Пример #1
0
    def test_get_results_this_sample(self):
        """
        Test that get_results_this_sample returns the optimization result for
        this optimization.
        """
        op = transfer_to_casadi_interface(
            "CSTR.CSTR_MPC",
            self.cstr_file_path,
            compiler_options={"state_initial_equations": True})
        op.set('_start_c', float(self.c_0_A))
        op.set('_start_T', float(self.T_0_A))

        # Set options collocation
        n_e = 50
        opt_opts = op.optimize_options()
        opt_opts['n_e'] = n_e
        opt_opts['IPOPT_options']['print_level'] = 0

        # Define some MPC-options
        sample_period = 3
        horizon = 50
        seed = 7
        cvc = {'T': 1e6}

        # Define blocking factors
        bl_list = [1] * horizon
        factors = {'Tc': bl_list}
        bf = BlockingFactors(factors=factors)
        opt_opts['blocking_factors'] = bf

        # Create MPC-object
        MPC_object = MPC(op,
                         opt_opts,
                         sample_period,
                         horizon,
                         constr_viol_costs=cvc,
                         noise_seed=seed)

        MPC_object.update_state()
        u_k1 = MPC_object.sample()
        result1 = MPC_object.get_results_this_sample()
        N.testing.assert_equal(0, result1['time'][0])
        N.testing.assert_equal(sample_period * horizon, result1['time'][-1])

        MPC_object.update_state()
        u_k2 = MPC_object.sample()
        result2 = MPC_object.get_results_this_sample()
        N.testing.assert_equal(sample_period, result2['time'][0])
        N.testing.assert_equal(sample_period * (horizon + 1),
                               result2['time'][-1])
Пример #2
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    def test_warm_start_options(self):
        """ 
        Test that the warm start options are activated.
        """
        op = transfer_to_casadi_interface(
            "CSTR.CSTR_MPC",
            self.cstr_file_path,
            compiler_options={"state_initial_equations": True})
        op.set('_start_c', float(self.c_0_A))
        op.set('_start_T', float(self.T_0_A))

        # Set options collocation
        n_e = 50
        opt_opts = op.optimize_options()
        opt_opts['n_e'] = n_e
        opt_opts['IPOPT_options']['print_level'] = 0

        # Define some MPC-options
        sample_period = 3
        horizon = 50
        cvc = {'T': 1e6}

        # Create MPC-object
        MPC_object = MPC(op,
                         opt_opts,
                         sample_period,
                         horizon,
                         initial_guess='trajectory',
                         constr_viol_costs=cvc)
        MPC_object.update_state({
            '_start_c': 587.47543496,
            '_start_T': 345.64619542
        })
        u_k1 = MPC_object.sample()
        MPC_object.update_state()
        u_k2 = MPC_object.sample()

        N.testing.assert_(MPC_object.collocator.warm_start)
        wsip =\
         MPC_object.collocator.solver_object.getOption('warm_start_init_point')
        mu_init = MPC_object.collocator.solver_object.getOption('mu_init')
        prl = MPC_object.collocator.solver_object.getOption('print_level')

        N.testing.assert_(wsip == 'yes')
        N.testing.assert_equal(mu_init, 1e-3)
        N.testing.assert_equal(prl, 0)
Пример #3
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    def test_softening_bounds(self):
        """
        Test the automatic softening of hard variable bounds.
        """
        op = transfer_to_casadi_interface(
            "CSTR.CSTR_MPC",
            self.cstr_file_path,
            compiler_options={"state_initial_equations": True})

        # Set options collocation
        n_e = 50
        opt_opts = op.optimize_options()
        opt_opts['n_e'] = n_e

        # Define some MPC-options
        sample_period = 3
        horizon = 50
        seed = 7

        # Define blocking factors
        bl_list = [1] * horizon
        factors = {'Tc': bl_list}
        bf = BlockingFactors(factors=factors)
        opt_opts['blocking_factors'] = bf
        opt_opts['IPOPT_options']['print_level'] = 0

        cvc = {'T': 1e6}
        originalPathConstraints = op.getPathConstraints()

        # Create MPC-object
        MPC_object = MPC(op,
                         opt_opts,
                         sample_period,
                         horizon,
                         constr_viol_costs=cvc,
                         noise_seed=seed)

        # Assert that an optimization with an initial value outside of bounds
        # succeeds
        MPC_object.update_state({'_start_c': self.c_0_A, '_start_T': 355})
        MPC_object.sample()
        N.testing.assert_(
            'Solve_Succeeded',
            MPC_object.collocator.solver_object.getStat('return_status'))
Пример #4
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    def test_du_bounds(self):
        """
        Test with blocking_factor du_bounds.
        """
        op = transfer_to_casadi_interface(
            "CSTR.CSTR_MPC",
            self.cstr_file_path,
            compiler_options={"state_initial_equations": True})
        op.set('_start_c', float(self.c_0_A))
        op.set('_start_T', float(self.T_0_A))

        # Set options collocation
        n_e = 50
        opt_opts = op.optimize_options()
        opt_opts['n_e'] = n_e
        opt_opts['IPOPT_options']['print_level'] = 0

        # Define some MPC-options
        sample_period = 3
        horizon = 50
        seed = 7

        # Define blocking factors
        bl_list = [1] * horizon
        factors = {'Tc': bl_list}
        du_bounds = {'Tc': 5}
        bf = BlockingFactors(factors=factors, du_bounds=du_bounds)
        opt_opts['blocking_factors'] = bf

        # Create MPC-object
        MPC_object = MPC(op,
                         opt_opts,
                         sample_period,
                         horizon,
                         noise_seed=seed,
                         initial_guess='trajectory')

        MPC_object.update_state()
        u_k1 = MPC_object.sample()

        res = MPC_object.get_results_this_sample()

        Tc = res['Tc']

        prev_value = Tc[0]
        largest_delta = 0

        for value in Tc:
            delta = value - prev_value
            if delta > largest_delta:
                largest_delta = delta
            prev_value = value

        assert largest_delta < 5, "Value {} is not less than {}".format(
            largest_delta, 5)
Пример #5
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    def test_auto_bl_factors(self):
        """
        Test blocking factors generated in the mpc-class.
        """
        op = transfer_to_casadi_interface(
            "CSTR.CSTR_MPC",
            self.cstr_file_path,
            compiler_options={"state_initial_equations": True})

        # Set options collocation
        n_e = 50
        opt_opts = op.optimize_options()
        opt_opts['n_e'] = n_e
        opt_opts['IPOPT_options']['print_level'] = 0

        # Define some MPC-options
        sample_period = 3
        horizon = 50

        # Create MPC-object
        MPC_object_auto = MPC(op, opt_opts, sample_period, horizon)
        MPC_object_auto.update_state()
        MPC_object_auto.sample()
        res_auto = MPC_object_auto.get_results_this_sample()

        opt_opts_auto = op.optimize_options()
        opt_opts_auto['n_e'] = n_e
        opt_opts_auto['IPOPT_options']['print_level'] = 0
        bf_list = [1] * horizon
        factors = {'Tc': bf_list}
        bf = BlockingFactors(factors)
        opt_opts_auto['blocking_factors'] = bf

        MPC_object = MPC(op, opt_opts_auto, sample_period, horizon)
        MPC_object.update_state()
        MPC_object.sample()
        res = MPC_object.get_results_this_sample()

        # Assert that res_auto['Tc'] and res['Tc'] are equal
        N.testing.assert_array_equal(res_auto['Tc'], res['Tc'])
Пример #6
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def run_demo(with_plots=True):
    """
    This example is based on the Hicks-Ray Continuously Stirred Tank Reactors 
    (CSTR) system. The system has two states, the concentration and the 
    temperature. The control input to the system is the temperature of the 
    cooling flow in the reactor jacket. The chemical reaction in the reactor is 
    exothermic, and also temperature dependent; high temperature results in 
    high reaction rate.

    The problem is solved using the CasADi-based collocation algorithm through 
    the MPC-class. FMI is used for initialization and simulation purposes.

    The following steps are demonstrated in this example:

    1.  How to generate an initial guess for a direct collocation method by
        means of simulation with a constant input. The trajectories resulting
        from the simulation are used to initialize the variables in the
        transcribed NLP, in the first sample(optimization).

    2.  An optimal control problem is defined where the objective is to 
        transfer the state of the system from stationary point A to point B. 
        An MPC object for the optimization problem is created. After each 
        sample the NLP is updated with an estimate of the states in the next 
        sample. The estimate is done by simulating the model for one sample 
        period with the optimal input calculated in the optimization as input.
        To each estimate a normally distributed noise, with the mean 0 
        and standard deviation 0.5% of the nominal value of each state, is 
        added. The MPC object uses the result from the previous optimization as
        initial guess for the next optimization (for all but the first 
        optimization, where the simulation result from #1 is used instead).

   (3.) If with_plots is True we compile the same optimization problem again 
        and define the options so that the op has the same options and 
        resolution as the op we solved through the MPC-class. By same 
        resolution we mean that both op should have the same mesh and blocking 
        factors. This allows us to compare the MPC-results to an open loop 
        optimization. Note that the MPC-results contains noise while the open 
        loop optimization does not. 

    """
    ### 1. Compute initial guess trajectories by means of simulation
    # Locate the Modelica and Optimica code
    file_path = os.path.join(get_files_path(), "CSTR.mop")

    # Compile and load the model used for simulation
    sim_fmu = compile_fmu("CSTR.CSTR_MPC_Model", file_path, 
                            compiler_options={"state_initial_equations":True})
    sim_model = load_fmu(sim_fmu)

    # Define stationary point A and set initial values and inputs
    c_0_A = 956.271352
    T_0_A = 250.051971
    sim_model.set('_start_c', c_0_A)
    sim_model.set('_start_T', T_0_A)
    sim_model.set('Tc', 280)
    
    opts = sim_model.simulate_options()
    opts["CVode_options"]["maxh"] = 0.0
    opts["ncp"] = 0
    
    init_res = sim_model.simulate(start_time=0., final_time=150, options=opts)

    ### 2. Define the optimal control problem and solve it using the MPC class
    # Compile and load optimization problem
    op = transfer_optimization_problem("CSTR.CSTR_MPC", file_path,
                            compiler_options={"state_initial_equations":True})

    # Define MPC options
    sample_period = 3                           # s
    horizon = 33                                # Samples on the horizon
    n_e_per_sample = 1                          # Collocation elements / sample
    n_e = n_e_per_sample*horizon                # Total collocation elements
    finalTime = 150                             # s
    number_samp_tot = int(finalTime/sample_period)   # Total number of samples to do

    # Create blocking factors with quadratic penalty and bound on 'Tc'
    bf_list = [n_e_per_sample]*(horizon/n_e_per_sample)
    factors = {'Tc': bf_list}
    du_quad_pen = {'Tc': 500}
    du_bounds = {'Tc': 30}
    bf = BlockingFactors(factors, du_bounds, du_quad_pen)

    # Set collocation options
    opt_opts = op.optimize_options()
    opt_opts['n_e'] = n_e
    opt_opts['n_cp'] = 2
    opt_opts['init_traj'] = init_res
    opt_opts['blocking_factors'] = bf

    if with_plots:
        # Compile and load a new instance of the op to compare the MPC results 
        # with an open loop optimization 
        op_open_loop = transfer_optimization_problem(
            "CSTR.CSTR_MPC", file_path,
            compiler_options={"state_initial_equations":True})
        op_open_loop.set('_start_c', float(c_0_A))
        op_open_loop.set('_start_T', float(T_0_A)) 
        
        # Copy options from MPC optimization
        open_loop_opts = copy.deepcopy(opt_opts)
        
        # Change n_e and blocking_factors so op_open_loop gets the same 
        # resolution as op
        open_loop_opts['n_e'] = number_samp_tot
        
        bf_list_ol = [n_e_per_sample]*(number_samp_tot/n_e_per_sample)
        factors_ol = {'Tc': bf_list_ol}
        bf_ol = BlockingFactors(factors_ol, du_bounds, du_quad_pen)
        open_loop_opts['blocking_factors'] = bf_ol
        open_loop_opts['IPOPT_options']['print_level'] = 0

    constr_viol_costs = {'T': 1e6}

    # Create the MPC object
    MPC_object = MPC(op, opt_opts, sample_period, horizon, 
                    constr_viol_costs=constr_viol_costs, noise_seed=1)

    # Set initial state
    x_k = {'_start_c': c_0_A, '_start_T': T_0_A }

    # Update the state and optimize number_samp_tot times
    for k in range(number_samp_tot):

        # Update the state and compute the optimal input for next sample period
        MPC_object.update_state(x_k)
        u_k = MPC_object.sample()

        # Reset the model and set the new initial states before simulating
        # the next sample period with the optimal input u_k
        sim_model.reset()
        sim_model.set(list(x_k.keys()), list(x_k.values()))
        sim_res = sim_model.simulate(start_time=k*sample_period, 
                                     final_time=(k+1)*sample_period, 
                                     input=u_k, options=opts)

        # Extract state at end of sample_period from sim_res and add Gaussian
        # noise with mean 0 and standard deviation 0.005*(state_current_value)
        x_k = MPC_object.extract_states(sim_res, mean=0, st_dev=0.005)


    # Extract variable profiles
    MPC_object.print_solver_stats()
    complete_result = MPC_object.get_complete_results()
    c_res_comp = complete_result['c']
    T_res_comp = complete_result['T']
    Tc_res_comp = complete_result['Tc']
    time_res_comp = complete_result['time']

    # Verify solution for testing purposes
    try:
        import casadi
    except:
        pass
    else:
        Tc_norm = N.linalg.norm(Tc_res_comp) / N.sqrt(len(Tc_res_comp))
        assert(N.abs(Tc_norm - 311.7362) < 1e-3)
        c_norm = N.linalg.norm(c_res_comp) / N.sqrt(len(c_res_comp))
        assert(N.abs(c_norm - 653.5369) < 1e-3)
        T_norm = N.linalg.norm(T_res_comp) / N.sqrt(len(T_res_comp))
        assert(N.abs(T_norm - 328.0852) < 1e-3)
    
    # Plot the results
    if with_plots: 
        ### 3. Solve the original optimal control problem without MPC
        res = op_open_loop.optimize(options=open_loop_opts)
        c_res = res['c']
        T_res = res['T']
        Tc_res = res['Tc']
        time_res = res['time']
        
        # Get reference values
        Tc_ref = op.get('Tc_ref')
        T_ref = op.get('T_ref')
        c_ref = op.get('c_ref')

        # Plot
        plt.close('MPC')
        plt.figure('MPC')
        plt.subplot(3, 1, 1)
        plt.plot(time_res_comp, c_res_comp)
        plt.plot(time_res, c_res )
        plt.plot([time_res[0],time_res[-1]],[c_ref,c_ref],'--')
        plt.legend(('MPC with noise', 'Open-loop without noise', 'Reference value'))
        plt.grid()
        plt.ylabel('Concentration')
        plt.title('Simulated trajectories')

        plt.subplot(3, 1, 2)
        plt.plot(time_res_comp, T_res_comp)
        plt.plot(time_res, T_res)
        plt.plot([time_res[0],time_res[-1]],[T_ref,T_ref], '--')
        plt.grid()
        plt.ylabel('Temperature [C]')

        plt.subplot(3, 1, 3)
        plt.step(time_res_comp, Tc_res_comp)
        plt.step(time_res, Tc_res)
        plt.plot([time_res[0],time_res[-1]],[Tc_ref,Tc_ref], '--')
        plt.grid()
        plt.ylabel('Cooling temperature [C]')
        plt.xlabel('time')
        plt.show()
Пример #7
0
    def test_eliminated_variables(self):
        """ 
        Test that the results when using eliminated variables are the same as when not using them.
        """
        # Compile and load the model used for simulation
        sim_fmu = compile_fmu(
            "CSTR.CSTR_MPC_Model",
            self.cstr_file_path,
            compiler_options={"state_initial_equations": True})
        sim_model = load_fmu(sim_fmu)

        # Compile and load the model with eliminated variables used for simulation
        sim_fmu_elim = compile_fmu("CSTR.CSTR_elim_vars_MPC_Model",
                                   self.cstr_file_path,
                                   compiler_options={
                                       "state_initial_equations": True,
                                       'equation_sorting': True,
                                       'automatic_tearing': False
                                   })
        sim_model_elim = load_fmu(sim_fmu_elim)

        # Define stationary point A and set initial values and inputs
        c_0_A = 956.271352
        T_0_A = 250.051971
        sim_model.set('_start_c', c_0_A)
        sim_model.set('_start_T', T_0_A)
        sim_model.set('Tc', 280)
        init_res = sim_model.simulate(start_time=0., final_time=150)

        # Compile and load optimization problems
        op = transfer_to_casadi_interface("CSTR.CSTR_MPC",
                                          self.cstr_file_path,
                                          compiler_options={
                                              "state_initial_equations": True,
                                              "common_subexp_elim": False
                                          })
        op_elim = transfer_to_casadi_interface("CSTR.CSTR_elim_vars_MPC",
                                               self.cstr_file_path,
                                               compiler_options={
                                                   "state_initial_equations":
                                                   True,
                                                   'equation_sorting': True,
                                                   'automatic_tearing': False,
                                                   "common_subexp_elim": False
                                               })

        # Define MPC options
        sample_period = 5  # s
        horizon = 10  # Samples on the horizon
        n_e_per_sample = 1  # Collocation elements / sample
        n_e = n_e_per_sample * horizon  # Total collocation elements
        finalTime = 50  # s
        number_samp_tot = 5  # Total number of samples to do

        # Create blocking factors with quadratic penalty and bound on 'Tc'
        bf_list = [n_e_per_sample] * (horizon / n_e_per_sample)
        factors = {'Tc': bf_list}
        du_quad_pen = {'Tc': 50}
        du_bounds = {'Tc': 30}
        bf = BlockingFactors(factors, du_bounds, du_quad_pen)

        # Set collocation options
        opt_opts = op.optimize_options()
        opt_opts['n_e'] = n_e
        opt_opts['n_cp'] = 2
        opt_opts['init_traj'] = init_res

        constr_viol_costs = {'T': 1e6}

        # Create the MPC object
        MPC_object = MPC(op,
                         opt_opts,
                         sample_period,
                         horizon,
                         constr_viol_costs=constr_viol_costs,
                         noise_seed=1)

        # Set initial state
        x_k = {'_start_c': c_0_A, '_start_T': T_0_A}

        # Update the state and optimize number_samp_tot times
        for k in range(number_samp_tot):

            # Update the state and compute the optimal input for next sample period
            MPC_object.update_state(x_k)
            u_k = MPC_object.sample()

            # Reset the model and set the new initial states before simulating
            # the next sample period with the optimal input u_k
            sim_model.reset()
            sim_model.set(list(x_k.keys()), list(x_k.values()))
            sim_res = sim_model.simulate(start_time=k * sample_period,
                                         final_time=(k + 1) * sample_period,
                                         input=u_k)

            # Extract state at end of sample_period from sim_res and add Gaussian
            # noise with mean 0 and standard deviation 0.005*(state_current_value)
            x_k = MPC_object.extract_states(sim_res, mean=0, st_dev=0.005)

        # Extract variable profiles
        complete_result = MPC_object.get_complete_results()

        op_elim.eliminateAlgebraics()

        assert (len(op_elim.getEliminatedVariables()) == 2)

        opt_opts_elim = op_elim.optimize_options()
        opt_opts_elim['n_e'] = n_e
        opt_opts_elim['n_cp'] = 2
        opt_opts_elim['init_traj'] = init_res

        # Create the MPC object with eliminated variables
        MPC_object_elim = MPC(op_elim,
                              opt_opts_elim,
                              sample_period,
                              horizon,
                              constr_viol_costs=constr_viol_costs,
                              noise_seed=1)

        # Set initial state
        x_k = {'_start_c': c_0_A, '_start_T': T_0_A}

        # Update the state and optimize number_samp_tot times
        for k in range(number_samp_tot):

            # Update the state and compute the optimal input for next sample period
            MPC_object_elim.update_state(x_k)
            u_k = MPC_object_elim.sample()

            # Reset the model and set the new initial states before simulating
            # the next sample period with the optimal input u_k
            sim_model_elim.reset()
            sim_model_elim.set(list(x_k.keys()), list(x_k.values()))
            sim_res = sim_model_elim.simulate(start_time=k * sample_period,
                                              final_time=(k + 1) *
                                              sample_period,
                                              input=u_k)

            # Extract state at end of sample_period from sim_res and add Gaussian
            # noise with mean 0 and standard deviation 0.005*(state_current_value)
            x_k = MPC_object_elim.extract_states(sim_res, mean=0, st_dev=0.005)

        # Extract variable profiles
        complete_result_elim = MPC_object_elim.get_complete_results()

        N.testing.assert_array_almost_equal(complete_result['c'],
                                            complete_result_elim['c'])
        N.testing.assert_array_almost_equal(complete_result['T'],
                                            complete_result_elim['T'])
        N.testing.assert_array_almost_equal(complete_result['Tc'],
                                            complete_result_elim['Tc'])
Пример #8
0
    def test_infeasible_return_input(self):
        """
        Test that the input returned from an unsuccessful optimization is the 
        next input in the last successful optimization.
        """
        op = transfer_to_casadi_interface(
            "CSTR.CSTR_MPC",
            self.cstr_file_path,
            compiler_options={"state_initial_equations": True})

        # Set options collocation
        n_e = 50
        opt_opts = op.optimize_options()
        opt_opts['n_e'] = n_e
        opt_opts['IPOPT_options']['print_level'] = 0

        # Define some MPC-options
        sample_period = 3
        horizon = 50
        seed = 7
        cvc = {'T': 1e6}

        # Define blocking factors
        bl_list = [1] * horizon
        factors = {'Tc': bl_list}
        bf = BlockingFactors(factors=factors)
        opt_opts['blocking_factors'] = bf

        # Create MPC-object
        MPC_object = MPC(op,
                         opt_opts,
                         sample_period,
                         horizon,
                         constr_viol_costs=cvc,
                         noise_seed=seed,
                         create_comp_result=False,
                         initial_guess='trajectory')
        # NOTE: THIS NOT WORKING WITH initial_guess='shift'!!

        MPC_object.update_state({
            '_start_c': 587.47543496,
            '_start_T': 345.64619542
        })
        u_k1 = MPC_object.sample()
        result1 = MPC_object.get_results_this_sample()

        # Optimize with infeasible problem
        MPC_object.update_state({'_start_c': 900, '_start_T': 400})
        u_k2 = MPC_object.sample()

        # Assert that problem was infeasible and that the returned input is
        # the next input from the last succesful optimization
        N.testing.assert_(
            'Infeasible_Problem_Detected',
            MPC_object.collocator.solver_object.getStat('return_status'))

        N.testing.assert_almost_equal(u_k2[1](0)[0],
                                      result1['Tc'][4],
                                      decimal=10)

        # Assert that the returned resultfile is that of the last succesful
        # optimization
        result2 = MPC_object.get_results_this_sample()

        assert result1 == result2, "UNEQUAL VALUES. result1={}\nresult2={}".format(
            result1, result2)

        # Assert that problem was infeasible yet again and that the returned
        # input is the next (third) input from the last succesful optimization
        MPC_object.update_state({'_start_c': 900, '_start_T': 400})
        u_k3 = MPC_object.sample()

        N.testing.assert_(
            'Infeasible_Problem_Detected',
            MPC_object.collocator.solver_object.getStat('return_status'))

        N.testing.assert_almost_equal(u_k3[1](0)[0],
                                      result1['Tc'][7],
                                      decimal=10)
Пример #9
0
class RealTimeMPCBase(RealTimeBase):
    """
    A base class for performing real time MPC on a process. Note that
    this is an abstract class; to use it, you need to extend it with
    the functions send_control_signal and get_values.
    """
    def __init__(self,
                 file_path,
                 opt_name,
                 dt,
                 t_hor,
                 t_final,
                 start_values,
                 par_values,
                 output_names,
                 input_names,
                 par_changes=ParameterChanges(),
                 mpc_options={},
                 constr_viol_costs={},
                 noise=0):
        """
        Create a real time MPC object.
        
        Parameters::
        
            file_path --
                The path of the .mop file containing the model to be used for
                the MPC solver.
                
            opt_name --
                The name of the optimization in the file specified by file_path
                to be used by the MPC solver.
                
            dt --
                The time to wait in between each sample.
                
            t_hor --
                The horizon time for the MPC solver. Must be an even multiple
                of dt.
                
            t_final --
                The total time to run the real time MPC.
                
            start_values --
                A dictionary containing the initial state values for the process.
                
            par_values --
                A dictionary containing parameter values to be set in the model.
                
            output_names --
                A list of the names of all of the output variables used in the
                model.
                
            input_names --
                A list of the names of all of the input variables used in the
                model.
                
            par_changes --
                A ParameterChanges object containing parameter changes and the
                times they should be applied.
                Default: An empty ParameterChanges object
                
            mpc_options --
                A dictionary of options to be used for the MPC solver.
                
            constr_viol_costs --
                Constraint violation costs used by the MPC solver. See the
                documentation of the MPC class for more information.
                
            noise --
                Standard deviation of the noise to add to the input signals.
                Default: 0
        """

        super(RealTimeMPCBase,
              self).__init__(dt, t_final, start_values, output_names,
                             input_names, par_changes, noise)
        horizon = int(t_hor / dt)
        n_e = horizon

        self._setup_MPC_solver(file_path, opt_name, dt, horizon, n_e,
                               par_values, constr_viol_costs, mpc_options)

        self.range_ = []
        for i, name in enumerate(self.inputs):
            var = self.solver.op.getVariable(name)
            self.range_.append(
                (var.getMin().getValue(), var.getMax().getValue()))

    def _setup_MPC_solver(self,
                          file_path,
                          opt_name,
                          dt,
                          horizon,
                          n_e,
                          par_values,
                          constr_viol_costs={},
                          mpc_options={}):

        op = transfer_optimization_problem(
            opt_name,
            file_path,
            compiler_options={'state_initial_equations': True})
        op.set(par_values.keys(), par_values.values())

        opt_opts = op.optimize_options()
        opt_opts['n_e'] = n_e
        opt_opts['n_cp'] = 2
        opt_opts['IPOPT_options']['tol'] = 1e-10
        opt_opts['IPOPT_options']['print_time'] = False

        if 'IPOPT_options' in mpc_options:
            opt_opts['IPOPT_options'].update(mpc_options['IPOPT_options'])
        for key in mpc_options:
            if key != 'IPOPT_options':
                opt_opts[key] = mpc_options[key]

        self.solver = MPC(op,
                          opt_opts,
                          dt,
                          horizon,
                          constr_viol_costs=constr_viol_costs)

    def enable_codegen(self, name=None):
        """
        Enables use of generated C code for the MPC solver.
        
        Generates and compiles code for the NLP, gradient of f, Jacobian of g,
        and Hessian of the Lagrangian of g Function objects, and then replaces
        the solver object in the solver's collocator with a new one that makes
        use of the compiled functions as ExternalFunction objects.
        
        Parameters::
                
            name --
                A string that if it is not None, loads existing files
                nlp_[name].so, grad_f_[name].so, jac_g_[name].so and
                hess_lag_[name].so as ExternalFunction objects to be used
                by the solver rather than generating new code.
                Default: None
        """
        self.solver.collocator.enable_codegen(name)

    def enable_integral_action(self, mu, M, error_names=None, u_e=None):
        """
        Enables integral action for the inputs.
        
        If integral action is enabled, in each step the input error is
        calculated and used to update the estimation of the error. By
        default, the input error is calculated as the matrix M times the
        difference between the current state vector as predicted by the
        solver in the last time step and as measured from the process
        in the current time step; however, this can be changed by
        overriding the estimate_input_error method.
        
        The low-pass filter used to update the estimate is
        [new estimate] = mu*[old estimate] + (1-mu)*[current estimate]
        
        Parameters::
        
            mu --
                Controls the convergence rate of the error estimate. 
                See above.
                
            M --
                A matrix used for calculating the input error from the state
                error. See above.
                
            error_names --
                A list containing the names of the model variables for
                the input errors. If set to None, it is assumed be the
                same as the list of input variables with the prefix '_e'
                appended to each one.
                Default: None
            
            u_e --
                A list containing a set of values to be applied as
                stationary errors to the input signals. Used for
                simulating a stationary error where there otherwise wouldn't
                be one. If set to None, no stationary error is applied.
                Default: None.
        """
        self._ia = True
        self.mu = mu
        self.M = M
        if error_names == None:
            self.errors = [name + '_e' for name in self.inputs]
        else:
            self.errors = error_names
        if u_e == None:
            self.u_e = N.zeros(len(self.inputs))
        else:
            self.u_e = N.array(u_e)
        self.u_e_e = N.zeros(len(self.inputs))

    def run(self, save=False):
        """
        Run the real time MPC controller defined by the object.
        
        Parameters::
        
            save --
                Determines whether or not to save data after running. If set
                to False, the same data can still be saved manually by using
                the save_results function.
                Default: False
                
        Returns::
        
            The results and statistics from the run.
        """
        if self._already_run:
            raise RuntimeError('run can only be called once')

        self.e_e = []

        n_outputs = len(self.outputs)
        n_inputs = len(self.inputs)

        x_k = self.start_values.copy()
        x_k_last = x_k.copy()

        time1 = time.clock()
        time2 = time.time()
        time3 = 0

        for k in range(self.n_steps):
            new_pars = self.par_changes.get_new_pars(k * self.dt)
            if new_pars != None:
                self.solver.op.set(new_pars.keys(), new_pars.values())

            self.solver.update_state(x_k)
            u_k = self.solver.sample()
            u_k = self._apply_noise(u_k, std_dev=self.noise)
            if self._ia:
                u_k_e = self._apply_error(u_k)

            if time3 != 0:
                solve_time = time.time() - time3
                self.solve_times.append(solve_time)
                if solve_time > self.dt * 0.2:
                    print 'WARNING: Control signal late by', solve_time, 's'
            if self._ia:
                self.send_control_signal(u_k_e)
            else:
                self.send_control_signal(u_k)
            if k == 0:
                next_time = time.time() + self.dt
            m_k = self.wait_and_get_measurements(next_time)
            next_time = time.time() + self.dt
            time3 = time.time()
            x_k = self.estimate_states(m_k, x_k_last)
            x_k_last = x_k.copy()
            if self._ia:
                self._update_error_estimate(x_k)

            for i in range(n_outputs):
                self.results[self.outputs[i]].append(x_k['_start_' +
                                                         self.outputs[i]])
            for i in range(n_inputs):
                self.results[self.inputs[i]].append(u_k[1](0)[i])
            self.stats.append(self.solver.collocator.solver_object.getStats())

        self.ptime = time.clock() - time1
        self.rtime = time.time() - time2
        print 'Processor time:', self.ptime, 's'
        print 'Real time:', self.rtime, 's'

        if save:
            self.save_results()

        self._already_run = True

        return self.results, self.stats

    def _apply_noise(self, u_k, std_dev=0.0):
        if std_dev == 0:
            return u_k

        inputs = u_k[1](0)
        for n in range(len(inputs)):
            noise = N.random.normal(0.0, std_dev)
            inputs[n] += noise
            inputs[n] = max(self.range_[n][0], min(self.range_[n][1],
                                                   inputs[n]))
        return (u_k[0], lambda t: inputs)

    def _apply_error(self, u_k):
        u_k_e = []
        for i in range(len(self.errors)):
            u_k_e.append(
                max(self.range_[i][0],
                    min(self.range_[i][1], u_k[1](0)[i] + self.u_e[i])))
        return (u_k[0], lambda t: N.array(u_k_e))

    def _update_error_estimate(self, x_k):
        e_k = self._calculate_error(x_k)
        u_e_e_next = self.estimate_input_error(e_k)
        self.u_e_e = (1 - self.mu) * self.u_e_e + self.mu * (u_e_e_next +
                                                             self.u_e_e)
        for i in range(len(self.errors)):
            self.solver.set(self.errors[i], self.u_e_e[i])
        self.e_e.append(self.u_e_e)

    def estimate_input_error(self, e_k):
        """
        Estimates the input error given the state error.
        
        Parameters::
        
            e_k --
                The state error vector.
                
        Returns::
        
            The input error vector.
        """
        return self.M.dot(e_k)

    def _calculate_error(self, x_k):
        x_k_a = N.array([x_k['_start_' + name] for name in self.outputs])
        res = self.solver.get_results_this_sample()
        x_k_e = N.array(
            [res[name][self.solver.options['n_cp']] for name in self.outputs])
        return x_k_a - x_k_e

    def print_stats(self):
        """
        Print statistics from the run.
        
        The times printed are the sums of the corresponding
        statistics from the NLP solver over all time steps.
        """

        if not self._already_run:
            raise RuntimeError(
                'Stats can only be printed after run() has been called')
        stat_names = [
            't_callback_fun', 't_callback_prepare', 't_eval_f', 't_eval_g',
            't_eval_grad_f', 't_eval_h', 't_eval_jac_g', 't_mainloop'
        ]

        total_times = {}
        for name in stat_names:
            total_times[name] = 0.

        for stat in self.stats:
            for name in stat_names:
                total_times[name] += stat[name]

        t_total = total_times['t_mainloop']
        print 'Total times:'
        for name in stat_names:
            print("%19s: %6.4f s (%7.3f%%)" %
                  (name, total_times[name], total_times[name] / t_total * 100))

    def save_results(self, filename=None):
        """
        Pickle and save data from the run to a file name either passed
        as an argument or entered by the user. If an empty string is
        entered as the file name, no data is saved.
        
        Parameters::
        
            filename --
                The file name to save as. If it is not provided, the
                user will be prompted to input it.
                Default: None
        """

        if not self._already_run:
            raise RuntimeError(
                'Results can only be saved after run() has been called')
        result_dict = {}
        result_dict['results'] = self.results
        result_dict['stats'] = self.stats
        result_dict['ptime'] = self.ptime
        result_dict['rtime'] = self.rtime
        result_dict['noise'] = self.noise
        result_dict['late_times'] = self.late_times
        result_dict['wait_times'] = self.wait_times
        result_dict['solve_times'] = self.solve_times
        save_to_file(result_dict, filename)
Пример #10
0
    def test_du_quad_pen(self):
        """
        Test with blocking_factor du_quad_pen.
        """
        op = transfer_to_casadi_interface(
            "CSTR.CSTR_MPC",
            self.cstr_file_path,
            compiler_options={"state_initial_equations": True})
        op.set('_start_c', float(self.c_0_A))
        op.set('_start_T', float(self.T_0_A))

        # Set options collocation
        n_e = 50
        opt_opts = op.optimize_options()
        opt_opts['n_e'] = n_e
        opt_opts['IPOPT_options']['print_level'] = 0

        # Define some MPC-options
        sample_period = 3
        horizon = 50
        seed = 7

        # Define blocking factors
        bl_list = [1] * horizon
        factors = {'Tc': bl_list}
        bf = BlockingFactors(factors=factors)
        opt_opts['blocking_factors'] = bf

        # Create MPC-object without du_quad_pen
        MPC_object = MPC(op,
                         opt_opts,
                         sample_period,
                         horizon,
                         noise_seed=seed,
                         initial_guess='trajectory')

        MPC_object.update_state()
        MPC_object.sample()
        res = MPC_object.get_results_this_sample()

        # Create MPC-object with du_quad_pen
        opt_opts_quad = op.optimize_options()
        opt_opts_quad['n_e'] = n_e
        opt_opts_quad['IPOPT_options']['print_level'] = 0
        bf_list = [1] * horizon
        factors = {'Tc': bf_list}
        du_quad_pen = {'Tc': 100}
        bf = BlockingFactors(factors, du_quad_pen=du_quad_pen)
        opt_opts_quad['blocking_factors'] = bf

        MPC_object_quad = MPC(op,
                              opt_opts_quad,
                              sample_period,
                              horizon,
                              noise_seed=seed,
                              initial_guess='trajectory')
        MPC_object_quad.update_state()
        MPC_object_quad.sample()
        res_quad = MPC_object_quad.get_results_this_sample()

        Tc = res['Tc']
        prev_value = Tc[0]
        largest_delta = 0

        for value in Tc:
            delta = value - prev_value
            if delta > largest_delta:
                largest_delta = delta
            prev_value = value

        Tc = res_quad['Tc']
        prev_value = Tc[0]
        largest_delta_quad = 0

        for value in Tc:
            delta = value - prev_value
            if delta > largest_delta_quad:
                largest_delta_quad = delta
            prev_value = value

        N.testing.assert_(largest_delta_quad < largest_delta)