Detailed Description

Utilities for loading external problems, such as problems from the CUTEst test problems or functions exported by CasADi.

Classes
class	CasADiFunctionEvaluator< N_in, N_out >
	Class for evaluating CasADi functions, allocating the necessary workspace storage in advance for allocation-free evaluations. More...

class	CasADiFun_1Vi1So
	Wrapper for CasADiFunctionEvaluator with 1 vector input, scalar output. More...

class	CasADiFun_2Vi1So
	Wrapper for CasADiFunctionEvaluator with 2 vector inputs, scalar output. More...

class	CasADiFun_1Vi1Vo
	Wrapper for CasADiFunctionEvaluator with 1 vector input, 1 vector output. More...

class	CasADiFun_2Vi1Vo
	Wrapper for CasADiFunctionEvaluator with 2 vector inputs, 1 vector output. More...

class	CasADiFun_2Vi1Mo
	Wrapper for CasADiFunctionEvaluator with 2 vector inputs, 1 matrix output. More...

class	CasADiFun_3Vi1Mo
	Wrapper for CasADiFunctionEvaluator with 3 vector inputs, 1 matrix output. More...

class	CasADiFun_3Vi1Vo
	Wrapper for CasADiFunctionEvaluator with 3 vector inputs, 1 vector output. More...

class	CasADiFun_4Vi1Vo
	Wrapper for CasADiFunctionEvaluator with 4 vector inputs, 1 vector output. More...

class	CUTEstProblem
	Wrapper for CUTEst problems loaded from an external shared library. More...

Functions
pa::Problem	load_CasADi_problem (const std::string &filename, unsigned n=0, unsigned m=0, bool second_order=false)
	Load a problem generated by CasADi (without parameters). More...

ProblemWithParam	load_CasADi_problem_with_param (const std::string &filename, unsigned n=0, unsigned m=0, unsigned p=0, bool second_order=false)
	Load a problem generated by CasADi (with parameters). More...

Function Documentation

◆ load_CasADi_problem()

pa::Problem load_CasADi_problem	(	const std::string &	filename,
		unsigned	n = `0`,
		unsigned	m = `0`,
		bool	second_order = `false`
	)

Load a problem generated by CasADi (without parameters).

Parameters

filename	Filename of the shared library to load the functions from.
n	Number of decision variables ( \( x \in \mathbb{R}^n \)).
m	Number of general constraints ( \( g(x) \in \mathbb{R}^m \)).
second_order	Load the additional functions required for second-order PANOC.

The file should contain functions with the names f, grad_f, g and grad_g. These functions evaluate the objective function, its gradient, the constraints, and the constraint gradient times a vector respecitvely. If second_order is true, additional functions hess_L and hess_L_prod should be provided to evaluate the Hessian of the Lagrangian and Hessian-vector products.

If any of the dimensions are zero, they are determined from the g function in the given file.

Exceptions

std::invalid_argument The dimensions of the loaded functions do not match.

Examples: CasADi/Rosenbrock/main.cpp.

Definition at line 88 of file CasADiLoader.cpp.

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◆ load_CasADi_problem_with_param()

ProblemWithParam load_CasADi_problem_with_param	(	const std::string &	filename,
		unsigned	n = `0`,
		unsigned	m = `0`,
		unsigned	p = `0`,
		bool	second_order = `false`
	)

Load a problem generated by CasADi (with parameters).