solver options

Author: thowell

.gitignore

@@ -22,3 +22,6 @@ docs/site/
 # committed for packages, but should be committed for applications that require a static
 # environment.
 Manifest.toml
+
+# Ipopt output 
+output.txt

Project.toml

@@ -1,7 +1,7 @@
 name = "DirectTrajectoryOptimization"
 uuid = "a9f42406-efe7-414c-8b71-df971cc98041"
 authors = ["thowell <thowell@stanford.edu>"]
-version = "0.1.0"
+version = "0.1.1"
 
 [deps]
 IfElse = "615f187c-cbe4-4ef1-ba3b-2fcf58d6d173"

examples/acrobot/acrobot.jl

@@ -102,7 +102,7 @@ cons = ConstraintSet([x_init, x_goal], [StageConstraint()])
 
 # ## problem 
 trajopt = TrajectoryOptimizationProblem(obj, model, cons)
-s = Solver(trajopt)
+s = Solver(trajopt, options=Options())
 
 # ## initialize
 x_interpolation = linear_interpolation(x1, xT, T)

examples/car/car.jl

@@ -60,7 +60,7 @@ cons = ConstraintSet([bnd1, bndt, bndT], [cont, conT])
 
 # ## problem 
 trajopt = TrajectoryOptimizationProblem(obj, model, cons)
-s = Solver(trajopt)
+s = Solver(trajopt, options=Options())
 
 # ## initialize
 x_interpolation = linear_interpolation(x1, xT, T)

src/DirectTrajectoryOptimization.jl

@@ -29,7 +29,7 @@ export Dynamics, DynamicsModel
 export TrajectoryOptimizationProblem
 
 # solver 
-export Solver, initialize!, solve!
+export Solver, Options, initialize!, solve!
 
 # utils 
 export linear_interpolation

src/solver.jl

@@ -1,3 +1,36 @@
+@with_kw mutable struct Options{T} 
+    # Ipopt settings: https://coin-or.github.io/Ipopt/OPTIONS.html#OPT_print_options_documentation
+    tol::T = 1e-6
+    s_max::T = 100.0
+    max_iter::Int = 1000
+    # max_wall_time = 300.0
+    max_cpu_time = 300.0
+    dual_inf_tol::T = 1.0
+    constr_viol_tol::T = 1.0e-3
+    compl_inf_tol::T = 1.0e-3
+    acceptable_tol::T = 1.0e-6
+    acceptable_iter::Int = 15
+    acceptable_dual_inf_tol::T = 1.0e10
+    acceptable_constr_viol_tol::T = 1.0e-2
+    acceptable_compl_inf_tol::T = 1.0e-2
+    acceptable_obj_change_tol::T = 1.0e-5
+    diverging_iterates_tol::T = 1.0e8
+    mu_target::T = 1.0e-4
+    print_level::Int = 5
+    output_file = joinpath(dirname(pathof(DirectTrajectoryOptimization)), "..", "output.txt")
+    print_user_options = "no"
+    # print_options_documentation = "no"
+    # print_timing_statistics = "no"
+    print_options_mode = "text"
+    # print_advanced_options = "no"
+    print_info_string = "no"
+    inf_pr_output = "original"
+    print_frequency_iter = 1
+    print_frequency_time = 0.0
+    skip_finalize_solution_call = "no"
+    # timing_statistics = :no
+end
+
 struct Solver{T}
     p::Problem{T}
     nlp_bounds::Vector{MOI.NLPBoundsPair}
@@ -6,18 +39,19 @@ struct Solver{T}
     z::Vector{MOI.VariableIndex}
 end
 
-function Solver(trajopt::TrajectoryOptimizationProblem; eval_hess=false, options=nothing) 
+function Solver(trajopt::TrajectoryOptimizationProblem; eval_hess=false, options=Options()) 
     p = Problem(trajopt, eval_hess=eval_hess) 
 
     nlp_bounds = MOI.NLPBoundsPair.(p.con_bnds...)
     block_data = MOI.NLPBlockData(nlp_bounds, p, true)
 
+    # instantiate NLP solver
     solver = Ipopt.Optimizer()
-    
-    # TODO: options 
-    solver.options["max_iter"] = 1000
-    solver.options["tol"] = 1.0e-3
-    solver.options["constr_viol_tol"] = 1.0e-3
+
+    # set NLP solver options
+    for name in fieldnames(typeof(options))
+        solver.options[String(name)] = getfield(options, name)
+    end
 
     z = MOI.add_variables(solver, p.num_var)