snopt_solver.cc

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#include <ifopt/snopt_adapter.h>
#include <ifopt/snopt_solver.h>
 
namespace ifopt {
 
void SnoptSolver::Solve(Problem& ref)
{
  SnoptAdapter snopt(ref);
  snopt.Init();
 
  // A complete list of options can be found in the snopt user guide:
  // https://web.stanford.edu/group/SOL/guides/sndoc7.pdf
  snopt.setProbName("snopt");
  snopt.setIntParameter("Major Print level", 1);
  snopt.setIntParameter("Minor Print level", 1);
  snopt.setIntParameter("Derivative option",
                        1);  // 1 = snopt will not calculate missing derivatives
  snopt.setIntParameter("Verify level ",
                        3);  // full check on gradients, will throw error
  snopt.setIntParameter("Iterations limit", 200000);
  snopt.setRealParameter("Major feasibility tolerance",
                         1.0e-4);  // target nonlinear constraint violation
  snopt.setRealParameter("Minor feasibility tolerance",
                         1.0e-4);  // for satisfying the QP bounds
  snopt.setRealParameter("Major optimality tolerance",
                         1.0e-2);  // target complementarity gap
 
  // error codes as given in the manual.
  int Cold = 0;  // Basis = 1, Warm = 2;
 
  // interface changed with snopt version 7.6
#ifdef SNOPT76
  int nS = 0;   // number of super-basic variables (not relevant for cold start)
  int nInf;     // nInf : number of constraints outside of the bounds
  double sInf;  // sInf : sum of infeasibilities
 
  status_ = snopt.solve(
      Cold, snopt.neF, snopt.n, snopt.ObjAdd, snopt.ObjRow,
      &SnoptAdapter::ObjectiveAndConstraintFct, snopt.iAfun, snopt.jAvar,
      snopt.A, snopt.neA, snopt.iGfun, snopt.jGvar, snopt.neG, snopt.xlow,
      snopt.xupp, snopt.Flow, snopt.Fupp, snopt.x, snopt.xstate, snopt.xmul,
      snopt.F, snopt.Fstate, snopt.Fmul, nS, nInf, sInf);
#else
  status_ = snopt.solve(Cold);
#endif
 
  int EXIT = status_ - status_ % 10;  // change least significant digit to zero
 
  if (EXIT != 0) {
    std::string msg =
        "ERROR: Snopt failed to find a solution. EXIT:" + std::to_string(EXIT) +
        ", INFO:" + std::to_string(status_) + "\n";
    throw std::runtime_error(msg);
  }
 
  snopt.SetVariables();
}
 
} /* namespace ifopt */