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227 lines
10 KiB
227 lines
10 KiB
/*
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* This file is part of qpOASES.
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*
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* qpOASES -- An Implementation of the Online Active Set Strategy.
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* Copyright (C) 2007-2015 by Hans Joachim Ferreau, Andreas Potschka,
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* Christian Kirches et al. All rights reserved.
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*
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* qpOASES is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* qpOASES is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
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* See the GNU Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with qpOASES; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
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*
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*/
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/**
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* \file include/qpOASES_e/extras/OQPinterface.h
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* \author Hans Joachim Ferreau, Andreas Potschka, Christian Kirches
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* \version 3.1embedded
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* \date 2007-2015
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*
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* Declaration of an interface comprising several utility functions
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* for solving test problems from the Online QP Benchmark Collection
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* (This collection is no longer maintained, see
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* http://www.qpOASES.org/onlineQP for a backup).
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*/
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#ifndef QPOASES_OQPINTERFACE_H
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#define QPOASES_OQPINTERFACE_H
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#include <qpOASES_e/Utils.h>
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#include <qpOASES_e/Options.h>
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#include <qpOASES_e/QProblemB.h>
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#include <qpOASES_e/QProblem.h>
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BEGIN_NAMESPACE_QPOASES
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typedef struct {
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QProblem *qp;
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DenseMatrix *H;
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DenseMatrix *A;
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real_t *x;
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real_t *y;
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} OQPbenchmark_ws;
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int OQPbenchmark_ws_calculateMemorySize( unsigned int nV, unsigned int nC );
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char *OQPbenchmark_ws_assignMemory( unsigned int nV, unsigned int nC, OQPbenchmark_ws **mem, void *raw_memory );
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OQPbenchmark_ws *OQPbenchmark_ws_createMemory( unsigned int nV, unsigned int nC );
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typedef struct {
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QProblemB *qp;
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DenseMatrix *H;
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real_t *x;
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real_t *y;
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} OQPbenchmarkB_ws;
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int OQPbenchmarkB_ws_calculateMemorySize( unsigned int nV );
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char *OQPbenchmarkB_ws_assignMemory( unsigned int nV, OQPbenchmarkB_ws **mem, void *raw_memory );
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OQPbenchmarkB_ws *OQPbenchmarkB_ws_createMemory( unsigned int nV );
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typedef struct {
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OQPbenchmark_ws *qp_ws;
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OQPbenchmarkB_ws *qpB_ws;
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real_t *H;
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real_t *g;
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real_t *A;
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real_t *lb;
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real_t *ub;
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real_t *lbA;
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real_t *ubA;
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} OQPinterface_ws;
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int OQPinterface_ws_calculateMemorySize( unsigned int nV, unsigned int nC, unsigned int nQP );
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char *OQPinterface_ws_assignMemory( unsigned int nV, unsigned int nC, unsigned int nQP, OQPinterface_ws **mem, void *raw_memory );
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OQPinterface_ws *OQPinterface_ws_createMemory( unsigned int nV, unsigned int nC, unsigned int nQP );
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/** Reads dimensions of an Online QP Benchmark problem from file.
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* \return SUCCESSFUL_RETURN \n
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RET_UNABLE_TO_READ_FILE \n
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RET_FILEDATA_INCONSISTENT */
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returnValue readOQPdimensions( const char* path, /**< Full path of the data files (without trailing slash!). */
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int* nQP, /**< Output: Number of QPs. */
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int* nV, /**< Output: Number of variables. */
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int* nC, /**< Output: Number of constraints. */
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int* nEC /**< Output: Number of equality constraints. */
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);
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/** Reads data of an Online QP Benchmark problem from file.
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* This function allocates the required memory for all data; after successfully calling it,
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* you have to free this memory yourself!
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* \return SUCCESSFUL_RETURN \n
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RET_INVALID_ARGUMENTS \n
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RET_UNABLE_TO_READ_FILE \n
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RET_FILEDATA_INCONSISTENT */
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returnValue readOQPdata( const char* path, /**< Full path of the data files (without trailing slash!). */
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int* nQP, /**< Output: Number of QPs. */
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int* nV, /**< Output: Number of variables. */
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int* nC, /**< Output: Number of constraints. */
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int* nEC, /**< Output: Number of equality constraints. */
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real_t* H, /**< Output: Hessian matrix. */
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real_t* g, /**< Output: Sequence of gradient vectors. */
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real_t* A, /**< Output: Constraint matrix. */
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real_t* lb, /**< Output: Sequence of lower bound vectors (on variables). */
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real_t* ub, /**< Output: Sequence of upper bound vectors (on variables). */
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real_t* lbA, /**< Output: Sequence of lower constraints' bound vectors. */
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real_t* ubA, /**< Output: Sequence of upper constraints' bound vectors. */
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real_t* xOpt, /**< Output: Sequence of primal solution vectors
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* (not read if a null pointer is passed). */
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real_t* yOpt, /**< Output: Sequence of dual solution vectors
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* (not read if a null pointer is passed). */
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real_t* objOpt /**< Output: Sequence of optimal objective function values
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* (not read if a null pointer is passed). */
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);
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/** Solves an Online QP Benchmark problem as specified by the arguments.
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* The maximum deviations from the given optimal solution as well as the
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* maximum CPU time to solve each QP are determined.
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* \return SUCCESSFUL_RETURN \n
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RET_BENCHMARK_ABORTED */
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returnValue solveOQPbenchmark( int nQP, /**< Number of QPs. */
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int nV, /**< Number of variables. */
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int nC, /**< Number of constraints. */
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int nEC, /**< Number of equality constraints. */
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real_t* _H, /**< Hessian matrix. */
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const real_t* const g, /**< Sequence of gradient vectors. */
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real_t* _A, /**< Constraint matrix. */
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const real_t* const lb, /**< Sequence of lower bound vectors (on variables). */
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const real_t* const ub, /**< Sequence of upper bound vectors (on variables). */
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const real_t* const lbA, /**< Sequence of lower constraints' bound vectors. */
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const real_t* const ubA, /**< Sequence of upper constraints' bound vectors. */
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BooleanType isSparse, /**< Shall convert matrices to sparse format before solution? */
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BooleanType useHotstarts, /**< Shall QP solution be hotstarted? */
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const Options* options, /**< QP solver options to be used while solving benchmark problems. */
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int maxAllowedNWSR, /**< Maximum number of working set recalculations to be performed. */
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real_t* maxNWSR, /**< Output: Maximum number of performed working set recalculations. */
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real_t* avgNWSR, /**< Output: Average number of performed working set recalculations. */
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real_t* maxCPUtime, /**< Output: Maximum CPU time required for solving each QP. */
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real_t* avgCPUtime, /**< Output: Average CPU time required for solving each QP. */
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real_t* maxStationarity, /**< Output: Maximum residual of stationarity condition. */
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real_t* maxFeasibility, /**< Output: Maximum residual of primal feasibility condition. */
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real_t* maxComplementarity, /**< Output: Maximum residual of complementarity condition. */
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OQPbenchmark_ws *work /**< Workspace. */
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);
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/** Solves an Online QP Benchmark problem (without constraints) as specified
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* by the arguments. The maximum deviations from the given optimal solution
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* as well as the maximum CPU time to solve each QP are determined.
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* \return SUCCESSFUL_RETURN \n
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RET_BENCHMARK_ABORTED */
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returnValue solveOQPbenchmarkB( int nQP, /**< Number of QPs. */
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int nV, /**< Number of variables. */
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real_t* _H, /**< Hessian matrix. */
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const real_t* const g, /**< Sequence of gradient vectors. */
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const real_t* const lb, /**< Sequence of lower bound vectors (on variables). */
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const real_t* const ub, /**< Sequence of upper bound vectors (on variables). */
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BooleanType isSparse, /**< Shall convert matrices to sparse format before solution? */
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BooleanType useHotstarts, /**< Shall QP solution be hotstarted? */
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const Options* options, /**< QP solver options to be used while solving benchmark problems. */
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int maxAllowedNWSR, /**< Maximum number of working set recalculations to be performed. */
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real_t* maxNWSR, /**< Output: Maximum number of performed working set recalculations. */
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real_t* avgNWSR, /**< Output: Average number of performed working set recalculations. */
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real_t* maxCPUtime, /**< Output: Maximum CPU time required for solving each QP. */
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real_t* avgCPUtime, /**< Output: Average CPU time required for solving each QP. */
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real_t* maxStationarity, /**< Output: Maximum residual of stationarity condition. */
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real_t* maxFeasibility, /**< Output: Maximum residual of primal feasibility condition. */
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real_t* maxComplementarity, /**< Output: Maximum residual of complementarity condition. */
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OQPbenchmarkB_ws *work /**< Workspace. */
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);
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/** Runs an Online QP Benchmark problem and determines the maximum
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* violation of the KKT optimality conditions as well as the
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* maximum and average number of iterations and CPU time to solve
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* each QP.
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*
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* \return SUCCESSFUL_RETURN \n
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RET_UNABLE_TO_READ_BENCHMARK \n
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RET_BENCHMARK_ABORTED */
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returnValue runOQPbenchmark( const char* path, /**< Full path of the benchmark files (without trailing slash!). */
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BooleanType isSparse, /**< Shall convert matrices to sparse format before solution? */
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BooleanType useHotstarts, /**< Shall QP solution be hotstarted? */
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const Options* options, /**< QP solver options to be used while solving benchmark problems. */
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int maxAllowedNWSR, /**< Maximum number of working set recalculations to be performed. */
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real_t* maxNWSR, /**< Output: Maximum number of performed working set recalculations. */
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real_t* avgNWSR, /**< Output: Average number of performed working set recalculations. */
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real_t* maxCPUtime, /**< Output: Maximum CPU time required for solving each QP. */
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real_t* avgCPUtime, /**< Output: Average CPU time required for solving each QP. */
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real_t* maxStationarity, /**< Output: Maximum residual of stationarity condition. */
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real_t* maxFeasibility, /**< Output: Maximum residual of primal feasibility condition. */
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real_t* maxComplementarity, /**< Output: Maximum residual of complementarity condition. */
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OQPinterface_ws* work /**< Workspace. */
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);
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END_NAMESPACE_QPOASES
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#endif /* QPOASES_OQPINTERFACE_H */
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/*
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* end of file
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*/
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