Merge branch 'main' of https://github.com/meco-group/fatrop

CMakeLists.txt

@@ -146,3 +146,13 @@ INSTALL(TARGETS ${INSTALL_TARGETS}
   RUNTIME DESTINATION ${RUNTIME_INSTALL_DIR}
 )
 INSTALL(EXPORT fatropConfig NAMESPACE fatrop:: DESTINATION cmake)
+
+# create an option for compiling the tests
+option(BUILD_TESTS "Build tests" OFF)
+# if the option is set to ON, add the tests directory
+if(BUILD_TESTS)
+  enable_testing()
+  add_subdirectory(unittest)
+endif()
+
+

README.md

@@ -36,7 +36,7 @@ The main features of the solver are:
 
 ## Disclaimer
 
-At this moment the easiest way to get specify fatrop problems is by using the [rockit](https://gitlab.kuleuven.be/meco-software/rockit) interface. See [Install rockit with Fatropy interface](#install-rockit-with-fatropy-interface) for installation instructions. The fatrop-rockit-plugin is not very stable yet, and still under development. Apart form the rockit interface, we are working on a ocp specification framework, especially developed for specifying Fatrop problems. An example is available in the **specification** branch, spectool/example.cpp.
+At this moment the easiest way to get specify fatrop problems is by using the [rockit](https://gitlab.kuleuven.be/meco-software/rockit) interface. See [Install rockit with Fatropy interface](#install-rockit-with-fatropy-interface) for installation instructions. The fatrop-rockit-plugin is not very stable yet, and still under development. Apart form the rockit interface, we are working on a ocp specification framework, especially developed for specifying Fatrop problems.
 
 The spectool has several advantages over the rockit interface:
 - it supports fatrop problems in all its generality. For example: multi-stage problems are not supported by the fatrop-rockit-interface

fatrop/CMakeLists.txt

@@ -27,6 +27,7 @@ auxiliary/FatropVector.hpp                  auxiliary/FatropVector.cpp
 auxiliary/LinearAlgebra.hpp                 auxiliary/LinearAlgebra.cpp
 function_evaluation/FunctionEvaluation.hpp  function_evaluation/FunctionEvaluation.cpp
 ocp/OCPAbstract.hpp                         ocp/OCPAbstract.cpp
+ocp/OCPApplication.hpp                      ocp/OCPApplication.cpp
 ocp/StageOCPApplication.hpp                 ocp/StageOCPApplication.cpp
 ocp/OCPAdapter.hpp                          ocp/OCPAdapter.cpp
 ocp/StageOCP.hpp                            ocp/StageOCP.cpp

fatrop/auxiliary/Common.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef COMMONINCLUDED
-#define COMMONINCLUDED
+#ifndef __fatrop_auxiliary_common_hpp__
+#define __fatrop_auxiliary_common_hpp__
 #include <cassert>
 #if DEBUG
 #define DBGASSERT(assertion) assert(assertion);
@@ -31,4 +31,4 @@ namespace fatrop
     bool CompareLessEqual(double lhs, double rhs);
     bool CompareLessEqual(double lhs, double rhs, double ref);
 } // namespace fatrop
-#endif //  COMMONINCLUDED
+#endif //  __fatrop_auxiliary_common_hpp__

fatrop/auxiliary/DynamicLib.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef DYNAMICLIBINCLUDED
-#define DYNAMICLIBINCLUDED
+#ifndef __fatrop_auxiliary_DynamicLib_hpp__
+#define __fatrop_auxiliary_DynamicLib_hpp__
 #include <dlfcn.h>
 #include <string>
 namespace fatrop
@@ -31,4 +31,4 @@ namespace fatrop
     };
 
 };     // namespace fatrop
-#endif // DYNAMICLIBINCLUDED
+#endif // __fatrop_auxiliary_DynamicLib_hpp__

fatrop/auxiliary/FatropOptions.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef FATROPOPTIONSINCLUDED
-#define FATROPOPTIONSINCLUDED
+#ifndef __fatrop_auxiliary_fatropoptions_hpp__
+#define __fatrop_auxiliary_fatropoptions_hpp__
 #include <string>
 namespace fatrop
 {
@@ -65,4 +65,4 @@ namespace fatrop
         double upper_bound_;
     };
 } // namespace fatrop
-#endif
+#endif // __fatrop_auxiliary_fatropoptions_hpp__

fatrop/auxiliary/FatropVector.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef FATROP_VECTOR_INCLUDED
-#define FATROP_VECTOR_INCLUDED
+#ifndef __fatrop_auxiliary_FatropVector_hpp__
+#define __fatrop_auxiliary_FatropVector_hpp__
 #include <vector>
 #include <assert.h>
 #include <utility>
@@ -140,4 +140,4 @@ namespace fatrop
     }
 } // namespace fatrop
 
-#endif // FATROP_VECTOR_INCLUDED
+#endif // __fatrop_auxiliary_FatropVector_hpp__

fatrop/auxiliary/LinearAlgebra.hpp

@@ -22,8 +22,8 @@
  *  This file contains some interface classes for use in linear algebra.
  *
  */
-#ifndef FATROP_LA_INCLUDED
-#define FATROP_LA_INCLUDED
+#ifndef __fatrop_auxiliary_LinearAlgebra_hpp__
+#define __fatrop_auxiliary_LinearAlgebra_hpp__
 #include <iostream>
 #include "fatrop/auxiliary/Common.hpp"
 
@@ -85,4 +85,4 @@ namespace fatrop
     };
 } // namespace fatrop
 
-#endif // FATROP_LA_INCLUDED
+#endif // __fatrop_auxiliary_LinearAlgebra_hpp__

fatrop/auxiliary/VectorUtils.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef FATROPAUXILIARYINCLUDED
-#define FATROPAUXILIARYINCLUDED
+#ifndef __fatrop_auxiliary_VectorUtils_hpp__
+#define __fatrop_auxiliary_VectorUtils_hpp__
 #include <vector>
 #include "FatropVector.hpp"
 #include "fatrop/auxiliary/Common.hpp"
@@ -51,4 +51,4 @@ namespace fatrop
         return res;
     }
 };     // namespace fatrop
-#endif // FATROPAUXINCLUDED
+#endif // __fatrop_auxiliary_VectorUtils_hpp__

fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef FATROP_BLASFEO_INCLUDED
-#define FATROP_BLASFEO_INCLUDED
+#ifndef __fatrop_blasfeo_wrapper_LinearAlgebraBlasfeo_hpp__
+#define __fatrop_blasfeo_wrapper_LinearAlgebraBlasfeo_hpp__
 
 // macros
 extern "C"
@@ -124,7 +124,9 @@ void blasfeo_ref_dtrsm_rlnn_copy(int m, int n, double alpha, struct MAT *sA, int
 #include <iostream>
 extern "C"
 {
+#ifndef NOMINMAX
 #define NOMINMAX
+#endif
 #include <blasfeo.h>
 }
 #include "fatrop/auxiliary/LinearAlgebra.hpp"
@@ -491,4 +493,4 @@ namespace fatrop
     void fatrop_dtrsv_unu(const fatrop_int m, const fatrop_int n, blasfeo_dmat *sA, const fatrop_int ai, const fatrop_int aj, blasfeo_dvec *sx, const fatrop_int xi, blasfeo_dvec *sz, const fatrop_int zi);
     void fatrop_dtrsv_utu(const fatrop_int m, blasfeo_dmat *sA, const fatrop_int ai, const fatrop_int aj, blasfeo_dvec *sx, const fatrop_int xi, blasfeo_dvec *sz, const fatrop_int zi);
 } // namespace fatrop
-#endif // FATROP_BLASFEO_INCLUDED
+#endif // __fatrop_blasfeo_wrapper_LinearAlgebraBlasfeo_hpp__

fatrop/fatrop.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef FATROP_INCLUDED
-#define FATROP_INCLUDED
+#ifndef __fatrop_fatrop_hpp__
+#define __fatrop_fatrop_hpp__
 #include "fatrop/ocp/StageOCPApplication.hpp"
 // #include "fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp"
 // #include "fatrop/ocp/OCPKKT.hpp"
@@ -36,4 +36,4 @@
 // #include "fatrop/ocp/FatropOCPBuilder.hpp"
 
 // #include "SparseSolvers/InterfaceMUMPS.hpp"
-#endif //FATROP_INCLUDED
+#endif //__fatrop_fatrop_hpp__

fatrop/function_evaluation/CasadiCodegen.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef CASADICODEGENINCLUDED
-#define CASADICODEGENINCLUDED
+#ifndef __fatrop_function_evaluation_CasadiCodegen_hpp__
+#define __fatrop_function_evaluation_CasadiCodegen_hpp__
 #include <vector>
 #include <string>
 #include <memory>
@@ -101,4 +101,4 @@ namespace fatrop
 
 } // fatrop
 
-#endif // CASADICODEGENINCLUDED
+#endif // __fatrop_function_evaluation_CasadiCodegen_hpp__

fatrop/function_evaluation/FunctionEvaluation.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef FUNCTIONEVALUATIONINCLUDED
-#define FUNCTIONEVALUATIONINCLUDED
+#ifndef __fatrop_function_evaluation_FunctionEvaluation_hpp__
+#define __fatrop_function_evaluation_FunctionEvaluation_hpp__
 #include <vector>
 #include <cstring>
 #include "fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp"
@@ -57,4 +57,4 @@ namespace fatrop
         ~EvalBase(){};
     };
 };     // namespace fatrop
-#endif // FUNCTIONEVALUATIONINCLUDED
+#endif // __fatrop_function_evaluation_FunctionEvaluation_hpp__

fatrop/ocp/CasadiCApiUserdataWrap.cpp

@@ -2,6 +2,7 @@
 #include <math.h>
 #include "fatrop/ocp/StageOCPApplication.hpp"
 #include "fatrop/ocp/OCPDims.hpp"
+#include "fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp"
 // c++ stuff here
 namespace fatrop
 {

fatrop/ocp/DuInfEvaluator.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef DUINFEVALINCLUDED
-#define DUINFEVALINCLUDED
+#ifndef __fatrop_function_evaluation_DuInfEvaluator_hpp__
+#define __fatrop_function_evaluation_DuInfEvaluator_hpp__
 #include "fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp"
 #include "OCPKKT.hpp"
 #include "fatrop/auxiliary/Common.hpp"
@@ -35,4 +35,4 @@ namespace fatrop
             FatropVecBF &du_inf);
     };
 }
-#endif //  DUINFEVALINCLUDED
+#endif //  __fatrop_function_evaluation_DuInfEvaluator_hpp__

fatrop/ocp/FatropOCP.cpp

@@ -45,8 +45,6 @@ FatropOCP::FatropOCP(
                                                                                                                                       lam_test(nlpdims_.neqs, 1),
                                                                                                                                       delta_s_test(nlpdims_.nineqs, 1), lsscaler_(dims_)
 {
-    options_->register_option(BooleanOption("iterative_refinement_SOC", "Use iterative refinement for SOC", &it_ref, true));
-    options_->register_option(BooleanOption("ls_scaling", "Use automatic scaling for linear system", &ls_scaling, true));
 }
 int FatropOCP::eval_lag_hess(
     double obj_scale,
@@ -358,4 +356,10 @@ void FatropOCP::finalize()
 void FatropOCP::reset()
 {
     ocp_->reset();
-}
+}
+void FatropOCP::update_options(const FatropOptions &options)
+{
+    it_ref = options.iterative_refinement_SOC.get();
+    ls_scaling = options.ls_scaling.get();
+    ls_ -> update_options(options);
+};

fatrop/ocp/FatropOCP.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef OCPALGINCLUDED
-#define OCPALGINCLUDED
+#ifndef __fatrop_ocp_FatropOCP_hpp__
+#define __fatrop_ocp_FatropOCP_hpp__
 #include "fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp"
 #include "fatrop/templates/NLPAlg.hpp"
 #include "OCPKKT.hpp"
@@ -117,6 +117,7 @@ namespace fatrop
         NLPDims get_nlp_dims() const override;
         void finalize() override;
         void reset() override;
+        void update_options(const FatropOptions& options) override;
 
     public:
         std::shared_ptr<OCP> ocp_;
@@ -158,4 +159,4 @@ namespace fatrop
         OCPLSScaler lsscaler_;
     };
 } // namespace fatrop
-#endif //  OCPALGINCLUDED
+#endif //  __fatrop_ocp_FatropOCP_hpp__

fatrop/ocp/FatropOCPBuilder.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef FATROPOCPBUILDERINCLUDED
-#define FATROPOCPBUILDERINCLUDED
+#ifndef __fatrop_ocp_FatropOCPBuilder_hpp__
+#define __fatrop_ocp_FatropOCPBuilder_hpp__
 #include "fatrop/ocp/OCP.hpp"
 #include "fatrop/ocp/FatropOCP.hpp"
 #include "fatrop/ocp/OCPAbstract.hpp"
@@ -49,4 +49,4 @@ namespace fatrop
     };
 }
 
-#endif // !OCPALGBUILDERINCLUDED
+#endif // __fatrop_ocp_FatropOCPBuilder_hpp__

fatrop/ocp/FatropOCPResto.hpp

@@ -9,8 +9,6 @@ namespace fatrop
     public:
         FatropOCPResto(const std::shared_ptr<FatropOCP> &orig, const std::shared_ptr<FatropOptions> &opts) : orig_(orig), orig_dims_(orig->get_nlp_dims()), lower_(orig_dims_.nineqs), upper_(orig_dims_.nineqs), x_start_(orig_dims_.nvars), s_start_(orig_dims_.nineqs), x_tmp_(orig_dims_.nvars), s_tmp_(orig_dims_.nineqs), upper_bounded_(orig_dims_.nineqs), lower_bounded_(orig_dims_.nineqs), slack_dummy_(orig_dims_.nineqs), sigma_dummy_(orig_dims_.nineqs), gradb_dummy_(orig_dims_.nineqs), zl_dummy_(orig_dims_.nineqs), zu_dummy_(orig_dims_.nineqs), sigma_cache_(orig_dims_.nineqs * 3), gradb_cache_(orig_dims_.nineqs * 3)
         {
-            opts->register_option(DoubleOption::lower_bounded("resto_rho", "Resto L1 penalty parameter", &rho, 1000., 0.0));
-            opts->register_option(DoubleOption::lower_bounded("resto_xi", "Resto xi parameter", &xi, 1., 0.0));
             auto lower_v = lower_[0];
             auto upper_v = upper_[0];
             orig_->get_bounds(lower_v, upper_v);
@@ -275,6 +273,11 @@ namespace fatrop
         {
             orig_->reset();
         };
+        void update_options(const FatropOptions &options) override
+        {
+            rho = options.resto_rho.get();
+            xi = options.resto_xi.get();
+        };
         std::shared_ptr<FatropOCP> orig_;
         NLPDims orig_dims_;
         NLPDims this_dims_;

fatrop/ocp/OCP.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef OCPINCLUDED
-#define OCPINCLUDED
+#ifndef __fatrop_ocp_OCP_hpp__
+#define __fatrop_ocp_OCP_hpp__
 #include "fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp"
 #include "OCPDims.hpp"
 #include "fatrop/ocp/OCPKKT.hpp"
@@ -79,4 +79,4 @@ namespace fatrop
         virtual void get_solution(const std::shared_ptr<FatropData> &fatropdata, std::vector<double> &u, std::vector<double> &x) = 0;
     };
 } // namespace fatrop
-#endif // OCPINCLUDED
+#endif // __fatrop_ocp_OCP_hpp__

fatrop/ocp/OCPAbstract.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef OCPTEMPLATEINCLUDED
-#define OCPTEMPLATEINCLUDED
+#ifndef __fatrop_ocp_OCPAbstract_hpp__
+#define __fatrop_ocp_OCPAbstract_hpp__
 #include "fatrop/ocp/OCPKKT.hpp"
 #include "fatrop/blasfeo_wrapper/LinearAlgebraBlasfeo.hpp"
 #include "fatrop/auxiliary/FatropVector.hpp"
@@ -251,4 +251,4 @@ namespace fatrop
         }
     };
 };     // namespace fatrop
-#endif // OCPTEMPLATEINCLUDED
+#endif // __fatrop_ocp_OCPAbstract_hpp__

fatrop/ocp/OCPAdapter.hpp

@@ -16,8 +16,8 @@
  *
  * You should have received a copy of the GNU Lesser General Public License
  * along with Fatrop.  If not, see <http://www.gnu.org/licenses/>. */
-#ifndef OCPEVALUATORINCLUDED
-#define OCPEVALUATORINCLUDED
+#ifndef __fatrop_ocp_OCPAdapter_hpp__
+#define __fatrop_ocp_OCPAdapter_hpp__
 #include "OCPKKT.hpp"
 #include "OCPAbstract.hpp"
 #include "fatrop/solver/FatropData.hpp"
@@ -194,4 +194,4 @@ namespace fatrop
     };
 } // namespace fatrop
 
-#endif // OCPEVALUATORINCLUDED
+#endif // __fatrop_ocp_OCPAdapter_hpp__