qpOASES_e_QProblem.c

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/*
 *      This file is part of qpOASES.
 *
 *      qpOASES -- An Implementation of the Online Active Set Strategy.
 *      Copyright (C) 2007-2015 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 <stdlib.h>

#include <qpOASES_e.h>
#include "qpOASES_e_simulink_utils.c"


#ifdef __cplusplus
extern "C" {
#endif


#define S_FUNCTION_NAME   qpOASES_e_QProblem    
#define S_FUNCTION_LEVEL  2                                             
#define MDL_START                                                               
#include "simstruc.h"


/* SETTINGS: */
#define SAMPLINGTIME    -1                                              
#define NCONTROLINPUTS  2                                               
#define MAXITER         100                                             
#define HESSIANTYPE     HST_UNKNOWN                             
static void mdlInitializeSizes (SimStruct *S)   /* Init sizes array */
{
        int nU = NCONTROLINPUTS;

        /* Specify the number of continuous and discrete states */
        ssSetNumContStates(S, 0);
        ssSetNumDiscStates(S, 0);

        /* Specify the number of parameters */
        ssSetNumSFcnParams(S, 2); /* H, A */
        if ( ssGetNumSFcnParams(S) != ssGetSFcnParamsCount(S) )
                return;

        /* Specify the number of intput ports */
        if ( !ssSetNumInputPorts(S, 5) )
                return;

        /* Specify the number of output ports */
        if ( !ssSetNumOutputPorts(S, 4) )
                return;

        /* Specify dimension information for the input ports */
        ssSetInputPortVectorDimension(S, 0, DYNAMICALLY_SIZED); /* g */
        ssSetInputPortVectorDimension(S, 1, DYNAMICALLY_SIZED); /* lb */
        ssSetInputPortVectorDimension(S, 2, DYNAMICALLY_SIZED); /* ub */
        ssSetInputPortVectorDimension(S, 3, DYNAMICALLY_SIZED); /* lbA */
        ssSetInputPortVectorDimension(S, 4, DYNAMICALLY_SIZED); /* ubA */

        /* Specify dimension information for the output ports */
        ssSetOutputPortVectorDimension(S, 0, nU );  /* uOpt */
        ssSetOutputPortVectorDimension(S, 1, 1 );   /* fval */
        ssSetOutputPortVectorDimension(S, 2, 1 );   /* exitflag */
        ssSetOutputPortVectorDimension(S, 3, 1 );   /* iter */

        /* Specify the direct feedthrough status */
        ssSetInputPortDirectFeedThrough(S, 0, 1);
        ssSetInputPortDirectFeedThrough(S, 1, 1);
        ssSetInputPortDirectFeedThrough(S, 2, 1);
        ssSetInputPortDirectFeedThrough(S, 3, 1);
        ssSetInputPortDirectFeedThrough(S, 4, 1);
        ssSetInputPortDirectFeedThrough(S, 5, 1);
        ssSetInputPortDirectFeedThrough(S, 6, 1);

        /* One sample time */
        ssSetNumSampleTimes(S, 1);

        /* global variables:
     * 0: problem
     * 1: H
     * 2: g
     * 3: A
     * 4: lb
     * 5: ub
     * 6: lbA
     * 7: ubA
     */

        /* Specify the size of the block's pointer work vector */
    ssSetNumPWork(S, 8);
}


#if defined(MATLAB_MEX_FILE)

#define MDL_SET_INPUT_PORT_DIMENSION_INFO
#define MDL_SET_OUTPUT_PORT_DIMENSION_INFO

static void mdlSetInputPortDimensionInfo(SimStruct *S, int_T port, const DimsInfo_T *dimsInfo)
{
        if ( !ssSetInputPortDimensionInfo(S, port, dimsInfo) )
                return;
}

static void mdlSetOutputPortDimensionInfo(SimStruct *S, int_T port, const DimsInfo_T *dimsInfo)
{
        if ( !ssSetOutputPortDimensionInfo(S, port, dimsInfo) )
                return;
}

#endif


static void mdlInitializeSampleTimes(SimStruct *S)
{
        ssSetSampleTime(S, 0, SAMPLINGTIME);
        ssSetOffsetTime(S, 0, 0.0);
}


static void mdlStart(SimStruct *S)
{
        USING_NAMESPACE_QPOASES

        int nU = NCONTROLINPUTS;
        int size_g, size_lb, size_ub, size_lbA, size_ubA;
        int size_H, nRows_H, nCols_H, size_A, nRows_A, nCols_A;
        int nV, nC;

        static QProblem problem;
        static Options problemOptions;


        /* get block inputs dimensions */
        const mxArray* in_H = ssGetSFcnParam(S, 0);
        const mxArray* in_A = ssGetSFcnParam(S, 1);

        if ( mxIsEmpty(in_H) == 1 )
        {
                if ( ( HESSIANTYPE != HST_ZERO ) && ( HESSIANTYPE != HST_IDENTITY ) )
                {
                        #ifndef __SUPPRESSANYOUTPUT__
                        mexErrMsgTxt( "ERROR (qpOASES): Hessian can only be empty if type is set to HST_ZERO or HST_IDENTITY!" );
                        #endif
                        return;
                }
                
            nRows_H = 0;
                nCols_H = 0;
                size_H  = 0;
        }
        else
        {
            nRows_H = (int)mxGetM(in_H);
                nCols_H = (int)mxGetN(in_H);
                size_H  = nRows_H * nCols_H;
        }

        if ( mxIsEmpty(in_A) == 1 )
        {
            nRows_A = 0;
                nCols_A = 0;
                size_A  = 0;
        }
        else
        {
            nRows_A = (int)mxGetM(in_A);
                nCols_A = (int)mxGetN(in_A);
                size_A  = nRows_A * nCols_A;
        }

        size_g   = ssGetInputPortWidth(S, 0);
        size_lb  = ssGetInputPortWidth(S, 1);
        size_ub  = ssGetInputPortWidth(S, 2);
        size_lbA = ssGetInputPortWidth(S, 3);
        size_ubA = ssGetInputPortWidth(S, 4);


        /* dimension checks */
        nV = size_g;
        nC = nRows_A;


        if ( MAXITER < 0 )
        {
                #ifndef __SUPPRESSANYOUTPUT__
                mexErrMsgTxt( "ERROR (qpOASES): Maximum number of iterations must not be negative!" );
                #endif
                return;
        }

        if ( nV <= 0 )
        {
                #ifndef __SUPPRESSANYOUTPUT__
                mexErrMsgTxt( "ERROR (qpOASES): Dimension mismatch (nV must be positive)!" );
                #endif
                return;
        }

        if ( ( size_H != nV*nV ) && ( size_H != 0 ) )
        {
                #ifndef __SUPPRESSANYOUTPUT__
                mexErrMsgTxt( "ERROR (qpOASES): Dimension mismatch in H!" );
                #endif
                return;
        }

        if ( nRows_H != nCols_H )
        {
                #ifndef __SUPPRESSANYOUTPUT__
                mexErrMsgTxt( "ERROR (qpOASES): Hessian matrix must be square matrix!" );
                #endif
                return;
        }

        if ( ( nU < 1 ) || ( nU > nV ) )
        {
                #ifndef __SUPPRESSANYOUTPUT__
                mexErrMsgTxt( "ERROR (qpOASES): Invalid number of control inputs!" );
                #endif
                return;
        }

        if ( ( size_lb != nV ) && ( size_lb != 0 ) )
        {
                #ifndef __SUPPRESSANYOUTPUT__
                mexErrMsgTxt( "ERROR (qpOASES): Dimension mismatch in lb!" );
                #endif
                return;
        }

        if ( ( size_ub != nV ) && ( size_lb != 0 ) )
        {
                #ifndef __SUPPRESSANYOUTPUT__
                mexErrMsgTxt( "ERROR (qpOASES): Dimension mismatch in ub!" );
                #endif
                return;
        }

        if ( ( size_lbA != nC ) && ( size_lbA != 0 ) )
        {
                #ifndef __SUPPRESSANYOUTPUT__
                mexErrMsgTxt( "ERROR (qpOASES): Dimension mismatch in lbA!" );
                #endif
                return;
        }

        if ( ( size_ubA != nC ) && ( size_ubA != 0 ) )
        {
                #ifndef __SUPPRESSANYOUTPUT__
                mexErrMsgTxt( "ERROR (qpOASES): Dimension mismatch in ubA!" );
                #endif
                return;
        }


        /* allocate QProblem object */
        QProblemCON( &problem,nV,nC,HESSIANTYPE );

        Options_setToMPC( &problemOptions );
        QProblem_setOptions( &problem,problemOptions );
        #ifndef __DEBUG__
        QProblem_setPrintLevel( &problem,PL_LOW );
        #endif
        #ifdef __SUPPRESSANYOUTPUT__
        QProblem_setPrintLevel( &problem,PL_NONE );
        #endif

        ssGetPWork(S)[0] = (void*)(&problem);

        /* allocate memory for QP data ... */
        if ( size_H > 0 )
                ssGetPWork(S)[1] = (void *) calloc( size_H, sizeof(real_t) );   /* H */
        else
                ssGetPWork(S)[1] = 0;

        ssGetPWork(S)[2] = (void *) calloc( size_g, sizeof(real_t) );           /* g */
        ssGetPWork(S)[3] = (void *) calloc( size_A, sizeof(real_t) );           /* A */

        if ( size_lb > 0 )
                ssGetPWork(S)[4] = (void *) calloc( size_lb, sizeof(real_t) );  /* lb */
        else
                ssGetPWork(S)[4] = 0;

        if ( size_ub > 0 )
                ssGetPWork(S)[5] = (void *) calloc( size_ub, sizeof(real_t) );  /* ub */
        else
                ssGetPWork(S)[5] = 0;
        
        if ( size_lbA > 0 )
                ssGetPWork(S)[6] = (void *) calloc( size_lbA, sizeof(real_t) ); /* lbA */
        else
                ssGetPWork(S)[6] = 0;

        if ( size_ubA > 0 )
                ssGetPWork(S)[7] = (void *) calloc( size_ubA, sizeof(real_t) ); /* ubA */
        else
                ssGetPWork(S)[7] = 0;
}


static void mdlOutputs(SimStruct *S, int_T tid)
{
        USING_NAMESPACE_QPOASES

        int i;
        int nV, nC;
        returnValue status;

        int nWSR = MAXITER;
        int nU   = NCONTROLINPUTS;

        InputRealPtrsType in_g, in_lb, in_ub, in_lbA, in_ubA;

        QProblem* problem;
        real_t *H, *g, *A, *lb, *ub, *lbA, *ubA;

        real_t xOpt[NVMAX];
    real_t yOpt[NVMAX+NCMAX];
    
        real_T *out_uOpt, *out_objVal, *out_status, *out_nWSR;
    real_t stat, feas, cmpl, kktTol;

        int nWSR_retry;
    
    FILE* matFile = 0;
    char fileName[20] = "qpData000000000.mat";
    

        /* get pointers to block inputs ... */
        const mxArray* in_H = ssGetSFcnParam(S, 0);
        const mxArray* in_A = ssGetSFcnParam(S, 1);
        in_g   = ssGetInputPortRealSignalPtrs(S, 0);
        in_lb  = ssGetInputPortRealSignalPtrs(S, 1);
        in_ub  = ssGetInputPortRealSignalPtrs(S, 2);
        in_lbA = ssGetInputPortRealSignalPtrs(S, 3);
        in_ubA = ssGetInputPortRealSignalPtrs(S, 4);


        /* ... and to the QP data */
        problem = (QProblem*)(ssGetPWork(S)[0]);

        H   = (real_t*)(ssGetPWork(S)[1]);
        g   = (real_t*)(ssGetPWork(S)[2]);
        A   = (real_t*)(ssGetPWork(S)[3]);
        lb  = (real_t*)(ssGetPWork(S)[4]);
        ub  = (real_t*)(ssGetPWork(S)[5]);
        lbA = (real_t*)(ssGetPWork(S)[6]);
        ubA = (real_t*)(ssGetPWork(S)[7]);


        /* setup QP data */
        nV = ssGetInputPortWidth(S, 0); /* nV = size_g */
        nC = (int)mxGetM(in_A);                 /* nC = nRows_A*/

        if ( H != 0 )
        {
                /* no conversion from FORTRAN to C as Hessian is symmetric! */
                for ( i=0; i<nV*nV; ++i )
                        H[i] = (mxGetPr(in_H))[i];
        }

        convertFortranToC( mxGetPr(in_A),nV,nC, A );

        for ( i=0; i<nV; ++i )
                g[i] = (*in_g)[i];

        if ( lb != 0 )
        {
                for ( i=0; i<nV; ++i )
                        lb[i] = (*in_lb)[i];
        }

        if ( ub != 0 )
        {
                for ( i=0; i<nV; ++i )
                        ub[i] = (*in_ub)[i];
        }

        if ( lbA != 0 )
        {
                for ( i=0; i<nC; ++i )
                        lbA[i] = (*in_lbA)[i];
        }

        if ( ubA != 0 )
        {
                for ( i=0; i<nC; ++i )
                        ubA[i] = (*in_ubA)[i];
        }
    
   
    #ifdef __SIMULINK_DEBUG__

    sprintf( fileName,"qpData%09d.mat",(int)(QProblem_getCount( problem )) );
    matFile = fopen( fileName,"w+" );
    /*qpOASES_writeIntoMatFile( matFile, H,   nV,nV, "H"   );*/
    //qpOASES_writeIntoMatFile( matFile, g,   nV,1,  "g"   );
    qpOASES_writeIntoMatFile( matFile, lb,  nV,1,  "lb"  );
    qpOASES_writeIntoMatFile( matFile, ub,  nV,1,  "ub"  );
    //qpOASES_writeIntoMatFile( matFile, A,   nC,nV, "A"   );
    qpOASES_writeIntoMatFile( matFile, lbA, nC,1,  "lbA" );
    qpOASES_writeIntoMatFile( matFile, ubA, nC,1,  "ubA" );
    fclose( matFile );

    #endif /* __SIMULINK_DEBUG__ */


        if ( QProblem_getCount( problem ) == 0 )
        {
                /* initialise and solve first QP */
                status = QProblem_init( problem,H,g,A,lb,ub,lbA,ubA, &nWSR,0 );
                QProblem_getPrimalSolution( problem,xOpt );
        QProblem_getDualSolution(   problem,yOpt );
        }
        else
        {
                /* solve neighbouring QP using hotstart technique */
                status = QProblem_hotstart( problem,g,lb,ub,lbA,ubA, &nWSR,0 );
                if ( ( status != SUCCESSFUL_RETURN ) && ( status != RET_MAX_NWSR_REACHED ) )
                {
                        /* if an error occurs, reset problem data structures ... */
                        QProblem_reset( problem );
            
            /* ... and initialise/solve again with remaining number of iterations. */
            nWSR_retry = MAXITER - nWSR;
                        status = QProblem_init( problem,H,g,A,lb,ub,lbA,ubA, &nWSR_retry,0 );
                        nWSR += nWSR_retry;
                        
                }

                /* obtain optimal solution */
                QProblem_getPrimalSolution( problem,xOpt );
        QProblem_getDualSolution(   problem,yOpt );
        }

        /* generate block output: status information ... */
        out_uOpt   = ssGetOutputPortRealSignal(S, 0);
        out_objVal = ssGetOutputPortRealSignal(S, 1);
        out_status = ssGetOutputPortRealSignal(S, 2);
        out_nWSR   = ssGetOutputPortRealSignal(S, 3);

        for ( i=0; i<nU; ++i )
                out_uOpt[i] = (real_T)(xOpt[i]);

        out_objVal[0] = (real_T)(QProblem_getObjVal( problem ));
        out_status[0] = (real_t)(qpOASES_getSimpleStatus( status,BT_FALSE ));
        out_nWSR[0]   = (real_T)(nWSR);
    
        removeNaNs( out_uOpt,nU );
        removeInfs( out_uOpt,nU );
        removeNaNs( out_objVal,1 );
        removeInfs( out_objVal,1 );

    #ifdef __SIMULINK_DEBUG__

    qpOASES_getKktViolation(    nV,nC,
                                                                H,g,A,lb,ub,lbA,ubA,
                                                                xOpt,yOpt,
                                                                &stat,&feas,&cmpl
                                                                );
    mexPrintf( "KKT residuals:  stat=%e, feas=%e, cmpl=%e\n", stat,feas,cmpl );

        kktTol = stat;
        if ( feas > kktTol )
                kktTol = feas;
        if ( cmpl > kktTol )
                kktTol = cmpl;

        if ( ( qpOASES_getAbs( out_status[0] ) < QPOASES_EPS ) && ( kktTol > 1e-4 ) )
                out_status[0] = 2.0;

    #endif /* __SIMULINK_DEBUG__ */
}


static void mdlTerminate(SimStruct *S)
{
        USING_NAMESPACE_QPOASES

        int i;

        /* reset global message handler */
        MessageHandling_reset( qpOASES_getGlobalMessageHandler() );

        for ( i=1; i<8; ++i )
        {
                if ( ssGetPWork(S)[i] != 0 )
                        free( ssGetPWork(S)[i] );
        }
}


#ifdef  MATLAB_MEX_FILE
#include "simulink.c"
#else
#include "cg_sfun.h"
#endif


#ifdef __cplusplus
}
#endif


/*
 *      end of file
 */