Exemplo n.º 1
0
/* ----------------------------------------------
 *
 >>>>>>                                           */
return_t qpDUNES_init(	qpData_t* const qpData,
						const real_t* const H_,
						const real_t* const g_,
						const real_t* const C_,
						const real_t* const c_,
						const real_t* const zLow_,
						const real_t* const zUpp_,
						const real_t* const D_,
						const real_t* const dLow_,
						const real_t* const dUpp_
						)
{
	int_t kk;

	int_t nDoffset = 0;

	boolean_t isLTI = QPDUNES_FALSE;	/* todo: auto-detect, or specify through interface! */


	/** set up regular intervals */
	for( kk=0; kk<_NI_; ++kk )
	{
		qpDUNES_setupRegularInterval( qpData, qpData->intervals[kk],
								   offsetArray(H_, kk*_NZ_*_NZ_), 0, 0, 0, offsetArray(g_, kk*_NZ_),
								   offsetArray(C_, kk*_NX_*_NZ_), 0, 0, offsetArray(c_, kk*_NX_),
								   offsetArray(zLow_, kk*_NZ_), offsetArray(zUpp_, kk*_NZ_), 0, 0, 0, 0,
								   offsetArray(D_, nDoffset*_NZ_), offsetArray(dLow_, nDoffset), offsetArray(dUpp_, nDoffset) );
		nDoffset += qpData->intervals[kk]->nD;
	}
	/** set up final interval */
	qpDUNES_setupFinalInterval( qpData, qpData->intervals[_NI_],
							 offsetArray(H_, _NI_*_NZ_*_NZ_), offsetArray(g_, _NI_*_NZ_),
							 offsetArray(zLow_, _NI_*_NZ_), offsetArray(zUpp_, _NI_*_NZ_),
							 offsetArray(D_, nDoffset*_NZ_), offsetArray(dLow_, nDoffset), offsetArray(dUpp_, nDoffset) );


	/** determine local QP solvers and set up auxiliary data */
	qpDUNES_setupAllLocalQPs( qpData, isLTI );


	/* reset current active set to force Hessian refactorization (needed due to data change) */
	qpDUNES_indicateDataChange( qpData );


	return QPDUNES_OK;
}
Exemplo n.º 2
0
int main( )
{
	int i;
	int k;
	boolean_t isLTI;
	
	unsigned int nI = 30;
	unsigned int nX = 12;
	unsigned int nU = 3;
	unsigned int* nD = 0;
//	unsigned int nD[30+1] =
//		{	12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3,	/* 10 */
//			12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3,	/* 10 */
//			12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3, 12+3,	/* 10 */
//			12
//		};

		
	double x0[12] = 
		{ 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0, 1.0 };
		
	
	double Q[12*12] =
		{	1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
			0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
			0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
			0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
			0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
			0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0,
			0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0,
			0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0, 0.0,
			0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0, 0.0,
			0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 0.0,
			0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0,
			0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 1.0
		};
	
	double R[3*3] =
		{	1.0, 0.0, 0.0,
			0.0, 1.0, 0.0,
			0.0, 0.0, 1.0
		};
	double *S=0;
	
	double* P = Q;
	
	double A[12*12] =	/** problematric that only 4 digits precision?? */
// 		{	0.7627,    0.1149,    0.0025,    0.0000,    0.0000,    0.0000,    0.4596,    0.0198,    0.0003,    0.0000,    0.0000,    0.0000,
// 			0.1149,    0.7652,    0.1149,    0.0025,    0.0000,    0.0000,    0.0198,    0.4599,    0.0198,    0.0003,    0.0000,    0.0000,
// 			0.0025,    0.1149,    0.7652,    0.1149,    0.0025,    0.0000,    0.0003,    0.0198,    0.4599,    0.0198,    0.0003,    0.0000,
// 			0.0000,    0.0025,    0.1149,    0.7652,    0.1149,    0.0025,    0.0000,    0.0003,    0.0198,    0.4599,    0.0198,    0.0003,
// 			0.0000,    0.0000,    0.0025,    0.1149,    0.7652,    0.1149,    0.0000,    0.0000,    0.0003,    0.0198,    0.4599,    0.0198,
// 			0.0000,    0.0000,    0.0000,    0.0025,    0.1149,    0.7627,    0.0000,    0.0000,    0.0000,    0.0003,    0.0198,    0.4596,
// 			-0.8994,    0.4202,    0.0193,    0.0002,    0.0000,    0.0000,    0.7627,    0.1149,    0.0025,    0.0000,    0.0000,    0.0000,
// 			0.4202,   -0.8801,    0.4205,    0.0193,    0.0002,    0.0000,    0.1149,    0.7652,    0.1149,    0.0025,    0.0000,    0.0000,
// 			0.0193,    0.4205,   -0.8801,    0.4205,    0.0193,    0.0002,    0.0025,    0.1149,    0.7652,    0.1149,    0.0025,    0.0000,
// 			0.0002,    0.0193,    0.4205,   -0.8801,    0.4205,    0.0193,    0.0000,    0.0025,    0.1149,    0.7652,    0.1149,    0.0025,
// 			0.0000,    0.0002,    0.0193,    0.4205,   -0.8801,    0.4202,    0.0000,    0.0000,    0.0025,    0.1149,    0.7652,    0.1149,
// 			0.0000,    0.0000,    0.0002,    0.0193,    0.4202,   -0.8994,    0.0000,    0.0000,    0.0000,    0.0025,    0.1149,    0.7627
// 		};
		{	7.6272104759e-01,1.1488254659e-01,2.4765447407e-03,2.0938074941e-05,9.4222941754e-08,2.6306013529e-10,4.5961393973e-01,1.9813111713e-02,2.5126005603e-04,1.5075750676e-06,5.2612302474e-09,1.1999300634e-11,
		1.1488254659e-01,7.6519759233e-01,1.1490348467e-01,2.4766389636e-03,2.0938338001e-05,9.4222941754e-08,1.9813111713e-02,4.5986519978e-01,1.9814619288e-02,2.5126531726e-04,1.5075870669e-06,5.2612302474e-09,
		2.4765447407e-03,1.1490348467e-01,7.6519768656e-01,1.1490348493e-01,2.4766389636e-03,2.0938074941e-05,2.5126005603e-04,1.9814619288e-02,4.5986520504e-01,1.9814619300e-02,2.5126531726e-04,1.5075750676e-06,
		2.0938074941e-05,2.4766389636e-03,1.1490348493e-01,7.6519768656e-01,1.1490348467e-01,2.4765447407e-03,1.5075750676e-06,2.5126531726e-04,1.9814619300e-02,4.5986520504e-01,1.9814619288e-02,2.5126005603e-04,
		9.4222941754e-08,2.0938338001e-05,2.4766389636e-03,1.1490348467e-01,7.6519759233e-01,1.1488254659e-01,5.2612302474e-09,1.5075870669e-06,2.5126531726e-04,1.9814619288e-02,4.5986519978e-01,1.9813111713e-02,
		2.6306013529e-10,9.4222941754e-08,2.0938074941e-05,2.4765447407e-03,1.1488254659e-01,7.6272104759e-01,1.1999300634e-11,5.2612302474e-09,1.5075750676e-06,2.5126005603e-04,1.9813111713e-02,4.5961393973e-01,
		-8.9941476774e-01,4.2023897636e-01,1.9312099176e-02,2.4825016712e-04,1.4970646064e-06,5.2372316461e-09,7.6272104759e-01,1.1488254659e-01,2.4765447407e-03,2.0938074941e-05,9.4222941754e-08,2.6306013529e-10,
		4.2023897636e-01,-8.8010266857e-01,4.2048722652e-01,1.9313596240e-02,2.4825540436e-04,1.4970646064e-06,1.1488254659e-01,7.6519759233e-01,1.1490348467e-01,2.4766389636e-03,2.0938338001e-05,9.4222941754e-08,
		1.9312099176e-02,4.2048722652e-01,-8.8010117150e-01,4.2048723176e-01,1.9313596240e-02,2.4825016712e-04,2.4765447407e-03,1.1490348467e-01,7.6519768656e-01,1.1490348493e-01,2.4766389636e-03,2.0938074941e-05,
		2.4825016712e-04,1.9313596240e-02,4.2048723176e-01,-8.8010117150e-01,4.2048722652e-01,1.9312099176e-02,2.0938074941e-05,2.4766389636e-03,1.1490348493e-01,7.6519768656e-01,1.1490348467e-01,2.4765447407e-03,
		1.4970646064e-06,2.4825540436e-04,1.9313596240e-02,4.2048722652e-01,-8.8010266857e-01,4.2023897636e-01,9.4222941754e-08,2.0938338001e-05,2.4766389636e-03,1.1490348467e-01,7.6519759233e-01,1.1488254659e-01,
		5.2372316461e-09,1.4970646064e-06,2.4825016712e-04,1.9312099176e-02,4.2023897636e-01,-8.9941476774e-01,2.6306013529e-10,9.4222941754e-08,2.0938074941e-05,2.4765447407e-03,1.1488254659e-01,7.6272104759e-01
		};
	
	double B[12*3] =
// 		{	 0.1174,    0.0000,    0.0000,
// 			-0.1174,    0.0025,    0.0000,
// 			-0.0025,    0.1199,    0.0025,
// 			-0.0000,    0.0000,    0.1199,
// 			-0.0000,   -0.1199,    0.0000,
// 			-0.0000,   -0.0025,   -0.1199,
// 			0.4398,    0.0003,    0.0000,
// 			-0.4401,    0.0198,    0.0003,
// 			-0.0196,    0.4596,    0.0198,
// 			-0.0002,    0.0000,    0.4596,
// 			-0.0000,   -0.4596,    0.0000,
// 			-0.0000,   -0.0198,   -0.4594,
// 		};
		{
			1.1738012390e-01,2.1127047947e-05,9.4750064792e-08,
			-1.1740125121e-01,2.5187046136e-03,2.1127312010e-05,
			-2.4976720527e-03,1.1989882851e-01,2.5187046146e-03,
			-2.1032825507e-05,5.0104061525e-13,1.1989882877e-01,
			-9.4487004629e-08,-1.1989882825e-01,9.4750566331e-08,
			-2.6356150520e-10,-2.5186098636e-03,-1.1987770120e-01,
			4.3980082801e-01,2.5125479480e-04,1.5075630683e-06,
			-4.4005208807e-01,1.9813111701e-02,2.5126005603e-04,
			-1.9563359232e-02,4.5961393973e-01,1.9813111725e-02,
			-2.4975774219e-04,1.1999307797e-11,4.5961394499e-01,
			-1.5023258367e-06,-4.5961393447e-01,1.5075750676e-06,
			-5.2492309467e-09,-1.9811604138e-02,-4.5936267967e-01,			
		};
	
	double c[12] = 
		{	0.0,
			0.0,
			0.0,
			0.0,
			0.0,
			0.0,
			0.0,
			0.0,
			0.0,
			0.0,
			0.0,
			0.0	};
			
			
	double xLow[12] = 
		{	-4, -4, -4, -4, -4, -4, -4, -4, -4, -4, -4, -4		};
	
	double xUpp[12] = 
		{	4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4, 4,		};
	double uLow[3] = 
		{ -0.5, -0.5, -0.5 };
	double uUpp[3] = 
		{ 0.5, 0.5, 0.5 };
	/* double *xRef=0, *uRef=0; */
	
	qpData_t qpData;

	qpOptions_t qpOptions = qpDUNES_setupDefaultOptions();
	qpOptions.maxIter    = 20;
	qpOptions.printLevel = 1;
	qpOptions.stationarityTolerance = 1.e-6;
	qpOptions.equalityTolerance     = 2.221e-16;
	qpOptions.QPDUNES_ZERO             = 1.0e-50;
	qpOptions.QPDUNES_INFTY            = INFTY;
	qpOptions.maxNumLineSearchIterations            = 4;
	
	qpDUNES_setup( &qpData, nI, nX, nU, nD, &(qpOptions) );
	double t1 = getTime();
	return_t status;
	for ( k=0; k<1; ++k ) {
		for( i=0; i<nI; ++i )
		{
//		qpDUNES_setupSimpleBoundedInterval(  &qpData, qpData.intervals[i],Q,R,S, A,B,c, xLow,xUpp,uLow,uUpp );
		}
//	qpDUNES_setupSimpleBoundedInterval(  &qpData, qpData.intervals[nI], P,0,0, 0,0,0, xLow,xUpp,0,0 );

		status = qpDUNES_setupAllLocalQPs( &qpData, isLTI=QPDUNES_FALSE );	/* determine local QP solvers and set up auxiliary data */
		if (status != QPDUNES_OK) return 1;


// 	double t1 = getTime();
// 	for ( i=0; i<100; ++i ) {
//		qpDUNES_solve( &qpData, x0 );
		/* TODO: adapt to use MPC interface */
		status = qpDUNES_solve( &qpData );
		if (status != QPDUNES_OK) return 2;
	}
	double t2 = getTime();
	
// 	printf( "Computation time: %lf ms\n", 1e3*(t2-t1) );
	printf( "Average computation time of 100 runs: %lf ms\n", 1e3*(t2-t1)/1 );
	
	qpDUNES_cleanup( &qpData );
	
	return 0;
}
Exemplo n.º 3
0
Arquivo: ocp.cpp Projeto: GCTMODS/nmpc
/*
Uses all of the information calculated so far to set up the various qpDUNES
datastructures in preparation for the feedback step.
This is really inefficient right now – there's heaps of probably unnecessary
copying going on.
*/
void OptimalControlProblem::initialise_qp() {
    uint32_t i;
    real_t Q[NMPC_DELTA_DIM*NMPC_DELTA_DIM];
    Eigen::Map<StateWeightMatrix> Q_map(Q);
    real_t R[NMPC_CONTROL_DIM*NMPC_CONTROL_DIM];
    Eigen::Map<ControlWeightMatrix> R_map(R);
    real_t P[NMPC_DELTA_DIM*NMPC_DELTA_DIM];
    Eigen::Map<StateWeightMatrix> P_map(P);
    real_t g[NMPC_GRADIENT_DIM];
    Eigen::Map<GradientVector> g_map(g);
    real_t C[(NMPC_STATE_DIM-1)*NMPC_GRADIENT_DIM];
    Eigen::Map<ContinuityConstraintMatrix> C_map(C);
    real_t c[NMPC_DELTA_DIM];
    Eigen::Map<DeltaVector> c_map(c);
    real_t zLow[NMPC_GRADIENT_DIM];
    Eigen::Map<GradientVector> zLow_map(zLow);
    real_t zUpp[NMPC_GRADIENT_DIM];
    Eigen::Map<GradientVector> zUpp_map(zUpp);

    zLow_map.segment<NMPC_DELTA_DIM>(0) = lower_state_bound;
    zUpp_map.segment<NMPC_DELTA_DIM>(0) = upper_state_bound;

    /* Set up problem dimensions. */
    /* TODO: Determine number of affine constraints (D), and add them. */
    qpDUNES_setup(
        &qp_data,
        OCP_HORIZON_LENGTH,
        NMPC_DELTA_DIM,
        NMPC_CONTROL_DIM,
        0,
        &qp_options);

    return_t status_flag;

    /* Gradient vector fixed to zero. */
    g_map = GradientVector::Zero();

    /* Continuity constraint constant term fixed to zero. */
    c_map = DeltaVector::Zero();

    /* Zero Jacobians for now */
    C_map = ContinuityConstraintMatrix::Zero();

    Q_map = state_weights;
    R_map = control_weights;

    /* Copy the relevant data into the qpDUNES arrays. */
    zLow_map.segment<NMPC_CONTROL_DIM>(NMPC_DELTA_DIM) = lower_control_bound;
    zUpp_map.segment<NMPC_CONTROL_DIM>(NMPC_DELTA_DIM) = upper_control_bound;

    for(i = 0; i < OCP_HORIZON_LENGTH; i++) {
        status_flag = qpDUNES_setupRegularInterval(
            &qp_data, qp_data.intervals[i],
            0, Q, R, 0, g, C, 0, 0, c, zLow, zUpp, 0, 0, 0, 0, 0, 0, 0);
        AssertOK(status_flag);
    }

    /* Set up final interval. */
    P_map = terminal_weights;
    status_flag = qpDUNES_setupFinalInterval(&qp_data, qp_data.intervals[i],
        P, g, zLow, zUpp, 0, 0, 0);
    AssertOK(status_flag);

    qpDUNES_setupAllLocalQPs(&qp_data, QPDUNES_FALSE);

    qpDUNES_indicateDataChange(&qp_data);
}