Austin Schuh | 16ce3c7 | 2018-01-28 16:17:08 -0800 | [diff] [blame^] | 1 | /************************************************************************************************** |
| 2 | * * |
| 3 | * This file is part of HPIPM. * |
| 4 | * * |
| 5 | * HPIPM -- High Performance Interior Point Method. * |
| 6 | * Copyright (C) 2017 by Gianluca Frison. * |
| 7 | * Developed at IMTEK (University of Freiburg) under the supervision of Moritz Diehl. * |
| 8 | * All rights reserved. * |
| 9 | * * |
| 10 | * HPMPC is free software; you can redistribute it and/or * |
| 11 | * modify it under the terms of the GNU Lesser General Public * |
| 12 | * License as published by the Free Software Foundation; either * |
| 13 | * version 2.1 of the License, or (at your option) any later version. * |
| 14 | * * |
| 15 | * HPMPC is distributed in the hope that it will be useful, * |
| 16 | * but WITHOUT ANY WARRANTY; without even the implied warranty of * |
| 17 | * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. * |
| 18 | * See the GNU Lesser General Public License for more details. * |
| 19 | * * |
| 20 | * You should have received a copy of the GNU Lesser General Public * |
| 21 | * License along with HPMPC; if not, write to the Free Software * |
| 22 | * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA * |
| 23 | * * |
| 24 | * Author: Gianluca Frison, gianluca.frison (at) imtek.uni-freiburg.de * |
| 25 | * * |
| 26 | **************************************************************************************************/ |
| 27 | |
| 28 | #include <stdlib.h> |
| 29 | #include <stdio.h> |
| 30 | #include <math.h> |
| 31 | #include <sys/time.h> |
| 32 | |
| 33 | #include <blasfeo_target.h> |
| 34 | #include <blasfeo_common.h> |
| 35 | #include <blasfeo_v_aux_ext_dep.h> |
| 36 | #include <blasfeo_d_aux_ext_dep.h> |
| 37 | #include <blasfeo_i_aux_ext_dep.h> |
| 38 | #include <blasfeo_d_aux.h> |
| 39 | #include <blasfeo_d_blas.h> |
| 40 | |
| 41 | #include "../include/hpipm_d_ocp_qp.h" |
| 42 | #include "../include/hpipm_d_ocp_qp_sol.h" |
| 43 | #include "../include/hpipm_d_ocp_qp_ipm_hard.h" |
| 44 | |
| 45 | #include "d_tools.h" |
| 46 | |
| 47 | |
| 48 | |
| 49 | #if ! defined(EXT_DEP) |
| 50 | /* creates a zero matrix */ |
| 51 | void d_zeros(double **pA, int row, int col) |
| 52 | { |
| 53 | *pA = malloc((row*col)*sizeof(double)); |
| 54 | double *A = *pA; |
| 55 | int i; |
| 56 | for(i=0; i<row*col; i++) A[i] = 0.0; |
| 57 | } |
| 58 | /* frees matrix */ |
| 59 | void d_free(double *pA) |
| 60 | { |
| 61 | free( pA ); |
| 62 | } |
| 63 | /* prints a matrix in column-major format */ |
| 64 | void d_print_mat(int m, int n, double *A, int lda) |
| 65 | { |
| 66 | int i, j; |
| 67 | for(i=0; i<m; i++) |
| 68 | { |
| 69 | for(j=0; j<n; j++) |
| 70 | { |
| 71 | printf("%9.5f ", A[i+lda*j]); |
| 72 | } |
| 73 | printf("\n"); |
| 74 | } |
| 75 | printf("\n"); |
| 76 | } |
| 77 | /* prints the transposed of a matrix in column-major format */ |
| 78 | void d_print_tran_mat(int row, int col, double *A, int lda) |
| 79 | { |
| 80 | int i, j; |
| 81 | for(j=0; j<col; j++) |
| 82 | { |
| 83 | for(i=0; i<row; i++) |
| 84 | { |
| 85 | printf("%9.5f ", A[i+lda*j]); |
| 86 | } |
| 87 | printf("\n"); |
| 88 | } |
| 89 | printf("\n"); |
| 90 | } |
| 91 | /* prints a matrix in column-major format (exponential notation) */ |
| 92 | void d_print_e_mat(int m, int n, double *A, int lda) |
| 93 | { |
| 94 | int i, j; |
| 95 | for(i=0; i<m; i++) |
| 96 | { |
| 97 | for(j=0; j<n; j++) |
| 98 | { |
| 99 | printf("%e\t", A[i+lda*j]); |
| 100 | } |
| 101 | printf("\n"); |
| 102 | } |
| 103 | printf("\n"); |
| 104 | } |
| 105 | /* prints the transposed of a matrix in column-major format (exponential notation) */ |
| 106 | void d_print_e_tran_mat(int row, int col, double *A, int lda) |
| 107 | { |
| 108 | int i, j; |
| 109 | for(j=0; j<col; j++) |
| 110 | { |
| 111 | for(i=0; i<row; i++) |
| 112 | { |
| 113 | printf("%e\t", A[i+lda*j]); |
| 114 | } |
| 115 | printf("\n"); |
| 116 | } |
| 117 | printf("\n"); |
| 118 | } |
| 119 | /* creates a zero matrix aligned */ |
| 120 | void int_zeros(int **pA, int row, int col) |
| 121 | { |
| 122 | void *temp = malloc((row*col)*sizeof(int)); |
| 123 | *pA = temp; |
| 124 | int *A = *pA; |
| 125 | int i; |
| 126 | for(i=0; i<row*col; i++) A[i] = 0; |
| 127 | } |
| 128 | /* frees matrix */ |
| 129 | void int_free(int *pA) |
| 130 | { |
| 131 | free( pA ); |
| 132 | } |
| 133 | /* prints a matrix in column-major format */ |
| 134 | void int_print_mat(int row, int col, int *A, int lda) |
| 135 | { |
| 136 | int i, j; |
| 137 | for(i=0; i<row; i++) |
| 138 | { |
| 139 | for(j=0; j<col; j++) |
| 140 | { |
| 141 | printf("%d ", A[i+lda*j]); |
| 142 | } |
| 143 | printf("\n"); |
| 144 | } |
| 145 | printf("\n"); |
| 146 | } |
| 147 | #endif |
| 148 | |
| 149 | |
| 150 | |
| 151 | #define KEEP_X0 0 |
| 152 | |
| 153 | // printing |
| 154 | #define PRINT 1 |
| 155 | |
| 156 | /************************************************ |
| 157 | Mass-spring system: nx/2 masses connected each other with springs (in a row), and the first and the last one to walls. nu (<=nx) controls act on the first nu masses. The system is sampled with sampling time Ts. |
| 158 | ************************************************/ |
| 159 | void mass_spring_system(double Ts, int nx, int nu, int N, double *A, double *B, double *b, double *x0) |
| 160 | { |
| 161 | |
| 162 | int nx2 = nx*nx; |
| 163 | |
| 164 | int info = 0; |
| 165 | |
| 166 | int pp = nx/2; // number of masses |
| 167 | |
| 168 | /************************************************ |
| 169 | * build the continuous time system |
| 170 | ************************************************/ |
| 171 | |
| 172 | double *T; d_zeros(&T, pp, pp); |
| 173 | int ii; |
| 174 | for(ii=0; ii<pp; ii++) T[ii*(pp+1)] = -2; |
| 175 | for(ii=0; ii<pp-1; ii++) T[ii*(pp+1)+1] = 1; |
| 176 | for(ii=1; ii<pp; ii++) T[ii*(pp+1)-1] = 1; |
| 177 | |
| 178 | double *Z; d_zeros(&Z, pp, pp); |
| 179 | double *I; d_zeros(&I, pp, pp); for(ii=0; ii<pp; ii++) I[ii*(pp+1)]=1.0; // = eye(pp); |
| 180 | double *Ac; d_zeros(&Ac, nx, nx); |
| 181 | dmcopy(pp, pp, Z, pp, Ac, nx); |
| 182 | dmcopy(pp, pp, T, pp, Ac+pp, nx); |
| 183 | dmcopy(pp, pp, I, pp, Ac+pp*nx, nx); |
| 184 | dmcopy(pp, pp, Z, pp, Ac+pp*(nx+1), nx); |
| 185 | free(T); |
| 186 | free(Z); |
| 187 | free(I); |
| 188 | |
| 189 | d_zeros(&I, nu, nu); for(ii=0; ii<nu; ii++) I[ii*(nu+1)]=1.0; //I = eye(nu); |
| 190 | double *Bc; d_zeros(&Bc, nx, nu); |
| 191 | dmcopy(nu, nu, I, nu, Bc+pp, nx); |
| 192 | free(I); |
| 193 | |
| 194 | /************************************************ |
| 195 | * compute the discrete time system |
| 196 | ************************************************/ |
| 197 | |
| 198 | double *bb; d_zeros(&bb, nx, 1); |
| 199 | dmcopy(nx, 1, bb, nx, b, nx); |
| 200 | |
| 201 | dmcopy(nx, nx, Ac, nx, A, nx); |
| 202 | dscal_3l(nx2, Ts, A); |
| 203 | expm(nx, A); |
| 204 | |
| 205 | d_zeros(&T, nx, nx); |
| 206 | d_zeros(&I, nx, nx); for(ii=0; ii<nx; ii++) I[ii*(nx+1)]=1.0; //I = eye(nx); |
| 207 | dmcopy(nx, nx, A, nx, T, nx); |
| 208 | daxpy_3l(nx2, -1.0, I, T); |
| 209 | dgemm_nn_3l(nx, nu, nx, T, nx, Bc, nx, B, nx); |
| 210 | free(T); |
| 211 | free(I); |
| 212 | |
| 213 | int *ipiv = (int *) malloc(nx*sizeof(int)); |
| 214 | dgesv_3l(nx, nu, Ac, nx, ipiv, B, nx, &info); |
| 215 | free(ipiv); |
| 216 | |
| 217 | free(Ac); |
| 218 | free(Bc); |
| 219 | free(bb); |
| 220 | |
| 221 | |
| 222 | /************************************************ |
| 223 | * initial state |
| 224 | ************************************************/ |
| 225 | |
| 226 | if(nx==4) |
| 227 | { |
| 228 | x0[0] = 5; |
| 229 | x0[1] = 10; |
| 230 | x0[2] = 15; |
| 231 | x0[3] = 20; |
| 232 | } |
| 233 | else |
| 234 | { |
| 235 | int jj; |
| 236 | for(jj=0; jj<nx; jj++) |
| 237 | x0[jj] = 1; |
| 238 | } |
| 239 | |
| 240 | } |
| 241 | |
| 242 | |
| 243 | |
| 244 | int main() |
| 245 | { |
| 246 | |
| 247 | |
| 248 | // local variables |
| 249 | |
| 250 | int ii, jj; |
| 251 | |
| 252 | int rep, nrep=1000; |
| 253 | |
| 254 | struct timeval tv0, tv1; |
| 255 | |
| 256 | |
| 257 | |
| 258 | // problem size |
| 259 | |
| 260 | int nx_ = 8; // number of states (it has to be even for the mass-spring system test problem) |
| 261 | int nu_ = 3; // number of inputs (controllers) (it has to be at least 1 and at most nx/2 for the mass-spring system test problem) |
| 262 | int N = 5; // horizon lenght |
| 263 | |
| 264 | |
| 265 | |
| 266 | // stage-wise variant size |
| 267 | |
| 268 | int nx[N+1]; |
| 269 | #if KEEP_X0 |
| 270 | nx[0] = nx_; |
| 271 | #else |
| 272 | nx[0] = 0; |
| 273 | #endif |
| 274 | for(ii=1; ii<=N; ii++) |
| 275 | nx[ii] = nx_; |
| 276 | // nx[N] = 0; |
| 277 | |
| 278 | int nu[N+1]; |
| 279 | for(ii=0; ii<N; ii++) |
| 280 | nu[ii] = nu_; |
| 281 | nu[N] = 0; |
| 282 | |
| 283 | #if 1 |
| 284 | int nb[N+1]; |
| 285 | #if KEEP_X0 |
| 286 | nb[0] = nu[0]+nx[0]/2; |
| 287 | #else |
| 288 | nb[0] = nu[0]; |
| 289 | #endif |
| 290 | for(ii=1; ii<N; ii++) |
| 291 | nb[ii] = nu[1]+nx[1]/2; |
| 292 | nb[N] = nx[N]/2; |
| 293 | |
| 294 | int ng[N+1]; |
| 295 | ng[0] = 0; |
| 296 | for(ii=1; ii<N; ii++) |
| 297 | ng[ii] = 0; |
| 298 | ng[N] = 0; |
| 299 | #elif 0 |
| 300 | int nb[N+1]; |
| 301 | nb[0] = 0; |
| 302 | for(ii=1; ii<N; ii++) |
| 303 | nb[ii] = 0; |
| 304 | nb[N] = 0; |
| 305 | |
| 306 | int ng[N+1]; |
| 307 | #if KEEP_X0 |
| 308 | ng[0] = nu[0]+nx[0]/2; |
| 309 | #else |
| 310 | ng[0] = nu[0]; |
| 311 | #endif |
| 312 | for(ii=1; ii<N; ii++) |
| 313 | ng[ii] = nu[1]+nx[1]/2; |
| 314 | ng[N] = nx[N]/2; |
| 315 | #else |
| 316 | int nb[N+1]; |
| 317 | nb[0] = nu[0] + nx[0]/2; |
| 318 | for(ii=1; ii<N; ii++) |
| 319 | nb[ii] = nu[ii] + nx[ii]/2; |
| 320 | nb[N] = nu[N] + nx[N]/2; |
| 321 | |
| 322 | int ng[N+1]; |
| 323 | #if KEEP_X0 |
| 324 | ng[0] = nx[0]/2; |
| 325 | #else |
| 326 | ng[0] = 0; |
| 327 | #endif |
| 328 | for(ii=1; ii<N; ii++) |
| 329 | ng[ii] = nx[1]/2; |
| 330 | ng[N] = nx[N]/2; |
| 331 | #endif |
| 332 | |
| 333 | /************************************************ |
| 334 | * dynamical system |
| 335 | ************************************************/ |
| 336 | |
| 337 | double *A; d_zeros(&A, nx_, nx_); // states update matrix |
| 338 | |
| 339 | double *B; d_zeros(&B, nx_, nu_); // inputs matrix |
| 340 | |
| 341 | double *b; d_zeros(&b, nx_, 1); // states offset |
| 342 | double *x0; d_zeros(&x0, nx_, 1); // initial state |
| 343 | |
| 344 | double Ts = 0.5; // sampling time |
| 345 | mass_spring_system(Ts, nx_, nu_, N, A, B, b, x0); |
| 346 | |
| 347 | for(jj=0; jj<nx_; jj++) |
| 348 | b[jj] = 0.1; |
| 349 | |
| 350 | for(jj=0; jj<nx_; jj++) |
| 351 | x0[jj] = 0; |
| 352 | x0[0] = 2.5; |
| 353 | x0[1] = 2.5; |
| 354 | |
| 355 | double *b0; d_zeros(&b0, nx_, 1); |
| 356 | dgemv_n_3l(nx_, nx_, A, nx_, x0, b0); |
| 357 | daxpy_3l(nx_, 1.0, b, b0); |
| 358 | |
| 359 | #if PRINT |
| 360 | d_print_mat(nx_, nx_, A, nx_); |
| 361 | d_print_mat(nx_, nu_, B, nu_); |
| 362 | d_print_mat(1, nx_, b, 1); |
| 363 | d_print_mat(1, nx_, x0, 1); |
| 364 | d_print_mat(1, nx_, b0, 1); |
| 365 | #endif |
| 366 | |
| 367 | /************************************************ |
| 368 | * cost function |
| 369 | ************************************************/ |
| 370 | |
| 371 | double *Q; d_zeros(&Q, nx_, nx_); |
| 372 | for(ii=0; ii<nx_; ii++) Q[ii*(nx_+1)] = 1.0; |
| 373 | |
| 374 | double *R; d_zeros(&R, nu_, nu_); |
| 375 | for(ii=0; ii<nu_; ii++) R[ii*(nu_+1)] = 2.0; |
| 376 | |
| 377 | double *S; d_zeros(&S, nu_, nx_); |
| 378 | |
| 379 | double *q; d_zeros(&q, nx_, 1); |
| 380 | for(ii=0; ii<nx_; ii++) q[ii] = 0.1; |
| 381 | |
| 382 | double *r; d_zeros(&r, nu_, 1); |
| 383 | for(ii=0; ii<nu_; ii++) r[ii] = 0.2; |
| 384 | |
| 385 | double *r0; d_zeros(&r0, nu_, 1); |
| 386 | dgemv_n_3l(nu_, nx_, S, nu_, x0, r0); |
| 387 | daxpy_3l(nu_, 1.0, r, r0); |
| 388 | |
| 389 | #if PRINT |
| 390 | d_print_mat(nx_, nx_, Q, nx_); |
| 391 | d_print_mat(nu_, nu_, R, nu_); |
| 392 | d_print_mat(nu_, nx_, S, nu_); |
| 393 | d_print_mat(1, nx_, q, 1); |
| 394 | d_print_mat(1, nu_, r, 1); |
| 395 | d_print_mat(1, nu_, r0, 1); |
| 396 | #endif |
| 397 | |
| 398 | // maximum element in cost functions |
| 399 | double mu0 = 2.0; |
| 400 | |
| 401 | /************************************************ |
| 402 | * box & general constraints |
| 403 | ************************************************/ |
| 404 | |
| 405 | int *idxb0; int_zeros(&idxb0, nb[0], 1); |
| 406 | double *d_lb0; d_zeros(&d_lb0, nb[0], 1); |
| 407 | double *d_ub0; d_zeros(&d_ub0, nb[0], 1); |
| 408 | double *d_lg0; d_zeros(&d_lg0, ng[0], 1); |
| 409 | double *d_ug0; d_zeros(&d_ug0, ng[0], 1); |
| 410 | for(ii=0; ii<nb[0]; ii++) |
| 411 | { |
| 412 | if(ii<nu[0]) // input |
| 413 | { |
| 414 | d_lb0[ii] = - 0.5; // umin |
| 415 | d_ub0[ii] = 0.5; // umax |
| 416 | } |
| 417 | else // state |
| 418 | { |
| 419 | d_lb0[ii] = - 4.0; // xmin |
| 420 | d_ub0[ii] = 4.0; // xmax |
| 421 | } |
| 422 | idxb0[ii] = ii; |
| 423 | } |
| 424 | for(ii=0; ii<ng[0]; ii++) |
| 425 | { |
| 426 | if(ii<nu[0]-nb[0]) // input |
| 427 | { |
| 428 | d_lg0[ii] = - 0.5; // umin |
| 429 | d_ug0[ii] = 0.5; // umax |
| 430 | } |
| 431 | else // state |
| 432 | { |
| 433 | d_lg0[ii] = - 4.0; // xmin |
| 434 | d_ug0[ii] = 4.0; // xmax |
| 435 | } |
| 436 | } |
| 437 | |
| 438 | int *idxb1; int_zeros(&idxb1, nb[1], 1); |
| 439 | double *d_lb1; d_zeros(&d_lb1, nb[1], 1); |
| 440 | double *d_ub1; d_zeros(&d_ub1, nb[1], 1); |
| 441 | double *d_lg1; d_zeros(&d_lg1, ng[1], 1); |
| 442 | double *d_ug1; d_zeros(&d_ug1, ng[1], 1); |
| 443 | for(ii=0; ii<nb[1]; ii++) |
| 444 | { |
| 445 | if(ii<nu[1]) // input |
| 446 | { |
| 447 | d_lb1[ii] = - 0.5; // umin |
| 448 | d_ub1[ii] = 0.5; // umax |
| 449 | } |
| 450 | else // state |
| 451 | { |
| 452 | d_lb1[ii] = - 4.0; // xmin |
| 453 | d_ub1[ii] = 4.0; // xmax |
| 454 | } |
| 455 | idxb1[ii] = ii; |
| 456 | } |
| 457 | for(ii=0; ii<ng[1]; ii++) |
| 458 | { |
| 459 | if(ii<nu[1]-nb[1]) // input |
| 460 | { |
| 461 | d_lg1[ii] = - 0.5; // umin |
| 462 | d_ug1[ii] = 0.5; // umax |
| 463 | } |
| 464 | else // state |
| 465 | { |
| 466 | d_lg1[ii] = - 4.0; // xmin |
| 467 | d_ug1[ii] = 4.0; // xmax |
| 468 | } |
| 469 | } |
| 470 | |
| 471 | |
| 472 | int *idxbN; int_zeros(&idxbN, nb[N], 1); |
| 473 | double *d_lbN; d_zeros(&d_lbN, nb[N], 1); |
| 474 | double *d_ubN; d_zeros(&d_ubN, nb[N], 1); |
| 475 | double *d_lgN; d_zeros(&d_lgN, ng[N], 1); |
| 476 | double *d_ugN; d_zeros(&d_ugN, ng[N], 1); |
| 477 | for(ii=0; ii<nb[N]; ii++) |
| 478 | { |
| 479 | d_lbN[ii] = - 4.0; // xmin |
| 480 | d_ubN[ii] = 4.0; // xmax |
| 481 | idxbN[ii] = ii; |
| 482 | } |
| 483 | for(ii=0; ii<ng[N]; ii++) |
| 484 | { |
| 485 | d_lgN[ii] = - 4.0; // dmin |
| 486 | d_ugN[ii] = 4.0; // dmax |
| 487 | } |
| 488 | |
| 489 | double *C0; d_zeros(&C0, ng[0], nx[0]); |
| 490 | double *D0; d_zeros(&D0, ng[0], nu[0]); |
| 491 | for(ii=0; ii<nu[0]-nb[0] & ii<ng[0]; ii++) |
| 492 | D0[ii+(nb[0]+ii)*ng[0]] = 1.0; |
| 493 | for(; ii<ng[0]; ii++) |
| 494 | C0[ii+(nb[0]+ii-nu[0])*ng[0]] = 1.0; |
| 495 | |
| 496 | double *C1; d_zeros(&C1, ng[1], nx[1]); |
| 497 | double *D1; d_zeros(&D1, ng[1], nu[1]); |
| 498 | for(ii=0; ii<nu[1]-nb[1] & ii<ng[1]; ii++) |
| 499 | D1[ii+(nb[1]+ii)*ng[1]] = 1.0; |
| 500 | for(; ii<ng[1]; ii++) |
| 501 | C1[ii+(nb[1]+ii-nu[1])*ng[1]] = 1.0; |
| 502 | |
| 503 | double *CN; d_zeros(&CN, ng[N], nx[N]); |
| 504 | double *DN; d_zeros(&DN, ng[N], nu[N]); |
| 505 | for(ii=0; ii<nu[N]-nb[N] & ii<ng[N]; ii++) |
| 506 | DN[ii+(nb[N]+ii)*ng[N]] = 1.0; |
| 507 | for(; ii<ng[N]; ii++) |
| 508 | CN[ii+(nb[N]+ii-nu[N])*ng[N]] = 1.0; |
| 509 | |
| 510 | #if PRINT |
| 511 | // box constraints |
| 512 | int_print_mat(1, nb[0], idxb0, 1); |
| 513 | d_print_mat(1, nb[0], d_lb0, 1); |
| 514 | d_print_mat(1, nb[0], d_ub0, 1); |
| 515 | int_print_mat(1, nb[1], idxb1, 1); |
| 516 | d_print_mat(1, nb[1], d_lb1, 1); |
| 517 | d_print_mat(1, nb[1], d_ub1, 1); |
| 518 | int_print_mat(1, nb[N], idxbN, 1); |
| 519 | d_print_mat(1, nb[N], d_lbN, 1); |
| 520 | d_print_mat(1, nb[N], d_ubN, 1); |
| 521 | // general constraints |
| 522 | d_print_mat(1, ng[0], d_lg0, 1); |
| 523 | d_print_mat(1, ng[0], d_ug0, 1); |
| 524 | d_print_mat(ng[0], nu[0], D0, ng[0]); |
| 525 | d_print_mat(ng[0], nx[0], C0, ng[0]); |
| 526 | d_print_mat(1, ng[1], d_lg1, 1); |
| 527 | d_print_mat(1, ng[1], d_ug1, 1); |
| 528 | d_print_mat(ng[1], nu[1], D1, ng[1]); |
| 529 | d_print_mat(ng[1], nx[1], C1, ng[1]); |
| 530 | d_print_mat(1, ng[N], d_lgN, 1); |
| 531 | d_print_mat(1, ng[N], d_ugN, 1); |
| 532 | d_print_mat(ng[N], nu[N], DN, ng[N]); |
| 533 | d_print_mat(ng[N], nx[N], CN, ng[N]); |
| 534 | #endif |
| 535 | |
| 536 | /************************************************ |
| 537 | * array of matrices |
| 538 | ************************************************/ |
| 539 | |
| 540 | double *hA[N]; |
| 541 | double *hB[N]; |
| 542 | double *hb[N]; |
| 543 | double *hQ[N+1]; |
| 544 | double *hS[N+1]; |
| 545 | double *hR[N+1]; |
| 546 | double *hq[N+1]; |
| 547 | double *hr[N+1]; |
| 548 | double *hd_lb[N+1]; |
| 549 | double *hd_ub[N+1]; |
| 550 | double *hd_lg[N+1]; |
| 551 | double *hd_ug[N+1]; |
| 552 | double *hC[N+1]; |
| 553 | double *hD[N+1]; |
| 554 | int *hidxb[N+1]; |
| 555 | |
| 556 | hA[0] = A; |
| 557 | hB[0] = B; |
| 558 | hb[0] = b0; |
| 559 | hQ[0] = Q; |
| 560 | hS[0] = S; |
| 561 | hR[0] = R; |
| 562 | hq[0] = q; |
| 563 | hr[0] = r0; |
| 564 | hidxb[0] = idxb0; |
| 565 | hd_lb[0] = d_lb0; |
| 566 | hd_ub[0] = d_ub0; |
| 567 | hd_lg[0] = d_lg0; |
| 568 | hd_ug[0] = d_ug0; |
| 569 | hC[0] = C0; |
| 570 | hD[0] = D0; |
| 571 | for(ii=1; ii<N; ii++) |
| 572 | { |
| 573 | hA[ii] = A; |
| 574 | hB[ii] = B; |
| 575 | hb[ii] = b; |
| 576 | hQ[ii] = Q; |
| 577 | hS[ii] = S; |
| 578 | hR[ii] = R; |
| 579 | hq[ii] = q; |
| 580 | hr[ii] = r; |
| 581 | hidxb[ii] = idxb1; |
| 582 | hd_lb[ii] = d_lb1; |
| 583 | hd_ub[ii] = d_ub1; |
| 584 | hd_lg[ii] = d_lg1; |
| 585 | hd_ug[ii] = d_ug1; |
| 586 | hC[ii] = C1; |
| 587 | hD[ii] = D1; |
| 588 | } |
| 589 | hQ[N] = Q; |
| 590 | hS[N] = S; |
| 591 | hR[N] = R; |
| 592 | hq[N] = q; |
| 593 | hr[N] = r; |
| 594 | hidxb[N] = idxbN; |
| 595 | hd_lb[N] = d_lbN; |
| 596 | hd_ub[N] = d_ubN; |
| 597 | hd_lg[N] = d_lgN; |
| 598 | hd_ug[N] = d_ugN; |
| 599 | hC[N] = CN; |
| 600 | hD[N] = DN; |
| 601 | |
| 602 | /************************************************ |
| 603 | * ocp qp |
| 604 | ************************************************/ |
| 605 | |
| 606 | int qp_size = d_memsize_ocp_qp(N, nx, nu, nb, ng); |
| 607 | printf("\nqp size = %d\n", qp_size); |
| 608 | void *qp_mem = malloc(qp_size); |
| 609 | |
| 610 | struct d_ocp_qp qp; |
| 611 | d_create_ocp_qp(N, nx, nu, nb, ng, &qp, qp_mem); |
| 612 | d_cvt_colmaj_to_ocp_qp(hA, hB, hb, hQ, hS, hR, hq, hr, hidxb, hd_lb, hd_ub, hC, hD, hd_lg, hd_ug, &qp); |
| 613 | #if 0 |
| 614 | printf("\nN = %d\n", qp.N); |
| 615 | for(ii=0; ii<N; ii++) |
| 616 | d_print_strmat(qp.nu[ii]+qp.nx[ii]+1, qp.nx[ii+1], qp.BAbt+ii, 0, 0); |
| 617 | for(ii=0; ii<N; ii++) |
| 618 | d_print_tran_strvec(qp.nx[ii+1], qp.b+ii, 0); |
| 619 | for(ii=0; ii<=N; ii++) |
| 620 | d_print_strmat(qp.nu[ii]+qp.nx[ii]+1, qp.nu[ii]+qp.nx[ii], qp.RSQrq+ii, 0, 0); |
| 621 | for(ii=0; ii<=N; ii++) |
| 622 | d_print_tran_strvec(qp.nu[ii]+qp.nx[ii], qp.rq+ii, 0); |
| 623 | for(ii=0; ii<=N; ii++) |
| 624 | int_print_mat(1, nb[ii], qp.idxb[ii], 1); |
| 625 | for(ii=0; ii<=N; ii++) |
| 626 | d_print_tran_strvec(qp.nb[ii], qp.d_lb+ii, 0); |
| 627 | for(ii=0; ii<=N; ii++) |
| 628 | d_print_tran_strvec(qp.nb[ii], qp.d_ub+ii, 0); |
| 629 | for(ii=0; ii<=N; ii++) |
| 630 | d_print_strmat(qp.nu[ii]+qp.nx[ii], qp.ng[ii], qp.DCt+ii, 0, 0); |
| 631 | for(ii=0; ii<=N; ii++) |
| 632 | d_print_tran_strvec(qp.ng[ii], qp.d_lg+ii, 0); |
| 633 | for(ii=0; ii<=N; ii++) |
| 634 | d_print_tran_strvec(qp.ng[ii], qp.d_ug+ii, 0); |
| 635 | return; |
| 636 | #endif |
| 637 | |
| 638 | /************************************************ |
| 639 | * ocp qp sol |
| 640 | ************************************************/ |
| 641 | |
| 642 | int qp_sol_size = d_memsize_ocp_qp_sol(N, nx, nu, nb, ng); |
| 643 | printf("\nqp sol size = %d\n", qp_sol_size); |
| 644 | void *qp_sol_mem = malloc(qp_sol_size); |
| 645 | |
| 646 | struct d_ocp_qp_sol qp_sol; |
| 647 | d_create_ocp_qp_sol(N, nx, nu, nb, ng, &qp_sol, qp_sol_mem); |
| 648 | |
| 649 | /************************************************ |
| 650 | * ipm |
| 651 | ************************************************/ |
| 652 | |
| 653 | struct d_ipm_hard_ocp_qp_arg arg; |
| 654 | arg.alpha_min = 1e-8; |
| 655 | arg.mu_max = 1e-12; |
| 656 | arg.iter_max = 20; |
| 657 | arg.mu0 = 2.0; |
| 658 | |
| 659 | int ipm_size = d_memsize_ipm_hard_ocp_qp(&qp, &arg); |
| 660 | printf("\nipm size = %d\n", ipm_size); |
| 661 | void *ipm_mem = malloc(ipm_size); |
| 662 | |
| 663 | struct d_ipm_hard_ocp_qp_workspace workspace; |
| 664 | d_create_ipm_hard_ocp_qp(&qp, &arg, &workspace, ipm_mem); |
| 665 | |
| 666 | gettimeofday(&tv0, NULL); // start |
| 667 | |
| 668 | for(rep=0; rep<nrep; rep++) |
| 669 | { |
| 670 | // d_solve_ipm_hard_ocp_qp(&qp, &qp_sol, &workspace); |
| 671 | d_solve_ipm2_hard_ocp_qp(&qp, &qp_sol, &workspace); |
| 672 | } |
| 673 | |
| 674 | gettimeofday(&tv1, NULL); // stop |
| 675 | |
| 676 | double time_ocp_ipm = (tv1.tv_sec-tv0.tv_sec)/(nrep+0.0)+(tv1.tv_usec-tv0.tv_usec)/(nrep*1e6); |
| 677 | |
| 678 | /************************************************ |
| 679 | * extract and print solution |
| 680 | ************************************************/ |
| 681 | |
| 682 | double *u[N+1]; for(ii=0; ii<=N; ii++) d_zeros(u+ii, nu[ii], 1); |
| 683 | double *x[N+1]; for(ii=0; ii<=N; ii++) d_zeros(x+ii, nx[ii], 1); |
| 684 | double *pi[N]; for(ii=0; ii<N; ii++) d_zeros(pi+ii, nx[ii+1], 1); |
| 685 | double *lam_lb[N+1]; for(ii=0; ii<=N; ii++) d_zeros(lam_lb+ii, nb[ii], 1); |
| 686 | double *lam_ub[N+1]; for(ii=0; ii<=N; ii++) d_zeros(lam_ub+ii, nb[ii], 1); |
| 687 | double *lam_lg[N+1]; for(ii=0; ii<=N; ii++) d_zeros(lam_lg+ii, ng[ii], 1); |
| 688 | double *lam_ug[N+1]; for(ii=0; ii<=N; ii++) d_zeros(lam_ug+ii, ng[ii], 1); |
| 689 | |
| 690 | d_cvt_ocp_qp_sol_to_colmaj(&qp, &qp_sol, u, x, pi, lam_lb, lam_ub, lam_lg, lam_ug); |
| 691 | |
| 692 | #if 1 |
| 693 | printf("\nsolution\n\n"); |
| 694 | printf("\nu\n"); |
| 695 | for(ii=0; ii<=N; ii++) |
| 696 | d_print_mat(1, nu[ii], u[ii], 1); |
| 697 | printf("\nx\n"); |
| 698 | for(ii=0; ii<=N; ii++) |
| 699 | d_print_mat(1, nx[ii], x[ii], 1); |
| 700 | printf("\npi\n"); |
| 701 | for(ii=0; ii<N; ii++) |
| 702 | d_print_mat(1, nx[ii+1], pi[ii], 1); |
| 703 | printf("\nlam_lb\n"); |
| 704 | for(ii=0; ii<=N; ii++) |
| 705 | d_print_mat(1, nb[ii], lam_lb[ii], 1); |
| 706 | printf("\nlam_ub\n"); |
| 707 | for(ii=0; ii<=N; ii++) |
| 708 | d_print_mat(1, nb[ii], lam_ub[ii], 1); |
| 709 | printf("\nlam_lg\n"); |
| 710 | for(ii=0; ii<=N; ii++) |
| 711 | d_print_mat(1, ng[ii], lam_lg[ii], 1); |
| 712 | printf("\nlam_ug\n"); |
| 713 | for(ii=0; ii<=N; ii++) |
| 714 | d_print_mat(1, ng[ii], lam_ug[ii], 1); |
| 715 | |
| 716 | printf("\nt_lb\n"); |
| 717 | for(ii=0; ii<=N; ii++) |
| 718 | d_print_mat(1, nb[ii], (qp_sol.t_lb+ii)->pa, 1); |
| 719 | printf("\nt_ub\n"); |
| 720 | for(ii=0; ii<=N; ii++) |
| 721 | d_print_mat(1, nb[ii], (qp_sol.t_ub+ii)->pa, 1); |
| 722 | printf("\nt_lg\n"); |
| 723 | for(ii=0; ii<=N; ii++) |
| 724 | d_print_mat(1, ng[ii], (qp_sol.t_lg+ii)->pa, 1); |
| 725 | printf("\nt_ug\n"); |
| 726 | for(ii=0; ii<=N; ii++) |
| 727 | d_print_mat(1, ng[ii], (qp_sol.t_ug+ii)->pa, 1); |
| 728 | |
| 729 | printf("\nresiduals\n\n"); |
| 730 | printf("\nres_g\n"); |
| 731 | for(ii=0; ii<=N; ii++) |
| 732 | d_print_e_mat(1, nu[ii]+nx[ii], (workspace.res_g+ii)->pa, 1); |
| 733 | printf("\nres_b\n"); |
| 734 | for(ii=0; ii<N; ii++) |
| 735 | d_print_e_mat(1, nx[ii+1], (workspace.res_b+ii)->pa, 1); |
| 736 | printf("\nres_m_lb\n"); |
| 737 | for(ii=0; ii<=N; ii++) |
| 738 | d_print_e_mat(1, nb[ii], (workspace.res_m_lb+ii)->pa, 1); |
| 739 | printf("\nres_m_ub\n"); |
| 740 | for(ii=0; ii<=N; ii++) |
| 741 | d_print_e_mat(1, nb[ii], (workspace.res_m_ub+ii)->pa, 1); |
| 742 | printf("\nres_m_lg\n"); |
| 743 | for(ii=0; ii<=N; ii++) |
| 744 | d_print_e_mat(1, ng[ii], (workspace.res_m_lg+ii)->pa, 1); |
| 745 | printf("\nres_m_ug\n"); |
| 746 | for(ii=0; ii<=N; ii++) |
| 747 | d_print_e_mat(1, ng[ii], (workspace.res_m_ug+ii)->pa, 1); |
| 748 | printf("\nres_d_lb\n"); |
| 749 | for(ii=0; ii<=N; ii++) |
| 750 | d_print_e_mat(1, nb[ii], (workspace.res_d_lb+ii)->pa, 1); |
| 751 | printf("\nres_d_ub\n"); |
| 752 | for(ii=0; ii<=N; ii++) |
| 753 | d_print_e_mat(1, nb[ii], (workspace.res_d_ub+ii)->pa, 1); |
| 754 | printf("\nres_d_lg\n"); |
| 755 | for(ii=0; ii<=N; ii++) |
| 756 | d_print_e_mat(1, ng[ii], (workspace.res_d_lg+ii)->pa, 1); |
| 757 | printf("\nres_d_ug\n"); |
| 758 | for(ii=0; ii<=N; ii++) |
| 759 | d_print_e_mat(1, ng[ii], (workspace.res_d_ug+ii)->pa, 1); |
| 760 | printf("\nres_mu\n"); |
| 761 | printf("\n%e\n\n", workspace.res_mu); |
| 762 | #endif |
| 763 | |
| 764 | printf("\nipm iter = %d\n", workspace.iter); |
| 765 | printf("\nalpha_aff\tmu_aff\t\tsigma\t\talpha\t\tmu\n"); |
| 766 | d_print_e_tran_mat(5, workspace.iter, workspace.stat, 5); |
| 767 | |
| 768 | printf("\nocp ipm time = %e [s]\n\n", time_ocp_ipm); |
| 769 | |
| 770 | /************************************************ |
| 771 | * free memory |
| 772 | ************************************************/ |
| 773 | |
| 774 | d_free(A); |
| 775 | d_free(B); |
| 776 | d_free(b); |
| 777 | d_free(x0); |
| 778 | d_free(Q); |
| 779 | d_free(R); |
| 780 | d_free(S); |
| 781 | d_free(q); |
| 782 | d_free(r); |
| 783 | d_free(r0); |
| 784 | int_free(idxb0); |
| 785 | d_free(d_lb0); |
| 786 | d_free(d_ub0); |
| 787 | int_free(idxb1); |
| 788 | d_free(d_lb1); |
| 789 | d_free(d_ub1); |
| 790 | int_free(idxbN); |
| 791 | d_free(d_lbN); |
| 792 | d_free(d_ubN); |
| 793 | d_free(C0); |
| 794 | d_free(D0); |
| 795 | d_free(d_lg0); |
| 796 | d_free(d_ug0); |
| 797 | d_free(C1); |
| 798 | d_free(D1); |
| 799 | d_free(d_lg1); |
| 800 | d_free(d_ug1); |
| 801 | d_free(CN); |
| 802 | d_free(DN); |
| 803 | d_free(d_lgN); |
| 804 | d_free(d_ugN); |
| 805 | |
| 806 | for(ii=0; ii<N; ii++) |
| 807 | { |
| 808 | d_free(u[ii]); |
| 809 | d_free(x[ii]); |
| 810 | d_free(pi[ii]); |
| 811 | d_free(lam_lb[ii]); |
| 812 | d_free(lam_ub[ii]); |
| 813 | d_free(lam_lg[ii]); |
| 814 | d_free(lam_ug[ii]); |
| 815 | } |
| 816 | d_free(u[ii]); |
| 817 | d_free(x[ii]); |
| 818 | d_free(lam_lb[ii]); |
| 819 | d_free(lam_ub[ii]); |
| 820 | d_free(lam_lg[ii]); |
| 821 | d_free(lam_ug[ii]); |
| 822 | |
| 823 | free(qp_mem); |
| 824 | free(qp_sol_mem); |
| 825 | free(ipm_mem); |
| 826 | |
| 827 | /************************************************ |
| 828 | * return |
| 829 | ************************************************/ |
| 830 | |
| 831 | return 0; |
| 832 | |
| 833 | } |