dual_variable_warm_start_ipopt_interface.h

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/******************************************************************************
 * Copyright 2018 The Apollo Authors. All Rights Reserved.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 * http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 *****************************************************************************/
 
/*
 * @file
 */
 
#pragma once
 
#include <limits>
#include <vector>
 
#include <adolc/adolc.h>
#include <adolc/adolc_sparse.h>
#include <coin/IpTNLP.hpp>
#include <coin/IpTypes.hpp>
 
#include "Eigen/Dense"
 
#include "modules/common_msgs/config_msgs/vehicle_config.pb.h"
#include "modules/planning/planning_open_space/proto/planner_open_space_config.pb.h"
 
#include "modules/common/configs/vehicle_config_helper.h"
 
// #define tag_f 1
// #define tag_g 2
#define tag_L 3
// #define HPOFF 30
 
namespace apollo {
namespace planning {
 
class DualVariableWarmStartIPOPTInterface : public Ipopt::TNLP {
public:
    DualVariableWarmStartIPOPTInterface(
            size_t horizon,
            double ts,
            const Eigen::MatrixXd& ego,
            const Eigen::MatrixXi& obstacles_edges_num,
            const size_t obstacles_num,
            const Eigen::MatrixXd& obstacles_A,
            const Eigen::MatrixXd& obstacles_b,
            const Eigen::MatrixXd& xWS,
            const PlannerOpenSpaceConfig& planner_open_space_config);
 
    virtual ~DualVariableWarmStartIPOPTInterface() = default;
 
    void get_optimization_results(Eigen::MatrixXd* l_warm_up, Eigen::MatrixXd* n_warm_up) const;
 
    bool get_nlp_info(int& n, int& m, int& nnz_jac_g, int& nnz_h_lag, IndexStyleEnum& index_style) override;
 
    bool get_bounds_info(int n, double* x_l, double* x_u, int m, double* g_l, double* g_u) override;
 
    bool get_starting_point(
            int n,
            bool init_x,
            double* x,
            bool init_z,
            double* z_L,
            double* z_U,
            int m,
            bool init_lambda,
            double* lambda) override;
 
    bool eval_f(int n, const double* x, bool new_x, double& obj_value) override;
 
    bool eval_grad_f(int n, const double* x, bool new_x, double* grad_f) override;
 
    bool eval_g(int n, const double* x, bool new_x, int m, double* g) override;
 
    bool eval_jac_g(int n, const double* x, bool new_x, int m, int nele_jac, int* iRow, int* jCol, double* values)
            override;
 
    bool eval_h(
            int n,
            const double* x,
            bool new_x,
            double obj_factor,
            int m,
            const double* lambda,
            bool new_lambda,
            int nele_hess,
            int* iRow,
            int* jCol,
            double* values) override;
 
    void finalize_solution(
            Ipopt::SolverReturn status,
            int n,
            const double* x,
            const double* z_L,
            const double* z_U,
            int m,
            const double* g,
            const double* lambda,
            double obj_value,
            const Ipopt::IpoptData* ip_data,
            Ipopt::IpoptCalculatedQuantities* ip_cq) override;
 
    //***************    start ADOL-C part ***********************************
    template <class T>
    bool eval_obj(int n, const T* x, T* obj_value);
 
    template <class T>
    bool eval_constraints(int n, const T* x, int m, T* g);
 
    void generate_tapes(int n, int m, int* nnz_h_lag);
    //***************    end   ADOL-C part ***********************************
 
private:
    int num_of_variables_;
    int num_of_constraints_;
    int horizon_;
    double ts_;
    Eigen::MatrixXd ego_;
    int lambda_horizon_ = 0;
    int miu_horizon_ = 0;
    int dual_formulation_horizon_ = 0;
 
    Eigen::MatrixXd l_warm_up_;
    Eigen::MatrixXd n_warm_up_;
    double wheelbase_;
 
    double w_ev_;
    double l_ev_;
    std::vector<double> g_;
    double offset_;
    Eigen::MatrixXi obstacles_edges_num_;
    int obstacles_num_;
    int obstacles_edges_sum_;
 
    // lagrangian l start index
    int l_start_index_ = 0;
 
    // lagrangian n start index
    int n_start_index_ = 0;
 
    // lagrangian d start index
    int d_start_index_ = 0;
 
    // obstacles_A
    Eigen::MatrixXd obstacles_A_;
 
    // obstacles_b
    Eigen::MatrixXd obstacles_b_;
 
    // states of warm up stage
    Eigen::MatrixXd xWS_;
 
    double weight_d_;
 
    //***************    start ADOL-C part ***********************************
    double* obj_lam;
    unsigned int* rind_L; /* row indices    */
    unsigned int* cind_L; /* column indices */
    double* hessval;      /* values */
    int nnz_L;
    int options_L[4];
    //***************    end   ADOL-C part ***********************************
 
    // park generic
public:
    DualVariableWarmStartIPOPTInterface(
            size_t horizon,
            double ts,
            const Eigen::MatrixXd& ego,
            const Eigen::MatrixXi& obstacles_edges_num,
            const size_t obstacles_num,
            const Eigen::MatrixXd& obstacles_A,
            const Eigen::MatrixXd& obstacles_b,
            const Eigen::MatrixXd& xWS,
            const DualVariableWarmStartConfig& dual_variable_warm_start_config);
};
 
}  // namespace planning
}  // namespace apollo