add madnlp

CMakeLists.txt

@@ -10,3 +10,4 @@ add_subdirectory(worhp)
 add_subdirectory(hsl)
 add_subdirectory(snopt)
 add_subdirectory(bqpd)
+add_subdirectory(madnlp)

madnlp/CMakeLists.txt

@@ -0,0 +1,74 @@
+cmake_minimum_required(VERSION 3.10)
+
+project(madnlp
+  LANGUAGES CXX)
+
+set(INSTALL_PREFIX  "")
+
+get_directory_property(hasParent PARENT_DIRECTORY)
+if(hasParent)
+  set(INSTALL_PREFIX "${PROJECT_NAME}/")
+endif()
+
+set(CMAKE_WINDOWS_EXPORT_ALL_SYMBOLS ON)
+
+add_library(madnlp SHARED src/madnlp.cpp include/madnlp.h)
+
+if(WIN32)
+  set_target_properties(madnlp PROPERTIES PREFIX "" IMPORT_PREFIX "")
+endif()
+
+if(CMAKE_SIZEOF_VOID_P EQUAL 4)
+  set(NBITS_TWO "32")
+elseif(CMAKE_SIZEOF_VOID_P EQUAL 8)
+  set(NBITS_TWO "64")
+endif()
+
+set(ARCHIVE_DIR lib)
+set(RUNTIME_DIR bin)
+
+if(${CMAKE_GENERATOR} MATCHES "Visual Studio*")
+  set(ARCHIVE_DIR extern/lib/win${NBITS_TWO}/microsoft)
+  set(RUNTIME_DIR bin/win${NBITS_TWO})
+elseif(${CMAKE_GENERATOR} MATCHES "MSYS Makefiles")
+  set(ARCHIVE_DIR extern/lib/win${NBITS_TWO}/mingw${NBITS_TWO})
+  set(RUNTIME_DIR bin/win${NBITS_TWO})
+endif()
+
+
+install(TARGETS madnlp EXPORT madnlpTargets
+  LIBRARY DESTINATION ${INSTALL_PREFIX}lib
+  ARCHIVE DESTINATION ${INSTALL_PREFIX}lib
+  RUNTIME DESTINATION ${INSTALL_PREFIX}bin
+  INCLUDES DESTINATION ${INSTALL_PREFIX}include)
+
+target_include_directories(madnlp PUBLIC
+  $<BUILD_INTERFACE:${madnlp_SOURCE_DIR}/include>
+  $<INSTALL_INTERFACE:${INSTALL_PREFIX}include>
+)
+
+install(DIRECTORY include/ DESTINATION ${INSTALL_PREFIX}include)
+
+install(EXPORT madnlpTargets
+  FILE madnlpTargets.cmake
+  NAMESPACE madnlp::
+  DESTINATION cmake
+)
+
+include(CMakePackageConfigHelpers)
+write_basic_package_version_file(${CMAKE_CURRENT_BINARY_DIR}/madnlpConfigVersion.cmake
+  VERSION 13.1
+  COMPATIBILITY SameMajorVersion
+)
+
+configure_package_config_file(
+  "${PROJECT_SOURCE_DIR}/cmake/${PROJECT_NAME}-config.cmake.in"
+  "${PROJECT_BINARY_DIR}/${PROJECT_NAME}-config.cmake"
+  INSTALL_DESTINATION
+  cmake)
+
+
+
+install(FILES "${CMAKE_CURRENT_BINARY_DIR}/${PROJECT_NAME}-config.cmake" "${CMAKE_CURRENT_BINARY_DIR}/madnlpConfigVersion.cmake"
+  DESTINATION cmake
+)

madnlp/cmake/madnlp-config.cmake.in

@@ -0,0 +1,4 @@
+@PACKAGE_INIT@
+
+include("${CMAKE_CURRENT_LIST_DIR}/@[email protected]")
+check_required_components("@PROJECT_NAME@")

madnlp/include/madnlp.h

@@ -0,0 +1,107 @@
+#ifndef _MADNLPCINTERFACE_H
+#define _MADNLPCINTERFACE_H
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+#include <stddef.h>
+
+/* Symbol visibility in DLLs */
+#ifndef MADNLP_SYMBOL_EXPORT
+#if defined(_WIN32) || defined(__WIN32__) || defined(__CYGWIN__)
+#if defined(STATIC_LINKED)
+#define MADNLP_SYMBOL_EXPORT
+#else
+#define MADNLP_SYMBOL_EXPORT __declspec(dllexport)
+#endif
+#elif defined(__GNUC__) && defined(GCC_HASCLASSVISIBILITY)
+#define MADNLP_SYMBOL_EXPORT __attribute__((visibility("default")))
+#else
+#define MADNLP_SYMBOL_EXPORT
+#endif
+#endif
+
+
+#define madnlp_int int
+#define madnlp_real double
+
+// structs
+struct MadnlpCSolver;
+struct MadnlpCStats;
+struct MadnlpCDims;
+struct MadnlpCInterface;
+
+// function pointer types
+typedef madnlp_int (*MadnlpCGetDim)(void* user_data);
+typedef madnlp_int (*MadnlpCGetDouble)(double*, void* user_data);
+
+typedef madnlp_int (*MadnlpCFullEvalObj)(const double*, double *, void*);
+typedef madnlp_int (*MadnlpCFullEvalConstr)(const double*, double *, void*);
+typedef madnlp_int (*MadnlpCFullEvalObjGrad)(const double*, double*, void*);
+typedef madnlp_int (*MadnlpCFullEvalConstrJac)(const double*, double*, void*);
+typedef madnlp_int (*MadnlpCFullEvalLagHess)(double, const double*, const double*, double*, void*);
+
+
+struct MadnlpCDims { 
+  size_t nw;
+  size_t nc;
+};
+
+struct MadnlpCStats {
+  double compute_sd_time;
+  double duinf_time;
+  double eval_hess_time;
+  double eval_jac_time;
+  double eval_cv_time;
+  double eval_grad_time;
+  double eval_obj_time;
+  double initialization_time;
+  double time_total;
+  int eval_hess_count;
+  int eval_jac_count;
+  int eval_cv_count;
+  int eval_grad_count;
+  int eval_obj_count;
+  int iterations_count;
+  int return_flag;
+};
+
+struct MadnlpCInterface {
+  /// @brief number of variables
+  MadnlpCGetDim get_nw;
+  /// @brief number of equality constraints
+  MadnlpCGetDim get_nc;
+
+  MadnlpCFullEvalLagHess full_eval_lag_hess;
+  MadnlpCFullEvalConstrJac full_eval_constr_jac;
+  MadnlpCFullEvalConstr full_eval_constr;
+  MadnlpCFullEvalObjGrad full_eval_obj_grad;
+  MadnlpCFullEvalObj full_eval_obj;
+
+  void* user_data;
+};
+
+MADNLP_SYMBOL_EXPORT void madnlp_c_startup(int, char**);
+MADNLP_SYMBOL_EXPORT struct MadnlpCSolver* madnlp_c_create(struct MadnlpCInterface* nlp_interface);
+MADNLP_SYMBOL_EXPORT void madnlp_c_init(struct MadnlpCSolver* s);
+MADNLP_SYMBOL_EXPORT void madnlp_c_update_cco_indexes(struct MadnlpCSolver* s);
+MADNLP_SYMBOL_EXPORT madnlp_int madnlp_c_solve(struct MadnlpCSolver*);
+
+/* -1 for not found, 0 for double, 1 for int, 2 for bool, 3 for string */
+MADNLP_SYMBOL_EXPORT int madnlp_c_option_type(const char* name);
+MADNLP_SYMBOL_EXPORT int madnlp_c_set_option_double(struct MadnlpCSolver* s, const char* name, double val);
+MADNLP_SYMBOL_EXPORT int madnlp_c_set_option_bool(struct MadnlpCSolver* s, const char* name, int val);
+MADNLP_SYMBOL_EXPORT int madnlp_c_set_option_int(struct MadnlpCSolver* s, const char* name, int val);
+MADNLP_SYMBOL_EXPORT int madnlp_c_set_option_string(struct MadnlpCSolver* s, const char* name, const char* val);
+
+MADNLP_SYMBOL_EXPORT const struct MadnlpCDims* madnlp_c_get_dims(struct MadnlpCSolver* s);
+MADNLP_SYMBOL_EXPORT const struct MadnlpCStats* madnlp_c_get_stats(struct MadnlpCSolver* s);
+MADNLP_SYMBOL_EXPORT void madnlp_c_destroy(struct MadnlpCSolver*);
+MADNLP_SYMBOL_EXPORT void madnlp_c_shutdown(void);
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif // _MADNLPCINTERFACE_H

madnlp/src/madnlp.cpp

@@ -0,0 +1,19 @@
+#include "madnlp.h"
+
+MADNLP_SYMBOL_EXPORT void madnlp_c_startup(int, char**) { }
+MADNLP_SYMBOL_EXPORT struct MadnlpCSolver* madnlp_c_create(struct MadnlpCInterface* nlp_interface) { return 0; }
+MADNLP_SYMBOL_EXPORT void madnlp_c_init(struct MadnlpCSolver* s) { }
+MADNLP_SYMBOL_EXPORT void madnlp_c_update_cco_indexes(struct MadnlpCSolver* s) { }
+MADNLP_SYMBOL_EXPORT madnlp_int madnlp_c_solve(struct MadnlpCSolver*) { return 0; }
+
+/* -1 for not found, 0 for double, 1 for int, 2 for bool, 3 for string */
+MADNLP_SYMBOL_EXPORT int madnlp_c_option_type(const char* name) { return 0; }
+MADNLP_SYMBOL_EXPORT int madnlp_c_set_option_double(struct MadnlpCSolver* s, const char* name, double val) { return 0; }
+MADNLP_SYMBOL_EXPORT int madnlp_c_set_option_bool(struct MadnlpCSolver* s, const char* name, int val) { return 0; }
+MADNLP_SYMBOL_EXPORT int madnlp_c_set_option_int(struct MadnlpCSolver* s, const char* name, int val) { return 0; }
+MADNLP_SYMBOL_EXPORT int madnlp_c_set_option_string(struct MadnlpCSolver* s, const char* name, const char* val) { return 0; }
+
+MADNLP_SYMBOL_EXPORT const struct MadnlpCDims* madnlp_c_get_dims(struct MadnlpCSolver* s) { return 0; }
+MADNLP_SYMBOL_EXPORT const struct MadnlpCStats* madnlp_c_get_stats(struct MadnlpCSolver* s) { return 0; }
+MADNLP_SYMBOL_EXPORT void madnlp_c_destroy(struct MadnlpCSolver*) { }
+MADNLP_SYMBOL_EXPORT void madnlp_c_shutdown(void) { }