CasADiProblem.hpp

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#pragma once
 
#include <alpaqa/casadi-loader-export.hpp>
#include <alpaqa/casadi/casadi-namespace.hpp>
#include <alpaqa/config/config.hpp>
#include <alpaqa/problem/box-constr-problem.hpp>
#include <alpaqa/problem/sparsity.hpp>
#include <guanaqo/copyable-unique_ptr.hpp>
#include <guanaqo/dl-flags.hpp>
#include <guanaqo/not-implemented.hpp>
#include <filesystem>
#include <map>
#include <string>
 
#if ALPAQA_WITH_EXTERNAL_CASADI
// Forward declaration
namespace casadi {
class Function;
} // namespace casadi
#else
#include <alpaqa/casadi/casadi-external-function.hpp>
#endif
 
namespace alpaqa {
 
using guanaqo::DynamicLoadFlags;
using guanaqo::not_implemented_error;
 
BEGIN_ALPAQA_CASADI_LOADER_NAMESPACE
namespace casadi_loader {
template <Config>
struct CasADiFunctionsWithParam;
} // namespace casadi_loader
 
struct CASADI_LOADER_EXPORT SerializedCasADiFunctions {
    std::map<std::string, std::string> functions;
};
 
struct CASADI_LOADER_EXPORT CasADiFunctions {
    std::map<std::string, casadi::Function> functions;
    ~CasADiFunctions();
};
 
/// Problem definition for a CasADi problem, loaded from a DLL.
/// @ingroup grp_Problems
template <Config Conf = EigenConfigd>
class CasADiProblem : public BoxConstrProblem<Conf> {
  public:
    USING_ALPAQA_CONFIG(Conf);
    vec param;
    std::string name = "CasADiProblem";
 
    /// Load a problem generated by CasADi (with parameters).
    ///
    /// @param  filename
    ///         Filename of the shared library to load the functions from.
    /// @param  dl_flags
    ///         Flags passed to `dlopen` when loading the problem.
    ///
    /// The file should contain functions with the names `f`, `grad_f`, `g` and
    /// `grad_g`. These functions evaluate the objective function, its gradient,
    /// the constraints, and the constraint gradient times a vector respectively.
    /// For second order solvers, additional functions `hess_L`, `hess_ψ`,
    /// `hess_L_prod` and `hess_ψ_prod` can be provided to evaluate the
    /// Hessian of the (augmented) Lagrangian and Hessian-vector products.
    ///
    /// @throws std::invalid_argument
    ///         The dimensions of the loaded functions do not match.
    CasADiProblem(const std::string &filename, DynamicLoadFlags dl_flags = {});
    /// Create a problem from a collection of serialized CasADi functions.
    CasADiProblem(const SerializedCasADiFunctions &functions);
    /// Create a problem from a collection of CasADi functions.
    CasADiProblem(const CasADiFunctions &functions);
    ~CasADiProblem();
 
    CasADiProblem(const CasADiProblem &);
    CasADiProblem &operator=(const CasADiProblem &);
    CasADiProblem(CasADiProblem &&) noexcept;
    CasADiProblem &operator=(CasADiProblem &&) noexcept;
 
    /// Load the numerical problem data (bounds and parameters) from a CSV file.
    /// The file should contain 7 rows, with the following contents:
    ///   1. @ref BoxConstrProblem::variable_bounds lower bound [n]
    ///   2. @ref BoxConstrProblem::variable_bounds upper bound [n]
    ///   3. @ref BoxConstrProblem::general_bounds lower bound [m]
    ///   4. @ref BoxConstrProblem::general_bounds upper bound [m]
    ///   5. @ref param [p]
    ///   6. @ref BoxConstrProblem::l1_reg [0, 1 or n]
    ///   7. @ref BoxConstrProblem::penalty_alm_split [1]
    ///
    /// Line endings are encoded using a single line feed (`\n`), and the column
    /// separator can be specified using the @p sep argument.
    void load_numerical_data(const std::filesystem::path &filepath,
                             char sep = ',');
 
    // clang-format off
    [[nodiscard]] real_t eval_objective(crvec x) const;
    void eval_objective_gradient(crvec x, rvec grad_fx) const;
    real_t eval_objective_and_gradient(crvec x, rvec grad_fx) const; // NOLINT(*nodiscard)
    void eval_constraints(crvec x, rvec g) const;
    void eval_constraints_gradient_product(crvec x, crvec y, rvec grad_gxy) const;
    void eval_augmented_lagrangian_gradient(crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const;
    real_t eval_augmented_lagrangian_and_gradient(crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const; // NOLINT(*nodiscard)
    void eval_lagrangian_gradient(crvec x, crvec y, rvec grad_L, rvec work_n) const;
    [[nodiscard]] real_t eval_augmented_lagrangian(crvec x, crvec y, crvec Σ, rvec ŷ) const;
    void eval_grad_gi(crvec x, index_t i, rvec grad_i) const;
    [[nodiscard]] Sparsity get_constraints_jacobian_sparsity() const;
    void eval_constraints_jacobian(crvec x, rvec J_values) const;
    void eval_lagrangian_hessian_product(crvec x, crvec y, real_t scale, crvec v, rvec Hv) const;
    [[nodiscard]] Sparsity get_lagrangian_hessian_sparsity() const;
    void eval_lagrangian_hessian(crvec x, crvec y, real_t scale, rvec H_values) const;
    void eval_augmented_lagrangian_hessian_product(crvec x, crvec y, crvec Σ, real_t scale, crvec v, rvec Hv) const;
    [[nodiscard]] Sparsity get_augmented_lagrangian_hessian_sparsity() const;
    void eval_augmented_lagrangian_hessian(crvec x, crvec y, crvec Σ, real_t scale, rvec H_values) const;
    // clang-format on
 
    /// @see @ref TypeErasedProblem::provides_eval_lagrangian_gradient
    [[nodiscard]] bool provides_eval_lagrangian_gradient() const;
    /// @see @ref TypeErasedProblem::provides_eval_augmented_lagrangian
    [[nodiscard]] bool provides_eval_augmented_lagrangian() const;
    /// @see @ref TypeErasedProblem::provides_eval_augmented_lagrangian_gradient
    [[nodiscard]] bool provides_eval_augmented_lagrangian_gradient() const;
    /// @see @ref TypeErasedProblem::provides_eval_augmented_lagrangian_and_gradient
    [[nodiscard]] bool provides_eval_augmented_lagrangian_and_gradient() const;
    /// @see @ref TypeErasedProblem::provides_eval_grad_gi
    [[nodiscard]] bool provides_eval_grad_gi() const;
    /// @see @ref TypeErasedProblem::provides_eval_constraints_jacobian
    [[nodiscard]] bool provides_eval_constraints_jacobian() const;
    /// @see @ref TypeErasedProblem::provides_eval_lagrangian_hessian_product
    [[nodiscard]] bool provides_eval_lagrangian_hessian_product() const;
    /// @see @ref TypeErasedProblem::provides_eval_lagrangian_hessian
    [[nodiscard]] bool provides_eval_lagrangian_hessian() const;
    /// @see @ref TypeErasedProblem::provides_eval_augmented_lagrangian_hessian_product
    [[nodiscard]] bool
    provides_eval_augmented_lagrangian_hessian_product() const;
    /// @see @ref TypeErasedProblem::provides_eval_augmented_lagrangian_hessian
    [[nodiscard]] bool provides_eval_augmented_lagrangian_hessian() const;
 
    /// @see @ref TypeErasedProblem::get_name
    [[nodiscard]] std::string get_name() const;
 
  private:
    using Functions = casadi_loader::CasADiFunctionsWithParam<Conf>;
    guanaqo::copyable_unique_ptr<Functions> impl;
};
 
CASADI_LOADER_EXPORT_EXTERN_TEMPLATE(class, CasADiProblem, EigenConfigd);
 
END_ALPAQA_CASADI_LOADER_NAMESPACE
} // namespace alpaqa