10000 Migrate sensitivities of solution and value function of parameters to `p_global` by FreyJo · Pull Request #1316 · acados/acados · GitHub
[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
Skip to content

Migrate sensitivities of solution and value function of parameters to p_global #1316

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom
Merged
merged 15 commits into from
Oct 25, 2024
Merged

Migrate sensitivities of solution and value function of parameters to p_global #1316

merged 15 commits into from
Oct 25, 2024

Conversation

FreyJo
Copy link
Member
@FreyJo FreyJo commented Oct 25, 2024 •
edited
Loading

Solution sensitivities with respect to parameters and derivatives of the value function with respect to parameters are now computed with respect to p_global instead of p. This is anyway what was implemented conceptually. However, if different parameter values for stages were used, these sensitivities were not clearly defined.
The precomputations and the fact that the parameter vector is only defined once makes this implementation more efficient.

  • added support for p_global in Cython

Breaking:

  • concerns options with_solution_sens_wrt_params, with_solution_sens_wrt_params
  • eval_solution_sensitivity with argument with_respect_to = "params_global"
  • eval_and_get_optimal_value_gradient with argument with_respect_to = "params_global"
  • rename option with_respect_to='params_global' to 'p_global' with deprecation warning

@FreyJo FreyJo requested a review from sandmaennchen October 25, 2024 13:02
sandmaennchen
sandmaennchen approved these changes Oct 25, 2024
View reviewed changes
Copy link
Contributor
@sandmaennchen sandmaennchen left a comment

Choose a reason for hiding this comment

The reason will be displayed to describe this comment to others. Learn more.

nice! 🫶

@FreyJo FreyJo merged commit 95f362a into acados:master Oct 25, 2024
13 checks passed
@FreyJo FreyJo deleted the p_global_sens branch October 25, 2024 14:07
FreyJo added a commit to FreyJo/acados that referenced this pull request Oct 28, 2024
@FreyJo
fix memory corresponding to p_global in EXTERNAL cost module, introdu…
bc0867d 
…ced in acados#1316
@FreyJo FreyJo mentioned this pull request Oct 28, 2024
Merged
sandmaennchen pushed a commit that referenced this pull request Oct 28, 2024
@FreyJo
Fix memory corresponding to p_global in EXTERNAL cost module (#1321)
47b08ff 
introduced in #1316
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment
Reviewers

@sandmaennchen sandmaennchen sandmaennchen approved these changes

Assignees
No one assigned
Labels
None yet
Projects
None yet
Milestone
No milestone
Development

Successfully merging this pull request may close these issues.
2 participants
@FreyJo @sandmaennchen
0