def __init__(self, joint_constraints_dict, hard_constraints_dict, soft_constraints_dict, controlled_joint_symbols, free_symbols=None, path_to_functions=''): """ :type joint_constraints_dict: dict :type hard_constraints_dict: dict :type soft_constraints_dict: dict :type controlled_joint_symbols: set :type free_symbols: set :param path_to_functions: location where the compiled functions can be safed. :type path_to_functions: str """ if free_symbols is not None: warnings.warn(u'use of free_symbols deprecated', DeprecationWarning) assert (not len(controlled_joint_symbols) > len(joint_constraints_dict)) assert (not len(controlled_joint_symbols) < len(joint_constraints_dict)) assert (len(hard_constraints_dict) <= len(controlled_joint_symbols)) self.path_to_functions = path_to_functions self.free_symbols = free_symbols self.joint_constraints_dict = joint_constraints_dict self.hard_constraints_dict = hard_constraints_dict self.soft_constraints_dict = soft_constraints_dict self.controlled_joints = controlled_joint_symbols self.make_matrices() self.shape1 = len(self.hard_constraints_dict) + len(self.soft_constraints_dict) self.shape2 = len(self.joint_constraints_dict) + len(self.soft_constraints_dict) self.qp_solver = QPSolver(len(self.hard_constraints_dict), len(self.joint_constraints_dict), len(self.soft_constraints_dict)) self.lbAs = None # for debugging purposes
def __init__(self, joint_constraints_dict, hard_constraints_dict, soft_constraints_dict, controlled_joint_symbols, path_to_functions=''): """ :type joint_constraints_dict: dict :type hard_constraints_dict: dict :type soft_constraints_dict: dict :type controlled_joint_symbols: list :param path_to_functions: location where the compiled functions can be safed. :type path_to_functions: str """ assert (not len(controlled_joint_symbols) > len(joint_constraints_dict)) assert (not len(controlled_joint_symbols) < len(joint_constraints_dict)) assert (len(hard_constraints_dict) <= len(controlled_joint_symbols)) self.path_to_functions = path_to_functions self.joint_constraints_dict = joint_constraints_dict self.hard_constraints_dict = hard_constraints_dict self.soft_constraints_dict = soft_constraints_dict self.controlled_joints = controlled_joint_symbols self.construct_big_ass_M() self.compile_big_ass_M() self.shape1 = len(self.hard_constraints_dict) + len(self.soft_constraints_dict) self.shape2 = len(self.joint_constraints_dict) + len(self.soft_constraints_dict) self.num_hard_constraints = len(self.hard_constraints_dict) self.num_joint_constraints = len(self.joint_constraints_dict) self.num_soft_constraints = len(self.soft_constraints_dict) self.qp_solver = QPSolver() self.lbAs = None # for debugging purposes
def __init__(self, joint_constraints_dict, hard_constraints_dict, soft_constraints_dict): self.joint_constraints_dict = joint_constraints_dict self.hard_constraints_dict = hard_constraints_dict self.soft_constraints_dict = soft_constraints_dict self.controlled_joints_strs = list(self.joint_constraints_dict.keys()) self.controlled_joints = sp.sympify(self.controlled_joints_strs) self.make_sympy_matrices() self.qp_solver = QPSolver(self.H.shape[0], len(self.lbA))
def test_simple_problem(): H = np.eye(2) * 2 A = np.ones((1, 2)) g = np.zeros(2) lba = np.array([10.]) lb = np.array([-10., -10.]) ub = np.array([10., 10.]) qp = QPSolver() x = qp.solve(H, g, A, lb, ub, lba, lba) np.testing.assert_array_almost_equal(x, np.array([5, 5]), decimal=4)
def test_non_diagonal_H(): H = np.array([[1, -0.5], [-1, -1]]) A = np.ones((1, 2)) g = np.zeros(2) lba = np.array([-10.]) lb = np.array([-10., -10.]) ub = np.array([10., 10.]) qp = QPSolver() x = qp.solve(H, g, A, lb, ub, lba, lba) print(x) print(qp.qpProblem.getObjVal())
def __init__(self, joint_constraints_dict, hard_constraints_dict, soft_constraints_dict, backend=None, logging=print_wrapper): self.backend = backend self.logging = logging self.joint_constraints_dict = joint_constraints_dict self.hard_constraints_dict = hard_constraints_dict self.soft_constraints_dict = soft_constraints_dict self.controlled_joints_strs = list(self.joint_constraints_dict.keys()) self.controlled_joints = [ spw.Symbol(n) for n in self.controlled_joints_strs ] self.soft_constraint_indices = {} self.make_sympy_matrices() self.qp_solver = QPSolver(self.H.shape[0], len(self.lbA))
def __init__(self, joint_constraints_dict, hard_constraints_dict, soft_constraints_dict, controlled_joint_symbols, free_symbols=None, path_to_functions=''): """ :type joint_constraints_dict: dict :type hard_constraints_dict: dict :type soft_constraints_dict: dict :type controlled_joint_symbols: set :type free_symbols: set :param path_to_functions: location where the compiled functions can be safed. :type path_to_functions: str """ assert ( not len(controlled_joint_symbols) > len(joint_constraints_dict)) assert ( not len(controlled_joint_symbols) < len(joint_constraints_dict)) assert (len(hard_constraints_dict) <= len(controlled_joint_symbols)) self.path_to_functions = path_to_functions self.free_symbols = free_symbols self.joint_constraints_dict = joint_constraints_dict self.hard_constraints_dict = hard_constraints_dict self.soft_constraints_dict = soft_constraints_dict self.controlled_joints = controlled_joint_symbols self.make_matrices() self.shape1 = len(self.hard_constraints_dict) + len( self.soft_constraints_dict) self.shape2 = len(self.joint_constraints_dict) + len( self.soft_constraints_dict) self.qp_solver = QPSolver( len(self.joint_constraints_dict) + len(self.soft_constraints_dict), len(self.hard_constraints_dict) + len(self.soft_constraints_dict))
class QProblemBuilder(object): """ Wraps around QPOases. Builds the required matrices from constraints. """ def __init__(self, joint_constraints_dict, hard_constraints_dict, soft_constraints_dict, controlled_joint_symbols, path_to_functions=''): """ :type joint_constraints_dict: dict :type hard_constraints_dict: dict :type soft_constraints_dict: dict :type controlled_joint_symbols: list :param path_to_functions: location where the compiled functions can be safed. :type path_to_functions: str """ assert ( not len(controlled_joint_symbols) > len(joint_constraints_dict)) assert ( not len(controlled_joint_symbols) < len(joint_constraints_dict)) assert (len(hard_constraints_dict) <= len(controlled_joint_symbols)) self.path_to_functions = path_to_functions self.joint_constraints_dict = joint_constraints_dict self.hard_constraints_dict = hard_constraints_dict self.soft_constraints_dict = soft_constraints_dict self.controlled_joints = controlled_joint_symbols self.construct_big_ass_M() self.compile_big_ass_M() self.shape1 = len(self.hard_constraints_dict) + len( self.soft_constraints_dict) self.shape2 = len(self.joint_constraints_dict) + len( self.soft_constraints_dict) self.num_hard_constraints = len(self.hard_constraints_dict) self.num_joint_constraints = len(self.joint_constraints_dict) self.num_soft_constraints = len(self.soft_constraints_dict) self.qp_solver = QPSolver() self.lbAs = None # for debugging purposes def get_expr(self): return self.compiled_big_ass_M.str_params @profile def construct_big_ass_M(self): # TODO cpu intensive weights = [] lb = [] ub = [] lbA = [] ubA = [] linear_weight = [] soft_expressions = [] hard_expressions = [] for constraint_name, constraint in self.joint_constraints_dict.items(): weights.append(constraint.weight) lb.append(constraint.lower) ub.append(constraint.upper) linear_weight.append(constraint.linear_weight) for constraint_name, constraint in self.hard_constraints_dict.items(): lbA.append(constraint.lower) ubA.append(constraint.upper) hard_expressions.append(constraint.expression) for constraint_name, constraint in self.soft_constraints_dict.items( ): # type: (str, SoftConstraint) weights.append(constraint.weight) lbA.append(constraint.lbA) ubA.append(constraint.ubA) lb.append(constraint.lower_slack_limit) ub.append(constraint.upper_slack_limit) linear_weight.append(constraint.linear_weight) assert not w.is_matrix( constraint.expression ), u'Matrices are not allowed as soft constraint expression' soft_expressions.append(constraint.expression) self.np_g = np.zeros(len(weights)) logging.loginfo( u'constructing new controller with {} soft constraints...'.format( len(soft_expressions))) self.h = len(self.hard_constraints_dict) self.s = len(self.soft_constraints_dict) self.j = len(self.joint_constraints_dict) self.init_big_ass_M() self.set_weights(weights) self.construct_A_hard(hard_expressions) self.construct_A_soft(soft_expressions) self.set_lbA(w.Matrix(lbA)) self.set_ubA(w.Matrix(ubA)) self.set_lb(w.Matrix(lb)) self.set_ub(w.Matrix(ub)) self.set_linear_weights(w.Matrix(linear_weight)) @profile def compile_big_ass_M(self): t = time() self.free_symbols = w.free_symbols(self.big_ass_M) self.compiled_big_ass_M = w.speed_up(self.big_ass_M, self.free_symbols) logging.loginfo( u'compiled symbolic expressions in {:.5f}s'.format(time() - t)) def init_big_ass_M(self): """ # j s 1 1 1 # |--------------------------------------| # h | A hard | 0 | | | | # | -------------------| lbA | ubA | 0 | # s | A soft |identity| | | | # |--------------------------------------| # j+s| H | lb | ub | g | # | -------------------------------------| """ self.big_ass_M = w.zeros(self.h + self.s * 2 + self.j, self.j + self.s + 3) def construct_A_hard(self, hard_expressions): A_hard = w.Matrix(hard_expressions) A_hard = w.jacobian(A_hard, self.controlled_joints) self.set_A_hard(A_hard) def set_A_hard(self, A_hard): self.big_ass_M[:self.h, :self.j] = A_hard def construct_A_soft(self, soft_expressions): A_soft = w.zeros(self.s, self.j + self.s) t = time() A_soft[:, :self.j] = w.jacobian(w.Matrix(soft_expressions), self.controlled_joints) logging.loginfo(u'computed Jacobian in {:.5f}s'.format(time() - t)) A_soft[:, self.j:] = w.eye(self.s) self.set_A_soft(A_soft) def set_A_soft(self, A_soft): self.big_ass_M[self.h:self.h + self.s, :self.j + self.s] = A_soft def set_lbA(self, lbA): self.big_ass_M[:self.h + self.s, self.j + self.s] = lbA def set_ubA(self, ubA): self.big_ass_M[:self.h + self.s, self.j + self.s + 1] = ubA def set_lb(self, lb): self.big_ass_M[self.h + self.s:, self.j + self.s] = lb def set_ub(self, ub): self.big_ass_M[self.h + self.s:, self.j + self.s + 1] = ub def set_linear_weights(self, linear_weights): self.big_ass_M[self.h + self.s:, self.j + self.s + 2] = linear_weights def set_weights(self, weights): self.big_ass_M[self.h + self.s:, :-3] = w.diag(*weights) def debug_print(self, unfiltered_H, A, lb, ub, lbA, ubA, g, xdot_full=None, actually_print=False): import pandas as pd bA_mask, b_mask = make_filter_masks(unfiltered_H, self.num_joint_constraints, self.num_hard_constraints) b_names = [] bA_names = [] for iJ, k in enumerate(self.joint_constraints_dict.keys()): key = 'j -- ' + str(k) b_names.append(key) for iH, k in enumerate(self.hard_constraints_dict.keys()): key = 'h -- ' + str(k) bA_names.append(key) for iS, k in enumerate(self.soft_constraints_dict.keys()): key = 's -- ' + str(k) bA_names.append(key) b_names.append(key) b_names = np.array(b_names) filtered_b_names = b_names[b_mask] filtered_bA_names = np.array(bA_names)[bA_mask] filtered_H = unfiltered_H[b_mask][:, b_mask] p_lb = pd.DataFrame(lb, filtered_b_names, [u'data'], dtype=float).sort_index() p_ub = pd.DataFrame(ub, filtered_b_names, [u'data'], dtype=float).sort_index() p_g = pd.DataFrame(g, filtered_b_names, [u'data'], dtype=float).sort_index() p_lbA = pd.DataFrame(lbA, filtered_bA_names, [u'data'], dtype=float).sort_index() p_ubA = pd.DataFrame(ubA, filtered_bA_names, [u'data'], dtype=float).sort_index() p_weights = pd.DataFrame(unfiltered_H.dot( np.ones(unfiltered_H.shape[0])), b_names, [u'data'], dtype=float).sort_index() if xdot_full is not None: p_xdot = pd.DataFrame(xdot_full, filtered_b_names, [u'data'], dtype=float).sort_index() Ax = np.dot(A, xdot_full) p_Ax = pd.DataFrame(Ax, filtered_bA_names, [u'data'], dtype=float).sort_index() xH = np.dot((xdot_full**2).T, filtered_H) p_xH = pd.DataFrame(xH, filtered_b_names, [u'data'], dtype=float).sort_index() p_xg = p_g * p_xdot xHx = np.dot(np.dot(xdot_full.T, filtered_H), xdot_full) x_soft = xdot_full[len(xdot_full) - len(lbA):] p_lbA_minus_x = pd.DataFrame(lbA - x_soft, filtered_bA_names, [u'data'], dtype=float).sort_index() p_ubA_minus_x = pd.DataFrame(ubA - x_soft, filtered_bA_names, [u'data'], dtype=float).sort_index() else: p_xdot = None p_A = pd.DataFrame(A, filtered_bA_names, filtered_b_names, dtype=float).sort_index(1).sort_index(0) # if self.lbAs is None: # self.lbAs = p_lbA # else: # self.lbAs = self.lbAs.T.append(p_lbA.T, ignore_index=True).T # self.lbAs.T[[c for c in self.lbAs.T.columns if 'dist' in c]].plot() # self.save_all(p_weights, p_A, p_lbA, p_ubA, p_lb, p_ub, p_xdot) return p_weights, p_A, p_lbA, p_ubA, p_lb, p_ub def are_joint_limits_violated(self, p_lb, p_ub): violations = (p_ub - p_lb)[p_lb.data > p_ub.data] if len(violations) > 0: logging.logerr( u'The following joints are outside of their limits: \n {}'. format(violations)) return True logging.loginfo(u'All joints are within limits') return False def save_all(self, weights, A, lbA, ubA, lb, ub, xdot=None): if xdot is not None: print_pd_dfs([weights, A, lbA, ubA, lb, ub, xdot], ['weights', 'A', 'lbA', 'ubA', 'lb', 'ub', 'xdot']) else: print_pd_dfs([weights, A, lbA, ubA, lb, ub], ['weights', 'A', 'lbA', 'ubA', 'lb', 'ub']) def is_nan_in_array(self, name, p_array): p_filtered = p_array.apply( lambda x: zip(x.index[x.isnull()].tolist(), x[x.isnull()]), 1) p_filtered = p_filtered[p_filtered.apply(lambda x: len(x)) > 0] if len(p_filtered) > 0: logging.logerr(u'{} has the following nans:'.format(name)) self.print_pandas_array(p_filtered) return True logging.loginfo(u'{} has no nans'.format(name)) return False def print_pandas_array(self, array): import pandas as pd if len(array) > 0: with pd.option_context('display.max_rows', None, 'display.max_columns', None): print(array) def filter_zero_weight_constraints(self, H, A, lb, ub, lbA, ubA, g): bA_mask, b_mask = make_filter_masks(H, self.num_joint_constraints, self.num_hard_constraints) A = A[bA_mask][:, b_mask].copy() lbA = lbA[bA_mask] ubA = ubA[bA_mask] lb = lb[b_mask] ub = ub[b_mask] g = g[b_mask] H = H[b_mask][:, b_mask] return H, A, lb, ub, lbA, ubA, g @profile def get_cmd(self, substitutions, nWSR=None): """ Uses substitutions for each symbol to compute the next commands for each joint. :param substitutions: :type substitutions: list :return: joint name -> joint command :rtype: dict """ np_big_ass_M = self.compiled_big_ass_M.call2(substitutions) np_H = np_big_ass_M[self.shape1:, :-3].copy() np_A = np_big_ass_M[:self.shape1, :self.shape2].copy() np_lb = np_big_ass_M[self.shape1:, -3].copy() np_ub = np_big_ass_M[self.shape1:, -2].copy() np_g = np_big_ass_M[self.shape1:, -1].copy() np_lbA = np_big_ass_M[:self.shape1, -3].copy() np_ubA = np_big_ass_M[:self.shape1, -2].copy() H, A, lb, ub, lbA, ubA, g = self.filter_zero_weight_constraints( np_H, np_A, np_lb, np_ub, np_lbA, np_ubA, np_g) # self.debug_print(np_H, A, lb, ub, lbA, ubA) try: xdot_full = self.qp_solver.solve(H, g, A, lb, ub, lbA, ubA, nWSR) except QPSolverException as e: p_weights, p_A, p_lbA, p_ubA, p_lb, p_ub = self.debug_print( np_H, A, lb, ub, lbA, ubA, g, actually_print=True) if isinstance(e, InfeasibleException): if self.are_joint_limits_violated(p_lb, p_ub): raise OutOfJointLimitsException(e) raise HardConstraintsViolatedException(e) if isinstance(e, QPSolverException): arrays = [(p_weights, u'H'), (p_A, u'A'), (p_lbA, u'lbA'), (p_ubA, u'ubA'), (p_lb, u'lb'), (p_ub, u'ub')] any_nan = False for a, name in arrays: any_nan |= self.is_nan_in_array(name, a) if any_nan: raise e raise e if xdot_full is None: return None # TODO enable debug print in an elegant way, preferably without slowing anything down self.debug_print(np_H, A, lb, ub, lbA, ubA, g, xdot_full) return OrderedDict((observable, xdot_full[i]) for i, observable in enumerate(self.controlled_joints)), \ np_H, np_A, np_lb, np_ub, np_lbA, np_ubA, xdot_full
class QProblemBuilder(object): BACKEND = 'numpy' def __init__(self, joint_constraints_dict, hard_constraints_dict, soft_constraints_dict): self.joint_constraints_dict = joint_constraints_dict self.hard_constraints_dict = hard_constraints_dict self.soft_constraints_dict = soft_constraints_dict self.controlled_joints_strs = list(self.joint_constraints_dict.keys()) self.controlled_joints = sp.sympify(self.controlled_joints_strs) self.make_sympy_matrices() self.qp_solver = QPSolver(self.H.shape[0], len(self.lbA)) # @profile def make_sympy_matrices(self): weights = [] lb = [] ub = [] lbA = [] ubA = [] soft_expressions = [] hard_expressions = [] for jn in self.controlled_joints: c = self.joint_constraints_dict[str(jn)] weights.append(c.weight) lb.append(c.lower) ub.append(c.upper) for c in self.hard_constraints_dict.values(): lbA.append(c.lower) ubA.append(c.upper) hard_expressions.append(c.expression) for c in self.soft_constraints_dict.values(): weights.append(c.weight) lbA.append(c.lower) ubA.append(c.upper) lb.append(-1e9) ub.append(1e9) soft_expressions.append(c.expression) self.H = sp.diag(*weights) self.np_g = np.zeros(len(weights)) self.lb = sp.Matrix(lb) self.ub = sp.Matrix(ub) # make A # hard part M_controlled_joints = sp.Matrix(self.controlled_joints) A_hard = sp.Matrix(hard_expressions) A_hard = A_hard.jacobian(M_controlled_joints) zerosHxS = sp.zeros(A_hard.shape[0], len(soft_expressions)) A_hard = A_hard.row_join(zerosHxS) # soft part A_soft = sp.Matrix(soft_expressions) A_soft = A_soft.jacobian(M_controlled_joints) identity3x3 = sp.eye(A_soft.shape[0]) A_soft = A_soft.row_join(identity3x3) # final A self.A = A_soft.row_insert(0, A_hard) self.lbA = sp.Matrix(lbA) self.ubA = sp.Matrix(ubA) self.cython_H = lambdify(list(self.H.free_symbols), self.H, self.BACKEND, dummify=False) self.H_symbols = [str(x) for x in self.H.free_symbols] self.cython_A = lambdify(list(self.A.free_symbols), self.A, self.BACKEND, dummify=False) self.A_symbols = [str(x) for x in self.A.free_symbols] self.cython_lb = lambdify(list(self.lb.free_symbols), self.lb, self.BACKEND, dummify=False) self.lb_symbols = [str(x) for x in self.lb.free_symbols] self.cython_ub = lambdify(list(self.ub.free_symbols), self.ub, self.BACKEND, dummify=False) self.ub_symbols = [str(x) for x in self.ub.free_symbols] self.cython_lbA = lambdify(list(self.lbA.free_symbols), self.lbA, self.BACKEND, dummify=False) self.lbA_symbols = [str(x) for x in self.lbA.free_symbols] self.cython_ubA = lambdify(list(self.ubA.free_symbols), self.ubA, self.BACKEND, dummify=False) self.ubA_symbols = [str(x) for x in self.ubA.free_symbols] def filter_observables(self, argument_names, observables_update): return {str(k): observables_update[k] for k in argument_names} # @profile def update_observables(self, observables_update): self.np_H = self.update_expression_matrix(self.cython_H, self.H_symbols, observables_update) self.np_A = self.update_expression_matrix(self.cython_A, self.A_symbols, observables_update) # for i in range(5): # print(self.A[i,:]) self.np_lb = self.update_expression_vector(self.cython_lb, self.lb_symbols, observables_update) self.np_ub = self.update_expression_vector(self.cython_ub, self.ub_symbols, observables_update) self.np_lbA = self.update_expression_vector(self.cython_lbA, self.lbA_symbols, observables_update) self.np_ubA = self.update_expression_vector(self.cython_ubA, self.ubA_symbols, observables_update) xdot_full = self.qp_solver.solve(self.np_H, self.np_g, self.np_A, self.np_lb, self.np_ub, self.np_lbA, self.np_ubA) if xdot_full is None: return None return OrderedDict( (observable, xdot_full[i]) for i, observable in enumerate(self.controlled_joints_strs)) # @profile def update_expression_matrix(self, matrix, argument_names, updates_dict): args = self.filter_observables(argument_names, updates_dict) if len(args) == 1: return matrix(args.values()[0]) return matrix(**args).astype(float) def update_expression_vector(self, vector, argument_names, updates_dict): np_v = self.update_expression_matrix(vector, argument_names, updates_dict) return np_v.reshape(len(np_v))
class QProblemBuilder(object): """ Wraps around QPOases. Builds the required matrices from constraints. """ def __init__(self, joint_constraints_dict, hard_constraints_dict, soft_constraints_dict, controlled_joint_symbols, free_symbols=None, path_to_functions=''): """ :type joint_constraints_dict: dict :type hard_constraints_dict: dict :type soft_constraints_dict: dict :type controlled_joint_symbols: set :type free_symbols: set :param path_to_functions: location where the compiled functions can be safed. :type path_to_functions: str """ assert ( not len(controlled_joint_symbols) > len(joint_constraints_dict)) assert ( not len(controlled_joint_symbols) < len(joint_constraints_dict)) assert (len(hard_constraints_dict) <= len(controlled_joint_symbols)) self.path_to_functions = path_to_functions self.free_symbols = free_symbols self.joint_constraints_dict = joint_constraints_dict self.hard_constraints_dict = hard_constraints_dict self.soft_constraints_dict = soft_constraints_dict self.controlled_joints = controlled_joint_symbols self.make_matrices() self.shape1 = len(self.hard_constraints_dict) + len( self.soft_constraints_dict) self.shape2 = len(self.joint_constraints_dict) + len( self.soft_constraints_dict) self.qp_solver = QPSolver( len(self.joint_constraints_dict) + len(self.soft_constraints_dict), len(self.hard_constraints_dict) + len(self.soft_constraints_dict)) # @profile def make_matrices(self): """ Turns constrains into a function that computes the matrices needed for QPOases. """ # TODO split this into smaller functions to increase readability t_total = time() # TODO cpu intensive weights = [] lb = [] ub = [] lbA = [] ubA = [] soft_expressions = [] hard_expressions = [] for k, c in self.joint_constraints_dict.items(): weights.append(c.weight) lb.append(c.lower) ub.append(c.upper) for k, c in self.hard_constraints_dict.items(): lbA.append(c.lower) ubA.append(c.upper) hard_expressions.append(c.expression) for k, c in self.soft_constraints_dict.items(): weights.append(c.weight) lbA.append(c.lower) ubA.append(c.upper) lb.append(-BIG_NUMBER) ub.append(BIG_NUMBER) assert not isinstance( c.expression, spw.Matrix ), u'Matrices are not allowed as soft constraint expression' soft_expressions.append(c.expression) self.cython_big_ass_M = load_compiled_function(self.path_to_functions) self.np_g = np.zeros(len(weights)) if self.cython_big_ass_M is None: print(u'new controller requested; compiling') self.H = spw.diag(*weights) self.lb = spw.Matrix(lb) self.ub = spw.Matrix(ub) # make A # hard part M_controlled_joints = spw.Matrix(self.controlled_joints) A_hard = spw.Matrix(hard_expressions) A_hard = A_hard.jacobian(M_controlled_joints) zerosHxS = spw.zeros(A_hard.shape[0], len(soft_expressions)) A_hard = A_hard.row_join(zerosHxS) # soft part A_soft = spw.Matrix(soft_expressions) t = time() A_soft = A_soft.jacobian(M_controlled_joints) print(u'jacobian took {}'.format(time() - t)) identity = spw.eye(A_soft.shape[0]) A_soft = A_soft.row_join(identity) # final A self.A = A_hard.col_join(A_soft) self.lbA = spw.Matrix(lbA) self.ubA = spw.Matrix(ubA) big_ass_M_A = self.A.row_join(self.lbA).row_join(self.ubA) big_ass_M_H = self.H.row_join(self.lb).row_join(self.ub) # putting everything into one big matrix to take full advantage of cse in speed_up() self.big_ass_M = big_ass_M_A.col_join(big_ass_M_H) t = time() if self.free_symbols is None: self.free_symbols = self.big_ass_M.free_symbols self.cython_big_ass_M = spw.speed_up(self.big_ass_M, self.free_symbols, backend=BACKEND) if self.path_to_functions is not None: safe_compiled_function(self.cython_big_ass_M, self.path_to_functions) print(u'autowrap took {}'.format(time() - t)) else: print(u'controller loaded {}'.format(self.path_to_functions)) print(u'controller ready {}s'.format(time() - t_total)) def save_pickle(self, hash, f): with open(u'/tmp/{}'.format(hash), u'w') as file: pickle.dump(f, file) def load_pickle(self, hash): return pickle.load(hash) def debug_print(self, np_H, np_A, np_lb, np_ub, np_lbA, np_ubA, xdot_full=None): import pandas as pd lb = [] ub = [] lbA = [] ubA = [] weights = [] xdot = [] for iJ, k in enumerate(self.joint_constraints_dict.keys()): key = 'j -- ' + str(k) lb.append(key) ub.append(key) weights.append(key) xdot.append(key) for iH, k in enumerate(self.hard_constraints_dict.keys()): key = 'h -- ' + str(k) lbA.append(key) ubA.append(key) for iS, k in enumerate(self.soft_constraints_dict.keys()): key = 's -- ' + str(k) lbA.append(key) ubA.append(key) weights.append(key) xdot.append(key) p_lb = pd.DataFrame(np_lb[:-len(self.soft_constraints_dict)], lb) p_ub = pd.DataFrame(np_ub[:-len(self.soft_constraints_dict)], ub) p_lbA = pd.DataFrame(np_lbA, lbA) p_ubA = pd.DataFrame(np_ubA, ubA) p_weights = pd.DataFrame(np_H.dot(np.ones(np_H.shape[0])), weights) if xdot_full is not None: p_xdot = pd.DataFrame(xdot_full, xdot) p_A = pd.DataFrame(np_A, lbA, weights) pass def get_cmd(self, substitutions, nWSR=None): """ Uses substitutions for each symbol to compute the next commands for each joint. :param substitutions: symbol -> value :type substitutions: dict :return: joint name -> joint command :rtype: dict """ np_big_ass_M = self.cython_big_ass_M(**substitutions) # TODO create functions to extract the different matrices. np_H = np.array(np_big_ass_M[self.shape1:, :-2]) np_A = np.array(np_big_ass_M[:self.shape1, :self.shape2]) np_lb = np.array(np_big_ass_M[self.shape1:, -2]) np_ub = np.array(np_big_ass_M[self.shape1:, -1]) np_lbA = np.array(np_big_ass_M[:self.shape1, -2]) np_ubA = np.array(np_big_ass_M[:self.shape1, -1]) # self.debug_print(np_H, np_A, np_lb, np_ub, np_lbA, np_ubA) xdot_full = self.qp_solver.solve(np_H, self.np_g, np_A, np_lb, np_ub, np_lbA, np_ubA, nWSR) if xdot_full is None: return None # TODO enable debug print in an elegant way, preferably without slowing anything down # self.debug_print(np_H, np_A, np_lb, np_ub, np_lbA, np_ubA, xdot_full) return OrderedDict( (observable, xdot_full[i]) for i, observable in enumerate(self.controlled_joints))
class QProblemBuilder(object): """ Wraps around QPOases. Builds the required matrices from constraints. """ def __init__(self, joint_constraints_dict, hard_constraints_dict, soft_constraints_dict, controlled_joint_symbols, free_symbols=None, path_to_functions=''): """ :type joint_constraints_dict: dict :type hard_constraints_dict: dict :type soft_constraints_dict: dict :type controlled_joint_symbols: set :type free_symbols: set :param path_to_functions: location where the compiled functions can be safed. :type path_to_functions: str """ if free_symbols is not None: warnings.warn(u'use of free_symbols deprecated', DeprecationWarning) assert (not len(controlled_joint_symbols) > len(joint_constraints_dict)) assert (not len(controlled_joint_symbols) < len(joint_constraints_dict)) assert (len(hard_constraints_dict) <= len(controlled_joint_symbols)) self.path_to_functions = path_to_functions self.free_symbols = free_symbols self.joint_constraints_dict = joint_constraints_dict self.hard_constraints_dict = hard_constraints_dict self.soft_constraints_dict = soft_constraints_dict self.controlled_joints = controlled_joint_symbols self.make_matrices() self.shape1 = len(self.hard_constraints_dict) + len(self.soft_constraints_dict) self.shape2 = len(self.joint_constraints_dict) + len(self.soft_constraints_dict) self.qp_solver = QPSolver(len(self.hard_constraints_dict), len(self.joint_constraints_dict), len(self.soft_constraints_dict)) self.lbAs = None # for debugging purposes def get_expr(self): return self.cython_big_ass_M.str_params def make_matrices(self): """ Turns constrains into a function that computes the matrices needed for QPOases. """ # TODO split this into smaller functions to increase readability t_total = time() # TODO cpu intensive weights = [] lb = [] ub = [] lbA = [] ubA = [] soft_expressions = [] hard_expressions = [] for k, c in self.joint_constraints_dict.items(): weights.append(c.weight) lb.append(c.lower) ub.append(c.upper) for k, c in self.hard_constraints_dict.items(): lbA.append(c.lower) ubA.append(c.upper) hard_expressions.append(c.expression) for k, c in self.soft_constraints_dict.items(): weights.append(c.weight) lbA.append(c.lower) ubA.append(c.upper) lb.append(-BIG_NUMBER) ub.append(BIG_NUMBER) assert not w.is_matrix(c.expression), u'Matrices are not allowed as soft constraint expression' soft_expressions.append(c.expression) self.cython_big_ass_M = w.load_compiled_function(self.path_to_functions) self.np_g = np.zeros(len(weights)) if self.cython_big_ass_M is None: logging.loginfo(u'new controller with {} constraints requested; compiling'.format(len(soft_expressions))) h = len(self.hard_constraints_dict) s = len(self.soft_constraints_dict) c = len(self.joint_constraints_dict) # c s 1 1 # |---------------------------------- # h | A hard | 0 | | # | -------------------| lbA | ubA # s | A soft |identity| | # |----------------------------------- #c+s| H | lb | ub # | ---------------------------------- self.big_ass_M = w.zeros(h+s+s+c, c+s+2) self.big_ass_M[h+s:,:-2] = w.diag(*weights) self.lb = w.Matrix(lb) self.ub = w.Matrix(ub) # make A # hard part A_hard = w.Matrix(hard_expressions) A_hard = w.jacobian(A_hard, self.controlled_joints) self.big_ass_M[:h, :c] = A_hard # soft part A_soft = w.Matrix(soft_expressions) t = time() A_soft = w.jacobian(A_soft, self.controlled_joints) logging.loginfo(u'jacobian took {}'.format(time() - t)) identity = w.eye(A_soft.shape[0]) self.big_ass_M[h:h+s, :c] = A_soft self.big_ass_M[h:h+s, c:c+s] = identity self.lbA = w.Matrix(lbA) self.ubA = w.Matrix(ubA) self.big_ass_M[:h+s, c+s] = self.lbA self.big_ass_M[:h+s, c+s+1] = self.ubA self.big_ass_M[h+s:, c+s] = self.lb self.big_ass_M[h+s:, c+s+1] = self.ub t = time() if self.free_symbols is None: self.free_symbols = w.free_symbols(self.big_ass_M) self.cython_big_ass_M = w.speed_up(self.big_ass_M, self.free_symbols) if self.path_to_functions is not None: # safe_compiled_function(self.cython_big_ass_M, self.path_to_functions) logging.loginfo(u'autowrap took {}'.format(time() - t)) else: logging.loginfo(u'controller loaded {}'.format(self.path_to_functions)) logging.loginfo(u'controller ready {}s'.format(time() - t_total)) def save_pickle(self, hash, f): with open(u'/tmp/{}'.format(hash), u'w') as file: pickle.dump(f, file) def load_pickle(self, hash): return pickle.load(hash) def debug_print(self, np_H, np_A, np_lb, np_ub, np_lbA, np_ubA, xdot_full=None): import pandas as pd lb = [] lbA = [] weights = [] xdot = [] # if xdot_full is not None: # A_dot_x = np_A.dot(xdot_full) for iJ, k in enumerate(self.joint_constraints_dict.keys()): key = 'j -- ' + str(k) lb.append(key) weights.append(key) xdot.append(key) for iH, k in enumerate(self.hard_constraints_dict.keys()): key = 'h -- ' + str(k) lbA.append(key) upper_bound = np_ubA[iH] lower_bound = np_lbA[iH] if np.sign(upper_bound) == np.sign(lower_bound): logging.logwarn(u'{} out of bounds'.format(k)) if upper_bound > 0: logging.logwarn(u'{} value below lower bound by {}'.format(k, lower_bound)) vel = np_ub[iH] if abs(vel) < abs(lower_bound): logging.logerr(u'joint vel of {} to low to get back into bound in one iteration'.format(vel)) else: logging.logwarn(u'{} value above upper bound by {}'.format(k, abs(upper_bound))) vel = np_lb[iH] if abs(vel) < abs(lower_bound): logging.logerr(u'joint vel of {} to low to get back into bound in one iteration'.format(vel)) for iS, k in enumerate(self.soft_constraints_dict.keys()): key = 's -- ' + str(k) lbA.append(key) weights.append(key) # xdot.append(key) p_lb = pd.DataFrame(np_lb[:-len(self.soft_constraints_dict)], lb).sort_index() p_ub = pd.DataFrame(np_ub[:-len(self.soft_constraints_dict)], lb).sort_index() p_lbA = pd.DataFrame(np_lbA, lbA).sort_index() # if xdot_full is not None: # p_A_dot_x = pd.DataFrame(A_dot_x, lbA).sort_index() p_ubA = pd.DataFrame(np_ubA, lbA).sort_index() p_weights = pd.DataFrame(np_H.dot(np.ones(np_H.shape[0])), weights).sort_index() if xdot_full is not None: p_xdot = pd.DataFrame(xdot_full[:len(xdot)], xdot).sort_index() p_A = pd.DataFrame(np_A, lbA, weights).sort_index(1).sort_index(0) if self.lbAs is None: self.lbAs = p_lbA else: self.lbAs = self.lbAs.T.append(p_lbA.T, ignore_index=True).T # self.lbAs.T[[c for c in self.lbAs.T.columns if 'dist' in c]].plot() # arrays = [(p_weights, u'H'), # (p_A, u'A'), # (p_lbA, u'lbA'), # (p_ubA, u'ubA'), # (p_lb, u'lb'), # (p_ub, u'ub')] # for a, name in arrays: # self.check_for_nan(name, a) # self.check_for_big_numbers(name, a) pass def check_for_nan(self, name, p_array): p_filtered = p_array.apply(lambda x: zip(x.index[x.isnull()].tolist(), x[x.isnull()]), 1) p_filtered = p_filtered[p_filtered.apply(lambda x: len(x)) > 0] if len(p_filtered) > 0: logging.logwarn(u'{} has the following nans:'.format(name)) self.print_pandas_array(p_filtered) else: logging.loginfo(u'no nans') def check_for_big_numbers(self, name, p_array, big=1e5): # FIXME fails if condition is true on first entry p_filtered = p_array.apply(lambda x: zip(x.index[abs(x) > big].tolist(), x[x > big]), 1) p_filtered = p_filtered[p_filtered.apply(lambda x: len(x)) > 0] if len(p_filtered) > 0: logging.logwarn(u'{} has the following big numbers:'.format(name)) self.print_pandas_array(p_filtered) else: logging.loginfo(u'no big numbers') def print_pandas_array(self, array): import pandas as pd if len(array) > 0: with pd.option_context('display.max_rows', None, 'display.max_columns', None): print(array) def get_cmd(self, substitutions, nWSR=None): """ Uses substitutions for each symbol to compute the next commands for each joint. :param substitutions: symbol -> value :type substitutions: dict :return: joint name -> joint command :rtype: dict """ np_big_ass_M = self.cython_big_ass_M.call2(substitutions) np_H = np_big_ass_M[self.shape1:, :-2].copy() np_A = np_big_ass_M[:self.shape1, :self.shape2].copy() np_lb = np_big_ass_M[self.shape1:, -2].copy() np_ub = np_big_ass_M[self.shape1:, -1].copy() np_lbA = np_big_ass_M[:self.shape1, -2].copy() np_ubA = np_big_ass_M[:self.shape1, -1].copy() # self.debug_print(np_H, np_A, np_lb, np_ub, np_lbA, np_ubA) try: xdot_full = self.qp_solver.solve(np_H, self.np_g, np_A, np_lb, np_ub, np_lbA, np_ubA, nWSR) except QPSolverException as e: self.debug_print(np_H, np_A, np_lb, np_ub, np_lbA, np_ubA) raise e if xdot_full is None: return None # TODO enable debug print in an elegant way, preferably without slowing anything down # self.debug_print(np_H, np_A, np_lb, np_ub, np_lbA, np_ubA, xdot_full) return OrderedDict((observable, xdot_full[i]) for i, observable in enumerate(self.controlled_joints)), \ np_H, np_A, np_lb, np_ub, np_lbA, np_ubA, xdot_full
def test_simple_problem_split(): cw1 = 10. cw2 = 1000. H = np.diag([1, 1, cw1, cw2]) A = np.array([[1., 1, 1, 0], [1, 1, 0, 1]]) g = np.zeros(4) lba = np.array([10., 5.]) lb = np.array([-10., -10., -1e9, -1e9]) ub = np.array([10., 10., 1e9, 1e9]) qp = QPSolver() x1 = qp.solve(H, g, A, lb, ub, lba, lba) print(x1) H = np.diag([1, 1, cw1]) A = np.array([[1., 1, 1]]) g = np.zeros(3) lba = np.array([10.]) lb = np.array([-10., -10., -1e9]) ub = np.array([10., 10., 1e9]) qp = QPSolver() x2 = qp.solve(H, g, A, lb, ub, lba, lba) print(x2) H = np.diag([1, 1, cw2]) A = np.array([[1., 1, 1]]) g = np.zeros(3) lba = np.array([5.]) lb = np.array([-10., -10., -1e9]) ub = np.array([10., 10., 1e9]) qp = QPSolver() x3 = qp.solve(H, g, A, lb, ub, lba, lba) print(x3) H = np.diag([1., 1, cw1, cw1, cw2, cw2]) A = np.array([[1., 0, 1, 0, 0, 0], [0., 1, 0, 1, 0, 0], [1., 0, 0, 0, 1, 0], [0., 1, 0, 0, 0, 1]]) g = np.zeros(H.shape[0]) lba = np.array([ x2[0], x2[1], x3[0], x3[1], ]) lb = np.array([-10., -10., -1e9, -1e9, -1e9, -1e9]) ub = np.array([10., 10., 1e9, 1e9, 1e9, 1e9]) qp = QPSolver() x4 = qp.solve(H, g, A, lb, ub, lba, lba) print(x4) H = np.diag([1., 1, cw1, cw2, cw1, cw2]) A = np.array([[1., 0, 1, 0, 0, 0], [0., 1, 1, 0, 0, 0], [1., 0, 0, 1, 0, 0], [0., 1, 0, 1, 0, 0]]) g = np.zeros(H.shape[0]) lba = np.array([ x2[0], x2[1], x3[0], x3[1], ]) lb = np.array([-10., -10., -1e9, -1e9, -1e9, -1e9]) ub = np.array([10., 10., 1e9, 1e9, 1e9, 1e9]) qp = QPSolver() x5 = qp.solve(H, g, A, lb, ub, lba, lba) print(x5) print((x2[:2] + x3[:2]) / 2) print(np.sqrt((x1[:2]**2 + x2[:2]**2)) / 2)
class QProblemBuilder(object): def __init__(self, joint_constraints_dict, hard_constraints_dict, soft_constraints_dict, backend=None, logging=print_wrapper): self.backend = backend self.logging = logging self.joint_constraints_dict = joint_constraints_dict self.hard_constraints_dict = hard_constraints_dict self.soft_constraints_dict = soft_constraints_dict self.controlled_joints_strs = list(self.joint_constraints_dict.keys()) self.controlled_joints = [ spw.Symbol(n) for n in self.controlled_joints_strs ] self.soft_constraint_indices = {} self.make_sympy_matrices() self.qp_solver = QPSolver(self.H.shape[0], len(self.lbA)) # @profile def make_sympy_matrices(self): weights = [] lb = [] ub = [] lbA = [] ubA = [] soft_expressions = [] hard_expressions = [] for jn in self.controlled_joints: c = self.joint_constraints_dict[str(jn)] weights.append(c.weight) lb.append(c.lower) ub.append(c.upper) for c in self.hard_constraints_dict.values(): lbA.append(c.lower) ubA.append(c.upper) hard_expressions.append(c.expression) for scname, c in self.soft_constraints_dict.items(): self.soft_constraint_indices[scname] = len(lbA) weights.append(c.weight) lbA.append(c.lower) ubA.append(c.upper) lb.append(-BIG_NUMBER) ub.append(BIG_NUMBER) soft_expressions.append(c.expression) self.H = spw.diag(*weights) self.np_g = np.zeros(len(weights)) self.lb = spw.Matrix(lb) self.ub = spw.Matrix(ub) # make A # hard part M_controlled_joints = spw.Matrix(self.controlled_joints) A_hard = spw.Matrix(hard_expressions) A_hard = A_hard.jacobian(M_controlled_joints) zerosHxS = spw.zeros(A_hard.shape[0], len(soft_expressions)) A_hard = A_hard.row_join(zerosHxS) # soft part A_soft = spw.Matrix(soft_expressions) t = time() A_soft = A_soft.jacobian(M_controlled_joints) self.logging('jacobian took {}'.format(time() - t)) identity = spw.eye(A_soft.shape[0]) A_soft = A_soft.row_join(identity) # final A self.A = A_hard.col_join(A_soft) self.lbA = spw.Matrix(lbA) self.ubA = spw.Matrix(ubA) t = time() try: self.cython_H = spw.speed_up(self.H, self.H.free_symbols) except Exception as e: raise Exception( 'Error while wrapping weight matrix! Error: {}\n'.format(e)) try: self.cython_A = spw.speed_up(self.A, self.A.free_symbols) except Exception as e: raise Exception( 'Error while wrapping jacobian! Error: {}\n'.format(e)) try: self.cython_lb = spw.speed_up(self.lb, self.lb.free_symbols) except Exception as e: raise Exception( 'Error while wrapping lower bounds! Error: {}\n'.format(e)) try: self.cython_ub = spw.speed_up(self.ub, self.ub.free_symbols) except Exception as e: raise Exception( 'Error while wrapping upper bounds! Error: {}\n'.format(e)) try: self.cython_lbA = spw.speed_up(self.lbA, self.lbA.free_symbols) except Exception as e: raise Exception( 'Error while wrapping jacobian lower bounds! Error: {}\n'. format(e)) try: self.cython_ubA = spw.speed_up(self.ubA, self.ubA.free_symbols) except Exception as e: raise Exception( 'Error while wrapping jacobian upper bounds! Error: {}\n'. format(e)) self.logging('autowrap took {}'.format(time() - t)) # Strings for printing col_names = self.controlled_joints_strs + ['slack' ] * len(soft_expressions) row_names = self.hard_constraints_dict.keys( ) + self.soft_constraints_dict.keys() self.str_A = pretty_matrix_format_str(col_names, row_names) self.str_b = pretty_matrix_format_str( ['lb', 'ub'], self.controlled_joints_strs + self.soft_constraints_dict.keys()) self.str_bA = pretty_matrix_format_str( ['lbA', 'ubA'], self.hard_constraints_dict.keys() + self.soft_constraints_dict.keys()) # @profile def update_observables(self, observables_update): # print('Evaluating H') self.np_H = self.cython_H(**observables_update) # print('Evaluating A') self.np_A = self.cython_A(**observables_update) # print('Evaluating ctrl lb') self.np_lb = self.cython_lb(**observables_update).reshape( self.lb.shape[0]) #print('Evaluating ctrl ub') self.np_ub = self.cython_ub(**observables_update).reshape( self.ub.shape[0]) #print('Evaluating A lb') self.np_lbA = self.cython_lbA(**observables_update).reshape( self.lbA.shape[0]) #print('Evaluating A ub') self.np_ubA = self.cython_ubA(**observables_update).reshape( self.ubA.shape[0]) xdot_full = self.qp_solver.solve(self.np_H, self.np_g, self.np_A, self.np_lb, self.np_ub, self.np_lbA, self.np_ubA) if xdot_full is None: return None return OrderedDict( (observable, xdot_full[i]) for i, observable in enumerate(self.controlled_joints_strs)) def constraints_met(self, lbThreshold=0.01, ubThreshold=-0.01, names=None): if names == None: for x in range(len(self.np_lbA)): if self.np_lbA[x] > lbThreshold or self.np_ubA[x] < ubThreshold: return False else: for name in names: x = self.soft_constraint_indices[name] if self.np_lbA[x] > lbThreshold or self.np_ubA[x] < ubThreshold: return False return True def str_jacobian(self): return format_matrix(self.np_A, self.str_A) def str_lb_ub(self): return format_matrix( np.concatenate((self.np_lb.reshape(len( self.np_lb), 1), self.np_ub.reshape(len(self.np_ub), 1)), axis=1), self.str_b) def str_lbA_ubA(self): return format_matrix( np.concatenate((self.np_lbA.reshape(len( self.np_lbA), 1), self.np_ubA.reshape(len(self.np_lbA), 1)), axis=1), self.str_bA) def log_jacobian(self): self.logging('Matrix A: \n{}'.format(self.str_jacobian())) def log_lb_ub(self): self.logging('Matrix lb, ub: \n{}'.format(self.str_lb_ub())) def log_lbA_ubA(self): self.logging('Matrix lbA, ubA: \n{}'.format(self.str_lbA_ubA())) def reset_solver(self): self.qp_solver = QPSolver(self.H.shape[0], len(self.lbA))
def reset_solver(self): self.qp_solver = QPSolver(self.H.shape[0], len(self.lbA))