8000 Getters for partial condensing matrices Q, R, S by FreyJo · Pull Request #1145 · acados/acados · GitHub
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Getters for partial condensing matrices Q, R, S #1145

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Merged
merged 3 commits into from
Jul 8, 2024
Merged

Getters for partial condensing matrices Q, R, S #1145

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aef79be
implement getter for pcond_Q, pcond_R, pcond_S
FreyJo Jul 5, 2024
ad6064a
add dimension names in C interface get_from_attr functions
FreyJo Jul 5, 2024
50ca1a7
test getting pcond matrices and sanity check their dimensions
FreyJo Jul 5, 2024
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33 changes: 30 additions & 3 deletions acados/ocp_qp/ocp_qp_xcond_solver.c
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Original file line number Diff line number Diff line change
Expand Up @@ -143,10 +143,37 @@ void ocp_qp_xcond_solver_dims_set_(void *config_, ocp_qp_xcond_solver_dims *dims
void ocp_qp_xcond_solver_dims_get_(void *config_, ocp_qp_xcond_solver_dims *dims,
int stage, const char *field, int* value)
{
// get from orig_dims
ocp_qp_dims_get(config_, dims->orig_dims, stage, field, value);
// extract module name
char module[MAX_STR_LEN];
char *ptr_module = NULL;
int module_length;
char *char_ = strchr(field, '_');
if (char_!=NULL)
{
module_length = char_-field;
for (int ii=0; ii<module_length; ii++)
module[ii] = field[ii];
module[module_length] = '\0'; // add end of string
ptr_module = module;
}

return;
// pass options to QP module
if ( ptr_module!=NULL && (!strcmp(ptr_module, "pcond")) )
{
ocp_qp_xcond_solver_config *config = config_;
ocp_qp_xcond_config *xcond = config->xcond;
void *xcond_qp_dims;
xcond->dims_get(xcond, dims->xcond_dims, "xcond_dims", &xcond_qp_dims);
ocp_qp_dims_get(config_, xcond_qp_dims, stage, &field[6], value);
return;
}
else
{
// get from orig_dims
ocp_qp_dims_get(config_, dims->orig_dims, stage, field, value);

return;
}
}


Expand Down
36 changes: 33 additions & 3 deletions examples/acados_python/pendulum_on_cart/ocp/nonuniform_discretization_example.py
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Original file line number Diff line number Diff line change
Expand Up @@ -38,6 +38,10 @@
import scipy.linalg
from utils import plot_pendulum

import matplotlib.pyplot as plt

import casadi as ca

TOL = 1e-7

def main(discretization='shooting_nodes'):
Expand Down Expand Up @@ -147,9 +151,6 @@ def main(discretization='shooting_nodes'):
simulink_opts = json.load(f)
ocp_solver = AcadosOcpSolver(ocp, json_file = 'acados_ocp.json', simulink_opts = simulink_opts, verbose=False)

# ocp_solver = AcadosOcpSolver(ocp, json_file = 'acados_ocp.json')


simX = np.zeros((N+1, nx))
simU = np.zeros((N, nu))

Expand Down Expand Up @@ -178,6 +179,35 @@ def main(discretization='shooting_nodes'):
simU[i,:] = ocp_solver.get(i, "u")
simX[N,:] = ocp_solver.get(N, "x")

# get condensed Hessian
pcond_H = []
pcond_Q = []
pcond_R = []
pcond_S = []
for i in range(ocp.solver_options.qp_solver_cond_N+1):
pcond_Q.append(ocp_solver.get_from_qp_in(i, "pcond_Q"))
pcond_R.append(ocp_solver.get_from_qp_in(i, "pcond_R"))
pcond_S.append(ocp_solver.get_from_qp_in(i, "pcond_S"))

pcond_RSQ = ca.blockcat(pcond_Q[-1], pcond_S[-1].T, pcond_S[-1], pcond_R[-1]).full()
# copy lower triangular part to upper triangular part
pcond_RSQ = np.tril(pcond_RSQ) + np.tril(pcond_RSQ, -1).T
pcond_H.append(pcond_RSQ)

# pcond_H = ocp_solver.get_from_qp_in(ocp.solver_options.qp_solver_cond_N, "pcond_H")
# print("pcond_H", pcond_H)
# pcond_H_mat = scipy.linalg.block_diag(*pcond_H)
# plt.spy(pcond_H_mat)
# plt.show()

# check dimensions of partially condensed matrices
assert pcond_Q[0].shape == (0, 0)
for i in range(1, ocp.solver_options.qp_solver_cond_N+1):
assert pcond_Q[i].shape == (nx, nx)
for i in range(ocp.solver_options.qp_solver_cond_N+1):
block_size = ocp.solver_options.qp_solver_cond_block_size[i]
assert pcond_R[i].shape == (nu*block_size, nu*block_size)

print("inequality multipliers at stage 1")
print(ocp_solver.get(1, "lam")) # inequality multipliers at stage 1
print("slack values at stage 1")
Expand Down
61 changes: 47 additions & 14 deletions interfaces/acados_c/ocp_nlp_interface.c
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Expand Up @@ -612,23 +612,23 @@ int ocp_nlp_dims_get_from_attr(ocp_nlp_config *config, ocp_nlp_dims *dims, ocp_n
int dims_value = -1;

// ocp_nlp_dims
if (!strcmp(field, "x"))
if (!strcmp(field, "x") || !strcmp(field, "nx"))
{
return dims->nx[stage];
}
else if (!strcmp(field, "pi"))
{
return dims->nx[stage+1];
}
else if (!strcmp(field, "u"))
else if (!strcmp(field, "u") || !strcmp(field, "nu"))
{
return dims->nu[stage];
}
else if (!strcmp(field, "z"))
else if (!strcmp(field, "z") || !strcmp(field, "nz"))
{
return dims->nz[stage];
}
else if (!strcmp(field, "p"))
else if (!strcmp(field, "p") || !strcmp(field, "np"))
{
return dims->np[stage];
}
Expand Down Expand Up @@ -662,32 +662,32 @@ int ocp_nlp_dims_get_from_attr(ocp_nlp_config *config, ocp_nlp_dims *dims, ocp_n
return dims_value;
}
// ocp_nlp_constraints_dims
else if (!strcmp(field, "lbx") || !strcmp(field, "ubx"))
else if (!strcmp(field, "lbx") || !strcmp(field, "ubx") || !strcmp(field, "nbx"))
{
config->constraints[stage]->dims_get(config->constraints[stage], dims->constraints[stage],
"nbx", &dims_value);
return dims_value;
}
else if (!strcmp(field, "lbu") || !strcmp(field, "ubu"))
else if (!strcmp(field, "lbu") || !strcmp(field, "ubu") || !strcmp(field, "nbu"))
{
config->constraints[stage]->dims_get(config->constraints[stage], dims->constraints[stage],
"nbu", &dims_value);
return dims_value;
}
else if (!strcmp(field, "lg") || !strcmp(field, "ug"))
else if (!strcmp(field, "lg") || !strcmp(field, "ug") || !strcmp(field, "ng"))
{
config->constraints[stage]->dims_get(config->constraints[stage], dims->constraints[stage],
"ng", &dims_value);
return dims_value;
}
else if (!strcmp(field, "lh") || !strcmp(field, "uh"))
else if (!strcmp(field, "lh") || !strcmp(field, "uh") || !strcmp(field, "nh"))
{
config->constraints[stage]->dims_get(config->constraints[stage], dims->constraints[stage],
"nh", &dims_value);
return dims_value;
}
// ocp_nlp_cost_dims
else if (!strcmp(field, "y_ref") || !strcmp(field, "yref"))
else if (!strcmp(field, "y_ref") || !strcmp(field, "yref") || !strcmp(field, "ny"))
{
config->cost[stage]->dims_get(config->cost[stage], dims->cost[stage],
"ny", &dims_value);
Expand All @@ -707,31 +707,31 @@ void ocp_nlp_constraint_dims_get_from_attr(ocp_nlp_config *config, ocp_nlp_dims
// vectors first
dims_out[1] = 0;
// ocp_nlp_constraints_dims
if (!strcmp(field, "lbx") || !strcmp(field, "ubx"))
if (!strcmp(field, "lbx") || !strcmp(field, "ubx") || !strcmp(field, "nbx"))
{
config->constraints[stage]->dims_get(config->constraints[stage], dims->constraints[stage],
"nbx", &dims_out[0]);
return;
}
else if (!strcmp(field, "uphi"))
else if (!strcmp(field, "uphi") || !strcmp(field, "nphi"))
{
config->constraints[stage]->dims_get(config->constraints[stage], dims->constraints[stage],
"nphi", &dims_out[0]);
return;
}
else if (!strcmp(field, "lbu") || !strcmp(field, "ubu"))
else if (!strcmp(field, "lbu") || !strcmp(field, "ubu") || !strcmp(field, "nbu"))
{
config->constraints[stage]->dims_get(config->constraints[stage], dims->constraints[stage],
"nbu", &dims_out[0]);
return;
}
else if (!strcmp(field, "lg") || !strcmp(field, "ug"))
else if (!strcmp(field, "lg") || !strcmp(field, "ug") || !strcmp(field, "ng"))
{
config->constraints[stage]->dims_get(config->constraints[stage], dims->constraints[stage],
"ng", &dims_out[0]);
return;
}
else if (!strcmp(field, "lh") || !strcmp(field, "uh"))
else if (!strcmp(field, "lh") || !strcmp(field, "uh") || !strcmp(field, "nh"))
{
config->constraints[stage]->dims_get(config->constraints[stage], dims->constraints[stage],
"nh", &dims_out[0]);
Expand Down Expand Up @@ -855,6 +855,21 @@ void ocp_nlp_qp_dims_get_from_attr(ocp_nlp_config *config, ocp_nlp_dims *dims, o
config->qp_solver->dims_get(config->qp_solver, dims->qp_solver, stage, "nbu", &dims_out[0]);
dims_out[1] = 1;
}
else if (!strcmp(field, "pcond_R"))
{
config->qp_solver->dims_get(config->qp_solver, dims->qp_solver, stage, "pcond_nu", &dims_out[0]);
config->qp_solver->dims_get(config->qp_solver, dims->qp_solver, stage, "pcond_nu", &dims_out[1]);
}
else if (!strcmp(field, "pcond_Q"))
{
config->qp_solver->dims_get(config->qp_solver, dims->qp_solver, stage, "pcond_nx", &dims_out[0]);
config->qp_solver->dims_get(config->qp_solver, dims->qp_solver, stage, "pcond_nx", &dims_out[1]);
}
else if (!strcmp(field, "pcond_S"))
{
config->qp_solver->dims_get(config->qp_solver, dims->qp_solver, stage, "pcond_nu", &dims_out[0]);
config->qp_solver->dims_get(config->qp_solver, dims->qp_solver, stage, "pcond_nx", &dims_out[1]);
}
else
{
printf("\nerror: ocp_nlp_qp_dims_get_from_attr: field %s not available\n", field);
Expand Down Expand Up @@ -1265,6 +1280,24 @@ void ocp_nlp_get_at_stage(ocp_nlp_config *config, ocp_nlp_dims *dims, ocp_nlp_so
}
xcond_solver_config->solver_get(xcond_solver_config, nlp_mem->qp_in, nlp_mem->qp_out, nlp_opts->qp_solver_opts, nlp_mem->qp_solver_mem, field, stage, value, size1, size2);
}
else if (!strcmp(field, "pcond_Q"))
{
ocp_qp_in *pcond_qp_in;
ocp_nlp_get(config, solver, "qp_xcond_in", &pcond_qp_in);
d_ocp_qp_get_Q(stage, pcond_qp_in, value);
}
else if (!strcmp(field, "pcond_R"))
{
ocp_qp_in *pcond_qp_in;
ocp_nlp_get(config, solver, "qp_xcond_in", &pcond_qp_in);
d_ocp_qp_get_R(stage, pcond_qp_in, value);
}
else if (!strcmp(field, "pcond_S"))
{
ocp_qp_in *pcond_qp_in;
ocp_nlp_get(config, solver, "qp_xcond_in", &pcond_qp_in);
d_ocp_qp_get_S(stage, pcond_qp_in, value);
}
else
{
printf("\nerror: ocp_nlp_get_at_stage: field %s not available\n", field);
Expand Down
10 changes: 8 additions & 2 deletions interfaces/acados_template/acados_template/acados_ocp_solver.py
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Original file line number Diff line number Diff line change
Expand Up @@ -263,6 +263,7 @@ def __init__(self, acados_ocp: Union[AcadosOcp, AcadosMultiphaseOcp], json_file=
self.__qp_cost_fields = ['Q', 'R', 'S', 'q', 'r']
self.__qp_constraint_fields = ['C', 'D', 'lg', 'ug', 'lbx', 'ubx', 'lbu', 'ubu']
self.__qp_pc_hpipm_fields = ['P', 'K', 'Lr', 'p']
self.__qp_pc_fields = ['pcond_Q', 'pcond_R', 'pcond_S']

# set arg and res types
self.__acados_lib.ocp_nlp_dims_get_from_attr.argtypes = [c_void_p, c_void_p, c_void_p, c_int, c_char_p]
Expand Down Expand Up @@ -1374,7 +1375,10 @@ def get_from_qp_in(self, stage_: int, field_: str):
:param stage: integer corresponding to shooting node
:param field: string in ['A', 'B', 'b', 'Q', 'R', 'S', 'q', 'r', 'C', 'D', 'lg', 'ug', 'lbx', 'ubx', 'lbu', 'ubu']

Note: additional supported fields are ['P', 'K', 'Lr'], which can be extracted form QP solver PARTIAL_CONDENSING_HPIPM.
Note:
- additional supported fields are ['P', 'K', 'Lr'], which can be extracted form QP solver PARTIAL_CONDENSING_HPIPM.
- for PARTIAL_CONDENSING_* QP solvers, the following additional fields are available:
['pcond_Q', 'pcond_R', 'pcond_S']
"""
# idx* should be added too..
if not isinstance(stage_, int):
Expand All @@ -1383,13 +1387,15 @@ def get_from_qp_in(self, stage_: int, field_: str):
raise Exception("stage should be <= self.N")
if field_ in self.__qp_dynamics_fields and stage_ >= self.N:
raise ValueError(f"dynamics field {field_} not available at terminal stage")
if field_ not in self.__qp_dynamics_fields + self.__qp_cost_fields + self.__qp_constraint_fields + self.__qp_pc_hpipm_fields:
if field_ not in self.__qp_dynamics_fields + self.__qp_cost_fields + self.__qp_constraint_fields + self.__qp_pc_hpipm_fields + self.__qp_pc_fields:
raise Exception(f"field {field_} not supported.")
if field_ in self.__qp_pc_hpipm_fields:
if self.acados_ocp.solver_options.qp_solver != "PARTIAL_CONDENSING_HPIPM" or self.acados_ocp.solver_options.qp_solver_cond_N != self.acados_ocp.dims.N:
raise Exception(f"field {field_} only works for PARTIAL_CONDENSING_HPIPM QP solver with qp_solver_cond_N == N.")
if field_ in ["P", "K", "p"] and stage_ == 0 and self.acados_ocp.dims.nbxe_0 > 0:
raise Exception(f"getting field {field_} at stage 0 only works without x0 elimination (see nbxe_0).")
if field_ in self.__qp_pc_fields and not self.acados_ocp.solver_options.qp_solver.startswith("PARTIAL_CONDENSING"):
raise Exception(f"field {field_} only works for PARTIAL_CONDENSING QP solvers.")

field = field_.encode('utf-8')
stage = c_int(stage_)
Expand Down
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