211 lines
7.4 KiB
C
211 lines
7.4 KiB
C
/*
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* Copyright 2019 Gianluca Frison, Dimitris Kouzoupis, Robin Verschueren,
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* Andrea Zanelli, Niels van Duijkeren, Jonathan Frey, Tommaso Sartor,
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* Branimir Novoselnik, Rien Quirynen, Rezart Qelibari, Dang Doan,
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* Jonas Koenemann, Yutao Chen, Tobias Schöls, Jonas Schlagenhauf, Moritz Diehl
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*
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* This file is part of acados.
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*
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* The 2-Clause BSD License
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*
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are met:
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*
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* 1. Redistributions of source code must retain the above copyright notice,
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* this list of conditions and the following disclaimer.
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*
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* 2. Redistributions in binary form must reproduce the above copyright notice,
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* this list of conditions and the following disclaimer in the documentation
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* and/or other materials provided with the distribution.
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*
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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* ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
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* LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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* CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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* SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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* INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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* CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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* ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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* POSSIBILITY OF SUCH DAMAGE.;
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*/
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/// \addtogroup ocp_nlp
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/// @{
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/// \addtogroup ocp_nlp_cost ocp_nlp_cost
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/// @{
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/// \addtogroup ocp_nlp_cost_nls ocp_nlp_cost_nls
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/// \brief This module implements nonlinear-least squares costs of the form
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/// \f$\min_{x,u} \| r(x,u) - y_{\text{ref}} \|_W^2\f$.
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/// @{
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#ifndef ACADOS_OCP_NLP_OCP_NLP_COST_NLS_H_
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#define ACADOS_OCP_NLP_OCP_NLP_COST_NLS_H_
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#ifdef __cplusplus
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extern "C" {
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#endif
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// blasfeo
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#include "blasfeo/include/blasfeo_common.h"
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// acados
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#include "acados/ocp_nlp/ocp_nlp_cost_common.h"
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#include "acados/utils/external_function_generic.h"
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#include "acados/utils/types.h"
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/************************************************
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* dims
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************************************************/
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typedef struct
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{
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int nx; // number of states
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int nu; // number of inputs
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int ny; // number of outputs
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int ns; // number of slacks
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} ocp_nlp_cost_nls_dims;
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//
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acados_size_t ocp_nlp_cost_nls_dims_calculate_size(void *config);
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//
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void *ocp_nlp_cost_nls_dims_assign(void *config, void *raw_memory);
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//
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void ocp_nlp_cost_nls_dims_initialize(void *config, void *dims, int nx, int nu, int ny, int ns, int nz);
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//
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void ocp_nlp_cost_nls_dims_set(void *config_, void *dims_, const char *field, int* value);
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//
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void ocp_nlp_cost_nls_dims_get(void *config_, void *dims_, const char *field, int* value);
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/************************************************
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* model
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************************************************/
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typedef struct
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{
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// nonliner function nls_y(x,u) replaces Cy * [x,u] in ls_cost
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// slack penalty has the form z^T * s + .5 * s^T * Z * s
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external_function_generic *nls_y_fun; // evaluation of nls function
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external_function_generic *nls_y_fun_jac; // evaluation nls function and jacobian
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external_function_generic *nls_y_hess; // hessian*seeds of nls residuals
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struct blasfeo_dmat W; //
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struct blasfeo_dvec y_ref;
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struct blasfeo_dvec Z; // diagonal Hessian of slacks as vector
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struct blasfeo_dvec z; // gradient of slacks as vector
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double scaling;
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} ocp_nlp_cost_nls_model;
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//
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acados_size_t ocp_nlp_cost_nls_model_calculate_size(void *config, void *dims);
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//
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void *ocp_nlp_cost_nls_model_assign(void *config, void *dims, void *raw_memory);
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//
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int ocp_nlp_cost_nls_model_set(void *config_, void *dims_, void *model_, const char *field, void *value_);
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/************************************************
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* options
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************************************************/
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typedef struct
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{
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bool gauss_newton_hess; // gauss-newton hessian approximation
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} ocp_nlp_cost_nls_opts;
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//
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acados_size_t ocp_nlp_cost_nls_opts_calculate_size(void *config, void *dims);
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//
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void *ocp_nlp_cost_nls_opts_assign(void *config, void *dims, void *raw_memory);
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//
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void ocp_nlp_cost_nls_opts_initialize_default(void *config, void *dims, void *opts);
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//
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void ocp_nlp_cost_nls_opts_update(void *config, void *dims, void *opts);
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//
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void ocp_nlp_cost_nls_opts_set(void *config, void *opts, const char *field, void *value);
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/************************************************
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* memory
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************************************************/
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typedef struct
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{
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struct blasfeo_dmat W_chol; // cholesky factor of weight matrix
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struct blasfeo_dmat Jt; // jacobian of nls fun
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struct blasfeo_dvec res; // nls residual r(x)
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struct blasfeo_dvec grad; // gradient of cost function
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struct blasfeo_dvec *ux; // pointer to ux in nlp_out
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struct blasfeo_dvec *tmp_ux; // pointer to ux in tmp_nlp_out
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struct blasfeo_dvec *z_alg; ///< pointer to z in sim_out
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struct blasfeo_dmat *dzdux_tran; ///< pointer to sensitivity of a wrt ux in sim_out
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struct blasfeo_dmat *RSQrq; // pointer to RSQrq in qp_in
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struct blasfeo_dvec *Z; // pointer to Z in qp_in
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double fun; ///< value of the cost function
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} ocp_nlp_cost_nls_memory;
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//
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acados_size_t ocp_nlp_cost_nls_memory_calculate_size(void *config, void *dims, void *opts);
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//
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void *ocp_nlp_cost_nls_memory_assign(void *config, void *dims, void *opts, void *raw_memory);
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//
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double *ocp_nlp_cost_nls_memory_get_fun_ptr(void *memory_);
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//
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struct blasfeo_dvec *ocp_nlp_cost_nls_memory_get_grad_ptr(void *memory_);
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//
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void ocp_nlp_cost_nls_memory_set_RSQrq_ptr(struct blasfeo_dmat *RSQrq, void *memory);
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//
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void ocp_nlp_cost_nls_memory_set_Z_ptr(struct blasfeo_dvec *Z, void *memory);
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//
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void ocp_nlp_cost_nls_memory_set_ux_ptr(struct blasfeo_dvec *ux, void *memory_);
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//
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void ocp_nlp_cost_nls_memory_set_tmp_ux_ptr(struct blasfeo_dvec *tmp_ux, void *memory_);
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//
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void ocp_nlp_cost_nls_memory_set_z_alg_ptr(struct blasfeo_dvec *z_alg, void *memory_);
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//
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void ocp_nlp_cost_nls_memory_set_dzdux_tran_ptr(struct blasfeo_dmat *dzdux_tran, void *memory_);
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/************************************************
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* workspace
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************************************************/
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typedef struct
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{
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struct blasfeo_dmat tmp_nv_ny;
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struct blasfeo_dmat tmp_nv_nv;
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struct blasfeo_dvec tmp_ny;
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struct blasfeo_dvec tmp_2ns; // temporary vector of dimension ny
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} ocp_nlp_cost_nls_workspace;
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//
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acados_size_t ocp_nlp_cost_nls_workspace_calculate_size(void *config, void *dims, void *opts);
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/************************************************
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* functions
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************************************************/
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//
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void ocp_nlp_cost_nls_config_initialize_default(void *config);
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//
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void ocp_nlp_cost_nls_initialize(void *config_, void *dims, void *model_, void *opts_, void *mem_, void *work_);
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//
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void ocp_nlp_cost_nls_update_qp_matrices(void *config_, void *dims, void *model_, void *opts_, void *memory_, void *work_);
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//
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void ocp_nlp_cost_nls_compute_fun(void *config_, void *dims, void *model_, void *opts_, void *memory_, void *work_);
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#ifdef __cplusplus
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} /* extern "C" */
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#endif
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#endif // ACADOS_OCP_NLP_OCP_NLP_COST_NLS_H_
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/// @}
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/// @}
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/// @}
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