L_23d
[INTERNAL]::
nlpsol(str name, str solver, Importer compiler, dict opts) -> Function nlpsol(str name, str solver, NlpBuilder nl, dict opts) -> Function nlpsol(str name, str solver, dict:SX nlp, dict opts) -> Function nlpsol(str name, str solver, dict:MX nlp, dict opts) -> Function nlpsol(str name, str solver, str fname, dict opts) -> Function.......
::
nlpsol(str name, str solver, dict:SX nlp, dict opts)[INTERNAL]
Create an NLP solver Creates a solver for the following parametric
nonlinear program (NLP):
::
min F(x, p) x subject to LBX <= x <= UBX LBG <= G(x, p) <= UBG p == P nx: number of decision variables ng: number of constraints np: number of parametersGeneral information
List of available options
+------------------+-----------------+------------------+------------------+ | Id | Type | Description | Used in | +==================+=================+==================+==================+ | ad_weight | OT_DOUBLE | Weighting factor | casadi::Function | | | | for derivative | Internal | | | | calculation.When | | | | | there is an | | | | | option of either | | | | | using forward or | | | | | reverse mode | | | | | directional | | | | | derivatives, the | | | | | condition ad_wei | | | | | ght*nf<=(1- | | | | | ad_weight)*na is | | | | | used where nf | | | | | and na are | | | | | estimates of the | | | | | number of | | | | | forward/reverse | | | | | mode directional | | | | | derivatives | | | | | needed. By | | | | | default, | | | | | ad_weight is | | | | | calculated | | | | | automatically, | | | | | but this can be | | | | | overridden by | | | | | setting this | | | | | option. In | | | | | particular, 0 | | | | | means forcing | | | | | forward mode and | | | | | 1 forcing | | | | | reverse mode. | | | | | Leave unset for | | | | | (class specific) | | | | | heuristics. | | +------------------+-----------------+------------------+------------------+ | ad_weight_sp | OT_DOUBLE | Weighting factor | casadi::Function | | | | for sparsity | Internal | | | | pattern | | | | | calculation calc | | | | | ulation.Override | | | | | s default | | | | | behavior. Set to | | | | | 0 and 1 to force | | | | | forward and | | | | | reverse mode | | | | | respectively. | | | | | Cf. option | | | | | "ad_weight". | | | | | When set to -1, | | | | | sparsity is | | | | | completely | | | | | ignored and | | | | | dense matrices | | | | | are used. | | +------------------+-----------------+------------------+------------------+ | always_inline | OT_BOOL | Force inlining. | casadi::Function | | | | | Internal | +------------------+-----------------+------------------+------------------+ | bound_consistenc | OT_BOOL | Ensure that | casadi::Nlpsol | | y | | primal-dual | | | | | solution is | | | | | consistent with | | | | | the bounds | | +------------------+-----------------+------------------+------------------+ | cache | OT_DICT | Prepopulate the | casadi::Function | | | | function cache. | Internal | | | | Default: empty | | +------------------+-----------------+------------------+------------------+ | calc_f | OT_BOOL | Calculate 'f' in | casadi::Nlpsol | | | | the Nlpsol base | | | | | class | | +------------------+-----------------+------------------+------------------+ | calc_g | OT_BOOL | Calculate 'g' in | casadi::Nlpsol | | | | the Nlpsol base | | | | | class | | +------------------+-----------------+------------------+------------------+ | calc_lam_p | OT_BOOL | Calculate | casadi::Nlpsol | | | | 'lam_p' in the | | | | | Nlpsol base | | | | | class | | +------------------+-----------------+------------------+------------------+ | calc_lam_x | OT_BOOL | Calculate | casadi::Nlpsol | | | | 'lam_x' in the | | | | | Nlpsol base | | | | | class | | +------------------+-----------------+------------------+------------------+ | calc_multipliers | OT_BOOL | Calculate | casadi::Nlpsol | | | | Lagrange | | | | | multipliers in | | | | | the Nlpsol base | | | | | class | | +------------------+-----------------+------------------+------------------+ | common_options | OT_DICT | Options for | casadi::OracleFu | | | | auto-generated | nction | | | | functions | | +------------------+-----------------+------------------+------------------+ | compiler | OT_STRING | Just-in-time | casadi::Function | | | | compiler plugin | Internal | | | | to be used. | | +------------------+-----------------+------------------+------------------+ | custom_jacobian | OT_FUNCTION | Override | casadi::Function | | | | CasADi's AD. Use | Internal | | | | together with | | | | | 'jac_penalty': | | | | | 0. Note: Highly | | | | | experimental. | | | | | Syntax may break | | | | | often. | | +------------------+-----------------+------------------+------------------+ | der_options | OT_DICT | Default options | casadi::Function | | | | to be used to | Internal | | | | populate | | | | | forward_options, | | | | | reverse_options, | | | | | and | | | | | jacobian_options | | | | | before those | | | | | options are | | | | | merged in. | | +------------------+-----------------+------------------+------------------+ | derivative_of | OT_FUNCTION | The function is | casadi::Function | | | | a derivative of | Internal | | | | another | | | | | function. The | | | | | type of | | | | | derivative | | | | | (directional | | | | | derivative, | | | | | Jacobian) is | | | | | inferred from | | | | | the function | | | | | name. | | +------------------+-----------------+------------------+------------------+ | detect_simple_bo | OT_BOOL | Automatically | casadi::Nlpsol | | unds | | detect simple | | | | | bounds (lbx/ubx) | | | | | (default false). | | | | | This is | | | | | hopefully | | | | | beneficial to | | | | | speed and | | | | | robustness but | | | | | may also have | | | | | adverse affects: | | | | | 1) Subtleties in | | | | | heuristics and | | | | | stopping | | | | | criteria may | | | | | change the | | | | | solution, 2) | | | | | IPOPT may lie | | | | | about | | | | | multipliers of | | | | | simple equality | | | | | bounds unless 'f | | | | | ixed_variable_tr | | | | | eatment' is set | | | | | to | | | | | 'relax_bounds'. | | +------------------+-----------------+------------------+------------------+ | detect_simple_bo | OT_BOOLVECTOR | For internal use | casadi::Nlpsol | | unds_is_simple | | only. | | +------------------+-----------------+------------------+------------------+ | detect_simple_bo | OT_FUNCTION | For internal use | casadi::Nlpsol | | unds_parts | | only. | | +------------------+-----------------+------------------+------------------+ | detect_simple_bo | OT_INTVECTOR | For internal use | casadi::Nlpsol | | unds_target_x | | only. | | +------------------+-----------------+------------------+------------------+ | discrete | OT_BOOLVECTOR | Indicates which | casadi::Nlpsol | | | | of the variables | | | | | are discrete, | | | | | i.e. integer- | | | | | valued | | +------------------+-----------------+------------------+------------------+ | dump | OT_BOOL | Dump function to | casadi::Function | | | | file upon first | Internal | | | | evaluation. | | | | | [false] | | +------------------+-----------------+------------------+------------------+ | dump_dir | OT_STRING | Directory to | casadi::Function | | | | dump | Internal | | | | inputs/outputs | | | | | to. Make sure | | | | | the directory | | | | | exists [.] | | +------------------+-----------------+------------------+------------------+ | dump_format | OT_STRING | Choose file | casadi::Function | | | | format to dump | Internal | | | | matrices. See | | | | | DM.from_file | | | | | [mtx] | | +------------------+-----------------+------------------+------------------+ | dump_in | OT_BOOL | Dump numerical | casadi::Function | | | | values of inputs | Internal | | | | to file | | | | | (readable with | | | | | DM.from_file ) | | | | | [default: false] | | +------------------+-----------------+------------------+------------------+ | dump_out | OT_BOOL | Dump numerical | casadi::Function | | | | values of | Internal | | | | outputs to file | | | | | (readable with | | | | | DM.from_file ) | | | | | [default: false] | | +------------------+-----------------+------------------+------------------+ | enable_fd | OT_BOOL | Enable | casadi::Function | | | | derivative | Internal | | | | calculation by | | | | | finite | | | | | differencing. | | | | | [default: | | | | | false]] | | +------------------+-----------------+------------------+------------------+ | enable_forward | OT_BOOL | Enable | casadi::Function | | | | derivative | Internal | | | | calculation | | | | | using generated | | | | | functions for | | | | | Jacobian-times- | | | | | vector products | | | | | - typically | | | | | using forward | | | | | mode AD - if | | | | | available. | | | | | [default: true] | | +------------------+-----------------+------------------+------------------+ | enable_jacobian | OT_BOOL | Enable | casadi::Function | | | | derivative | Internal | | | | calculation | | | | | using generated | | | | | functions for | | | | | Jacobians of all | | | | | differentiable | | | | | outputs with | | | | | respect to all | | | | | differentiable | | | | | inputs - if | | | | | available. | | | | | [default: true] | | +------------------+-----------------+------------------+------------------+ | enable_reverse | OT_BOOL | Enable | casadi::Function | | | | derivative | Internal | | | | calculation | | | | | using generated | | | | | functions for | | | | | transposed | | | | | Jacobian-times- | | | | | vector products | | | | | - typically | | | | | using reverse | | | | | mode AD - if | | | | | available. | | | | | [default: true] | | +------------------+-----------------+------------------+------------------+ | error_on_fail | OT_BOOL | Throw exceptions | casadi::ProtoFun | | | | when function | ction | | | | evaluation fails | | | | | (default true). | | +------------------+-----------------+------------------+------------------+ | eval_errors_fata | OT_BOOL | When errors | casadi::Nlpsol | | l | | occur during | | | | | evaluation of | | | | | f,g,...,stop the | | | | | iterations | | +------------------+-----------------+------------------+------------------+ | expand | OT_BOOL | Replace MX with | casadi::OracleFu | | | | SX expressions | nction | | | | in problem | | | | | formulation | | | | | [false] | | +------------------+-----------------+------------------+------------------+ | fd_method | OT_STRING | Method for | casadi::Function | | | | finite | Internal | | | | differencing | | | | | [default | | | | | 'central'] | | +------------------+-----------------+------------------+------------------+ | fd_options | OT_DICT | Options to be | casadi::Function | | | | passed to the | Internal | | | | finite | | | | | difference | | | | | instance | | +------------------+-----------------+------------------+------------------+ | forward_options | OT_DICT | Options to be | casadi::Function | | | | passed to a | Internal | | | | forward mode | | | | | constructor | | +------------------+-----------------+------------------+------------------+ | gather_stats | OT_BOOL | Deprecated | casadi::Function | | | | option | Internal | | | | (ignored): | | | | | Statistics are | | | | | now always | | | | | collected. | | +------------------+-----------------+------------------+------------------+ | ignore_check_vec | OT_BOOL | If set to true, | casadi::Nlpsol | | | | the input shape | | | | | of F will not be | | | | | checked. | | +------------------+-----------------+------------------+------------------+ | input_scheme | OT_STRINGVECTOR | Deprecated | casadi::Function | | | | option (ignored) | Internal | +------------------+-----------------+------------------+------------------+ | inputs_check | OT_BOOL | Throw exceptions | casadi::Function | | | | when the | Internal | | | | numerical values | | | | | of the inputs | | | | | don't make sense | | +------------------+-----------------+------------------+------------------+ | is_diff_in | OT_BOOLVECTOR | Indicate for | casadi::Function | | | | each input if it | Internal | | | | should be | | | | | differentiable. | | +------------------+-----------------+------------------+------------------+ | is_diff_out | OT_BOOLVECTOR | Indicate for | casadi::Function | | | | each output if | Internal | | | | it should be | | | | | differentiable. | | +------------------+-----------------+------------------+------------------+ | iteration_callba | OT_FUNCTION | A function that | casadi::Nlpsol | | ck | | will be called | | | | | at each | | | | | iteration with | | | | | the solver as | | | | | input. Check | | | | | documentation of | | | | | Callback . | | +------------------+-----------------+------------------+------------------+ | iteration_callba | OT_BOOL | If set to true, | casadi::Nlpsol | | ck_ignore_errors | | errors thrown by | | | | | iteration_callba | | | | | ck will be | | | | | ignored. | | +------------------+-----------------+------------------+------------------+ | iteration_callba | OT_INT | Only call the | casadi::Nlpsol | | ck_step | | callback | | | | | function every | | | | | few iterations. | | +------------------+-----------------+------------------+------------------+ | jac_penalty | OT_DOUBLE | When requested | casadi::Function | | | | for a number of | Internal | | | | forward/reverse | | | | | directions, it | | | | | may be cheaper | | | | | to compute first | | | | | the full | | | | | jacobian and | | | | | then multiply | | | | | with seeds, | | | | | rather than | | | | | obtain the | | | | | requested | | | | | directions in a | | | | | straightforward | | | | | manner. Casadi | | | | | uses a heuristic | | | | | to decide which | | | | | is cheaper. A | | | | | high value of | | | | | 'jac_penalty' | | | | | makes it less | | | | | likely for the | | | | | heurstic to | | | | | chose the full | | | | | Jacobian | | | | | strategy. The | | | | | special value -1 | | | | | indicates never | | | | | to use the full | | | | | Jacobian | | | | | strategy | | +------------------+-----------------+------------------+------------------+ | jacobian_options | OT_DICT | Options to be | casadi::Function | | | | passed to a | Internal | | | | Jacobian | | | | | constructor | | +------------------+-----------------+------------------+------------------+ | jit | OT_BOOL | Use just-in-time | casadi::Function | | | | compiler to | Internal | | | | speed up the | | | | | evaluation | | +------------------+-----------------+------------------+------------------+ | jit_cleanup | OT_BOOL | Cleanup up the | casadi::Function | | | | temporary source | Internal | | | | file that jit | | | | | creates. | | | | | Default: true | | +------------------+-----------------+------------------+------------------+ | jit_name | OT_STRING | The file name | casadi::Function | | | | used to write | Internal | | | | out code. The | | | | | actual file | | | | | names used | | | | | depend on 'jit_t | | | | | emp_suffix' and | | | | | include | | | | | extensions. | | | | | Default: | | | | | 'jit_tmp' | | +------------------+-----------------+------------------+------------------+ | jit_options | OT_DICT | Options to be | casadi::Function | | | | passed to the | Internal | | | | jit compiler. | | +------------------+-----------------+------------------+------------------+ | jit_serialize | OT_STRING | Specify | casadi::Function | | | | behaviour when | Internal | | | | serializing a | | | | | jitted function: | | | | | SOURCE|link|embe | | | | | d. | | +------------------+-----------------+------------------+------------------+ | jit_temp_suffix | OT_BOOL | Use a temporary | casadi::Function | | | | (seemingly | Internal | | | | random) filename | | | | | suffix for | | | | | generated code | | | | | and libraries. | | | | | This is desired | | | | | for thread- | | | | | safety. This | | | | | behaviour may | | | | | defeat caching | | | | | compiler | | | | | wrappers. | | | | | Default: true | | +------------------+-----------------+------------------+------------------+ | max_io | OT_INT | Acceptable | casadi::Function | | | | number of inputs | Internal | | | | and outputs. | | | | | Warn if | | | | | exceeded. | | +------------------+-----------------+------------------+------------------+ | max_num_dir | OT_INT | Specify the | casadi::Function | | | | maximum number | Internal | | | | of directions | | | | | for derivative | | | | | functions. | | | | | Overrules the | | | | | builtin optimize | | | | | d_num_dir. | | +------------------+-----------------+------------------+------------------+ | min_lam | OT_DOUBLE | Minimum allowed | casadi::Nlpsol | | | | multiplier value | | +------------------+-----------------+------------------+------------------+ | monitor | OT_STRINGVECTOR | Set of user | casadi::OracleFu | | | | problem | nction | | | | functions to be | | | | | monitored | | +------------------+-----------------+------------------+------------------+ | never_inline | OT_BOOL | Forbid inlining. | casadi::Function | | | | | Internal | +------------------+-----------------+------------------+------------------+ | no_nlp_grad | OT_BOOL | Prevent the | casadi::Nlpsol | | | | creation of the | | | | | 'nlp_grad' | | | | | function | | +------------------+-----------------+------------------+------------------+ | oracle_options | OT_DICT | Options to be | casadi::Nlpsol | | | | passed to the | | | | | oracle function | | +------------------+-----------------+------------------+------------------+ | output_scheme | OT_STRINGVECTOR | Deprecated | casadi::Function | | | | option (ignored) | Internal | +------------------+-----------------+------------------+------------------+ | post_expand | OT_BOOL | After | casadi::Function | | | | construction, | Internal | | | | expand this | | | | | Function . | | | | | Default: False | | +------------------+-----------------+------------------+------------------+ | post_expand_opti | OT_DICT | Options to be | casadi::Function | | ons | | passed to post- | Internal | | | | construction | | | | | expansion. | | | | | Default: empty | | +------------------+-----------------+------------------+------------------+ | print_in | OT_BOOL | Print numerical | casadi::Function | | | | values of inputs | Internal | | | | [default: false] | | +------------------+-----------------+------------------+------------------+ | print_out | OT_BOOL | Print numerical | casadi::Function | | | | values of | Internal | | | | outputs | | | | | [default: false] | | +------------------+-----------------+------------------+------------------+ | print_time | OT_BOOL | print | casadi::ProtoFun | | | | information | ction | | | | about execution | | | | | time. Implies | | | | | record_time. | | +------------------+-----------------+------------------+------------------+ | record_time | OT_BOOL | record | casadi::ProtoFun | | | | information | ction | | | | about execution | | | | | time, for | | | | | retrieval with | | | | | stats(). | | +------------------+-----------------+------------------+------------------+ | regularity_check | OT_BOOL | Throw exceptions | casadi::ProtoFun | | | | when NaN or Inf | ction | | | | appears during | | | | | evaluation | | +------------------+-----------------+------------------+------------------+ | reverse_options | OT_DICT | Options to be | casadi::Function | | | | passed to a | Internal | | | | reverse mode | | | | | constructor | | +------------------+-----------------+------------------+------------------+ | sens_linsol | OT_STRING | Linear solver | casadi::Nlpsol | | | | used for | | | | | parametric | | | | | sensitivities | | | | | (default 'qr'). | | +------------------+-----------------+------------------+------------------+ | sens_linsol_opti | OT_DICT | Linear solver | casadi::Nlpsol | | ons | | options used for | | | | | parametric | | | | | sensitivities. | | +------------------+-----------------+------------------+------------------+ | show_eval_warnin | OT_BOOL | Show warnings | casadi::OracleFu | | gs | | generated from | nction | | | | function | | | | | evaluations | | | | | [true] | | +------------------+-----------------+------------------+------------------+ | specific_options | OT_DICT | Options for | casadi::OracleFu | | | | specific auto- | nction | | | | generated | | | | | functions, | | | | | overwriting the | | | | | defaults from | | | | | common_options. | | | | | Nested | | | | | dictionary. | | +------------------+-----------------+------------------+------------------+ | user_data | OT_VOIDPTR | A user-defined | casadi::Function | | | | field that can | Internal | | | | be used to | | | | | identify the | | | | | function or pass | | | | | additional | | | | | information | | +------------------+-----------------+------------------+------------------+ | verbose | OT_BOOL | Verbose | casadi::ProtoFun | | | | evaluation for | ction | | | | debugging | | +------------------+-----------------+------------------+------------------+ | verbose_init | OT_BOOL | Print out timing | casadi::Nlpsol | | | | information | | | | | about the | | | | | different stages | | | | | of | | | | | initialization | | +------------------+-----------------+------------------+------------------+ | warn_initial_bou | OT_BOOL | Warn if the | casadi::Nlpsol | | nds | | initial guess | | | | | does not satisfy | | | | | LBX and UBX | | +------------------+-----------------+------------------+------------------+
Input scheme: casadi::NlpsolInput (NLPSOL_NUM_IN = 8)
+---------------+--------+-------------------------------------------------+ | Full name | Short | Description | +===============+========+=================================================+ | NLPSOL_X0 | x0 | Decision variables, initial guess (nx x 1) | +---------------+--------+-------------------------------------------------+ | NLPSOL_P | p | Value of fixed parameters (np x 1) | +---------------+--------+-------------------------------------------------+ | NLPSOL_LBX | lbx | Decision variables lower bound (nx x 1), | | | | default -inf. | +---------------+--------+-------------------------------------------------+ | NLPSOL_UBX | ubx | Decision variables upper bound (nx x 1), | | | | default +inf. | +---------------+--------+-------------------------------------------------+ | NLPSOL_LBG | lbg | Constraints lower bound (ng x 1), default -inf. | +---------------+--------+-------------------------------------------------+ | NLPSOL_UBG | ubg | Constraints upper bound (ng x 1), default +inf. | +---------------+--------+-------------------------------------------------+ | NLPSOL_LAM_X0 | lam_x0 | Lagrange multipliers for bounds on X, initial | | | | guess (nx x 1) | +---------------+--------+-------------------------------------------------+ | NLPSOL_LAM_G0 | lam_g0 | Lagrange multipliers for bounds on G, initial | | | | guess (ng x 1) | +---------------+--------+-------------------------------------------------+
Output scheme: casadi::NlpsolOutput (NLPSOL_NUM_OUT = 6)
+--------------+-------+---------------------------------------------------+ | Full name | Short | Description | +==============+=======+===================================================+ | NLPSOL_X | x | Decision variables at the optimal solution (nx x | | | | 1) | +--------------+-------+---------------------------------------------------+ | NLPSOL_F | f | Cost function value at the optimal solution (1 x | | | | 1) | +--------------+-------+---------------------------------------------------+ | NLPSOL_G | g | Constraints function at the optimal solution (ng | | | | x 1) | +--------------+-------+---------------------------------------------------+ | NLPSOL_LAM_X | lam_x | Lagrange multipliers for bounds on X at the | | | | solution (nx x 1) | +--------------+-------+---------------------------------------------------+ | NLPSOL_LAM_G | lam_g | Lagrange multipliers for bounds on G at the | | | | solution (ng x 1) | +--------------+-------+---------------------------------------------------+ | NLPSOL_LAM_P | lam_p | Lagrange multipliers for bounds on P at the | | | | solution (np x 1) | +--------------+-------+---------------------------------------------------+
List of plugins
AmplInterface
blocksqp
bonmin
ipopt
knitro
snopt
worhp
custom
feasiblesqpmethod
qrsqp
scpgen
sqpmethod
Note: some of the plugins in this list might not be available on your
system. Also, there might be extra plugins available to you that are not listed here. You can obtain their documentation with
Nlpsol.doc("myextraplugin")
List of available options
+--------+-----------+--------------------+ | Id | Type | Description | +========+===========+====================+ | solver | OT_STRING | AMPL solver binary | +--------+-----------+--------------------+
This is a modified version of blockSQP by Janka et al.
Dennis Janka, Joel Andersson
Extra doc: https://github.com/casadi/casadi/wiki/L_224
List of available options
+----------------------------+-----------+---------------------------------+ | Id | Type | Description | +============================+===========+=================================+ | block_hess | OT_INT | Blockwise Hessian | | | | approximation? | +----------------------------+-----------+---------------------------------+ | col_eps | OT_DOUBLE | Epsilon for COL scaling | | | | strategy | +----------------------------+-----------+---------------------------------+ | col_tau1 | OT_DOUBLE | tau1 for COL scaling strategy | +----------------------------+-----------+---------------------------------+ | col_tau2 | OT_DOUBLE | tau2 for COL scaling strategy | +----------------------------+-----------+---------------------------------+ | conv_strategy | OT_INT | Convexification strategy | +----------------------------+-----------+---------------------------------+ | delta | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | delta_h0 | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | eps | OT_DOUBLE | Values smaller than this are | | | | regarded as numerically zero | +----------------------------+-----------+---------------------------------+ | eta | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | fallback_scaling | OT_INT | If indefinite update is used, | | | | the type of fallback strategy | +----------------------------+-----------+---------------------------------+ | fallback_update | OT_INT | If indefinite update is used, | | | | the type of fallback strategy | +----------------------------+-----------+---------------------------------+ | gamma_f | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | gamma_theta | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | globalization | OT_BOOL | Enable globalization | +----------------------------+-----------+---------------------------------+ | hess_damp | OT_INT | Activate Powell damping for | | | | BFGS | +----------------------------+-----------+---------------------------------+ | hess_damp_fac | OT_DOUBLE | Damping factor for BFGS Powell | | | | modification | +----------------------------+-----------+---------------------------------+ | hess_lim_mem | OT_INT | Full or limited memory | +----------------------------+-----------+---------------------------------+ | hess_memsize | OT_INT | Memory size for L-BFGS updates | +----------------------------+-----------+---------------------------------+ | hess_scaling | OT_INT | Scaling strategy for Hessian | | | | approximation | +----------------------------+-----------+---------------------------------+ | hess_update | OT_INT | Type of Hessian approximation | +----------------------------+-----------+---------------------------------+ | ini_hess_diag | OT_DOUBLE | Initial Hessian guess: diagonal | | | | matrix diag(iniHessDiag) | +----------------------------+-----------+---------------------------------+ | kappa_f | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | kappa_minus | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | kappa_plus | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | kappa_plus_max | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | kappa_soc | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | linsol | OT_STRING | The linear solver to be used by | | | | the QP method | +----------------------------+-----------+---------------------------------+ | max_consec_reduced_steps | OT_INT | Maximum number of consecutive | | | | reduced steps | +----------------------------+-----------+---------------------------------+ | max_consec_skipped_updates | OT_INT | Maximum number of consecutive | | | | skipped updates | +----------------------------+-----------+---------------------------------+ | max_conv_qp | OT_INT | How many additional QPs may be | | | | solved for convexification per | | | | iteration? | +----------------------------+-----------+---------------------------------+ | max_it_qp | OT_INT | Maximum number of QP iterations | | | | per SQP iteration | +----------------------------+-----------+---------------------------------+ | max_iter | OT_INT | Maximum number of SQP | | | | iterations | +----------------------------+-----------+---------------------------------+ | max_line_search | OT_INT | Maximum number of steps in line | | | | search | +----------------------------+-----------+---------------------------------+ | max_soc_iter | OT_INT | Maximum number of SOC line | | | | search iterations | +----------------------------+-----------+---------------------------------+ | max_time_qp | OT_DOUBLE | Maximum number of time in | | | | seconds per QP solve per SQP | | | | iteration | +----------------------------+-----------+---------------------------------+ | nlinfeastol | OT_DOUBLE | Nonlinear feasibility tolerance | +----------------------------+-----------+---------------------------------+ | obj_lo | OT_DOUBLE | Lower bound on objective | | | | function [-inf] | +----------------------------+-----------+---------------------------------+ | obj_up | OT_DOUBLE | Upper bound on objective | | | | function [inf] | +----------------------------+-----------+---------------------------------+ | opttol | OT_DOUBLE | Optimality tolerance | +----------------------------+-----------+---------------------------------+ | print_header | OT_BOOL | Print solver header at startup | +----------------------------+-----------+---------------------------------+ | print_iteration | OT_BOOL | Print SQP iterations | +----------------------------+-----------+---------------------------------+ | print_maxit_reached | OT_BOOL | Print error when maximum number | | | | of SQP iterations reached | +----------------------------+-----------+---------------------------------+ | qp_init | OT_BOOL | Use warmstarting | +----------------------------+-----------+---------------------------------+ | qpsol | OT_STRING | The QP solver to be used by the | | | | SQP method | +----------------------------+-----------+---------------------------------+ | qpsol_options | OT_DICT | Options to be passed to the QP | | | | solver | +----------------------------+-----------+---------------------------------+ | restore_feas | OT_BOOL | Use feasibility restoration | | | | phase | +----------------------------+-----------+---------------------------------+ | rho | OT_DOUBLE | Feasibility restoration phase | | | | parameter | +----------------------------+-----------+---------------------------------+ | s_f | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | s_theta | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | schur | OT_BOOL | Use qpOASES Schur compliment | | | | approach | +----------------------------+-----------+---------------------------------+ | skip_first_globalization | OT_BOOL | No globalization strategy in | | | | first iteration | +----------------------------+-----------+---------------------------------+ | theta_max | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | theta_min | OT_DOUBLE | Filter line search parameter, | | | | cf. IPOPT paper | +----------------------------+-----------+---------------------------------+ | warmstart | OT_BOOL | Use warmstarting | +----------------------------+-----------+---------------------------------+ | which_second_derv | OT_INT | For which block should second | | | | derivatives be provided by the | | | | user | +----------------------------+-----------+---------------------------------+ | zeta | OT_DOUBLE | Feasibility restoration phase | | | | parameter | +----------------------------+-----------+---------------------------------+
When in warmstart mode, output NLPSOL_LAM_X may be used as input
NOTE: Even when max_iter == 0, it is not guaranteed that input(NLPSOL_X0) == output(NLPSOL_X). Indeed if bounds on X or constraints are unmet, they will differ.
For a good tutorial on BONMIN, see http://drops.dagstuhl.de/volltexte/2009/2089/pdf/09061.WaechterAndreas.Paper.2089.pdf
A good resource about the algorithms in BONMIN is: Wachter and L. T.
Biegler, On the Implementation of an Interior-Point Filter Line-Search
Algorithm for Large-Scale Nonlinear Programming, Mathematical Programming 106(1), pp. 25-57, 2006 (As Research Report RC 23149, IBM T. J. Watson Research Center, Yorktown, USA
Caveats: with default options, multipliers for the decision variables are wrong for equality constraints. Change the 'fixed_variable_treatment' to
'make_constraint' or 'relax_bounds' to obtain correct results.
Extra doc: https://github.com/casadi/casadi/wiki/L_223
List of available options
+-------------------------+-----------------------+------------------------+ | Id | Type | Description | +=========================+=======================+========================+ | bonmin | OT_DICT | Options to be passed | | | | to BONMIN | +-------------------------+-----------------------+------------------------+ | con_integer_md | OT_DICT | Integer metadata (a | | | | dictionary with lists | | | | of integers) about | | | | constraints to be | | | | passed to BONMIN | +-------------------------+-----------------------+------------------------+ | con_numeric_md | OT_DICT | Numeric metadata (a | | | | dictionary with lists | | | | of reals) about | | | | constraints to be | | | | passed to BONMIN | +-------------------------+-----------------------+------------------------+ | con_string_md | OT_DICT | String metadata (a | | | | dictionary with lists | | | | of strings) about | | | | constraints to be | | | | passed to BONMIN | +-------------------------+-----------------------+------------------------+ | grad_f | OT_FUNCTION | Function for | | | | calculating the | | | | gradient of the | | | | objective (column, | | | | autogenerated by | | | | default) | +-------------------------+-----------------------+------------------------+ | grad_f_options | OT_DICT | Options for the | | | | autogenerated gradient | | | | of the objective. | +-------------------------+-----------------------+------------------------+ | hess_lag | OT_FUNCTION | Function for | | | | calculating the | | | | Hessian of the | | | | Lagrangian | | | | (autogenerated by | | | | default) | +-------------------------+-----------------------+------------------------+ | hess_lag_options | OT_DICT | Options for the | | | | autogenerated Hessian | | | | of the Lagrangian. | +-------------------------+-----------------------+------------------------+ | jac_g | OT_FUNCTION | Function for | | | | calculating the | | | | Jacobian of the | | | | constraints | | | | (autogenerated by | | | | default) | +-------------------------+-----------------------+------------------------+ | jac_g_options | OT_DICT | Options for the | | | | autogenerated Jacobian | | | | of the constraints. | +-------------------------+-----------------------+------------------------+ | pass_nonlinear_constrai | OT_BOOL | Pass list of | | nts | | constraints entering | | | | nonlinearly to BONMIN | +-------------------------+-----------------------+------------------------+ | pass_nonlinear_variable | OT_BOOL | Pass list of variables | | s | | entering nonlinearly | | | | to BONMIN | +-------------------------+-----------------------+------------------------+ | sos1_groups | OT_INTVECTORVECTOR | Options for the | | | | autogenerated gradient | | | | of the objective. | +-------------------------+-----------------------+------------------------+ | sos1_priorities | OT_INTVECTOR | Options for the | | | | autogenerated gradient | | | | of the objective. | +-------------------------+-----------------------+------------------------+ | sos1_weights | OT_DOUBLEVECTORVECTOR | Options for the | | | | autogenerated gradient | | | | of the objective. | +-------------------------+-----------------------+------------------------+ | var_integer_md | OT_DICT | Integer metadata (a | | | | dictionary with lists | | | | of integers) about | | | | variables to be passed | | | | to BONMIN | +-------------------------+-----------------------+------------------------+ | var_numeric_md | OT_DICT | Numeric metadata (a | | | | dictionary with lists | | | | of reals) about | | | | variables to be passed | | | | to BONMIN | +-------------------------+-----------------------+------------------------+ | var_string_md | OT_DICT | String metadata (a | | | | dictionary with lists | | | | of strings) about | | | | variables to be passed | | | | to BONMIN | +-------------------------+-----------------------+------------------------+
When in warmstart mode, output NLPSOL_LAM_X may be used as input
NOTE: Even when max_iter == 0, it is not guaranteed that input(NLPSOL_X0) == output(NLPSOL_X). Indeed if bounds on X or constraints are unmet, they will differ.
For a good tutorial on IPOPT, see http://drops.dagstuhl.de/volltexte/2009/2089/pdf/09061.WaechterAndreas.Paper.2089.pdf
A good resource about the algorithms in IPOPT is: Wachter and L. T.
Biegler, On the Implementation of an Interior-Point Filter Line-Search
Algorithm for Large-Scale Nonlinear Programming, Mathematical Programming 106(1), pp. 25-57, 2006 (As Research Report RC 23149, IBM T. J. Watson Research Center, Yorktown, USA
Caveats: with default options, multipliers for the decision variables are wrong for equality constraints. Change the 'fixed_variable_treatment' to
'make_constraint' or 'relax_bounds' to obtain correct results.
Extra doc: https://github.com/casadi/casadi/wiki/L_21y
List of available options
+--------------------------+-------------+---------------------------------+ | Id | Type | Description | +==========================+=============+=================================+ | clip_inactive_lam | OT_BOOL | Explicitly set Lagrange | | | | multipliers to 0 when bound is | | | | deemed inactive (default: | | | | false). | +--------------------------+-------------+---------------------------------+ | con_integer_md | OT_DICT | Integer metadata (a dictionary | | | | with lists of integers) about | | | | constraints to be passed to | | | | IPOPT | +--------------------------+-------------+---------------------------------+ | con_numeric_md | OT_DICT | Numeric metadata (a dictionary | | | | with lists of reals) about | | | | constraints to be passed to | | | | IPOPT | +--------------------------+-------------+---------------------------------+ | con_string_md | OT_DICT | String metadata (a dictionary | | | | with lists of strings) about | | | | constraints to be passed to | | | | IPOPT | +--------------------------+-------------+---------------------------------+ | convexify_margin | OT_DOUBLE | When using a convexification | | | | strategy, make sure that the | | | | smallest eigenvalue is at least | | | | this (default: 1e-7). | +--------------------------+-------------+---------------------------------+ | convexify_strategy | OT_STRING | NONE|regularize|eigen- | | | | reflect|eigen-clip. Strategy to | | | | convexify the Lagrange Hessian | | | | before passing it to the | | | | solver. | +--------------------------+-------------+---------------------------------+ | grad_f | OT_FUNCTION | Function for calculating the | | | | gradient of the objective | | | | (column, autogenerated by | | | | default) | +--------------------------+-------------+---------------------------------+ | hess_lag | OT_FUNCTION | Function for calculating the | | | | Hessian of the Lagrangian | | | | (autogenerated by default) | +--------------------------+-------------+---------------------------------+ | inactive_lam_strategy | OT_STRING | Strategy to detect if a bound | | | | is inactive. RELTOL: use | | | | solver-defined constraint | | | | tolerance * | | | | inactive_lam_value|abstol: use | | | | inactive_lam_value | +--------------------------+-------------+---------------------------------+ | inactive_lam_value | OT_DOUBLE | Value used in | | | | inactive_lam_strategy (default: | | | | 10). | +--------------------------+-------------+---------------------------------+ | ipopt | OT_DICT | Options to be passed to IPOPT | +--------------------------+-------------+---------------------------------+ | jac_g | OT_FUNCTION | Function for calculating the | | | | Jacobian of the constraints | | | | (autogenerated by default) | +--------------------------+-------------+---------------------------------+ | max_iter_eig | OT_DOUBLE | Maximum number of iterations to | | | | compute an eigenvalue | | | | decomposition (default: 50). | +--------------------------+-------------+---------------------------------+ | pass_nonlinear_variables | OT_BOOL | Pass list of variables entering | | | | nonlinearly to IPOPT | +--------------------------+-------------+---------------------------------+ | var_integer_md | OT_DICT | Integer metadata (a dictionary | | | | with lists of integers) about | | | | variables to be passed to IPOPT | +--------------------------+-------------+---------------------------------+ | var_numeric_md | OT_DICT | Numeric metadata (a dictionary | | | | with lists of reals) about | | | | variables to be passed to IPOPT | +--------------------------+-------------+---------------------------------+ | var_string_md | OT_DICT | String metadata (a dictionary | | | | with lists of strings) about | | | | variables to be passed to IPOPT | +--------------------------+-------------+---------------------------------+
KNITRO interface
Extra doc: https://github.com/casadi/casadi/wiki/L_22c
List of available options
+--------------------------+--------------------+--------------------------+ | Id | Type | Description | +==========================+====================+==========================+ | complem_variables | OT_INTVECTORVECTOR | List of complementary | | | | constraints on simple | | | | bounds. Pair (i, j) | | | | encodes complementarity | | | | between the bounds on | | | | variable i and variable | | | | j. | +--------------------------+--------------------+--------------------------+ | contype | OT_INTVECTOR | Type of constraint | +--------------------------+--------------------+--------------------------+ | detect_linear_constraint | OT_BOOL | Detect type of | | s | | constraints | +--------------------------+--------------------+--------------------------+ | knitro | OT_DICT | Options to be passed to | | | | KNITRO | +--------------------------+--------------------+--------------------------+
SNOPT interface
Extra doc: https://github.com/casadi/casadi/wiki/L_22m
List of available options
+-------+-----------+---------------------------------------------+ | Id | Type | Description | +=======+===========+=============================================+ | snopt | OT_DICT | Options to be passed to SNOPT | +-------+-----------+---------------------------------------------+ | start | OT_STRING | Warm-start options for Worhp: cold|warm|hot | +-------+-----------+---------------------------------------------+
WORHP interface
Designed for Worhp 1.12
List of available options
+-------+---------+-------------------------------+ | Id | Type | Description | +=======+=========+===============================+ | worhp | OT_DICT | Options to be passed to WORHP | +-------+---------+-------------------------------+
A textbook CustomNlpsol
Extra doc: https://github.com/casadi/casadi/wiki/L_23d
A textbook FeasibleSQPMethod
Extra doc: https://github.com/casadi/casadi/wiki/L_241
List of available options
+----------------------------+-----------------+---------------------------+ | Id | Type | Description | +============================+=================+===========================+ | anderson_memory | OT_INT | Anderson memory. If | | | | Anderson is used default | | | | is 1, else default is 0. | +----------------------------+-----------------+---------------------------+ | contraction_acceptance_val | OT_DOUBLE | If the empirical | | ue | | contraction rate in the | | | | feasibility iterations is | | | | above this value in the | | | | heuristics the iterations | | | | are aborted. | +----------------------------+-----------------+---------------------------+ | convexify_margin | OT_DOUBLE | When using a | | | | convexification strategy, | | | | make sure that the | | | | smallest eigenvalue4 is | | | | at least this (default: | | | | 1e-7). | +----------------------------+-----------------+---------------------------+ | convexify_strategy | OT_STRING | NONE|regularize|eigen- | | | | reflect|eigen-clip. | | | | Strategy to convexify the | | | | Lagrange Hessian before | | | | passing it to the solver. | +----------------------------+-----------------+---------------------------+ | f | OT_FUNCTION | Function for calculating | | | | the objective function | | | | (autogenerated by | | | | default) | +----------------------------+-----------------+---------------------------+ | feas_tol | OT_DOUBLE | Feasibility tolerance. | | | | Below this tolerance an | | | | iterate is considered to | | | | be feasible. | +----------------------------+-----------------+---------------------------+ | g | OT_FUNCTION | Function for calculating | | | | the constraints | | | | (autogenerated by | | | | default) | +----------------------------+-----------------+---------------------------+ | grad_f | OT_FUNCTION | Function for calculating | | | | the gradient of the | | | | objective (autogenerated | | | | by default) | +----------------------------+-----------------+---------------------------+ | hess_lag | OT_FUNCTION | Function for calculating | | | | the Hessian of the | | | | Lagrangian (autogenerated | | | | by default) | +----------------------------+-----------------+---------------------------+ | hessian_approximation | OT_STRING | limited-memory|exact | +----------------------------+-----------------+---------------------------+ | init_feasible | OT_BOOL | Initialize the QP | | | | subproblems with a | | | | feasible initial value | | | | (default: false). | +----------------------------+-----------------+---------------------------+ | jac_g | OT_FUNCTION | Function for calculating | | | | the Jacobian of the | | | | constraints | | | | (autogenerated by | | | | default) | +----------------------------+-----------------+---------------------------+ | lbfgs_memory | OT_INT | Size of L-BFGS memory. | +----------------------------+-----------------+---------------------------+ | max_inner_iter | OT_DOUBLE | Maximum number of inner | | | | iterations. | +----------------------------+-----------------+---------------------------+ | max_iter | OT_INT | Maximum number of SQP | | | | iterations | +----------------------------+-----------------+---------------------------+ | max_iter_eig | OT_DOUBLE | Maximum number of | | | | iterations to compute an | | | | eigenvalue decomposition | | | | (default: 50). | +----------------------------+-----------------+---------------------------+ | merit_memory | OT_INT | Size of memory to store | | | | history of merit function | | | | values | +----------------------------+-----------------+---------------------------+ | min_iter | OT_INT | Minimum number of SQP | | | | iterations | +----------------------------+-----------------+---------------------------+ | optim_tol | OT_DOUBLE | Optimality tolerance. | | | | Below this value an | | | | iterate is considered to | | | | be optimal. | +----------------------------+-----------------+---------------------------+ | print_header | OT_BOOL | Print the header with | | | | problem statistics | +----------------------------+-----------------+---------------------------+ | print_iteration | OT_BOOL | Print the iterations | +----------------------------+-----------------+---------------------------+ | print_status | OT_BOOL | Print a status message | | | | after solving | +----------------------------+-----------------+---------------------------+ | qpsol | OT_STRING | The QP solver to be used | | | | by the SQP method | | | | [qpoases] | +----------------------------+-----------------+---------------------------+ | qpsol_options | OT_DICT | Options to be passed to | | | | the QP solver | +----------------------------+-----------------+---------------------------+ | solve_type | OT_STRING | The solver type: Either | | | | SQP or SLP. Defaults to | | | | SQP | +----------------------------+-----------------+---------------------------+ | tol_du | OT_DOUBLE | Stopping criterion for | | | | dual infeasability | +----------------------------+-----------------+---------------------------+ | tol_pr | OT_DOUBLE | Stopping criterion for | | | | primal infeasibility | +----------------------------+-----------------+---------------------------+ | tr_acceptance | OT_DOUBLE | Is the trust-region ratio | | | | above this value, the | | | | step is accepted. | +----------------------------+-----------------+---------------------------+ | tr_alpha1 | OT_DOUBLE | Lower alpha in trust- | | | | region size criterion. | +----------------------------+-----------------+---------------------------+ | tr_alpha2 | OT_DOUBLE | Upper alpha in trust- | | | | region size criterion. | +----------------------------+-----------------+---------------------------+ | tr_eta1 | OT_DOUBLE | Lower eta in trust-region | | | | acceptance criterion. | +----------------------------+-----------------+---------------------------+ | tr_eta2 | OT_DOUBLE | Upper eta in trust-region | | | | acceptance criterion. | +----------------------------+-----------------+---------------------------+ | tr_rad0 | OT_DOUBLE | Initial trust-region | | | | radius. | +----------------------------+-----------------+---------------------------+ | tr_rad_max | OT_DOUBLE | Maximum trust-region | | | | radius. | +----------------------------+-----------------+---------------------------+ | tr_rad_min | OT_DOUBLE | Minimum trust-region | | | | radius. | +----------------------------+-----------------+---------------------------+ | tr_scale_vector | OT_DOUBLEVECTOR | Vector that tells where | | | | trust-region is applied. | +----------------------------+-----------------+---------------------------+ | tr_tol | OT_DOUBLE | Trust-region tolerance. | | | | Below this value another | | | | scalar is equal to the | | | | trust region radius. | +----------------------------+-----------------+---------------------------+ | use_anderson | OT_BOOL | Use Anderson | | | | Acceleration. (default | | | | false) | +----------------------------+-----------------+---------------------------+ | watchdog | OT_INT | Number of watchdog | | | | iterations in feasibility | | | | iterations. After this | | | | amount of iterations, it | | | | is checked with the | | | | contraction acceptance | | | | value, if iterations are | | | | converging. | +----------------------------+-----------------+---------------------------+
A textbook SQPMethod
Extra doc: https://github.com/casadi/casadi/wiki/L_22u
A structure-exploiting sequential quadratic programming (to be come
sequential convex programming) method for nonlinear programming.
Extra doc: https://github.com/casadi/casadi/wiki/L_232
List of available options
+-----------------------+-----------------+--------------------------------+ | Id | Type | Description | +=======================+=================+================================+ | beta | OT_DOUBLE | Line-search parameter, | | | | restoration factor of stepsize | +-----------------------+-----------------+--------------------------------+ | c1 | OT_DOUBLE | Armijo condition, coefficient | | | | of decrease in merit | +-----------------------+-----------------+--------------------------------+ | codegen | OT_BOOL | C-code generation | +-----------------------+-----------------+--------------------------------+ | hessian_approximation | OT_STRING | gauss-newton|exact | +-----------------------+-----------------+--------------------------------+ | lbfgs_memory | OT_INT | Size of L-BFGS memory. | +-----------------------+-----------------+--------------------------------+ | max_iter | OT_INT | Maximum number of SQP | | | | iterations | +-----------------------+-----------------+--------------------------------+ | max_iter_ls | OT_INT | Maximum number of linesearch | | | | iterations | +-----------------------+-----------------+--------------------------------+ | merit_memsize | OT_INT | Size of memory to store | | | | history of merit function | | | | values | +-----------------------+-----------------+--------------------------------+ | merit_start | OT_DOUBLE | Lower bound for the merit | | | | function parameter | +-----------------------+-----------------+--------------------------------+ | name_x | OT_STRINGVECTOR | Names of the variables. | +-----------------------+-----------------+--------------------------------+ | print_header | OT_BOOL | Print the header with problem | | | | statistics | +-----------------------+-----------------+--------------------------------+ | print_x | OT_INTVECTOR | Which variables to print. | +-----------------------+-----------------+--------------------------------+ | qpsol | OT_STRING | The QP solver to be used by | | | | the SQP method | +-----------------------+-----------------+--------------------------------+ | qpsol_options | OT_DICT | Options to be passed to the QP | | | | solver | +-----------------------+-----------------+--------------------------------+ | reg_threshold | OT_DOUBLE | Threshold for the | | | | regularization. | +-----------------------+-----------------+--------------------------------+ | regularize | OT_BOOL | Automatic regularization of | | | | Lagrange Hessian. | +-----------------------+-----------------+--------------------------------+ | tol_du | OT_DOUBLE | Stopping criterion for dual | | | | infeasability | +-----------------------+-----------------+--------------------------------+ | tol_pr | OT_DOUBLE | Stopping criterion for primal | | | | infeasibility | +-----------------------+-----------------+--------------------------------+ | tol_pr_step | OT_DOUBLE | Stopping criterion for the | | | | step size | +-----------------------+-----------------+--------------------------------+ | tol_reg | OT_DOUBLE | Stopping criterion for | | | | regularization | +-----------------------+-----------------+--------------------------------+
A textbook SQPMethod
Extra doc: https://github.com/casadi/casadi/wiki/L_22x
List of available options
+--------------------------+-------------+---------------------------------+ | Id | Type | Description | +==========================+=============+=================================+ | beta | OT_DOUBLE | Line-search parameter, | | | | restoration factor of stepsize | +--------------------------+-------------+---------------------------------+ | c1 | OT_DOUBLE | Armijo condition, coefficient | | | | of decrease in merit | +--------------------------+-------------+---------------------------------+ | convexify_margin | OT_DOUBLE | When using a convexification | | | | strategy, make sure that the | | | | smallest eigenvalue is at least | | | | this (default: 1e-7). | +--------------------------+-------------+---------------------------------+ | convexify_strategy | OT_STRING | NONE|regularize|eigen- | | | | reflect|eigen-clip. Strategy to | | | | convexify the Lagrange Hessian | | | | before passing it to the | | | | solver. | +--------------------------+-------------+---------------------------------+ | elastic_mode | OT_BOOL | Enable the elastic mode which | | | | is used when the QP is | | | | infeasible (default: false). | +--------------------------+-------------+---------------------------------+ | gamma_0 | OT_DOUBLE | Starting value for the penalty | | | | parameter of elastic mode | | | | (default: 1). | +--------------------------+-------------+---------------------------------+ | gamma_1_min | OT_DOUBLE | Minimum value for gamma_1 | | | | (default: 1e-5). | +--------------------------+-------------+---------------------------------+ | gamma_max | OT_DOUBLE | Maximum value for the penalty | | | | parameter of elastic mode | | | | (default: 1e20). | +--------------------------+-------------+---------------------------------+ | hess_lag | OT_FUNCTION | Function for calculating the | | | | Hessian of the Lagrangian | | | | (autogenerated by default) | +--------------------------+-------------+---------------------------------+ | hessian_approximation | OT_STRING | limited-memory|exact | +--------------------------+-------------+---------------------------------+ | init_feasible | OT_BOOL | Initialize the QP subproblems | | | | with a feasible initial value | | | | (default: false). | +--------------------------+-------------+---------------------------------+ | jac_fg | OT_FUNCTION | Function for calculating the | | | | gradient of the objective and | | | | Jacobian of the constraints | | | | (autogenerated by default) | +--------------------------+-------------+---------------------------------+ | lbfgs_memory | OT_INT | Size of L-BFGS memory. | +--------------------------+-------------+---------------------------------+ | max_iter | OT_INT | Maximum number of SQP | | | | iterations | +--------------------------+-------------+---------------------------------+ | max_iter_eig | OT_DOUBLE | Maximum number of iterations to | | | | compute an eigenvalue | | | | decomposition (default: 50). | +--------------------------+-------------+---------------------------------+ | max_iter_ls | OT_INT | Maximum number of linesearch | | | | iterations | +--------------------------+-------------+---------------------------------+ | merit_memory | OT_INT | Size of memory to store history | | | | of merit function values | +--------------------------+-------------+---------------------------------+ | min_iter | OT_INT | Minimum number of SQP | | | | iterations | +--------------------------+-------------+---------------------------------+ | min_step_size | OT_DOUBLE | The size (inf-norm) of the step | | | | size should not become smaller | | | | than this. | +--------------------------+-------------+---------------------------------+ | print_header | OT_BOOL | Print the header with problem | | | | statistics | +--------------------------+-------------+---------------------------------+ | print_iteration | OT_BOOL | Print the iterations | +--------------------------+-------------+---------------------------------+ | print_status | OT_BOOL | Print a status message after | | | | solving | +--------------------------+-------------+---------------------------------+ | qpsol | OT_STRING | The QP solver to be used by the | | | | SQP method [qpoases] | +--------------------------+-------------+---------------------------------+ | qpsol_options | OT_DICT | Options to be passed to the QP | | | | solver | +--------------------------+-------------+---------------------------------+ | second_order_corrections | OT_BOOL | Enable second order | | | | corrections. These are used | | | | when a step is considered bad | | | | by the merit function and | | | | constraint norm (default: | | | | false). | +--------------------------+-------------+---------------------------------+ | tol_du | OT_DOUBLE | Stopping criterion for dual | | | | infeasability | +--------------------------+-------------+---------------------------------+ | tol_pr | OT_DOUBLE | Stopping criterion for primal | | | | infeasibility | +--------------------------+-------------+---------------------------------+
Joel Andersson
Extra doc: https://github.com/casadi/casadi/wiki/L_21q
Doc source: https://github.com/casadi/casadi/blob/develop/casadi/core/nlpsol.hpp#L115
Implementation: https://github.com/casadi/casadi/blob/develop/casadi/core/nlpsol.cpp#L115-L118
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nlpsol(str name, str solver, Importer compiler, dict opts) nlpsol(str name, str solver, NlpBuilder nl, dict opts) nlpsol(str name, str solver, dict:MX nlp, dict opts) nlpsol(str name, str solver, str fname, dict opts)[INTERNAL]
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