nopenpilot/third_party/acados/include/acados/ocp_nlp/ocp_nlp_cost_ls.h

260 lines
9.6 KiB
C

/*
* Copyright 2019 Gianluca Frison, Dimitris Kouzoupis, Robin Verschueren,
* Andrea Zanelli, Niels van Duijkeren, Jonathan Frey, Tommaso Sartor,
* Branimir Novoselnik, Rien Quirynen, Rezart Qelibari, Dang Doan,
* Jonas Koenemann, Yutao Chen, Tobias Schöls, Jonas Schlagenhauf, Moritz Diehl
*
* This file is part of acados.
*
* The 2-Clause BSD License
*
* Redistribution and use in source and binary forms, with or without
* modification, are permitted provided that the following conditions are met:
*
* 1. Redistributions of source code must retain the above copyright notice,
* this list of conditions and the following disclaimer.
*
* 2. Redistributions in binary form must reproduce the above copyright notice,
* this list of conditions and the following disclaimer in the documentation
* and/or other materials provided with the distribution.
*
* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
* POSSIBILITY OF SUCH DAMAGE.;
*/
/// \addtogroup ocp_nlp
/// @{
/// \addtogroup ocp_nlp_cost ocp_nlp_cost
/// @{
/// \addtogroup ocp_nlp_cost_ls ocp_nlp_cost_ls
/// \brief This module implements linear-least squares costs of the form
/// \f$\min_{x,u,z} \| V_x x + V_u u + V_z z - y_{\text{ref}}\|_W^2\f$.
/// @{
#ifndef ACADOS_OCP_NLP_OCP_NLP_COST_LS_H_
#define ACADOS_OCP_NLP_OCP_NLP_COST_LS_H_
#ifdef __cplusplus
extern "C" {
#endif
// blasfeo
#include "blasfeo/include/blasfeo_common.h"
// acados
#include "acados/ocp_nlp/ocp_nlp_cost_common.h"
#include "acados/utils/external_function_generic.h"
#include "acados/utils/types.h"
////////////////////////////////////////////////////////////////////////////////
// dims //
////////////////////////////////////////////////////////////////////////////////
typedef struct
{
int nx; // number of states
int nz; // number of algebraic variables
int nu; // number of inputs
int ny; // number of outputs
int ns; // number of slacks
} ocp_nlp_cost_ls_dims;
/// Calculate the size of the ocp_nlp_cost_ls_dims struct
///
/// \param[in] config_ structure containing configuration of ocp_nlp_cost
/// module
/// \param[out] []
/// \return \c size of ocp_nlp_dims struct
acados_size_t ocp_nlp_cost_ls_dims_calculate_size(void *config);
/// Assign memory pointed to by raw_memory to ocp_nlp-cost_ls dims struct
///
/// \param[in] config structure containing configuration of ocp_nlp_cost
/// module
/// \param[in] raw_memory pointer to memory location
/// \param[out] []
/// \return dims
void *ocp_nlp_cost_ls_dims_assign(void *config, void *raw_memory);
/// Initialize the dimensions struct of the
/// ocp_nlp-cost_ls component
///
/// \param[in] config structure containing configuration ocp_nlp-cost_ls component
/// \param[in] nx number of states
/// \param[in] nu number of inputs
/// \param[in] ny number of residuals
/// \param[in] ns number of slacks
/// \param[in] nz number of algebraic variables
/// \param[out] dims
/// \return size
void ocp_nlp_cost_ls_dims_initialize(void *config, void *dims, int nx,
int nu, int ny, int ns, int nz);
//
void ocp_nlp_cost_ls_dims_set(void *config_, void *dims_, const char *field, int* value);
//
void ocp_nlp_cost_ls_dims_get(void *config_, void *dims_, const char *field, int* value);
////////////////////////////////////////////////////////////////////////////////
// model //
////////////////////////////////////////////////////////////////////////////////
/// structure containing the data describing the linear least-square cost
typedef struct
{
// slack penalty has the form z^T * s + .5 * s^T * Z * s
struct blasfeo_dmat Cyt; ///< output matrix: Cy * [u,x] = y; in transposed form
struct blasfeo_dmat Vz; ///< Vz in ls cost Vx*x + Vu*u + Vz*z
struct blasfeo_dmat W; ///< ls norm corresponding to this matrix
struct blasfeo_dvec y_ref; ///< yref
struct blasfeo_dvec Z; ///< diagonal Hessian of slacks as vector (lower and upper)
struct blasfeo_dvec z; ///< gradient of slacks as vector (lower and upper)
double scaling;
} ocp_nlp_cost_ls_model;
//
acados_size_t ocp_nlp_cost_ls_model_calculate_size(void *config, void *dims);
//
void *ocp_nlp_cost_ls_model_assign(void *config, void *dims, void *raw_memory);
//
int ocp_nlp_cost_ls_model_set(void *config_, void *dims_, void *model_,
const char *field, void *value_);
////////////////////////////////////////////////////////////////////////////////
// options //
////////////////////////////////////////////////////////////////////////////////
typedef struct
{
int dummy; // struct can't be void
} ocp_nlp_cost_ls_opts;
//
acados_size_t ocp_nlp_cost_ls_opts_calculate_size(void *config, void *dims);
//
void *ocp_nlp_cost_ls_opts_assign(void *config, void *dims, void *raw_memory);
//
void ocp_nlp_cost_ls_opts_initialize_default(void *config, void *dims, void *opts);
//
void ocp_nlp_cost_ls_opts_update(void *config, void *dims, void *opts);
//
void ocp_nlp_cost_ls_opts_set(void *config, void *opts, const char *field, void *value);
////////////////////////////////////////////////////////////////////////////////
// memory //
////////////////////////////////////////////////////////////////////////////////
/// structure containing the memory associated with cost_ls component
/// of the ocp_nlp module
typedef struct
{
struct blasfeo_dmat hess; ///< hessian of cost function
struct blasfeo_dmat W_chol; ///< cholesky factor of weight matrix
struct blasfeo_dvec res; ///< ls residual r(x)
struct blasfeo_dvec grad; ///< gradient of cost function
struct blasfeo_dvec *ux; ///< pointer to ux in nlp_out
struct blasfeo_dvec *tmp_ux; ///< pointer to ux in tmp_nlp_out
struct blasfeo_dvec *z_alg; ///< pointer to z in sim_out
struct blasfeo_dmat *dzdux_tran; ///< pointer to sensitivity of a wrt ux in sim_out
struct blasfeo_dmat *RSQrq; ///< pointer to RSQrq in qp_in
struct blasfeo_dvec *Z; ///< pointer to Z in qp_in
double fun; ///< value of the cost function
} ocp_nlp_cost_ls_memory;
//
acados_size_t ocp_nlp_cost_ls_memory_calculate_size(void *config, void *dims, void *opts);
//
void *ocp_nlp_cost_ls_memory_assign(void *config, void *dims, void *opts, void *raw_memory);
//
double *ocp_nlp_cost_ls_memory_get_fun_ptr(void *memory_);
//
struct blasfeo_dvec *ocp_nlp_cost_ls_memory_get_grad_ptr(void *memory_);
//
void ocp_nlp_cost_ls_memory_set_RSQrq_ptr(struct blasfeo_dmat *RSQrq, void *memory);
//
void ocp_nlp_cost_ls_memory_set_Z_ptr(struct blasfeo_dvec *Z, void *memory);
//
void ocp_nlp_cost_ls_memory_set_ux_ptr(struct blasfeo_dvec *ux, void *memory_);
//
void ocp_nlp_cost_ls_memory_set_tmp_ux_ptr(struct blasfeo_dvec *tmp_ux, void *memory_);
//
void ocp_nlp_cost_ls_memory_set_z_alg_ptr(struct blasfeo_dvec *z_alg, void *memory_);
//
void ocp_nlp_cost_ls_memory_set_dzdux_tran_ptr(struct blasfeo_dmat *dzdux_tran, void *memory_);
////////////////////////////////////////////////////////////////////////////////
// workspace //
////////////////////////////////////////////////////////////////////////////////
typedef struct
{
struct blasfeo_dmat tmp_nv_ny; // temporary matrix of dimensions nv, ny
struct blasfeo_dmat Cyt_tilde; // updated Cyt (after z elimination)
struct blasfeo_dmat dzdux_tran; // derivatives of z wrt u and x (tran)
struct blasfeo_dvec tmp_ny; // temporary vector of dimension ny
struct blasfeo_dvec tmp_2ns; // temporary vector of dimension ny
struct blasfeo_dvec tmp_nz; // temporary vector of dimension nz
struct blasfeo_dvec y_ref_tilde; // updated y_ref (after z elimination)
} ocp_nlp_cost_ls_workspace;
//
acados_size_t ocp_nlp_cost_ls_workspace_calculate_size(void *config, void *dims, void *opts);
////////////////////////////////////////////////////////////////////////////////
// functions //
////////////////////////////////////////////////////////////////////////////////
//
void ocp_nlp_cost_ls_config_initialize_default(void *config);
//
void ocp_nlp_cost_ls_initialize(void *config_, void *dims, void *model_, void *opts_,
void *mem_, void *work_);
//
void ocp_nlp_cost_ls_update_qp_matrices(void *config_, void *dims, void *model_,
void *opts_, void *memory_, void *work_);
//
void ocp_nlp_cost_ls_compute_fun(void *config_, void *dims, void *model_, void *opts_, void *memory_, void *work_);
#ifdef __cplusplus
} /* extern "C" */
#endif
#endif // ACADOS_OCP_NLP_OCP_NLP_COST_LS_H_
/// @}
/// @}
/// @}