8000 Adjoint solution sensitivities with respect to global parameters by FreyJo · Pull Request #1331 · acados/acados · GitHub
[go: up one dir, main page]
More Web Proxy on the site http://driver.im/
Skip to content

Adjoint solution sensitivities with respect to global parameters #1331

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 22 commits into from
Oct 31, 2024
Merged

Adjoint solution sensitivities with respect to global parameters #1331

merged 22 commits into from
Oct 31, 2024

Conversation

FreyJo
Copy link
Member
@FreyJo FreyJo commented Oct 29, 2024 •
edited
Loading
  • can be used from Python via AcadosOcpSolver.eval_adjoint_solution_sensitivity()
Evaluate the adjoint sensitivity of the solution with respect to the parameters.
    :param seed_x : np.ndarray or list of np.ndarrays - seed for the states at stage `stages`
    :param seed_u : np.ndarray or list of np.ndarrays - seed for the controls at stage `stages`
    :param stages_seed_x : int or list of int - stages corresponding to the seeds_x
    :param stages_seed_u : int or list of int - stages corresponding to the seeds_u
    :param with_respect_to : string in ["p_global"]
    :param sanity_checks : bool - whether to perform sanity checks, turn off for minimal overhead, default: True
  • chain-mass example solution_sensitivity_example.py: fix wrt global parameters, extend to also evaluate an adjoint sensitivity and compare timings of forward vs adjoint solution sensitivities.
  • Python: gather solution sensitivity specific tests in function sanity_check_parametric_sensitivities()
  • add test / example: examples/acados_python/pendulum_on_cart/solution_sensitivities/forw_vs_adj_param_sens.py

FreyJo and others added 19 commits October 29, 2024 12:32
@FreyJo
move out_np_global to mem
eae7ce9
@FreyJo
add tmp_nvninx_np_global to workspace
b554f22
@FreyJo @sandmaennchen
roadmap for adjoints
df8a3f0 
---------

Co-authored-by: sandmaennchen <katrin.baumgaertner@posteo.de>
@FreyJo
allow to set sens_out from python
95b3750
@FreyJo @sandmaennchen
implement eval_solution_sens_adj_p
4d8c0f4 
---------

Co-authored-by: sandmaennchen <katrin.baumgaertner@posteo.de>
@FreyJo
Python: add sanity_check_parametric_sensitivities
f24ac6f
@FreyJo
Python: add eval_adjoint_solution_sensitivity
3bc0e1d
@FreyJo
add example forw_vs_adj_param_sens.py
4774b62
@FreyJo
eval_solution_sensitivity: improve error message
205c76c
@sandmaennchen @FreyJo
chain_mass solution sensitivity example: migrate to p_global
2f570e7
@FreyJo
compare timings in chain example
73dbd49
@FreyJo
CI: test new example
7cdd3f6
@FreyJo
move jacobian computation to ocp_nlp_params_jac_compute
218de98
@sandmaennchen @FreyJo
add timing for exact hessian linearization
83312b5
@FreyJo
Python: eval_adjoint_solution_sensitivity: add sanity checks, option …
f283711 
…to turn them off and multiple seeds
@FreyJo
test multiple seeds
cb5fa18
adapt examples
eb66882
@FreyJo
Python: change API of eval_adjoint_solution_sensitivity
938f849
@FreyJo
Python: change API of eval_adjoint_solution_sensitivity -- adapt exam…
1d6a537 
…ples
@FreyJo FreyJo requested a review from sandmaennchen October 29, 2024 12:05
sandmaennchen
sandmaennchen approved these changes Oct 29, 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.

love it! 😍

@sandmaennchen sandmaennchen merged commit 4f92fd6 into acados:master Oct 31, 2024
13 checks passed
@sandmaennchen sandmaennchen deleted the adj_param_sens_new branch October 31, 2024 09:28
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