int main()
{
printf("\n");
printf("\n");
printf("\n");
printf(" HPMPC -- Library for High-Performance implementation of solvers for MPC.\n");
printf(" Copyright (C) 2014-2015 by Technical University of Denmark. All rights reserved.\n");
printf("\n");
printf(" HPMPC is distributed in the hope that it will be useful,\n");
printf(" but WITHOUT ANY WARRANTY; without even the implied warranty of\n");
printf(" MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.\n");
printf(" See the GNU Lesser General Public License for more details.\n");
printf("\n");
printf("\n");
printf("\n");
#if defined(TARGET_X64_AVX2) || defined(TARGET_X64_AVX) || defined(TARGET_X64_SSE3) || defined(TARGET_X86_ATOM) || defined(TARGET_AMD_SSE3)
_MM_SET_FLUSH_ZERO_MODE(_MM_FLUSH_ZERO_ON); // flush to zero subnormals !!! works only with one thread !!!
#endif
int ii, jj;
int rep, nrep=1000; //000;//NREP;
int nx_ = 8;//NX; // number of states (it has to be even for the mass-spring system test problem)
int nu_ = 3;//NU; // number of inputs (controllers) (it has to be at least 1 and at most nx/2 for the mass-spring system test problem)
int N = 10;//NN; // horizon lenght
// int nb = nu+nx; // number of box constrained inputs and states
// int ng = nx; //4; // number of general constraints
// int ngN = nx; // number of general constraints at the last stage
printf("\nN = %d, nx = %d, nu = %d\n\n", N, nx_, nu_);
#define MHE 0
// int nbu = nu<nb ? nu : nb ;
// int nbx = nb-nu>0 ? nb-nu : 0;
// stage-wise variant size
int nx[N+1];
#if MHE==1
nx[0] = nx_;
#else
nx[0] = 0;
#endif
for(ii=1; ii<=N; ii++)
nx[ii] = nx_;
int nu[N+1];
for(ii=0; ii<N; ii++)
nu[ii] = nu_;
nu[N] = 0; // XXX
int nb[N+1];
nb[0] = nu[0] + nx[0]/2;
for(ii=1; ii<N; ii++)
nb[ii] = nu[1] + nx[ii]/2;
nb[N] = nu[N] + nx[N]/2;
int ng[N+1];
for(ii=0; ii<N; ii++)
ng[ii] = 0; //ng;
ng[N] = 0; //ngN;
// ng[M] = nx_; // XXX
/************************************************
* IPM common arguments
************************************************/
int hpmpc_status;
int kk = -1;
int k_max = 10;
double mu0 = 2.0;
double mu_tol = 1e-20;
double alpha_min = 1e-8;
int warm_start = 0; // read initial guess from x and u
double *stat; d_zeros(&stat, k_max, 5);
int compute_res = 1;
int compute_mult = 1;
/************************************************
* dynamical system
************************************************/
double *A; d_zeros(&A, nx_, nx_); // states update matrix
double *B; d_zeros(&B, nx_, nu_); // inputs matrix
double *b; d_zeros_align(&b, nx_, 1); // states offset
double *x0; d_zeros_align(&x0, nx_, 1); // initial state
double Ts = 0.5; // sampling time
mass_spring_system(Ts, nx_, nu_, N, A, B, b, x0);
for(jj=0; jj<nx_; jj++)
b[jj] = 0.1;
for(jj=0; jj<nx_; jj++)
x0[jj] = 0;
x0[0] = 2.5;
x0[1] = 2.5;
#if MHE!=1
struct blasfeo_dvec sx0;
blasfeo_allocate_dvec(nx_, &sx0);
blasfeo_pack_dvec(nx_, x0, &sx0, 0);
struct blasfeo_dvec sb;
blasfeo_allocate_dvec(nx_, &sb);
blasfeo_pack_dvec(nx_, b, &sb, 0);
struct blasfeo_dmat sA;
blasfeo_allocate_dmat(nx_, nx_, &sA);
blasfeo_pack_dmat(nx_, nx_, A, nx_, &sA, 0, 0);
struct blasfeo_dvec sb0;
blasfeo_allocate_dvec(nx_, &sb0);
blasfeo_dgemv_n(nx_, nx_, 1.0, &sA, 0, 0, &sx0, 0, 1.0, &sb, 0, &sb0, 0);
struct blasfeo_dmat sBAbt0;
blasfeo_allocate_dmat(nu[0]+1, nx[1], &sBAbt0);
blasfeo_pack_tran_dmat(nx_, nu_, B, nx_, &sBAbt0, 0, 0);
blasfeo_drowin(nx[1], 1.0, &sb0, 0, &sBAbt0, nu[0], 0);
// d_print_strmat(nu[0]+1, nx[1], &sBAbt0, 0, 0);
#endif
struct blasfeo_dmat sBAbt1;
if(N>1)
{
blasfeo_allocate_dmat(nu[1]+nx[1]+1, nx[2], &sBAbt1);
blasfeo_pack_tran_dmat(nx_, nu_, B, nx_, &sBAbt1, 0, 0);
blasfeo_pack_tran_dmat(nx_, nx_, A, nx_, &sBAbt1, nu[1], 0);
blasfeo_pack_tran_dmat(nx_, 1, b, nx_, &sBAbt1, nu[1]+nx[1], 0);
// d_print_strmat(nu[1]+nx[1]+1, nx[2], &sBAbt1, 0, 0);
}
/************************************************
* cost function
************************************************/
double *R; d_zeros(&R, nu_, nu_);
for(ii=0; ii<nu_; ii++) R[ii*(nu_+1)] = 2.0;
double *S; d_zeros(&S, nu_, nx_);
double *Q; d_zeros(&Q, nx_, nx_);
for(ii=0; ii<nx_; ii++) Q[ii*(nx_+1)] = 1.0;
double *r; d_zeros(&r, nu_, 1);
for(ii=0; ii<nu_; ii++) r[ii] = 0.2;
double *q; d_zeros(&q, nx_, 1);
for(ii=0; ii<nx_; ii++) q[ii] = 0.1;
#if MHE!=1
struct blasfeo_dvec sr;
blasfeo_allocate_dvec(nu_, &sr);
blasfeo_pack_dvec(nu_, r, &sr, 0);
struct blasfeo_dmat sS;
blasfeo_allocate_dmat(nu_, nx_, &sS);
blasfeo_pack_dmat(nu_, nx_, S, nu_, &sS, 0, 0);
struct blasfeo_dvec sr0;
blasfeo_allocate_dvec(nu_, &sr0);
blasfeo_dgemv_n(nu_, nx_, 1.0, &sS, 0, 0, &sx0, 0, 1.0, &sr, 0, &sr0, 0);
struct blasfeo_dmat sRSQrq0;
blasfeo_allocate_dmat(nu[0]+nx[0]+1, nu[0]+nx[0], &sRSQrq0);
blasfeo_pack_dmat(nu_, nu_, R, nu_, &sRSQrq0, 0, 0);
blasfeo_drowin(nu[0], 1.0, &sr0, 0, &sRSQrq0, nu[0], 0);
// d_print_strmat(nu[0]+nx[0]+1, nu[0]+nx[0], &sRSQrq0, 0, 0);
struct blasfeo_dvec srq0;
blasfeo_allocate_dvec(nu[0]+nx[0], &srq0);
blasfeo_dveccp(nu[0], 1.0, &sr0, 0, &srq0, 0);
#endif
struct blasfeo_dmat sRSQrq1;
struct blasfeo_dvec srq1;
if(N>1)
{
blasfeo_allocate_dmat(nu[1]+nx[1]+1, nu[1]+nx[1], &sRSQrq1);
blasfeo_pack_dmat(nu_, nu_, R, nu_, &sRSQrq1, 0, 0);
blasfeo_pack_tran_dmat(nu_, nx_, S, nu_, &sRSQrq1, nu[1], 0);
blasfeo_pack_dmat(nx_, nx_, Q, nx_, &sRSQrq1, nu[1], nu[1]);
blasfeo_pack_tran_dmat(nu_, 1, r, nu_, &sRSQrq1, nu[1]+nx[1], 0);
blasfeo_pack_tran_dmat(nx_, 1, q, nx_, &sRSQrq1, nu[1]+nx[1], nu[1]);
// d_print_strmat(nu[1]+nx[1]+1, nu[1]+nx[1], &sRSQrq1, 0, 0);
blasfeo_allocate_dvec(nu[1]+nx[1], &srq1);
blasfeo_pack_dvec(nu_, r, &srq1, 0);
blasfeo_pack_dvec(nx_, q, &srq1, nu[1]);
}
struct blasfeo_dmat sRSQrqN;
blasfeo_allocate_dmat(nx[N]+1, nx[N], &sRSQrqN);
blasfeo_pack_dmat(nx_, nx_, Q, nx_, &sRSQrqN, 0, 0);
blasfeo_pack_tran_dmat(nx_, 1, q, nx_, &sRSQrqN, nx[1], 0);
// d_print_strmat(nu[N]+nx[N]+1, nu[N]+nx[N], &sRSQrqN, 0, 0);
struct blasfeo_dvec srqN;
blasfeo_allocate_dvec(nx[N], &srqN);
blasfeo_pack_dvec(nx_, q, &srqN, 0);
/************************************************
* constraints
************************************************/
#if MHE!=1
double *d0; d_zeros(&d0, 2*nb[0]+2*ng[0], 1);
int *idxb0; int_zeros(&idxb0, nb[0], 1);
// inputs
for(ii=0; ii<nu[0]; ii++)
{
d0[ii] = - 0.5; // u_min
d0[nb[0]+ng[0]+ii] = + 0.5; // u_max
idxb0[ii] = ii;
}
// states
for( ; ii<nb[0]; ii++)
{
d0[ii] = - 4.0; // x_min
d0[nb[0]+ng[0]+ii] = + 4.0; // x_max
idxb0[ii] = ii;
}
#endif
double *d1;
int *idxb1;
if(N>1)
{
d_zeros(&d1, 2*nb[1]+2*ng[1], 1);
int_zeros(&idxb1, nb[1], 1);
// inputs
for(ii=0; ii<nu[1]; ii++)
{
d1[ii] = - 0.5; // u_min
d1[nb[1]+ng[1]+ii] = + 0.5; // u_max
idxb1[ii] = ii;
}
// states
for( ; ii<nb[1]; ii++)
{
d1[ii] = - 4.0; // x_min
d1[nb[1]+ng[1]+ii] = + 4.0; // x_max
idxb1[ii] = ii;
}
}
double *dN; d_zeros(&dN, 2*nb[N]+2*ng[N], 1);
int *idxbN; int_zeros(&idxbN, nb[N], 1);
// no inputs
// states
for(ii=0 ; ii<nb[N]; ii++)
{
dN[ii] = - 4.0; // x_min
dN[nb[N]+ng[N]+ii] = + 4.0; // x_max
idxbN[ii] = ii;
}
struct blasfeo_dvec sd0;
blasfeo_allocate_dvec(2*nb[0]+2*ng[0], &sd0);
blasfeo_pack_dvec(2*nb[0]+2*ng[0], d0, &sd0, 0);
// blasfeo_print_tran_dvec(2*nb[0], &sd0, 0);
struct blasfeo_dvec sd1;
blasfeo_allocate_dvec(2*nb[1]+2*ng[1], &sd1);
blasfeo_pack_dvec(2*nb[1]+2*ng[1], d1, &sd1, 0);
// blasfeo_print_tran_dvec(2*nb[1], &sd1, 0);
struct blasfeo_dvec sdN;
blasfeo_allocate_dvec(2*nb[N]+2*ng[N], &sdN);
blasfeo_pack_dvec(2*nb[N]+2*ng[N], dN, &sdN, 0);
// blasfeo_print_tran_dvec(2*nb[N], &sdN, 0);
/************************************************
* array of data matrices
************************************************/
// original MPC
struct blasfeo_dmat hsBAbt[N];
struct blasfeo_dvec hsb[N];
struct blasfeo_dmat hsRSQrq[N+1];
struct blasfeo_dvec hsrq[N+1];
struct blasfeo_dmat hsDCt[N+1]; // XXX
struct blasfeo_dvec hsd[N+1];
int *hidxb[N+1];
ii = 0;
#if MHE!=1
hsBAbt[ii] = sBAbt0;
hsb[ii] = sb0;
hsRSQrq[ii] = sRSQrq0;
hsrq[ii] = srq0;
hsd[ii] = sd0;
hidxb[0] = idxb0;
#else
hsBAbt[ii] = sBAbt1;
hsb[ii] = sb;
hsRSQrq[ii] = sRSQrq1;
hsrq[ii] = srq1;
hsd[ii] = sd1;
hidxb[0] = idxb1;
#endif
for(ii=1; ii<N; ii++)
{
hsBAbt[ii] = sBAbt1;
hsb[ii] = sb;
hsRSQrq[ii] = sRSQrq1;
hsrq[ii] = srq1;
hsd[ii] = sd1;
hidxb[ii] = idxb1;
}
hsRSQrq[ii] = sRSQrqN;
hsrq[ii] = srqN;
hsd[ii] = sdN;
hidxb[N] = idxbN;
/************************************************
* solve full spase system using Riccati / IPM
************************************************/
// result vectors
struct blasfeo_dvec hsux[N+1];
struct blasfeo_dvec hspi[N+1];
struct blasfeo_dvec hslam[N+1];
struct blasfeo_dvec hst[N+1];
for(ii=0; ii<=N; ii++)
{
blasfeo_allocate_dvec(nu[ii]+nx[ii], &hsux[ii]);
blasfeo_allocate_dvec(nx[ii], &hspi[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hslam[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hst[ii]);
}
// work space
void *work_space_ipm;
v_zeros_align(&work_space_ipm, d_ip2_res_mpc_hard_work_space_size_bytes_libstr(N, nx, nu, nb, ng));
struct timeval tv0, tv1;
printf("\nsolving... (full space system)\n");
gettimeofday(&tv0, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
hpmpc_status = d_ip2_res_mpc_hard_libstr(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, stat, N, nx, nu, nb, hidxb, ng, hsBAbt, hsRSQrq, hsDCt, hsd, hsux, 1, hspi, hslam, hst, work_space_ipm);
}
gettimeofday(&tv1, NULL); // stop
printf("\n... done\n");
float time_ipm_full = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
printf("\nstatistics from last run\n\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
printf("\nux =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nu[ii]+nx[ii], &hsux[ii], 0);
printf("\npi =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nx[ii], &hspi[ii], 0);
printf("\nlam =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hslam[ii], 0);
printf("\nt =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hst[ii], 0);
// residuals vectors
struct blasfeo_dvec hsrrq[N+1];
struct blasfeo_dvec hsrb[N+1];
struct blasfeo_dvec hsrd[N+1];
struct blasfeo_dvec hsrm[N+1];
double mu;
for(ii=0; ii<N; ii++)
{
blasfeo_allocate_dvec(nu[ii]+nx[ii], &hsrrq[ii]);
blasfeo_allocate_dvec(nx[ii+1], &hsrb[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hsrd[ii]);
blasfeo_allocate_dvec(2*nb[ii]+2*ng[ii], &hsrm[ii]);
}
blasfeo_allocate_dvec(nu[N]+nx[N], &hsrrq[N]);
blasfeo_allocate_dvec(2*nb[N]+2*ng[N], &hsrd[N]);
blasfeo_allocate_dvec(2*nb[N]+2*ng[N], &hsrm[N]);
int ngM = ng[0];
for(ii=1; ii<=N; ii++)
{
ngM = ng[ii]>ngM ? ng[ii] : ngM;
}
void *work_space_res;
v_zeros_align(&work_space_res, d_res_res_mpc_hard_work_space_size_bytes_libstr(N, nx, nu, nb, ng));
d_res_res_mpc_hard_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsb, hsRSQrq, hsrq, hsux, hsDCt, hsd, hspi, hslam, hst, hsrrq, hsrb, hsrd, hsrm, &mu, work_space_res);
printf("\nres_rq\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_exp_tran_dvec(nu[ii]+nx[ii], &hsrrq[ii], 0);
printf("\nres_b\n");
for(ii=0; ii<N; ii++)
blasfeo_print_exp_tran_dvec(nx[ii+1], &hsrb[ii], 0);
printf("\nres_d\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_exp_tran_dvec(2*nb[ii]+2*ng[ii], &hsrd[ii], 0);
printf("\nres_m\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_exp_tran_dvec(2*nb[ii]+2*ng[ii], &hsrm[ii], 0);
/************************************************
* full condensing
************************************************/
// condensed problem size
int N2 = 1;
int nx2[N2+1];
int nu2[N2+1];
int nb2[N2+1];
int ng2[N2+1];
d_cond_compute_problem_size_libstr(N, nx, nu, nb, hidxb, ng, nx2, nu2, nb2, ng2);
#if 0
for(ii=0; ii<=N2; ii++)
printf("\n%d %d %d %d\n", nx2[ii], nu2[ii], nb2[ii], ng2[ii]);
#endif
int work_sizes_cond[5];
int work_size_cond = d_cond_work_space_size_bytes_libstr(N, nx, nu, nb, hidxb, ng, nx2, nu2, nb2, ng2, work_sizes_cond);
int memo_size_cond = d_cond_memory_space_size_bytes_libstr(N, nx, nu, nb, hidxb, ng, nx, nu2, nb2, ng2);
int work_size_ipm_cond = d_ip2_res_mpc_hard_work_space_size_bytes_libstr(N2, nx2, nu2, nb2, ng2);
int work_sizes_expa[2];
int work_size_expa = d_expand_work_space_size_bytes_libstr(N, nx, nu, nb, ng, work_sizes_expa);
// work space
void *work_cond;
void *memo_cond;
void *work_ipm_cond;
void *work_expa;
v_zeros_align(&work_cond, work_size_cond);
v_zeros_align(&memo_cond, memo_size_cond);
v_zeros_align(&work_ipm_cond, work_size_ipm_cond);
v_zeros_align(&work_expa, work_size_expa);
// data matrices
struct blasfeo_dmat hsBAbt2[N2];
struct blasfeo_dvec hsb2[N2];
struct blasfeo_dmat hsRSQrq2[N2+1];
struct blasfeo_dvec hsrq2[N2+1];
struct blasfeo_dmat hsDCt2[N2+1];
struct blasfeo_dvec hsd2[N2+1];
int *hidxb2[N2+1];
for(ii=0; ii<N2; ii++)
blasfeo_allocate_dmat(nu2[ii]+nx2[ii]+1, nx2[ii+1], &hsBAbt2[ii]);
for(ii=0; ii<N2; ii++)
blasfeo_allocate_dvec(nx2[ii+1], &hsb2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dmat(nu2[ii]+nx2[ii]+1, nu2[ii]+nx2[ii], &hsRSQrq2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dvec(nu2[ii]+nx2[ii], &hsrq2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dmat(nu2[ii]+nx2[ii]+1, ng2[ii], &hsDCt2[ii]);
for(ii=0; ii<=N2; ii++)
blasfeo_allocate_dvec(2*nb2[ii]+2*ng2[ii], &hsd2[ii]);
for(ii=0; ii<=N2; ii++)
int_zeros(&hidxb2[ii], nb2[ii], 1);
// result vectors
struct blasfeo_dvec hsux2[N2+1];
struct blasfeo_dvec hspi2[N2+1];
struct blasfeo_dvec hslam2[N2+1];
struct blasfeo_dvec hst2[N2+1];
for(ii=0; ii<=N2; ii++)
{
blasfeo_allocate_dvec(nu2[ii]+nx2[ii], &hsux2[ii]);
blasfeo_allocate_dvec(nx2[ii], &hspi2[ii]);
blasfeo_allocate_dvec(2*nb2[ii]+2*ng2[ii], &hslam2[ii]);
blasfeo_allocate_dvec(2*nb2[ii]+2*ng2[ii], &hst2[ii]);
}
d_cond_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsRSQrq, hsDCt, hsd, nx2, nu2, nb2, hidxb2, ng2, hsBAbt2, hsRSQrq2, hsDCt2, hsd2, memo_cond, work_cond, work_sizes_cond);
#if 0
printf("\nBAbt2\n");
for(ii=0; ii<N2; ii++)
d_print_strmat(nu2[ii]+nx2[ii]+1, nx2[ii+1], &hsBAbt2[ii], 0, 0);
printf("\nRSQrq2\n");
for(ii=0; ii<=N2; ii++)
d_print_strmat(nu2[ii]+nx2[ii]+1, nu2[ii]+nx2[ii], &hsRSQrq2[ii], 0, 0);
printf("\nDCt2\n");
for(ii=0; ii<=N2; ii++)
d_print_strmat(nu2[ii]+nx2[ii], ng2[ii], &hsDCt2[ii], 0, 0);
printf("\nd2\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(2*nb2[ii]+2*ng2[ii], &hsd2[ii], 0);
#endif
/************************************************
* solve condensed system using IPM
************************************************/
// zero solution
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(nu[ii]+nx[ii], 0.0, &hsux[ii], 0);
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(nx[ii], 0.0, &hspi[ii], 0);
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(2*nb[ii]+2*ng[ii], 0.0, &hslam[ii], 0);
for(ii=0; ii<=N; ii++)
blasfeo_dvecse(2*nb[ii]+2*ng[ii], 0.0, &hst[ii], 0);
printf("\nsolving... (condensed system)\n");
gettimeofday(&tv0, NULL); // stop
for(rep=0; rep<nrep; rep++)
{
d_cond_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsRSQrq, hsDCt, hsd, nx2, nu2, nb2, hidxb2, ng2, hsBAbt2, hsRSQrq2, hsDCt2, hsd2, memo_cond, work_cond, work_sizes_cond);
hpmpc_status = d_ip2_res_mpc_hard_libstr(&kk, k_max, mu0, mu_tol, alpha_min, warm_start, stat, N2, nx2, nu2, nb2, hidxb2, ng2, hsBAbt2, hsRSQrq2, hsDCt2, hsd2, hsux2, 1, hspi2, hslam2, hst2, work_ipm_cond);
d_expand_solution_libstr(N, nx, nu, nb, hidxb, ng, hsBAbt, hsb, hsRSQrq, hsrq, hsDCt, hsux, hspi, hslam, hst, nx2, nu2, nb2, hidxb2, ng2, hsux2, hspi2, hslam2, hst2, work_expa, work_sizes_expa);
}
gettimeofday(&tv1, NULL); // stop
printf("\n... done\n");
float time_ipm_cond = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6);
printf("\nstatistics from last run\n\n");
for(jj=0; jj<kk; jj++)
printf("k = %d\tsigma = %f\talpha = %f\tmu = %f\t\tmu = %e\talpha = %f\tmu = %f\tmu = %e\n", jj, stat[5*jj], stat[5*jj+1], stat[5*jj+2], stat[5*jj+2], stat[5*jj+3], stat[5*jj+4], stat[5*jj+4]);
printf("\n");
#if 0
printf("\nux2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(nu2[ii]+nx2[ii], &hsux2[ii], 0);
printf("\npi2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(nx2[ii], &hspi2[ii], 0);
printf("\nlam2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(2*nb2[ii]+2*ng2[ii], &hslam2[ii], 0);
printf("\nt2 =\n\n");
for(ii=0; ii<=N2; ii++)
blasfeo_print_tran_dvec(2*nb2[ii]+2*ng2[ii], &hst2[ii], 0);
#endif
printf("\nux =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nu[ii]+nx[ii], &hsux[ii], 0);
printf("\npi =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(nx[ii], &hspi[ii], 0);
printf("\nlam =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hslam[ii], 0);
printf("\nt =\n\n");
for(ii=0; ii<=N; ii++)
blasfeo_print_tran_dvec(2*nb[ii]+2*ng[ii], &hst[ii], 0);
/************************************************
* free memory full space
************************************************/
// TODO
d_free(A);
d_free(B);
d_free(b);
d_free(x0);
d_free(R);
d_free(S);
d_free(Q);
d_free(r);
d_free(q);
d_free(d0);
int_free(idxb0);
d_free(d1);
int_free(idxb1);
d_free(dN);
int_free(idxbN);
v_free_align(work_space_ipm);
blasfeo_free_dvec(&sx0);
blasfeo_free_dvec(&sb);
blasfeo_free_dmat(&sA);
blasfeo_free_dvec(&sb0);
blasfeo_free_dmat(&sBAbt0);
if(N>1)
blasfeo_free_dmat(&sBAbt1);
blasfeo_free_dvec(&sr);
blasfeo_free_dmat(&sS);
blasfeo_free_dvec(&sr0);
blasfeo_free_dmat(&sRSQrq0);
blasfeo_free_dvec(&srq0);
if(N>1)
blasfeo_free_dmat(&sRSQrq1);
if(N>1)
blasfeo_free_dvec(&srq1);
blasfeo_free_dmat(&sRSQrqN);
blasfeo_free_dvec(&srqN);
blasfeo_free_dvec(&sd0);
blasfeo_free_dvec(&sd1);
blasfeo_free_dvec(&sdN);
for(ii=0; ii<N; ii++)
{
blasfeo_free_dvec(&hsux[ii]);
blasfeo_free_dvec(&hspi[ii]);
blasfeo_free_dvec(&hslam[ii]);
blasfeo_free_dvec(&hst[ii]);
blasfeo_free_dvec(&hsrrq[ii]);
blasfeo_free_dvec(&hsrb[ii]);
blasfeo_free_dvec(&hsrd[ii]);
blasfeo_free_dvec(&hsrm[ii]);
}
ii = N;
blasfeo_free_dvec(&hsux[ii]);
blasfeo_free_dvec(&hspi[ii]);
blasfeo_free_dvec(&hslam[ii]);
blasfeo_free_dvec(&hst[ii]);
blasfeo_free_dvec(&hsrrq[ii]);
blasfeo_free_dvec(&hsrd[ii]);
blasfeo_free_dvec(&hsrm[ii]);
v_free_align(work_space_res);
/************************************************
* print timings
************************************************/
printf("\ntime ipm full (in sec): %e", time_ipm_full);
printf("\ntime ipm cond (in sec): %e\n\n", time_ipm_cond);
/************************************************
* return
************************************************/
return 0;
}
int sim_lifted_irk(void *config_, sim_in *in, sim_out *out, void *opts_, void *mem_,
void *work_)
{
// typecasting
sim_config *config = config_;
sim_opts *opts = opts_;
sim_lifted_irk_memory *memory = (sim_lifted_irk_memory *) mem_;
void *dims_ = in->dims;
sim_lifted_irk_dims *dims = (sim_lifted_irk_dims *) dims_;
sim_lifted_irk_workspace *workspace =
(sim_lifted_irk_workspace *) sim_lifted_irk_cast_workspace(config, dims, opts,
work_);
int nx = dims->nx;
int nu = dims->nu;
int nz = dims->nz;
int ns = opts->ns;
if ( opts->ns != opts->tableau_size )
{
printf("Error in sim_lifted_irk: the Butcher tableau size does not match ns");
return ACADOS_FAILURE;
}
// assert - only use supported features
if (nz != 0)
{
printf("nz should be zero - DAEs are not supported by the lifted IRK integrator");
return ACADOS_FAILURE;
}
if (opts->output_z)
{
printf("opts->output_z should be false - DAEs are not supported for the lifted IRK integrator");
return ACADOS_FAILURE;
}
if (opts->sens_algebraic)
{
printf("opts->sens_algebraic should be false - DAEs are not supported for the lifted IRK integrator");
return ACADOS_FAILURE;
}
int ii, jj, ss;
double a;
double *x = in->x;
double *u = in->u;
double *S_forw_in = in->S_forw;
// int newton_iter = opts->newton_iter; // not used; always 1 in lifted
double *A_mat = opts->A_mat;
double *b_vec = opts->b_vec;
int num_steps = opts->num_steps;
double step = in->T / num_steps;
// TODO(FreyJo): this should be an option!
int update_sens = memory->update_sens;
int *ipiv = workspace->ipiv;
struct blasfeo_dmat *JGK = memory->JGK;
struct blasfeo_dmat *S_forw = memory->S_forw;
struct blasfeo_dmat *J_temp_x = workspace->J_temp_x;
struct blasfeo_dmat *J_temp_xdot = workspace->J_temp_xdot;
struct blasfeo_dmat *J_temp_u = workspace->J_temp_u;
struct blasfeo_dvec *rG = workspace->rG;
struct blasfeo_dvec *K = memory->K;
struct blasfeo_dmat *JGf = memory->JGf;
struct blasfeo_dmat *JKf = memory->JKf;
struct blasfeo_dvec *xt = workspace->xt;
struct blasfeo_dvec *xn = workspace->xn;
struct blasfeo_dvec *xn_out = workspace->xn_out;
struct blasfeo_dvec *dxn = workspace->dxn;
struct blasfeo_dvec *w = workspace->w;
double *x_out = out->xn;
double *S_forw_out = out->S_forw;
struct blasfeo_dvec_args ext_fun_in_K;
ext_fun_arg_t ext_fun_type_in[3];
void *ext_fun_in[3];
struct blasfeo_dvec_args ext_fun_out_rG;
ext_fun_arg_t ext_fun_type_out[5];
void *ext_fun_out[5];
lifted_irk_model *model = in->model;
acados_timer timer, timer_ad;
double timing_ad = 0.0;
if (opts->sens_adj)
{
printf("LIFTED_IRK with ADJOINT SENSITIVITIES - NOT IMPLEMENTED YET - EXITING.");
exit(1);
}
blasfeo_dgese(nx, nx, 0.0, J_temp_x, 0, 0);
blasfeo_dgese(nx, nx, 0.0, J_temp_xdot, 0, 0);
blasfeo_dgese(nx, nu, 0.0, J_temp_x, 0, 0);
blasfeo_dvecse(nx * ns, 0.0, rG, 0);
// TODO(dimitris): shouldn't this be NF instead of nx+nu??
if (update_sens) blasfeo_pack_dmat(nx, nx + nu, S_forw_in, nx, S_forw, 0, 0);
blasfeo_dvecse(nx * ns, 0.0, rG, 0);
blasfeo_pack_dvec(nx, x, xn, 0);
blasfeo_pack_dvec(nx, x, xn_out, 0);
blasfeo_dvecse(nx, 0.0, dxn, 0);
// start the loop
acados_tic(&timer);
for (ss = 0; ss < num_steps; ss++)
{
// initialize
blasfeo_dgese(nx * ns, nx * ns, 0.0, JGK, 0, 0);
blasfeo_dgese(nx * ns, nx + nu, 0.0, JGf, 0, 0);
// expansion step (K variables)
// compute x and u step
blasfeo_pack_dvec(nx, in->x, w, 0);
blasfeo_pack_dvec(nu, in->u, w, nx);
blasfeo_daxpy(nx, -1.0, memory->x, 0, w, 0, w, 0);
blasfeo_daxpy(nu, -1.0, memory->u, 0, w, nx, w, nx);
blasfeo_dgemv_n(nx * ns, nx + nu, 1.0, &JKf[ss], 0, 0, w, 0, 1.0, &K[ss], 0, &K[ss], 0);
blasfeo_pack_dvec(nx, in->x, memory->x, 0);
blasfeo_pack_dvec(nu, in->u, memory->u, 0);
// reset value of JKf
blasfeo_dgese(nx * ns, nx + nu, 0.0, &JKf[ss], 0, 0);
for (ii = 0; ii < ns; ii++) // ii-th row of tableau
{
// take x(n); copy a strvec into a strvec
blasfeo_dveccp(nx, xn, 0, xt, 0);
for (jj = 0; jj < ns; jj++)
{ // jj-th col of tableau
a = A_mat[ii + ns * jj];
if (a != 0)
{
// xt = xt + T_int * a[i,j]*K_j
a *= step;
blasfeo_daxpy(nx, a, &K[ss], jj * nx, xt, 0, xt, 0);
}
}
if (!update_sens)
{
// compute the residual of implicit ode at time t_ii, store value in rGt
acados_tic(&timer_ad);
ext_fun_type_in[0] = BLASFEO_DVEC;
ext_fun_in[0] = xt; // x: nx
ext_fun_type_in[1] = BLASFEO_DVEC_ARGS;
ext_fun_in_K.xi = ii * nx;
ext_fun_in_K.x = &K[ss];
ext_fun_in[1] = &ext_fun_in_K; // K[ii*nx]: nx
ext_fun_type_in[2] = COLMAJ;
ext_fun_in[2] = u; // u: nu
ext_fun_type_out[0] = BLASFEO_DVEC_ARGS;
ext_fun_out_rG.x = rG;
ext_fun_out_rG.xi = ii * nx;
ext_fun_out[0] = &ext_fun_out_rG; // fun: nx
model->impl_ode_fun->evaluate(model->impl_ode_fun, ext_fun_type_in, ext_fun_in,
ext_fun_type_out, ext_fun_out);
timing_ad += acados_toc(&timer_ad);
}
else
{
// compute the jacobian of implicit ode
acados_tic(&timer_ad);
ext_fun_type_in[0] = BLASFEO_DVEC;
ext_fun_in[0] = xt; // x: nx
ext_fun_type_in[1] = BLASFEO_DVEC_ARGS;
ext_fun_in_K.xi = ii * nx; // K[ii*nx]: nx
ext_fun_in_K.x = &K[ss];
ext_fun_in[1] = &ext_fun_in_K;
ext_fun_type_in[2] = COLMAJ;
ext_fun_in[2] = u; // u: nu
ext_fun_type_out[0] = BLASFEO_DVEC_ARGS;
ext_fun_out_rG.x = rG;
ext_fun_out_rG.xi = ii * nx;
ext_fun_out[0] = &ext_fun_out_rG; // fun: nx
ext_fun_type_out[1] = BLASFEO_DMAT;
ext_fun_out[1] = J_temp_x; // jac_x: nx*nx
ext_fun_type_out[2] = BLASFEO_DMAT;
ext_fun_out[2] = J_temp_xdot; // jac_xdot: nx*nx
ext_fun_type_out[3] = BLASFEO_DMAT;
ext_fun_out[3] = J_temp_u; // jac_u: nx*nu
model->impl_ode_fun_jac_x_xdot_u->evaluate(model->impl_ode_fun_jac_x_xdot_u,
ext_fun_type_in, ext_fun_in,
ext_fun_type_out, ext_fun_out);
timing_ad += acados_toc(&timer_ad);
blasfeo_dgecp(nx, nx, J_temp_x, 0, 0, JGf, ii * nx, 0);
blasfeo_dgecp(nx, nu, J_temp_u, 0, 0, JGf, ii * nx, nx);
for (jj = 0; jj < ns; jj++)
{
// compute the block (ii,jj)th block of JGK
a = A_mat[ii + ns * jj];
if (a != 0)
{
a *= step;
blasfeo_dgead(nx, nx, a, J_temp_x, 0, 0, JGK, ii * nx, jj * nx);
}
if (jj == ii)
{
blasfeo_dgead(nx, nx, 1, J_temp_xdot, 0, 0, JGK, ii * nx, jj * nx);
}
} // end jj
}
} // end ii
// obtain x(n+1) before updating K(n)
for (ii = 0; ii < ns; ii++)
blasfeo_daxpy(nx, step * b_vec[ii], &K[ss], ii * nx, xn, 0, xn, 0);
// DGETRF computes an LU factorization of a general M-by-N matrix A
// using partial pivoting with row interchanges.
if (update_sens)
{
blasfeo_dgetrf_rp(nx * ns, nx * ns, JGK, 0, 0, JGK, 0, 0, ipiv);
}
// update r.h.s (6.23, Quirynen2017)
blasfeo_dgemv_n(nx * ns, nx, 1.0, JGf, 0, 0, dxn, 0, 1.0, rG, 0, rG, 0);
// permute also the r.h.s
blasfeo_dvecpe(nx * ns, ipiv, rG, 0);
// solve JGK * y = rG, JGK on the (l)eft, (l)ower-trian, (n)o-trans
// (u)nit trian
blasfeo_dtrsv_lnu(nx * ns, JGK, 0, 0, rG, 0, rG, 0);
// solve JGK * x = rG, JGK on the (l)eft, (u)pper-trian, (n)o-trans
// (n)o unit trian , and store x in rG
blasfeo_dtrsv_unn(nx * ns, JGK, 0, 0, rG, 0, rG, 0);
// scale and add a generic strmat into a generic strmat // K = K - rG, where rG is DeltaK
blasfeo_daxpy(nx * ns, -1.0, rG, 0, &K[ss], 0, &K[ss], 0);
// obtain dx(n)
for (ii = 0; ii < ns; ii++)
blasfeo_daxpy(nx, -step * b_vec[ii], rG, ii * nx, dxn, 0, dxn, 0);
// update JKf
blasfeo_dgemm_nn(nx * ns, nx + nu, nx, 1.0, JGf, 0, 0, S_forw, 0, 0, 0.0, &JKf[ss], 0, 0,
&JKf[ss], 0, 0);
blasfeo_dgead(nx * ns, nu, 1.0, JGf, 0, nx, &JKf[ss], 0, nx);
blasfeo_drowpe(nx * ns, ipiv, &JKf[ss]);
blasfeo_dtrsm_llnu(nx * ns, nx + nu, 1.0, JGK, 0, 0, &JKf[ss], 0, 0, &JKf[ss], 0, 0);
blasfeo_dtrsm_lunn(nx * ns, nx + nu, 1.0, JGK, 0, 0, &JKf[ss], 0, 0, &JKf[ss], 0, 0);
// update forward sensitivity
for (jj = 0; jj < ns; jj++)
blasfeo_dgead(nx, nx + nu, -step * b_vec[jj], &JKf[ss], jj * nx, 0, S_forw, 0, 0);
// obtain x(n+1)
for (ii = 0; ii < ns; ii++)
blasfeo_daxpy(nx, step * b_vec[ii], &K[ss], ii * nx, xn_out, 0, xn_out, 0);
} // end int step ss
// extract output
blasfeo_unpack_dvec(nx, xn_out, 0, x_out);
blasfeo_unpack_dmat(nx, nx + nu, S_forw, 0, 0, S_forw_out, nx);
out->info->CPUtime = acados_toc(&timer);
out->info->LAtime = 0.0;
out->info->ADtime = timing_ad;
return 0;
}
