SnoptSolver.h

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#pragma once


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

#ifdef BUILD_WITH_SNOPT_SUPPORT  // build SNOPT interface
#include <snoptProblem.hpp>
#endif  //BUILD_WITH_SNOPT_SUPPORT

namespace ct {
namespace optcon {

#ifdef BUILD_WITH_SNOPT_SUPPORT  // build SNOPT interface

class SnoptSolver;


struct SnoptMemory
{
    typedef double Number;
    const SnoptSolver& self; 
    Number* x_ = nullptr;    
    Number* xlow_ = nullptr; 
    Number* xupp_ = nullptr; 
    Number* xmul_ = nullptr; 
    int* xstate_ = nullptr;  //*!<The state of the optimization variables*/

    Number* F_ = nullptr;    
    Number* Flow_ = nullptr; 
    Number* Fupp_ = nullptr; 
    Number* Fmul_ = nullptr; 
    int* Fstate_ = nullptr;  
    Number* A_ = nullptr;  
    int* iAfun_ = nullptr; 
    int* jAvar_ = nullptr; 
    int* iGfun_ = nullptr; 
    int* jGvar_ = nullptr; 
    static std::vector<SnoptMemory*> mempool; 
    int memind;                               
    SnoptMemory(const SnoptSolver& self);

    ~SnoptMemory();
};


class SnoptSolver : public NlpSolver
{
public:
    EIGEN_MAKE_ALIGNED_OPERATOR_NEW
    typedef double Number;
    typedef NlpSolver BASE;
    typedef Eigen::Matrix<Number, Eigen::Dynamic, 1> VectorXd;
    typedef Eigen::Map<VectorXd> MapVecXd;
    typedef Eigen::Map<const VectorXd> MapConstVecXd;
    typedef Eigen::Map<Eigen::VectorXi> MapVecXi;

    SnoptSolver() {}
    virtual ~SnoptSolver();
    // {
    //  free_memory(memoryPtr_);
    // }


    SnoptSolver(std::shared_ptr<Nlp> nlp, const NlpSolverSettings& settings);


    void NLP_Function(SnoptMemory* m,
        int* Status,
        int* n,
        double x[],
        int* needF,
        int* neF,
        double F[],
        int* needG,
        int* neG,
        double G[],
        char* cu,
        int* lencu,
        int iu[],
        int* leniu,
        double ru[],
        int* lenru) const;

    static void NLP_Function(int* Status,
        int* n,
        double x[],
        int* needF,
        int* neF,
        double F[],
        int* needG,
        int* neG,
        double G[],
        char* cu,
        int* lencu,
        int iu[],
        int* leniu,
        double ru[],
        int* lenru);

    virtual void configureDerived(const NlpSolverSettings& settings) override;

    virtual bool solve() override;

    virtual void prepareWarmStart(size_t maxIterations) override;


private:
    SnoptMemory* alloc_memory() const { return new SnoptMemory(*this); }
    inline void free_memory(SnoptMemory* mem) const { delete mem; }
    void init_memory(SnoptMemory* mem) const;

    void fill_memory(SnoptMemory* mem) const;

    void setupSnoptObjects();

    void validateSNOPTStatus(const int& status) const;

    void setSolverOptions();

    SnoptSettings settings_;
    SnoptMemory* memoryPtr_;

    snoptProblemA snoptApp_;

    int n_ = 0;   
    int neF_ = 0; 
    int ObjRow_ = 0;      
    Number ObjAdd_ = 0.0; 
    const int Cold_ = 0, Basis_ = 1, Warm_ = 2; 
    int currStartOption_ = Cold_;               
    int lenA_ =
        0;        
    int neA_ = 0; 
    int lenG_ = 0; 
    int neG_ = 0;  
    int status_ = 0; 
};


#else  // BUILD_WITH_SNOPT_SUPPORT -- not building with SNOPT support, create dummy class

class SnoptSolver : public NlpSolver  // <STATE_DIM, CONTROL_DIM>
{
public:
    SnoptSolver() { throw(std::runtime_error("Error - SNOPT interface not compiled.")); }
    SnoptSolver(std::shared_ptr<Nlp> nlp, NlpSolverSettings settings)
    {
        throw(std::runtime_error("Error - SNOPT interface not compiled."));
    }

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

#endif  // BUILD_WITH_SNOPT_SUPPORT

}  // namespace optcon
}  // namespace ct