File: simple_nlp.py

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#
#     MIT No Attribution
#
#     Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl, KU Leuven.
#
#     Permission is hereby granted, free of charge, to any person obtaining a copy of this
#     software and associated documentation files (the "Software"), to deal in the Software
#     without restriction, including without limitation the rights to use, copy, modify,
#     merge, publish, distribute, sublicense, and/or sell copies of the Software, and to
#     permit persons to whom the Software is furnished to do so.
#
#     THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED,
#     INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A
#     PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
#     HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
#     OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
#     SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
#
# -*- coding: utf-8 -*-
from casadi import *

# Declare variables
x = SX.sym("x",2)

# Form the NLP
f = x[0]**2 + x[1]**2 # objective
g = x[0]+x[1]-10      # constraint
nlp = {'x':x, 'f':f, 'g':g}

# Pick an NLP solver
MySolver = "ipopt"
#MySolver = "worhp"
#MySolver = "sqpmethod"

# Solver options
opts = {}
if MySolver=="sqpmethod":
  opts["qpsol"] = "qpoases"
  opts["qpsol_options"] = {"printLevel":"none"}

# Allocate a solver
solver = nlpsol("solver", MySolver, nlp, opts)

# Solve the NLP
sol = solver(lbg=0)

# Print solution
print("-----")
print("objective at solution = ", sol["f"])
print("primal solution = ", sol["x"])
print("dual solution (x) = ", sol["lam_x"])
print("dual solution (g) = ", sol["lam_g"])