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Perf/stage solvers - #5
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rafaelborges5 wants to merge 6 commits into
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rafaelborges5 wants to merge 6 commits into
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rafaelborges5
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Oct 13, 2026
rafaelborges5
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- Add the ability to use FATROP instead of only IPOPT, there is a different OCP formulation due to it's requirements when it comes to definition of states.
- Add the ability to provide compiled derivatives to both IPOPT (doable within Casadi), but had to write a C adapter in order to allow it for FATROP.
- Add the ability to enable / disable these compiled derivatives, as well as a hashing system in order for the system to know when a recompilation is needed or not. IPOPT or FATROP can be chosen
- Updated documentation
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🟡 Changes recommended
Backend validation gaps and unsafe concurrent cache compilation can produce unsupported solves or failed builds.
4 open findings
What changed in this PR
Adds stage-wise IPOPT and FATROP backends with cached compiled derivatives, CLI integration, documentation, and tests.
Changes:
- Implements stage-wise OCP formulations and solver adapters.
- Adds compiled-derivative caching and prebuild support.
- Documents and tests solver/derivative combinations.
| File | Description |
|---|---|
tests/optimization/test_stage_solvers.py |
Tests solver agreement and derivatives. |
src/fast_lto/README.md |
Documents solver performance. |
src/fast_lto/pipeline.py |
Configures and prebuilds solvers. |
src/fast_lto/optimization/stage_problem.py |
Defines stage-wise OCPs. |
src/fast_lto/optimization/stage_ipopt.py |
Implements compiled IPOPT derivatives. |
src/fast_lto/optimization/stage_fatrop.py |
Implements FATROP integration. |
src/fast_lto/optimization/README.md |
Documents new backends. |
src/fast_lto/optimization/integrators.py |
Supports symbolic step sizes. |
src/fast_lto/optimization/global_ocp.py |
Selects solver backends. |
src/fast_lto/optimization/fatrop_glue.c |
Adapts FATROP’s C interface. |
src/fast_lto/optimization/codegen.py |
Compiles and caches derivatives. |
src/fast_lto/cli.py |
Adds solver and prebuild flags. |
README.md |
Adds FATROP usage examples. |
pyproject.toml |
Packages the C adapter. |
configs/README.md |
Documents configuration options. |
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| t0 = time.perf_counter() | ||
| build = root / f"{name}_{key}" | ||
| build.mkdir(parents=True, exist_ok=True) |
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| if solver not in SOLVERS: | ||
| raise ValueError(f"Unknown solver: {solver!r}. Must be one of {list(SOLVERS)}.") |
| kappa_half = np.asarray(track["curvatures_half"], dtype=float) | ||
| w_left = np.asarray(track["w_left"], dtype=float) - boundary_margin | ||
| w_right = np.asarray(track["w_right"], dtype=float) - boundary_margin | ||
| ds = float(track["ds_m"]) |
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| if config.derivatives != "compiled": | ||
| raise ValueError("Nothing to prebuild: set derivatives: compiled.") |
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