grad_constr_prod != nullptr; }
399bool DLControlProblem::provides_eval_grad_constr_prod_N() const { return functions->eval_grad_constr_prod_N != nullptr; }
400bool DLControlProblem::provides_eval_add_gn_hess_constr() const { return functions->eval_add_gn_hess_constr != nullptr; }
401bool DLControlProblem::provides_eval_add_gn_hess_constr_N() const { return functions->eval_add_gn_hess_constr_N != nullptr; }
402// clang-format on
403
404#endif
405
406} // namespace alpaqa::dl
index_t eval_inactive_indices_res_lna(real_t γ, crvec x, crvec grad_ψ, rindexvec J) const
void eval_projection_multipliers(rvec y, real_t M) const
BoxConstrProblem(length_t num_variables, length_t num_constraints)
real_t eval_proximal_gradient_step(real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) const
void eval_projecting_difference_constraints(crvec z, rvec p) const
bool provides_get_variable_bounds() const
Only supported if the ℓ₁-regularization term is zero.
void eval_add_S_masked(index_t timestep, crvec xu, crvec h, crindexvec mask, rmat S, rvec work) const
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
DLControlProblem(const std::filesystem::path &so_filename, const std::string &function_name="register_alpaqa_control_problem", alpaqa_register_arg_t user_param={}, DynamicLoadFlags dl_flags={})
Load a problem from a shared library.
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
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
control_problem_functions_t * functions
Pointer to the struct of function pointers for evaluating the objective, constraints,...
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
alpaqa::Box< config_t > Box
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.
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_constraints_jacobian() const
bool provides_eval_objective() const
void eval_projection_multipliers(rvec y, real_t M) const
void eval_grad_gi(crvec x, index_t i, rvec grad_gi) const
Sparsity get_lagrangian_hessian_sparsity() const
void eval_objective_gradient(crvec x, rvec grad_fx) const
void eval_constraints(crvec x, rvec gx) const
void eval_constraints_gradient_product(crvec x, crvec y, rvec grad_gxy) const
real_t eval_augmented_lagrangian_and_gradient(crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const
bool provides_eval_augmented_lagrangian() const
real_t eval_objective_and_gradient(crvec x, rvec grad_fx) const
bool provides_eval_constraints_gradient_product() const
bool provides_eval_objective_and_gradient() const
bool provides_eval_augmented_lagrangian_and_gradient() const
bool provides_eval_inactive_indices_res_lna() const
void eval_objective_gradient_and_constraints_gradient_product(crvec x, crvec y, rvec grad_f, rvec grad_gxy) const
std::shared_ptr< void > instance
Problem instance created by the registration function, including the deleter to destroy it.
bool provides_eval_objective_gradient_and_constraints_gradient_product() const
bool provides_eval_objective_and_constraints() const
real_t eval_objective(crvec x) const
DLProblem(const std::filesystem::path &so_filename, const std::string &function_name="register_alpaqa_problem", alpaqa_register_arg_t user_param={}, DynamicLoadFlags dl_flags={})
Load a problem from a shared library.
bool provides_get_lagrangian_hessian_sparsity() const
index_t eval_inactive_indices_res_lna(real_t γ, crvec x, crvec grad_ψ, rindexvec J) const
bool provides_eval_lagrangian_hessian_product() const
bool provides_get_constraints_jacobian_sparsity() const
void eval_augmented_lagrangian_hessian(crvec x, crvec y, crvec Σ, real_t scale, rvec H_values) const
void eval_augmented_lagrangian_gradient(crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const
Sparsity get_constraints_jacobian_sparsity() const
bool provides_eval_constraints() const
bool provides_eval_augmented_lagrangian_hessian() const
void eval_lagrangian_gradient(crvec x, crvec y, rvec grad_L, rvec work_n) const
void eval_constraints_jacobian(crvec x, rvec J_values) const
real_t eval_objective_and_constraints(crvec x, rvec g) const
bool provides_eval_augmented_lagrangian_gradient() const
bool provides_get_variable_bounds() const
bool provides_eval_grad_gi() const
std::filesystem::path file
Path to the shared module file.
problem_functions_t * functions
Pointer to the struct of function pointers for evaluating the objective, constraints,...
bool provides_eval_augmented_lagrangian_hessian_product() const
bool provides_get_general_bounds() const
bool provides_eval_lagrangian_hessian() const
std::shared_ptr< void > handle
Handle to the shared module defining the problem.
void eval_lagrangian_hessian_product(crvec x, crvec y, real_t scale, crvec v, rvec Hv) const
ExtraFuncs extra_funcs
Dictionary of extra functions that were registered by the problem.
bool provides_get_augmented_lagrangian_hessian_sparsity() const
Sparsity get_augmented_lagrangian_hessian_sparsity() const
bool provides_eval_objective_gradient() const
real_t eval_augmented_lagrangian(crvec x, crvec y, crvec Σ, rvec ŷ) const
bool provides_eval_lagrangian_gradient() const
void eval_lagrangian_hessian(crvec x, crvec y, real_t scale, rvec H_values) const
void eval_projecting_difference_constraints(crvec z, rvec e) const
void eval_augmented_lagrangian_hessian_product(crvec x, crvec y, crvec Σ, real_t scale, crvec v, rvec Hv) const
std::string get_name() const
real_t eval_proximal_gradient_step(real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) const
#define USING_ALPAQA_CONFIG(Conf)
Definition config.hpp:77
#define ALPAQA_DL_ABI_VERSION
Definition dl-problem.h:8
@ alpaqa_register_arg_strings
The data pointer points to a dynamic C++ std::span of std::string_view.
Definition dl-problem.h:51
@ alpaqa_register_arg_std_any
The data pointer points to a C++ std::any object.
Definition dl-problem.h:46
uint64_t alpaqa_dl_abi_version_t
Definition dl-problem.h:29
User-provided argument that is passed to the problem registration functions.
Definition dl-problem.h:60
std::string format_abi_version(uint64_t version)
std::list< std::shared_ptr< void > > leaked_modules
Sparsity convert_sparsity(alpaqa_sparsity_t sp)
void leak_lib(std::shared_ptr< void > handle)
alpaqa_problem_register_t problem_register_t
Definition dl-problem.h:688
typename Conf::rmat rmat
Definition config.hpp:96
alpaqa_control_problem_register_t control_problem_register_t
Definition dl-problem.h:689
typename Conf::real_t real_t
Definition config.hpp:86
typename Conf::rindexvec rindexvec
Definition config.hpp:106
typename Conf::index_t index_t
Definition config.hpp:104
typename Conf::length_t length_t
Definition config.hpp:103
typename Conf::rvec rvec
Definition config.hpp:91
typename Conf::crvec crvec
Definition config.hpp:92
typename Conf::crindexvec crindexvec
Definition config.hpp:107
Sparsity of matrices.
Definition dl-problem.h:182
enum alpaqa_sparsity_t::@134212053240032245237223311064313221324035054276 kind