snopt_solver.cc

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#include <ifopt/snopt_solver.h>
#include <ifopt/snopt_adapter.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

  int INFO  = 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
  int INFO = snopt.solve(Cold);
#endif

  int EXIT = INFO - INFO%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(INFO) + "\n";
    throw std::runtime_error(msg);
  }

  snopt.SetVariables();
}

} /* namespace ifopt */