Ejemplo n.º 1
0
int main( )
{
	USING_NAMESPACE_QPOASES

	long i;
	int nWSR;
	real_t tic, toc;
	real_t errP=0.0, errD=0.0;
	real_t *x1 = new real_t[180];
	real_t *y1 = new real_t[271];
	real_t *x2 = new real_t[180];
	real_t *y2 = new real_t[271];

	/* create sparse matrices */
	SymSparseMat *H = new SymSparseMat(180, 180, H_ir, H_jc, H_val);
	SparseMatrix *A = new SparseMatrix(91, 180, A_ir, A_jc, A_val);

	H->createDiagInfo();

	real_t* H_full = H->full();
	real_t* A_full = A->full();

	SymDenseMat *Hd = new SymDenseMat(180,180,180,H_full);
	DenseMatrix *Ad = new DenseMatrix(91,180,180,A_full);

	/* solve with dense matrices */
	nWSR = 1000;
	QProblem qrecipeD(180, 91);
	tic = getCPUtime();
	qrecipeD.init(Hd, g, Ad, lb, ub, lbA, ubA, nWSR, 0);
	toc = getCPUtime();
	qrecipeD.getPrimalSolution(x1);
	qrecipeD.getDualSolution(y1);

	fprintf(stdFile, "Solved dense problem in %d iterations, %.3f seconds.\n", nWSR, toc-tic);

	/* Compute KKT tolerances */
	real_t stat, feas, cmpl;

	getKKTResidual(	180,91,
					H_full,g,A_full,lb,ub,lbA,ubA,
					x1,y1,
					stat,feas,cmpl
					);
	printf( "stat = %e\nfeas = %e\ncmpl = %e\n\n", stat,feas,cmpl );


	/* solve with sparse matrices */
	nWSR = 1000;
	QProblem qrecipeS(180, 91);
	tic = getCPUtime();
	qrecipeS.init(H, g, A, lb, ub, lbA, ubA, nWSR, 0);
	toc = getCPUtime();
	qrecipeS.getPrimalSolution(x2);
	qrecipeS.getDualSolution(y2);

	fprintf(stdFile, "Solved sparse problem in %d iterations, %.3f seconds.\n", nWSR, toc-tic);
	
	/* Compute KKT tolerances */
	real_t stat2, feas2, cmpl2;
	getKKTResidual(	180,91,
					H_full,g,A_full,lb,ub,lbA,ubA,
					x2,y2,
					stat2,feas2,cmpl2
					);
	printf( "stat = %e\nfeas = %e\ncmpl = %e\n\n", stat2,feas2,cmpl2 );

	/* check distance of solutions */
	for (i = 0; i < 180; i++)
		if (getAbs(x1[i] - x2[i]) > errP)
			errP = getAbs(x1[i] - x2[i]);
	fprintf(stdFile, "Primal error: %9.2e\n", errP);

	for (i = 0; i < 271; i++)
		if (getAbs(y1[i] - y2[i]) > errD)
			errD = getAbs(y1[i] - y2[i]);
	fprintf(stdFile, "Dual error: %9.2e (might not be unique)\n", errD);

	delete H;
	delete A;
	delete[] H_full;
	delete[] A_full;
	delete Hd;
	delete Ad;

	delete[] y2;
	delete[] x2;
	delete[] y1;
	delete[] x1;

	QPOASES_TEST_FOR_TRUE( stat <= 1e-15 );
	QPOASES_TEST_FOR_TRUE( feas <= 1e-15 );
	QPOASES_TEST_FOR_TRUE( cmpl <= 1e-15 );
	
	QPOASES_TEST_FOR_TRUE( stat2 <= 1e-14 );
	QPOASES_TEST_FOR_TRUE( feas2 <= 1e-14 );
	QPOASES_TEST_FOR_TRUE( cmpl2 <= 1e-13 );

	QPOASES_TEST_FOR_TRUE( errP <= 1e-13 );

	return TEST_PASSED;
}
Ejemplo n.º 2
0
/** Example for calling qpOASES with sparse matrices. */
int main( )
{
	long i;
	int nWSR;
	real_t err, tic, toc;
	real_t *x1 = new real_t[180];
	real_t *y1 = new real_t[271];
	real_t *x2 = new real_t[180];
	real_t *y2 = new real_t[271];

	/* create sparse matrices */
	SymSparseMat *H = new SymSparseMat(180, 180, H_ir, H_jc, H_val);
	SparseMatrix *A = new SparseMatrix(91, 180, A_ir, A_jc, A_val);

	H->createDiagInfo();

	real_t* H_full = H->full();
	real_t* A_full = A->full();

	SymDenseMat *Hd = new SymDenseMat(180,180,180,H_full);
	DenseMatrix *Ad = new DenseMatrix(91,180,180,A_full);

	/* solve with dense matrices */
	nWSR = 1000;
	QProblem qrecipeD(180, 91);
	tic = getCPUtime();
	qrecipeD.init(Hd, g, Ad, lb, ub, lbA, ubA, nWSR, 0);
	toc = getCPUtime();
	qrecipeD.getPrimalSolution(x1);
	qrecipeD.getDualSolution(y1);

	fprintf(stdFile, "Solved dense problem in %d iterations, %.3f seconds.\n", nWSR, toc-tic);

	/* solve with sparse matrices */
	nWSR = 1000;
	QProblem qrecipeS(180, 91);
	tic = getCPUtime();
	qrecipeS.init(H, g, A, lb, ub, lbA, ubA, nWSR, 0);
	toc = getCPUtime();
	qrecipeS.getPrimalSolution(x2);
	qrecipeS.getDualSolution(y2);

	fprintf(stdFile, "Solved sparse problem in %d iterations, %.3f seconds.\n", nWSR, toc-tic);

	/* check distance of solutions */
	err = 0.0;
	for (i = 0; i < 180; i++)
		if (getAbs(x1[i] - x2[i]) > err)
			err = getAbs(x1[i] - x2[i]);
	fprintf(stdFile, "Primal error: %9.2e\n", err);
	err = 0.0;
	for (i = 0; i < 271; i++)
		if (getAbs(y1[i] - y2[i]) > err)
			err = getAbs(y1[i] - y2[i]);
	fprintf(stdFile, "Dual error: %9.2e  (might not be unique)\n", err);

	delete H;
	delete A;
	delete[] H_full;
	delete[] A_full;
	delete Hd;
	delete Ad;

	delete[] y2;
	delete[] x2;
	delete[] y1;
	delete[] x1;

	return 0;
}
int main( )
{
	USING_NAMESPACE_QPOASES

	long i;
	int_t nWSR;
	real_t errP1, errP2, errP3, errD1, errD2, errD3, tic, toc;
	real_t *x1 = new real_t[180];
	real_t *y1 = new real_t[271];
	real_t *x2 = new real_t[180];
	real_t *y2 = new real_t[271];
	real_t *x3 = new real_t[180];
	real_t *y3 = new real_t[271];

	Options options;
	options.setToDefault();
	options.enableEqualities = BT_TRUE;

	/* create sparse matrices */
	SymSparseMat *H = new SymSparseMat(180, 180, H_ir, H_jc, H_val);
	SparseMatrix *A = new SparseMatrix(91, 180, A_ir, A_jc, A_val);

	H->createDiagInfo();

	real_t* H_full = H->full();
	real_t* A_full = A->full();

	SymDenseMat *Hd = new SymDenseMat(180,180,180,H_full);
	DenseMatrix *Ad = new DenseMatrix(91,180,180,A_full);

	/* solve with dense matrices */
	nWSR = 1000;
	QProblem qrecipeD(180, 91);
	qrecipeD.setOptions(options);
	tic = getCPUtime();
	qrecipeD.init(Hd, g, Ad, lb, ub, lbA, ubA, nWSR, 0);
	toc = getCPUtime();
	qrecipeD.getPrimalSolution(x1);
	qrecipeD.getDualSolution(y1);

	fprintf(stdFile, "Solved dense problem in %d iterations, %.3f seconds.\n", (int)nWSR, toc-tic);

	/* solve with sparse matrices (nullspace factorization) */
	nWSR = 1000;
	QProblem qrecipeS(180, 91);
	qrecipeS.setOptions(options);
	tic = getCPUtime();
	qrecipeS.init(H, g, A, lb, ub, lbA, ubA, nWSR, 0);
	toc = getCPUtime();
	qrecipeS.getPrimalSolution(x2);
	qrecipeS.getDualSolution(y2);

	fprintf(stdFile, "Solved sparse problem in %d iterations, %.3f seconds.\n", (int)nWSR, toc-tic);

	/* solve with sparse matrices (Schur complement) */
	#ifndef SOLVER_NONE
	nWSR = 1000;
	SQProblemSchur qrecipeSchur(180, 91);
	qrecipeSchur.setOptions(options);
	tic = getCPUtime();
	qrecipeSchur.init(H, g, A, lb, ub, lbA, ubA, nWSR, 0);
	toc = getCPUtime();
	qrecipeSchur.getPrimalSolution(x3);
	qrecipeSchur.getDualSolution(y3);

	fprintf(stdFile, "Solved sparse problem (Schur complement approach) in %d iterations, %.3f seconds.\n", (int)nWSR, toc-tic);
	#endif /* SOLVER_NONE */

	/* check distance of solutions */
	errP1 = 0.0;
	errP2 = 0.0;
	errP3 = 0.0;
	#ifndef SOLVER_NONE
	for (i = 0; i < 180; i++)
		if (getAbs(x1[i] - x2[i]) > errP1)
			errP1 = getAbs(x1[i] - x2[i]);
	for (i = 0; i < 180; i++)
		if (getAbs(x1[i] - x3[i]) > errP2)
			errP2 = getAbs(x1[i] - x3[i]);
	for (i = 0; i < 180; i++)
		if (getAbs(x2[i] - x3[i]) > errP3)
			errP3 = getAbs(x2[i] - x3[i]);
	#endif /* SOLVER_NONE */
	fprintf(stdFile, "Primal error (dense and sparse): %9.2e\n", errP1);
	fprintf(stdFile, "Primal error (dense and Schur):  %9.2e\n", errP2);
	fprintf(stdFile, "Primal error (sparse and Schur): %9.2e\n", errP3);

	errD1 = 0.0;
	errD2 = 0.0;
	errD3 = 0.0;
	for (i = 0; i < 271; i++)
		if (getAbs(y1[i] - y2[i]) > errD1)
			errD1 = getAbs(y1[i] - y2[i]);
	#ifndef SOLVER_NONE
	for (i = 0; i < 271; i++)
		if (getAbs(y1[i] - y3[i]) > errD2)
			errD2 = getAbs(y1[i] - y3[i]);
	for (i = 0; i < 271; i++)
		if (getAbs(y2[i] - y3[i]) > errD3)
			errD3 = getAbs(y2[i] - y3[i]);
	#endif /* SOLVER_NONE */
	fprintf(stdFile, "Dual error (dense and sparse): %9.2e  (might not be unique)\n", errD1);
	fprintf(stdFile, "Dual error (dense and Schur):  %9.2e  (might not be unique)\n", errD2);
	fprintf(stdFile, "Dual error (sparse and Schur): %9.2e  (might not be unique)\n", errD3);

	delete H;
	delete A;
	delete[] H_full;
	delete[] A_full;
	delete Hd;
	delete Ad;

	delete[] y3;
	delete[] x3;
	delete[] y2;
	delete[] x2;
	delete[] y1;
	delete[] x1;

	QPOASES_TEST_FOR_TOL( errP1,1e-13 );
	QPOASES_TEST_FOR_TOL( errP2,1e-13 );
	QPOASES_TEST_FOR_TOL( errP3,1e-13 );

	return TEST_PASSED;
}