File: ipopt.py

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#
#     This file is part of CasADi.
#
#     CasADi -- A symbolic framework for dynamic optimization.
#     Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl,
#                             KU Leuven. All rights reserved.
#     Copyright (C) 2011-2014 Greg Horn
#
#     CasADi is free software; you can redistribute it and/or
#     modify it under the terms of the GNU Lesser General Public
#     License as published by the Free Software Foundation; either
#     version 3 of the License, or (at your option) any later version.
#
#     CasADi is distributed in the hope that it will be useful,
#     but WITHOUT ANY WARRANTY; without even the implied warranty of
#     MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
#     Lesser General Public License for more details.
#
#     You should have received a copy of the GNU Lesser General Public
#     License along with CasADi; if not, write to the Free Software
#     Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
#

# nlpsol
# =====================

from casadi import *
from numpy import *

# In this example, we will solve a few optimization problems with increasing complexity
#
# Scalar unconstrained problem
# ============================
# $\text{min}_x \quad \quad (x-1)^2$ \\
# subject to $-10 \le x \le 10$ \\
#
# with x scalar

x=SX.sym('x')
nlp = {'x':x, 'f':(x-1)**2}

solver = nlpsol('solver', 'ipopt', nlp)
sol = solver(lbx=-10, ubx=10)

# The solution is obviously 1:

print(sol['x'])
assert(abs(sol['x']-1)<1e-9)

# Constrained problem
# ============================
# $\text{min}_x \quad \quad (x-1)^T.(x-1)$ \\
# subject to $-10 \le x \le 10$ \\
# subject to $0 \le x_1 + x_2 \le 1$ \\
# subject to $ x_0 = 2$ \\
#
# with $x \in \mathbf{R}^n$

n = 5

x=SX.sym('x',n)

# Note how we do not distinguish between equalities and inequalities here

nlp = {'x':x, 'f':mtimes((x-1).T,x-1), 'g':vertcat(x[1]+x[2],x[0])}

solver = nlpsol('solver', 'ipopt', nlp)
sol = solver(lbx=-10, ubx=10, lbg=[0,2], ubg=[1,2])

# $ 2 \le x_0 \le 2$ is not really as bad it looks. 
# Ipopt will recognise this situation as an equality constraint.

# The solution is obviously [2,0.5,0.5,1,1]:

print(sol['x'])
for (i,e) in zip(list(range(n)),[2,0.5,0.5,1,1]):
  assert(abs(sol['x'][i]-e)<1e-7)


# Problem with parameters
# ============================
# $\text{min}_x \quad \quad (x-a)^2$ \\
# subject to $-10 \le x \le 10$ \\
#
# with x scalar

x=SX.sym('x')
a=SX.sym('a')
a_ = 2
nlp={'x':x, 'p':a, 'f':(x-a)**2}

solver = nlpsol('solver', 'ipopt', nlp)
sol = solver(lbx=-10, ubx=10, p=a_)

# The solution is obviously a:

print(sol['x'])
assert(abs(sol['x']-a_)<1e-9)

# The parameter can change inbetween two solve calls:

sol = solver(lbx=-10, ubx=10, p=2*a_)

# The solution is obviously 2*a:

print(sol['x'])
assert(abs(sol['x']-2*a_)<1e-9)