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Conception/drake-master/solvers/csdp_solver.h

94 lines
2.7 KiB

#pragma once
#include "drake/common/drake_copyable.h"
#include "drake/solvers/sdpa_free_format.h"
#include "drake/solvers/solver_base.h"
namespace drake {
namespace solvers {
/**
* The CSDP solver details after calling Solve() function. The user can call
* MathematicalProgramResult::get_solver_details<CsdpSolver>() to obtain the
* details.
*/
struct CsdpSolverDetails {
/** Refer to the Return Codes section of CSDP 6.2.0 User's Guide for
* explanation on the return code. Some of the common return codes are
*
* 0 Problem is solved to optimality.
* 1 Problem is primal infeasible.
* 2 Problem is dual infeasible.
* 3 Problem solved to near optimality.
* 4 Maximum iterations reached.
*/
int return_code{};
/** The primal objective value. */
double primal_objective{};
/** The dual objective value. */
double dual_objective{};
/**
* CSDP solves a primal problem of the form
*
* max tr(C*X)
* s.t tr(Aᵢ*X) = aᵢ
* X ≽ 0
*
* The dual form is
*
* min aᵀy
* s.t ∑ᵢ yᵢAᵢ - C = Z
* Z ≽ 0
*
* y, Z are the variables for the dual problem.
* y_val, Z_val are the solutions to the dual problem.
*/
Eigen::VectorXd y_val;
Eigen::SparseMatrix<double> Z_val;
};
/**
* Wrap CSDP solver such that it can solve a
* drake::solvers::MathematicalProgram.
* @note CSDP doesn't accept free variables, while
* drake::solvers::MathematicalProgram does. In order to convert
* MathematicalProgram into CSDP format, we provide several approaches to remove
* free variables. You can set the approach through
* @code{cc}
* SolverOptions solver_options;
* solver_options.SetOption(CsdpSolver::id(),
* "drake::RemoveFreeVariableMethod",
* static_cast<int>(RemoveFreeVariableMethod::kNullspace));
* CsdpSolver solver;
* auto result = solver.Solve(prog, std::nullopt, solver_options);
* @endcode
* For more details, check out RemoveFreeVariableMethod.
*/
class CsdpSolver final : public SolverBase {
public:
DRAKE_NO_COPY_NO_MOVE_NO_ASSIGN(CsdpSolver)
/** Default constructor */
CsdpSolver();
~CsdpSolver() final;
/// @name Static versions of the instance methods with similar names.
//@{
static SolverId id();
static bool is_available();
static bool is_enabled();
static bool ProgramAttributesSatisfied(const MathematicalProgram&);
//@}
// A using-declaration adds these methods into our class's Doxygen.
using SolverBase::Solve;
using Details = CsdpSolverDetails;
private:
void DoSolve(const MathematicalProgram&, const Eigen::VectorXd&,
const SolverOptions&, MathematicalProgramResult*) const final;
};
} // namespace solvers
} // namespace drake