13#ifndef ALPAQA_WITHOUT_MUTEX
28 std::string s(16,
'0');
29 auto begin = s.data(), end = begin + s.size();
30 auto [ptr, ec] = std::to_chars(begin, end, version, 16);
31 if (ec != std::errc())
32 throw std::logic_error(std::make_error_code(ec).message());
33 std::rotate(begin, ptr, end);
42 "alpaqa::dl::DLProblem::DLProblem: "
43 "Incompatible problem definition (problem ABI version 0x" +
44 prob_version +
", this version of alpaqa supports 0x" +
45 alpaqa_version +
")");
48#ifndef ALPAQA_WITHOUT_MUTEX
53#ifndef ALPAQA_WITHOUT_MUTEX
64 using sparsity::Symmetry;
66 return sparsity::Dense{
67 .rows = sp.dense.rows,
68 .cols = sp.dense.cols,
69 .symmetry =
static_cast<Symmetry
>(sp.dense.symmetry),
72 using SparseCSC = sparsity::SparseCSC<int, int>;
74 .rows = sp.sparse_csc.rows,
75 .cols = sp.sparse_csc.cols,
76 .symmetry =
static_cast<Symmetry
>(sp.sparse_csc.symmetry),
77 .inner_idx = std::span{sp.sparse_csc.inner_idx,
static_cast<size_t>(sp.sparse_csc.nnz)},
78 .outer_ptr = std::span{sp.sparse_csc.outer_ptr,
static_cast<size_t>(sp.sparse_csc.cols + 1)},
79 .order =
static_cast<typename SparseCSC::Order
>(sp.sparse_csc.order),
82 using SparseCSCl = sparsity::SparseCSC<long, long>;
84 .rows = sp.sparse_csc_l.rows,
85 .cols = sp.sparse_csc_l.cols,
86 .symmetry =
static_cast<Symmetry
>(sp.sparse_csc_l.symmetry),
87 .inner_idx = std::span{sp.sparse_csc_l.inner_idx,
static_cast<size_t>(sp.sparse_csc_l.nnz)},
88 .outer_ptr = std::span{sp.sparse_csc_l.outer_ptr,
static_cast<size_t>(sp.sparse_csc_l.cols + 1)},
89 .order =
static_cast<typename SparseCSCl::Order
>(sp.sparse_csc_l.order),
92 using SparseCSCll = sparsity::SparseCSC<long long, long long>;
94 .rows = sp.sparse_csc_ll.rows,
95 .cols = sp.sparse_csc_ll.cols,
96 .symmetry =
static_cast<Symmetry
>(sp.sparse_csc_ll.symmetry),
97 .inner_idx = std::span{sp.sparse_csc_ll.inner_idx,
static_cast<size_t>(sp.sparse_csc_ll.nnz)},
98 .outer_ptr = std::span{sp.sparse_csc_ll.outer_ptr,
static_cast<size_t>(sp.sparse_csc_ll.cols + 1)},
99 .order =
static_cast<typename SparseCSCll::Order
>(sp.sparse_csc_ll.order),
102 using SparseCOO = sparsity::SparseCOO<int>;
104 .rows = sp.sparse_coo.rows,
105 .cols = sp.sparse_coo.cols,
106 .symmetry =
static_cast<Symmetry
>(sp.sparse_coo.symmetry),
107 .row_indices = std::span{sp.sparse_coo.row_indices,
static_cast<size_t>(sp.sparse_coo.nnz)},
108 .col_indices = std::span{sp.sparse_coo.col_indices,
static_cast<size_t>(sp.sparse_coo.nnz)},
109 .order =
static_cast<typename SparseCOO::Order
>(sp.sparse_coo.order),
110 .first_index = sp.sparse_coo.first_index,
113 using SparseCOOl = sparsity::SparseCOO<long>;
115 .rows = sp.sparse_coo_l.rows,
116 .cols = sp.sparse_coo_l.cols,
117 .symmetry =
static_cast<Symmetry
>(sp.sparse_coo_l.symmetry),
118 .row_indices = std::span{sp.sparse_coo_l.row_indices,
static_cast<size_t>(sp.sparse_coo_l.nnz)},
119 .col_indices = std::span{sp.sparse_coo_l.col_indices,
static_cast<size_t>(sp.sparse_coo_l.nnz)},
120 .order =
static_cast<typename SparseCOOl::Order
>(sp.sparse_coo_l.order),
121 .first_index = sp.sparse_coo_l.first_index,
124 using SparseCOOll = sparsity::SparseCOO<long long>;
126 .rows = sp.sparse_coo_ll.rows,
127 .cols = sp.sparse_coo_ll.cols,
128 .symmetry =
static_cast<Symmetry
>(sp.sparse_coo_ll.symmetry),
129 .row_indices = std::span{sp.sparse_coo_ll.row_indices,
static_cast<size_t>(sp.sparse_coo_ll.nnz)},
130 .col_indices = std::span{sp.sparse_coo_ll.col_indices,
static_cast<size_t>(sp.sparse_coo_ll.nnz)},
131 .order =
static_cast<typename SparseCOOll::Order
>(sp.sparse_coo_ll.order),
132 .first_index = sp.sparse_coo_ll.first_index,
134 default:
throw std::invalid_argument(
"Invalid sparsity kind");
142 const std::string &function_name,
144 DynamicLoadFlags dl_flags)
146 if (so_filename.empty())
147 throw std::invalid_argument(
"Invalid problem filename");
148 handle = guanaqo::load_lib(so_filename, dl_flags);
151 guanaqo::load_func(
handle.get(), function_name +
"_version"));
152 check_abi_version(version_func());
153 }
catch (
const dynamic_load_error &) {
154 std::cerr <<
"Warning: problem " << so_filename
155 <<
" does not provide a function to query the ABI version, "
156 "alpaqa_dl_abi_version_t "
157 << function_name <<
"_version(void)\n";
159 auto *register_func =
161 guanaqo::load_func(
handle.get(), function_name));
162 auto r = register_func(user_param);
164 std::unique_ptr<void, void (*)(
void *)> unique_inst{r.instance, r.cleanup};
165 std::unique_ptr<alpaqa_function_dict_t> unique_extra{r.extra_functions};
166 std::unique_ptr<alpaqa_exception_ptr_t> unique_exception{r.exception};
167 check_abi_version(r.abi_version);
169 if (unique_exception) {
179 std::rethrow_exception(unique_exception->exc);
182 throw std::logic_error(
"alpaqa::dl::DLProblem::DLProblem: plugin did "
183 "not return any functions");
185 instance = std::shared_ptr<void>{std::move(unique_inst)};
187 extra_funcs = std::shared_ptr<function_dict_t>{std::move(unique_extra)};
193 if (
functions->initialize_variable_bounds)
197 if (
functions->initialize_general_bounds)
212 const std::string &function_name, std::any &user_param,
213 DynamicLoadFlags dl_flags)
220 const std::string &function_name,
221 std::span<std::string_view> user_param,
222 DynamicLoadFlags dl_flags)
230 if (
functions->eval_projecting_difference_constraints)
231 return functions->eval_projecting_difference_constraints(
232 instance.get(), z.data(), e.data());
238 if (
functions->eval_projection_multipliers)
246 if (
functions->eval_proximal_gradient_step)
247 return functions->eval_proximal_gradient_step(
248 instance.get(), γ, x.data(), grad_ψ.data(), x̂.data(), p.data());
255 if (
functions->eval_inactive_indices_res_lna)
256 return functions->eval_inactive_indices_res_lna(
257 instance.get(), γ, x.data(), grad_ψ.data(), J.data());
265 return file.filename().string();
279auto 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()); }
280auto 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()); }
287auto 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()); }
288auto 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()); }
318 const std::string &function_name,
320 DynamicLoadFlags dl_flags) {
321 if (so_filename.empty())
322 throw std::invalid_argument(
"Invalid problem filename");
323 handle = guanaqo::load_lib(so_filename, dl_flags);
326 guanaqo::load_func(
handle.get(), function_name +
"_version"));
327 check_abi_version(version_func());
328 }
catch (
const dynamic_load_error &) {
329 std::cerr <<
"Warning: problem " << so_filename
330 <<
" does not provide a function to query the ABI version, "
331 "alpaqa_dl_abi_version_t "
332 << function_name <<
"_version(void)\n";
334 auto *register_func =
336 guanaqo::load_func(
handle.get(), function_name));
337 auto r = register_func(user_param);
339 std::unique_ptr<void, void (*)(
void *)> unique_inst{r.instance, r.cleanup};
340 std::unique_ptr<alpaqa_function_dict_t> unique_extra{r.extra_functions};
341 std::unique_ptr<alpaqa_exception_ptr_t> unique_exception{r.exception};
342 check_abi_version(r.abi_version);
344 if (unique_exception) {
354 std::rethrow_exception(unique_exception->exc);
357 throw std::logic_error(
"alpaqa::dl::DLControlProblem::DLControlProblem:"
358 " plugin did not return any functions");
360 instance = std::shared_ptr<void>{std::move(unique_inst)};
362 extra_funcs = std::shared_ptr<function_dict_t>{std::move(unique_extra)};
381auto 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()); }
382auto 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()); }
383auto 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()); }
384auto 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()); }
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
alpaqa::Box< config_t > Box
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_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
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.
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_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)
#define ALPAQA_DL_ABI_VERSION
@ alpaqa_register_arg_strings
The data pointer points to a dynamic C++ std::span of std::string_view.
@ alpaqa_register_arg_std_any
The data pointer points to a C++ std::any object.
uint64_t alpaqa_dl_abi_version_t
User-provided argument that is passed to the problem registration functions.
void check_abi_version(uint64_t abi_version)
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)
std::mutex leaked_modules_mutex
alpaqa_problem_register_t problem_register_t
alpaqa_control_problem_register_t control_problem_register_t
typename Conf::real_t real_t
typename Conf::rindexvec rindexvec
typename Conf::index_t index_t
typename Conf::length_t length_t
typename Conf::crvec crvec
typename Conf::crindexvec crindexvec
enum alpaqa_sparsity_t::@134212053240032245237223311064313221324035054276 kind
@ 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