Interface to DAQP (#836)

* dense qp interface to daqp.

* Include daqp in dense_qp_interface

* Correct C/P error.

* Include daqp in ocp_qp_interface.

* Add daqp to external sources

* Add DAQP to CMake/Makefiles.

* gitignore daqp.cmake.

* Remove old auxiliary function for compute size of DAQPProblem.

* DAQP in dense and ocp example.

* BUGFIX: else -> else if in daqp_opts_set

* Add DAQP to MATLAB/Octave interface.

* Include DAQP in python interface.

* Set ACADOS_WITH_DAQP default to OFF.

* fix indents

* DAQP fix in dense_qp_interface

* unify formatting, minor comments

* add DAQP in C test

* test DAQP on Github Actions

* update daqp

* DAQP: use blasfeo_dvecse instead of for loop

* DAQP: error if there are equality constraints

* DAQP: more some comments, formatting

* BUGFIX: update constraint senses for DAQP correctly.

* DAQP: Add support for equality constraints.

* DAQP: Extract dual variables for equality constraints.

* DAQP: extend memory to handle multiple slacks variables.

* DAQP: extract soft slack weights to memory.

* DAQP: extract slacks.

* Shift QP to handle linear penalty on slacks.

* DAQP: correctly assign memory.

* DAQP: fix typo to get dim ne

* qpOASES: use blasfeo_dvecse

* test_ocp_wtnx6: tried qpOASES, DAQP still open

* soft_constraint_test: better Python

* DAQP: Setup soft constraint weights/bounds and take entire qp_in into output auxiliary function.

* DAQP: Assign memory to soft constraint weights in DAQP workspace.

* DAQP: extract primal/dual information for the soft constraints from DAQP solution.

* DAQP: enable multiple soft weights/bounds in DAQP

* DAQP: update submodule.

* DAQP: structure memory computation, make multiple of 8

* DAQP: remove acados_daqp_get_dims and make dims more explicit

* test_ocp_wtnx6 changes to be able to test with templated solver

* test_ocp_wtnx6: run with DAQP, Partially and full condensed HPIPM, qpOASES too slow

* Python soft_constraint_test: test all QP solvers, compare SQP iterations

* DAQP: some formatting

* DAQP: update submodule

* test_wtnx6: evaluate timings, fix MATLAB

* DAQP: some formatting

* DAQP: simplify notation

* DAQP: align opts mem more safely

* qpOASES: align opts mem more safely

* DAQP: remove qp->sense, constraint types directly specified in work->sense

* DAQP: use BLASFEO_DVECEL

* DAQP: use correct index when nb != nv

* DAQP: correct value of idx already set above.

* DAQP: unignore constraints that could have been ignored in previous solves due to being a zero row.

* DAQP: ensure that quadratic slack weights are nonzero.

* DAQP: Option of DAQP in pmsm_example.

* DAQP: update submodule.

* DAQP: add notes on transcription, use SET_* for verbosity

* DAQP: notes on equalities.

* DAQP: add comments on the shifts that are used to handle linear penalties on soft slacks.

* DAQP: update submodule

* DAQP: add commented debug prints

Co-authored-by: Jonathan Frey <jonathanpaulfrey@gmail.com>
Co-authored-by: Daniel Arnström <daniel.arnstrom@liu.se>

.github/workflows/c_test_blasfeo_reference.yml

@@ -19,6 +19,7 @@ env:
   ACADOS_OCTAVE_TEMPLATE: OFF
   ACADOS_WITH_OSQP: ON
   ACADOS_WITH_QPOASES: ON
+  ACADOS_WITH_DAQP: ON
   ACADOS_WITH_QPDUNES: ON
 
 
@@ -67,7 +68,7 @@ jobs:
       # Note the current convention is to use the -S and -B options here to specify source
       # and build directories, but this is only available with CMake 3.13 and higher.
       # The CMake binaries on the Github Actions machines are (as of this writing) 3.12
-      run: cmake $GITHUB_WORKSPACE -DCMAKE_BUILD_TYPE=$BUILD_TYPE -DACADOS_WITH_QPOASES=$ACADOS_WITH_QPOASES -DACADOS_WITH_QPDUNES=$ACADOS_WITH_QPDUNES -DACADOS_WITH_OSQP=$ACADOS_WITH_OSQP -DACADOS_PYTHON=$ACADOS_PYTHON -DACADOS_UNIT_TESTS=$ACADOS_UNIT_TESTS -DACADOS_OCTAVE=$ACADOS_OCTAVE -DACADOS_OCTAVE_TEMPLATE=$ACADOS_OCTAVE_TEMPLATE -DLA=REFERENCE
+      run: cmake $GITHUB_WORKSPACE -DCMAKE_BUILD_TYPE=$BUILD_TYPE -DACADOS_WITH_QPOASES=$ACADOS_WITH_QPOASES -DACADOS_WITH_DAQP=$ACADOS_WITH_DAQP  -DACADOS_WITH_QPDUNES=$ACADOS_WITH_QPDUNES -DACADOS_WITH_OSQP=$ACADOS_WITH_OSQP -DACADOS_PYTHON=$ACADOS_PYTHON -DACADOS_UNIT_TESTS=$ACADOS_UNIT_TESTS -DACADOS_OCTAVE=$ACADOS_OCTAVE -DACADOS_OCTAVE_TEMPLATE=$ACADOS_OCTAVE_TEMPLATE -DLA=REFERENCE
 
 
     - name: Build & Install

.github/workflows/full_build.yml

@@ -19,6 +19,7 @@ env:
   ACADOS_OCTAVE_TEMPLATE: ON
   ACADOS_WITH_OSQP: ON
   ACADOS_WITH_QPOASES: ON
+  ACADOS_WITH_DAQP: ON
   ACADOS_WITH_QPDUNES: OFF
 
 
@@ -67,7 +68,7 @@ jobs:
       # Note the current convention is to use the -S and -B options here to specify source
       # and build directories, but this is only available with CMake 3.13 and higher.
       # The CMake binaries on the Github Actions machines are (as of this writing) 3.12
-      run: cmake $GITHUB_WORKSPACE -DCMAKE_BUILD_TYPE=$BUILD_TYPE -DACADOS_WITH_QPOASES=$ACADOS_WITH_QPOASES -DACADOS_WITH_QPDUNES=$ACADOS_WITH_QPDUNES -DACADOS_WITH_OSQP=$ACADOS_WITH_OSQP -DACADOS_PYTHON=$ACADOS_PYTHON -DACADOS_UNIT_TESTS=$ACADOS_UNIT_TESTS -DACADOS_OCTAVE=$ACADOS_OCTAVE -DACADOS_OCTAVE_TEMPLATE=$ACADOS_OCTAVE_TEMPLATE
+      run: cmake $GITHUB_WORKSPACE -DCMAKE_BUILD_TYPE=$BUILD_TYPE -DACADOS_WITH_QPOASES=$ACADOS_WITH_QPOASES -DACADOS_WITH_DAQP=$ACADOS_WITH_DAQP  -DACADOS_WITH_QPDUNES=$ACADOS_WITH_QPDUNES -DACADOS_WITH_OSQP=$ACADOS_WITH_OSQP -DACADOS_PYTHON=$ACADOS_PYTHON -DACADOS_UNIT_TESTS=$ACADOS_UNIT_TESTS -DACADOS_OCTAVE=$ACADOS_OCTAVE -DACADOS_OCTAVE_TEMPLATE=$ACADOS_OCTAVE_TEMPLATE
 
 
     - name: Build & Install

.gitmodules

@@ -36,3 +36,6 @@
 [submodule "examples/acados_python/tests/test_data"]
 	path = examples/acados_python/tests/test_data
 	url = https://github.com/acados/test_data
+[submodule "external/daqp"]
+	path = external/daqp
+	url = https://github.com/darnstrom/daqp.git

CMakeLists.txt

@@ -72,6 +72,7 @@ option(ACADOS_EXAMPLES "Compile Examples" OFF)
 option(ACADOS_LINT "Compile Lint" OFF)
 # Extarnal libs
 option(ACADOS_WITH_QPOASES  "qpOASES solver" OFF)
+option(ACADOS_WITH_DAQP "DAQP solver" OFF)
 option(ACADOS_WITH_HPMPC "HPMPC solver" OFF)
 option(ACADOS_WITH_QORE "QORE solver" OFF)
 option(ACADOS_WITH_OOQP "OOQP solver" OFF)
@@ -191,6 +192,7 @@ if(CMAKE_BUILD_TYPE MATCHES WithExternalLibs)
     set(ACADOS_WITH_QORE ON CACHE BOOL "Add QORE solver")
     set(ACADOS_WITH_OOQP ON CACHE BOOL "Add OOQP solver")
     set(ACADOS_WITH_QPOASES ON CACHE BOOL "Add qpOASES solver")
+	set(ACADOS_WITH_DAQP ON CACHE BOOL "Add DAQP solver")
     set(ACADOS_WITH_QPDUNES ON CACHE BOOL "Add qpDUNES solver")
     set(ACADOS_WITH_OSQP ON CACHE BOOL "Add OSQP solver")
 endif()
@@ -297,6 +299,9 @@ endif()
 if(${ACADOS_WITH_QPOASES})
     set(LINK_FLAG_QPOASES -lqpOASES_e)
 endif()
+if(${ACADOS_WITH_DAQP})
+    set(LINK_FLAG_DAQP -ldaqp)
+endif()
 if(${ACADOS_WITH_QPDUNES})
     set(LINK_FLAG_QPDUNES -lqpdunes)
 endif()
@@ -317,6 +322,7 @@ endif()
 file(WRITE lib/link_libs.json {\n)
 file(APPEND lib/link_libs.json \t\"openmp\":\ \"${LINK_FLAG_OPENMP}\",\n)
 file(APPEND lib/link_libs.json \t\"qpoases\":\ \"${LINK_FLAG_QPOASES}\",\n)
+file(APPEND lib/link_libs.json \t\"daqp\":\ \"${LINK_FLAG_DAQP}\",\n)
 file(APPEND lib/link_libs.json \t\"qpdunes\":\ \"${LINK_FLAG_QPDUNES}\",\n)
 file(APPEND lib/link_libs.json \t\"osqp\":\ \"${LINK_FLAG_OSQP}\",\n)
 file(APPEND lib/link_libs.json \t\"hpmpc\":\ \"${LINK_FLAG_HPMPC}\",\n)

acados/CMakeLists.txt

@@ -57,6 +57,10 @@ if(NOT ACADOS_WITH_QPOASES)
     list(REMOVE_ITEM ACADOS_SRC "${PROJECT_SOURCE_DIR}/acados/dense_qp/dense_qp_qpoases.c")
 endif()
 
+if(NOT ACADOS_WITH_DAQP)
+    list(REMOVE_ITEM ACADOS_SRC "${PROJECT_SOURCE_DIR}/acados/dense_qp/dense_qp_daqp.c")
+endif()
+
 if(NOT ACADOS_WITH_QPDUNES)
     list(REMOVE_ITEM ACADOS_SRC "${PROJECT_SOURCE_DIR}/acados/ocp_qp/ocp_qp_qpdunes.c")
 endif()
@@ -109,6 +113,12 @@ if(ACADOS_WITH_QPOASES)
     target_compile_definitions(acados PUBLIC USE_ACADOS_TYPES)
 endif()
 
+if(ACADOS_WITH_DAQP)
+    target_link_libraries(acados PUBLIC daqp)
+
+    target_compile_definitions(acados PUBLIC ACADOS_WITH_DAQP)
+endif()
+
 if(ACADOS_WITH_QPDUNES)
     target_link_libraries(acados PUBLIC qpdunes)
 
@@ -173,6 +183,7 @@ configure_package_config_file(${PROJECT_SOURCE_DIR}/cmake/acadosConfig.cmake.in
                               PATH_VARS ACADOS_WITH_HPMPC 
                                         ACADOS_WITH_QORE
                                         ACADOS_WITH_QPOASES
+                                        ACADOS_WITH_DAQP
                                         ACADOS_WITH_QPDUNES
                                         ACADOS_WITH_OSQP
                                         ACADOS_WITH_OOQP)

acados/dense_qp/Makefile

@@ -41,6 +41,9 @@ OBJS += dense_qp_hpipm.o
 ifeq ($(ACADOS_WITH_QPOASES), 1)
 OBJS += dense_qp_qpoases.o
 endif
+ifeq ($(ACADOS_WITH_DAQP), 1)
+OBJS += dense_qp_daqp.o
+endif
 ifeq ($(ACADOS_WITH_QORE), 1)
 OBJS += dense_qp_qore.o
 endif