IpoptSolver.h

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#pragma once

#include <ct/optcon/nlp/Nlp.h>
#include "NlpSolver.h"

#ifdef BUILD_WITH_IPOPT_SUPPORT  // build IPOPT interface

#include <cstddef>
#include <stddef.h>
#include <coin/IpTNLP.hpp>
#include <coin/IpIpoptApplication.hpp>
#include <coin/IpSolveStatistics.hpp>

#endif  // BUILD_WITH_IPOPT_SUPPORT

// #define DEBUG_PRINT

namespace ct {
namespace optcon {
namespace tpl {

#ifdef BUILD_WITH_IPOPT_SUPPORT  // build IPOPT interface

template <typename SCALAR>
class IpoptSolver : public Ipopt::TNLP, public NlpSolver<SCALAR>
{
public:
    EIGEN_MAKE_ALIGNED_OPERATOR_NEW
    using BASE = NlpSolver<SCALAR>;
    using VectorXs = Eigen::Matrix<SCALAR, Eigen::Dynamic, 1>;
    using MapVecXs = Eigen::Map<VectorXs>;
    using MapConstVecXs = Eigen::Map<const VectorXs>;

    IpoptSolver(std::shared_ptr<tpl::Nlp<SCALAR>> nlp, const NlpSolverSettings& settings);

    ~IpoptSolver() override;

    IpoptSolver(const IpoptSolver&) = delete;
    IpoptSolver& operator=(const IpoptSolver&) = delete;

    bool solve() override;

    void prepareWarmStart(size_t maxIterations) override;

    void configureDerived(const NlpSolverSettings& settings) override;

    bool get_nlp_info(Ipopt::Index& n,
        Ipopt::Index& m,
        Ipopt::Index& nnz_jac_g,
        Ipopt::Index& nnz_h_lag,
        IndexStyleEnum& index_style) override;

    bool get_bounds_info(Ipopt::Index n, SCALAR* x_l, SCALAR* x_u, Ipopt::Index m, SCALAR* g_l, SCALAR* g_u) override;

    bool get_starting_point(Ipopt::Index n,
        bool init_x,
        SCALAR* x,
        bool init_z,
        SCALAR* z_L,
        SCALAR* z_U,
        Ipopt::Index m,
        bool init_lambda,
        SCALAR* lambda) override;

    bool eval_f(Ipopt::Index n, const SCALAR* x, bool new_x, SCALAR& obj_value) override;

    bool eval_grad_f(Ipopt::Index n, const SCALAR* x, bool new_x, SCALAR* grad_f) override;

    bool eval_g(Ipopt::Index n, const SCALAR* x, bool new_x, Ipopt::Index m, SCALAR* g) override;

    bool eval_jac_g(Ipopt::Index n,
        const SCALAR* x,
        bool new_x,
        Ipopt::Index m,
        Ipopt::Index nele_jac,
        Ipopt::Index* iRow,
        Ipopt::Index* jCol,
        SCALAR* values) override;

    bool eval_h(Ipopt::Index n,
        const SCALAR* x,
        bool new_x,
        SCALAR obj_factor,
        Ipopt::Index m,
        const SCALAR* lambda,
        bool new_lambda,
        Ipopt::Index nele_hess,
        Ipopt::Index* iRow,
        Ipopt::Index* jCol,
        SCALAR* values) override;


    void finalize_solution(Ipopt::SolverReturn status,
        Ipopt::Index n,
        const SCALAR* x,
        const SCALAR* z_L,
        const SCALAR* z_U,
        Ipopt::Index m,
        const SCALAR* g,
        const SCALAR* lambda,
        SCALAR obj_value,
        const Ipopt::IpoptData* ip_data,
        Ipopt::IpoptCalculatedQuantities* ip_cq) override;

private:
    void setSolverOptions();
    std::shared_ptr<Ipopt::IpoptApplication> ipoptApp_; 
    Ipopt::ApplicationReturnStatus status_;             
    IpoptSettings settings_;                            
};

#include "implementation/IpoptSolver-impl.h"

#else  // BUILD_WITH_IPOPT_SUPPORT -- not building with IPOPT support, create dummy class

template <typename SCALAR>
class IpoptSolver : public NlpSolver<SCALAR>
{
public:
    IpoptSolver() { throw(std::runtime_error("Error - IPOPT interface not compiled.")); }
    IpoptSolver(std::shared_ptr<tpl::Nlp<SCALAR>> nlp, NlpSolverSettings settings)
    {
        throw(std::runtime_error("Error - IPOPT interface not compiled."));
    }

    bool solve() override { return false; }
    void prepareWarmStart(size_t maxIterations) override {}
    void configureDerived(const NlpSolverSettings& settings) override {}
};

#endif  // BUILD_WITH_IPOPT_SUPPORT
        //
}  // namespace tpl

using IpoptSolver = tpl::IpoptSolver<double>;

}  // namespace optcon
}  // namespace ct