qp_solver_interface.h

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/*********************************************************************
 *
 *  Software License Agreement
 *
 *  Copyright (c) 2020,
 *  TU Dortmund - Institute of Control Theory and Systems Engineering.
 *  All rights reserved.
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 *  This program is free software: you can redistribute it and/or modify
 *  it under the terms of the GNU General Public License as published by
 *  the Free Software Foundation, either version 3 of the License, or
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 *  but WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *  GNU General Public License for more details.
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 *  You should have received a copy of the GNU General Public License
 *  along with this program.  If not, see <https://www.gnu.org/licenses/>.
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 *  Authors: Christoph Rösmann
 *********************************************************************/

#ifndef SRC_OPTIMIZATION_INCLUDE_CORBO_OPTIMIZATION_SOLVER_QP_SOLVER_INTERFACE_H_
#define SRC_OPTIMIZATION_INCLUDE_CORBO_OPTIMIZATION_SOLVER_QP_SOLVER_INTERFACE_H_

#include <corbo-core/factory.h>
#include <corbo-core/types.h>
#include <corbo-optimization/optimization_problem_interface.h>
#include <corbo-optimization/types.h>

#ifdef MESSAGE_SUPPORT
#include <corbo-communication/messages/optimization/qp_solvers.pb.h>
#endif

#include <memory>

namespace corbo {

class QpSolverInterface
{
 public:
    using Ptr  = std::shared_ptr<QpSolverInterface>;
    using UPtr = std::unique_ptr<QpSolverInterface>;

    using SparseMatrix = Eigen::SparseMatrix<double, Eigen::ColMajor, long long>;

    virtual ~QpSolverInterface() = default;

    virtual Ptr getInstance() const = 0;

    virtual bool isSupportingSimpleBounds() = 0;

    virtual bool initialize() { return true; }

    virtual SolverStatus solve(SparseMatrix& P, Eigen::Ref<Eigen::VectorXd> q, SparseMatrix& A, Eigen::Ref<Eigen::VectorXd> lbA,
                               Eigen::Ref<Eigen::VectorXd> ubA, Eigen::Ref<Eigen::VectorXd> lb, Eigen::Ref<Eigen::VectorXd> ub,
                               bool new_structure = true, bool zero_x_warmstart = false) = 0;

    virtual SolverStatus solve(SparseMatrix& P, Eigen::Ref<Eigen::VectorXd> q, SparseMatrix& A, Eigen::Ref<Eigen::VectorXd> lbA,
                               Eigen::Ref<Eigen::VectorXd> ubA, bool new_structure = true, bool zero_x_warmstart = false, bool update_P = true,
                               bool update_q = true, bool update_A = true, bool update_bounds = true) = 0;

    virtual Eigen::Ref<Eigen::VectorXd> getPrimalSolution() = 0;
    virtual Eigen::Ref<Eigen::VectorXd> getDualSolution()   = 0;

    virtual void updatePrimalSolutionWarmStart(const Eigen::Ref<const Eigen::VectorXd>& x) = 0;
    virtual void updateDualSolutionWarmStart(const Eigen::Ref<const Eigen::VectorXd>& y)   = 0;

    virtual void enforceNewStructure(bool new_structure = true) = 0;

    virtual void clear() = 0;

#ifdef MESSAGE_SUPPORT
    // implement for import / export support
    virtual void toMessage(corbo::messages::QpSolver& message) const {}
    virtual void fromMessage(const corbo::messages::QpSolver& message, std::stringstream* issues = nullptr) {}
#endif
};

using QpSolverFactory = Factory<QpSolverInterface>;
#define FACTORY_REGISTER_QP_SOLVER(type) FACTORY_REGISTER_OBJECT(type, QpSolverInterface)

}  // namespace corbo

#endif  // SRC_OPTIMIZATION_INCLUDE_CORBO_OPTIMIZATION_SOLVER_QP_SOLVER_INTERFACE_H_