qpOASES_sequenceVM.cpp

Go to the documentation of this file.

/*
 *      This file is part of qpOASES.
 *
 *      qpOASES -- An Implementation of the Online Active Set Strategy.
 *      Copyright (C) 2007-2011 by Hans Joachim Ferreau, Andreas Potschka,
 *      Christian Kirches et al. All rights reserved.
 *
 *      qpOASES is free software; you can redistribute it and/or
 *      modify it under the terms of the GNU Lesser General Public
 *      License as published by the Free Software Foundation; either
 *      version 2.1 of the License, or (at your option) any later version.
 *
 *      qpOASES is distributed in the hope that it will be useful,
 *      but WITHOUT ANY WARRANTY; without even the implied warranty of
 *      MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
 *      See the GNU Lesser General Public License for more details.
 *
 *      You should have received a copy of the GNU Lesser General Public
 *      License along with qpOASES; if not, write to the Free Software
 *      Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */


#include <qpOASES/SQProblem.hpp>


using namespace qpOASES;

#include <qpOASES_matlab_utils.cpp>


/* global pointer to QP object */
static SQProblem* globalSQP = 0;
static SymmetricMatrix* globalSQP_H = 0;
static Matrix* globalSQP_A = 0;
static long* globalSQP_Hdiag = 0;


/*
 *      a l l o c a t e G l o b a l S Q P r o b l e m I n s t a n c e
 */
void allocateGlobalSQProblemInstance(   int nV, int nC, Options* options
                                                                                )
{
        globalSQP = new SQProblem( nV,nC );
        globalSQP->setOptions( *options );

        return;
}


/*
 *      d e l e t e G l o b a l S Q P r o b l e m I n s t a n c e
 */
void deleteGlobalSQProblemInstance( )
{
        if ( globalSQP != 0 )
        {
                delete globalSQP;
                globalSQP = 0;
        }

        return;
}


/*
 *      d e l e t e G l o b a l S Q P r o b l e m M a t r i c e s
 */
void deleteGlobalSQProblemMatrices( )
{
        if ( globalSQP_H != 0 )
        {
                delete globalSQP_H;
                globalSQP_H = 0;
        }

        if ( globalSQP_A != 0 )
        {
                delete globalSQP_A;
                globalSQP_A = 0;
        }

        if ( globalSQP_Hdiag != 0 )
        {
                delete[] globalSQP_Hdiag;
                globalSQP_Hdiag = 0;
        }

        return;
}


/*
 *      i n i t V M
 */
void initVM(    int nV, int nC,
                                SymmetricMatrix *H, real_t* g, Matrix *A,
                                const real_t* const lb, const real_t* const ub, const real_t* const lbA, const real_t* const ubA,
                                int nWSR, const real_t* const x0, Options* options,
                                int nOutputs, mxArray* plhs[]
                                )
{
        /* 1) Setup initial QP. */
        allocateGlobalSQProblemInstance( nV,nC,options );

        /* 2) Solve initial QP. */
        returnValue returnvalue;

        if ( x0 == 0 )
                returnvalue = globalSQP->init( H,g,A,lb,ub,lbA,ubA, nWSR,0 );
        else
                returnvalue = globalSQP->init( H,g,A,lb,ub,lbA,ubA, nWSR,0, x0,0,0,0 );

        /* 3) Assign lhs arguments. */
        obtainOutputs(  0,globalSQP,returnvalue,nWSR,
                                        nOutputs,plhs,0,0 );

        return;
}


/*
 *      h o t s t a r t V M
 */
void hotstartVM(        SymmetricMatrix *H, real_t* g, Matrix *A,
                                        const real_t* const lb, const real_t* const ub, const real_t* const lbA, const real_t* const ubA,
                                        int nWSR, Options* options,
                                        int nOutputs, mxArray* plhs[]
                                        )
{
        /* 1) Solve QP. */
        globalSQP->setOptions( *options );
        returnValue returnvalue = globalSQP->hotstart( H,g,A,lb,ub,lbA,ubA, nWSR,0 );

        /* 2) Assign lhs arguments. */
        obtainOutputs(  0,globalSQP,returnvalue,nWSR,
                                        nOutputs,plhs,0,0 );

        return;
}



/*
 *      m e x F u n c t i o n
 */
void mexFunction( int nlhs, mxArray* plhs[], int nrhs, const mxArray* prhs[] )
{
        unsigned int i, j;

        /* inputs */
        char* typeString;
        real_t *H_for=0, *H_mem=0, *g=0, *A_for=0, *A_mem=0, *lb=0, *ub=0, *lbA=0, *ubA=0, *x0=0;

        Options options;
        options.printLevel = PL_LOW;
        #ifdef __DEBUG__
        options.printLevel = PL_HIGH;
        #endif
        #ifdef __SUPPRESSANYOUTPUT__
        options.printLevel = PL_NONE;
        #endif

        /* dimensions */
        unsigned int nV=0, nC=0;


        /* I) CONSISTENCY CHECKS: */
        /* 1) Ensure that qpOASES is called with a feasible number of input arguments. */
        if ( ( nrhs < 8 ) || ( nrhs > 10 ) )
                if ( nrhs != 1 )
                mexErrMsgTxt( "ERROR (qpOASES): Invalid number of input arguments!\nType 'help qpOASES_sequenceVM' for further information." );

        /* 2) Ensure that first input is a string (and if so, read it). */
        if ( mxIsChar( prhs[0] ) != 1 )
                mexErrMsgTxt( "ERROR (qpOASES): First input argument must be a string!" );

        typeString = (char*) mxGetPr( prhs[0] );


        /* II) SELECT RESPECTIVE QPOASES FUNCTION CALL: */
        /* 1) Init (without or with initial guess for primal solution) OR
         * 2) Hotstart. */
        if ( ( strcmp( typeString,"i" ) == 0 ) || ( strcmp( typeString,"I" ) == 0 ) ||
                 ( strcmp( typeString,"h" ) == 0 ) || ( strcmp( typeString,"H" ) == 0 ) )
        {
                /* consistency checks */
                if ( ( nlhs < 1 ) || ( nlhs > 5 ) )
                        mexErrMsgTxt( "ERROR (qpOASES): Invalid number of output arguments!\nType 'help qpOASES_sequenceVM' for further information." );

                if ( ( nrhs < 8 ) || ( nrhs > 10 ) )
                        mexErrMsgTxt( "ERROR (qpOASES): Invalid number of input arguments!\nType 'help qpOASES_sequenceVM' for further information." );

                /* ensure that data is given in real_t precision */
                if ( ( mxIsDouble( prhs[1] ) == 0 ) ||
                         ( mxIsDouble( prhs[2] ) == 0 ) ||
                         ( mxIsDouble( prhs[3] ) == 0 ) )
                        mexErrMsgTxt( "ERROR (qpOASES): All data has to be provided in real_t precision!" );

                /* ensure that matrices are stored in dense format */
//              if ( ( mxIsSparse( prhs[1] ) != 0 ) || ( mxIsSparse( prhs[3] ) != 0 ) )
//                      mexErrMsgTxt( "ERROR (qpOASES): Matrices must not be stored in sparse format!" );


                /* Check inputs dimensions and assign pointers to inputs. */
                nV = mxGetM( prhs[1] ); /* row number of Hessian matrix */
                nC = mxGetM( prhs[3] ); /* row number of constraint matrix */

                if ( ( mxGetN( prhs[1] ) != nV ) || ( ( mxGetN( prhs[3] ) != 0 ) && ( mxGetN( prhs[3] ) != nV ) ) )
                        mexErrMsgTxt( "ERROR (qpOASES): Input dimension mismatch!" );

                if ( smartDimensionCheck( &g,nV,1, BT_FALSE,prhs,2 ) != SUCCESSFUL_RETURN )
                        return;

                if ( smartDimensionCheck( &lb,nV,1, BT_TRUE,prhs,4 ) != SUCCESSFUL_RETURN )
                        return;

                if ( smartDimensionCheck( &ub,nV,1, BT_TRUE,prhs,5 ) != SUCCESSFUL_RETURN )
                        return;

                if ( smartDimensionCheck( &lbA,nC,1, BT_TRUE,prhs,6 ) != SUCCESSFUL_RETURN )
                        return;

                if ( smartDimensionCheck( &ubA,nC,1, BT_TRUE,prhs,7 ) != SUCCESSFUL_RETURN )
                        return;

                /* default value for nWSR */
                int nWSRin = 5*(nV+nC);

                /* Check whether x0 and options are specified .*/
                if ( ( ( strcmp( typeString,"i" ) == 0 ) ) || ( strcmp( typeString,"I" ) == 0 ) )
                {
                        if ( nrhs > 8 )
                        {
                                if ( smartDimensionCheck( &x0,nV,1, BT_TRUE,prhs,8 ) != SUCCESSFUL_RETURN )
                                        return;

                                if ( nrhs > 9 )
                                        if ( ( !mxIsEmpty( prhs[9] ) ) && ( mxIsStruct( prhs[9] ) ) )
                                                setupOptions( &options,prhs[9],nWSRin );
                        }
                }
                else /* hotstart */
                {
                        if ( nrhs > 9 )
                                mexErrMsgTxt( "ERROR (qpOASES): Invalid number of input arguments!\nType 'help qpOASES_sequenceVM' for further information." );

                        if ( nrhs > 8 )
                                if ( ( !mxIsEmpty( prhs[8] ) ) && ( mxIsStruct( prhs[8] ) ) )
                                        setupOptions( &options,prhs[8],nWSRin );
                }

                deleteGlobalSQProblemMatrices( );

                /* check for sparsity */
                if ( mxIsSparse( prhs[1] ) != 0 )
                {
                        long *ir = (long *)mxGetIr(prhs[1]);
                        long *jc = (long *)mxGetJc(prhs[1]);
                        real_t *v = (real_t*)mxGetPr(prhs[1]);
                        // mind pointer offsets due to 1-based indexing in Matlab
                        SymSparseMat *sH;
                        globalSQP_H = sH = new SymSparseMat(nV, nV, ir, jc, v);
                        globalSQP_Hdiag = sH->createDiagInfo();
                }
                else
                {
                        H_for = (real_t*) mxGetPr( prhs[1] );
                        H_mem = new real_t[nV*nV];
                        for( int i=0; i<nV*nV; ++i )
                                H_mem[i] = H_for[i];
                        globalSQP_H = new SymDenseMat( nV, nV, nV, H_mem );
                        globalSQP_H->doFreeMemory();
                }

                /* Convert constraint matrix A from FORTRAN to C style
                 * (not necessary for H as it should be symmetric!). */
                if ( nC > 0 )
                {
                        /* Check for sparsity. */
                        if ( mxIsSparse( prhs[3] ) != 0 )
                        {
                                long *ir = (long *)mxGetIr(prhs[3]);
                                long *jc = (long *)mxGetJc(prhs[3]);
                                real_t *v = (real_t*)mxGetPr(prhs[3]);
                                // mind pointer offsets due to 1-based indexing in Matlab
                                globalSQP_A = new SparseMatrix(nC, nV, ir, jc, v);
                        }
                        else
                        {
                                /* Convert constraint matrix A from FORTRAN to C style
                                * (not necessary for H as it should be symmetric!). */
                                A_for = (real_t*) mxGetPr( prhs[3] );
                                A_mem = new real_t[nC*nV];
                                convertFortranToC( A_for,nV,nC, A_mem );
                                globalSQP_A = new DenseMatrix(nC, nV, nV, A_mem );
                                globalSQP_A->doFreeMemory();
                        }
                }

                /* Create output vectors and assign pointers to them. */
                allocateOutputs( nlhs,plhs, nV,nC );

                /* Call qpOASES */
                if ( ( ( strcmp( typeString,"i" ) == 0 ) ) || ( strcmp( typeString,"I" ) == 0 ) )
                {
                        deleteGlobalSQProblemInstance( );

                        initVM( nV,nC,
                                        globalSQP_H,g,globalSQP_A,
                                        lb,ub,lbA,ubA,
                                        nWSRin,x0,&options,
                                        nlhs,plhs
                                        );
                }
                else /* hotstart */
                {
                        if ( globalSQP == 0 )
                                mexErrMsgTxt( "ERROR (qpOASES): QP needs to be initialised first!" );

                        if ( ( (int)nV != globalSQP->getNV( ) ) || ( (int)nC != globalSQP->getNC( ) ) )
                                mexErrMsgTxt( "ERROR (qpOASES): QP dimensions must be constant during a sequence!" );

                        /* QUICK HACK TO BE REMOVED! */
                        globalSQP->resetMatrixPointers( );

                        hotstartVM(     globalSQP_H,g,globalSQP_A,
                                                lb,ub,lbA,ubA,
                                                nWSRin,&options,
                                                nlhs,plhs
                                                );
                }

                return;
        }

        /* 3) Cleanup. */
        if ( ( strcmp( typeString,"c" ) == 0 ) || ( strcmp( typeString,"C" ) == 0 ) )
        {
                /* consistency checks */
                if ( nlhs != 0 )
                        mexErrMsgTxt( "ERROR (qpOASES): Invalid number of output arguments!\nType 'help qpOASES_sequenceVM' for further information." );

                if ( nrhs != 1 )
                        mexErrMsgTxt( "ERROR (qpOASES): Invalid number of input arguments!\nType 'help qpOASES_sequenceVM' for further information." );

                /* Cleanup global SQProblem instance. */
                deleteGlobalSQProblemInstance( );
                deleteGlobalSQProblemMatrices( );
                return;
        }
}


/*
 *      end of file
 */