class AcadosInterface(SolverInterface): """ The ACADOS solver interface Attributes ---------- acados_ocp: AcadosOcp The current AcadosOcp reference acados_model: AcadosModel The current AcadosModel reference lagrange_costs: SX The lagrange cost function mayer_costs: SX The mayer cost function y_ref = list[np.ndarray] The lagrange targets y_ref_end = list[np.ndarray] The mayer targets params = dict All the parameters to optimize W: np.ndarray The Lagrange weights W_e: np.ndarray The Mayer weights status: int The status of the optimization all_constr: SX All the Lagrange constraints end_constr: SX All the Mayer constraints all_g_bounds = Bounds All the Lagrange bounds on the variables end_g_bounds = Bounds All the Mayer bounds on the variables x_bound_max = np.ndarray All the bounds max x_bound_min = np.ndarray All the bounds min Vu: np.ndarray The control objective functions Vx: np.ndarray The Lagrange state objective functions Vxe: np.ndarray The Mayer state objective functions opts: ACADOS Options of Acados from ACADOS Methods ------- __acados_export_model(self, ocp: OptimalControlProgram) Creating a generic ACADOS model __prepare_acados(self, ocp: OptimalControlProgram) Set some important ACADOS variables __set_constr_type(self, constr_type: str = "BGH") Set the type of constraints __set_constraints(self, ocp: OptimalControlProgram) Set the constraints from the ocp __set_cost_type(self, cost_type: str = "NONLINEAR_LS") Set the type of cost functions __set_costs(self, ocp: OptimalControlProgram) Set the cost functions from ocp __update_solver(self) Update the ACADOS solver to new values get_optimized_value(self) -> Union[list[dict], dict] Get the previously optimized solution solve(self) -> "AcadosInterface" Solve the prepared ocp """ def __init__(self, ocp, solver_options: Solver.ACADOS = None): """ Parameters ---------- ocp: OptimalControlProgram A reference to the current OptimalControlProgram solver_options: ACADOS The options to pass to the solver """ if not isinstance(ocp.cx(), SX): raise RuntimeError( "CasADi graph must be SX to be solved with ACADOS. Please set use_sx to True in OCP" ) super().__init__(ocp) # solver_options = solver_options.__dict__ if solver_options is None: solver_options = Solver.ACADOS() self.acados_ocp = AcadosOcp(acados_path=solver_options.acados_dir) self.acados_model = AcadosModel() self.__set_cost_type(solver_options.cost_type) self.__set_constr_type(solver_options.constr_type) self.lagrange_costs = SX() self.mayer_costs = SX() self.y_ref = [] self.y_ref_end = [] self.nparams = 0 self.params_initial_guess = None self.params_bounds = None self.__acados_export_model(ocp) self.__prepare_acados(ocp) self.ocp_solver = None self.W = np.zeros((0, 0)) self.W_e = np.zeros((0, 0)) self.status = None self.out = {} self.real_time_to_optimize = -1 self.all_constr = None self.end_constr = SX() self.all_g_bounds = Bounds(interpolation=InterpolationType.CONSTANT) self.end_g_bounds = Bounds(interpolation=InterpolationType.CONSTANT) self.x_bound_max = np.ndarray((self.acados_ocp.dims.nx, 3)) self.x_bound_min = np.ndarray((self.acados_ocp.dims.nx, 3)) self.Vu = np.array([], dtype=np.int64).reshape(0, ocp.nlp[0].controls.shape) self.Vx = np.array([], dtype=np.int64).reshape(0, ocp.nlp[0].states.shape) self.Vxe = np.array([], dtype=np.int64).reshape(0, ocp.nlp[0].states.shape) self.opts = Solver.ACADOS( ) if solver_options is None else solver_options def __acados_export_model(self, ocp): """ Creating a generic ACADOS model Parameters ---------- ocp: OptimalControlProgram A reference to the current OptimalControlProgram """ if ocp.n_phases > 1: raise NotImplementedError( "More than 1 phase is not implemented yet with ACADOS backend") # Declare model variables x = ocp.nlp[0].states.cx u = ocp.nlp[0].controls.cx p = ocp.nlp[0].parameters.cx if ocp.v.parameters_in_list: for param in ocp.v.parameters_in_list: if str(param.cx)[:11] == f"time_phase_": raise RuntimeError( "Time constraint not implemented yet with Acados.") self.nparams = ocp.nlp[0].parameters.shape self.params_initial_guess = ocp.v.parameters_in_list.initial_guess self.params_initial_guess.check_and_adjust_dimensions(self.nparams, 1) self.params_bounds = ocp.v.parameters_in_list.bounds self.params_bounds.check_and_adjust_dimensions(self.nparams, 1) x = vertcat(p, x) x_dot = SX.sym("x_dot", x.shape[0], x.shape[1]) f_expl = vertcat([0] * self.nparams, ocp.nlp[0].dynamics_func(x[self.nparams:, :], u, p)) f_impl = x_dot - f_expl self.acados_model.f_impl_expr = f_impl self.acados_model.f_expl_expr = f_expl self.acados_model.x = x self.acados_model.xdot = x_dot self.acados_model.u = u self.acados_model.con_h_expr = np.zeros((0, 0)) self.acados_model.con_h_expr_e = np.zeros((0, 0)) self.acados_model.p = [] now = datetime.now() # current date and time self.acados_model.name = f"model_{now.strftime('%Y_%m_%d_%H%M%S%f')[:-4]}" def __prepare_acados(self, ocp): """ Set some important ACADOS variables Parameters ---------- ocp: OptimalControlProgram A reference to the current OptimalControlProgram """ # set model self.acados_ocp.model = self.acados_model # set time self.acados_ocp.solver_options.tf = ocp.nlp[0].tf # set dimensions self.acados_ocp.dims.nx = ocp.nlp[0].states.shape + ocp.nlp[ 0].parameters.shape self.acados_ocp.dims.nu = ocp.nlp[0].controls.shape self.acados_ocp.dims.N = ocp.nlp[0].ns def __set_constr_type(self, constr_type: str = "BGH"): """ Set the type of constraints Parameters ---------- constr_type: str The requested type of constraints """ self.acados_ocp.constraints.constr_type = constr_type self.acados_ocp.constraints.constr_type_e = constr_type def __set_constraints(self, ocp): """ Set the constraints from the ocp Parameters ---------- ocp: OptimalControlProgram A reference to the current OptimalControlProgram """ # constraints handling in self.acados_ocp if ocp.nlp[ 0].x_bounds.type != InterpolationType.CONSTANT_WITH_FIRST_AND_LAST_DIFFERENT: raise NotImplementedError( "ACADOS must declare an InterpolationType.CONSTANT_WITH_FIRST_AND_LAST_DIFFERENT " "for the x_bounds") if ocp.nlp[ 0].u_bounds.type != InterpolationType.CONSTANT_WITH_FIRST_AND_LAST_DIFFERENT: raise NotImplementedError( "ACADOS must declare an InterpolationType.CONSTANT_WITH_FIRST_AND_LAST_DIFFERENT " "for the u_bounds") u_min = np.array(ocp.nlp[0].u_bounds.min) u_max = np.array(ocp.nlp[0].u_bounds.max) x_min = np.array(ocp.nlp[0].x_bounds.min) x_max = np.array(ocp.nlp[0].x_bounds.max) self.all_constr = SX() self.end_constr = SX() # TODO:change for more node flexibility on bounds self.all_g_bounds = Bounds(interpolation=InterpolationType.CONSTANT) self.end_g_bounds = Bounds(interpolation=InterpolationType.CONSTANT) for i, nlp in enumerate(ocp.nlp): x = nlp.states.cx u = nlp.controls.cx p = nlp.parameters.cx for g, G in enumerate(nlp.g): if not G: continue if G.node[0] == Node.ALL or G.node[0] == Node.ALL_SHOOTING: self.all_constr = vertcat(self.all_constr, G.function(x, u, p)) self.all_g_bounds.concatenate(G.bounds) if G.node[0] == Node.ALL: self.end_constr = vertcat(self.end_constr, G.function(x, u, p)) self.end_g_bounds.concatenate(G.bounds) elif G.node[0] == Node.END: self.end_constr = vertcat(self.end_constr, G.function(x, u, p)) self.end_g_bounds.concatenate(G.bounds) else: raise RuntimeError( "Except for states and controls, Acados solver only handles constraints on last or all nodes." ) self.acados_model.con_h_expr = self.all_constr self.acados_model.con_h_expr_e = self.end_constr if not np.all(np.all(u_min.T == u_min.T[0, :], axis=0)): raise NotImplementedError( "u_bounds min must be the same at each shooting point with ACADOS" ) if not np.all(np.all(u_max.T == u_max.T[0, :], axis=0)): raise NotImplementedError( "u_bounds max must be the same at each shooting point with ACADOS" ) if (not np.isfinite(u_min).all() or not np.isfinite(x_min).all() or not np.isfinite(u_max).all() or not np.isfinite(x_max).all()): raise NotImplementedError( "u_bounds and x_bounds cannot be set to infinity in ACADOS. Consider changing it " "to a big value instead.") # setup state constraints # TODO replace all these np.concatenate by proper bound and initial_guess classes self.x_bound_max = np.ndarray((self.acados_ocp.dims.nx, 3)) self.x_bound_min = np.ndarray((self.acados_ocp.dims.nx, 3)) param_bounds_max = [] param_bounds_min = [] if self.nparams: param_bounds_max = self.params_bounds.max[:, 0] param_bounds_min = self.params_bounds.min[:, 0] for i in range(3): self.x_bound_max[:, i] = np.concatenate( (param_bounds_max, np.array(ocp.nlp[0].x_bounds.max[:, i]))) self.x_bound_min[:, i] = np.concatenate( (param_bounds_min, np.array(ocp.nlp[0].x_bounds.min[:, i]))) # setup control constraints self.acados_ocp.constraints.lbu = np.array(ocp.nlp[0].u_bounds.min[:, 0]) self.acados_ocp.constraints.ubu = np.array(ocp.nlp[0].u_bounds.max[:, 0]) self.acados_ocp.constraints.idxbu = np.array( range(self.acados_ocp.dims.nu)) self.acados_ocp.dims.nbu = self.acados_ocp.dims.nu # initial state constraints self.acados_ocp.constraints.lbx_0 = self.x_bound_min[:, 0] self.acados_ocp.constraints.ubx_0 = self.x_bound_max[:, 0] self.acados_ocp.constraints.idxbx_0 = np.array( range(self.acados_ocp.dims.nx)) self.acados_ocp.dims.nbx_0 = self.acados_ocp.dims.nx # setup path state constraints self.acados_ocp.constraints.Jbx = np.eye(self.acados_ocp.dims.nx) self.acados_ocp.constraints.lbx = self.x_bound_min[:, 1] self.acados_ocp.constraints.ubx = self.x_bound_max[:, 1] self.acados_ocp.constraints.idxbx = np.array( range(self.acados_ocp.dims.nx)) self.acados_ocp.dims.nbx = self.acados_ocp.dims.nx # setup terminal state constraints self.acados_ocp.constraints.Jbx_e = np.eye(self.acados_ocp.dims.nx) self.acados_ocp.constraints.lbx_e = self.x_bound_min[:, -1] self.acados_ocp.constraints.ubx_e = self.x_bound_max[:, -1] self.acados_ocp.constraints.idxbx_e = np.array( range(self.acados_ocp.dims.nx)) self.acados_ocp.dims.nbx_e = self.acados_ocp.dims.nx # setup algebraic constraint self.acados_ocp.constraints.lh = np.array(self.all_g_bounds.min[:, 0]) self.acados_ocp.constraints.uh = np.array(self.all_g_bounds.max[:, 0]) # setup terminal algebraic constraint self.acados_ocp.constraints.lh_e = np.array(self.end_g_bounds.min[:, 0]) self.acados_ocp.constraints.uh_e = np.array(self.end_g_bounds.max[:, 0]) def __set_cost_type(self, cost_type: str = "NONLINEAR_LS"): """ Set the type of cost functions Parameters ---------- cost_type: str The type of cost function """ self.acados_ocp.cost.cost_type = cost_type self.acados_ocp.cost.cost_type_e = cost_type def __set_costs(self, ocp): """ Set the cost functions from ocp Parameters ---------- ocp: OptimalControlProgram A reference to the current OptimalControlProgram """ def add_linear_ls_lagrange(acados, objectives): def add_objective(n_variables, is_state): v_var = np.zeros(n_variables) var_type = acados.ocp.nlp[ 0].states if is_state else acados.ocp.nlp[0].controls rows = objectives.rows + var_type[ objectives.params["key"]].index[0] v_var[rows] = 1.0 if is_state: acados.Vx = np.vstack((acados.Vx, np.diag(v_var))) acados.Vu = np.vstack( (acados.Vu, np.zeros((n_states, n_controls)))) else: acados.Vx = np.vstack( (acados.Vx, np.zeros((n_controls, n_states)))) acados.Vu = np.vstack((acados.Vu, np.diag(v_var))) acados.W = linalg.block_diag( acados.W, np.diag([objectives.weight] * n_variables)) node_idx = objectives.node_idx[:-1] if objectives.node[ 0] == Node.ALL else objectives.node_idx y_ref = [ np.zeros((n_states if is_state else n_controls, 1)) for _ in node_idx ] if objectives.target is not None: for idx in node_idx: y_ref[idx][rows] = objectives.target[..., idx].T.reshape( (-1, 1)) acados.y_ref.append(y_ref) if objectives.type in allowed_control_objectives: add_objective(n_controls, False) elif objectives.type in allowed_state_objectives: add_objective(n_states, True) else: raise RuntimeError( f"{objectives[0]['objective'].type.name} is an incompatible objective term with LINEAR_LS cost type" ) def add_linear_ls_mayer(acados, objectives): if objectives.type in allowed_state_objectives: vxe = np.zeros(n_states) rows = objectives.rows + acados.ocp.nlp[0].states[ objectives.params["key"]].index[0] vxe[rows] = 1.0 acados.Vxe = np.vstack((acados.Vxe, np.diag(vxe))) acados.W_e = linalg.block_diag( acados.W_e, np.diag([objectives.weight] * n_states)) y_ref_end = np.zeros((n_states, 1)) if objectives.target is not None: y_ref_end[rows] = objectives.target[..., -1].T.reshape( (-1, 1)) acados.y_ref_end.append(y_ref_end) else: raise RuntimeError( f"{objectives.type.name} is an incompatible objective term with LINEAR_LS cost type" ) def add_nonlinear_ls_lagrange(acados, objectives, x, u, p): acados.lagrange_costs = vertcat( acados.lagrange_costs, objectives.function(x, u, p).reshape((-1, 1))) acados.W = linalg.block_diag( acados.W, np.diag([objectives.weight] * objectives.function.numel_out())) node_idx = objectives.node_idx[:-1] if objectives.node[ 0] == Node.ALL else objectives.node_idx if objectives.target is not None: acados.y_ref.append([ objectives.target[..., idx].T.reshape((-1, 1)) for idx in node_idx ]) else: acados.y_ref.append([ np.zeros((objectives.function.numel_out(), 1)) for _ in node_idx ]) def add_nonlinear_ls_mayer(acados, objectives, x, u, p): acados.W_e = linalg.block_diag( acados.W_e, np.diag([objectives.weight] * objectives.function.numel_out())) x = x if objectives.function.sparsity_in("i0").shape != ( 0, 0) else [] u = u if objectives.function.sparsity_in("i1").shape != ( 0, 0) else [] acados.mayer_costs = vertcat( acados.mayer_costs, objectives.function(x, u, p).reshape((-1, 1))) if objectives.target is not None: acados.y_ref_end.append(objectives.target[..., -1].T.reshape( (-1, 1))) else: acados.y_ref_end.append( np.zeros((objectives.function.numel_out(), 1))) if ocp.n_phases != 1: raise NotImplementedError( "ACADOS with more than one phase is not implemented yet.") # costs handling in self.acados_ocp self.y_ref = [] self.y_ref_end = [] self.lagrange_costs = SX() self.mayer_costs = SX() self.W = np.zeros((0, 0)) self.W_e = np.zeros((0, 0)) allowed_control_objectives = [ObjectiveFcn.Lagrange.MINIMIZE_CONTROL] allowed_state_objectives = [ ObjectiveFcn.Lagrange.MINIMIZE_STATE, ObjectiveFcn.Mayer.TRACK_STATE ] if self.acados_ocp.cost.cost_type == "LINEAR_LS": n_states = ocp.nlp[0].states.shape n_controls = ocp.nlp[0].controls.shape self.Vu = np.array([], dtype=np.int64).reshape(0, n_controls) self.Vx = np.array([], dtype=np.int64).reshape(0, n_states) self.Vxe = np.array([], dtype=np.int64).reshape(0, n_states) for i in range(ocp.n_phases): for J in ocp.nlp[i].J: if not J: continue if J.multi_thread: raise RuntimeError( f"The objective function {J.name} was declared with multi_thread=True, " f"but this is not possible to multi_thread objective function with ACADOS" ) if J.type.get_type() == ObjectiveFunction.LagrangeFunction: add_linear_ls_lagrange(self, J) # Deal with last node to match ipopt formulation if J.node[0] == Node.ALL: add_linear_ls_mayer(self, J) elif J.type.get_type() == ObjectiveFunction.MayerFunction: add_linear_ls_mayer(self, J) else: raise RuntimeError( "The objective function is not Lagrange nor Mayer." ) if self.nparams: raise RuntimeError( "Params not yet handled with LINEAR_LS cost type") # Set costs self.acados_ocp.cost.Vx = self.Vx if self.Vx.shape[0] else np.zeros( (0, 0)) self.acados_ocp.cost.Vu = self.Vu if self.Vu.shape[0] else np.zeros( (0, 0)) self.acados_ocp.cost.Vx_e = self.Vxe if self.Vxe.shape[ 0] else np.zeros((0, 0)) # Set dimensions self.acados_ocp.dims.ny = sum( [len(data[0]) for data in self.y_ref]) self.acados_ocp.dims.ny_e = sum( [len(data) for data in self.y_ref_end]) # Set weight self.acados_ocp.cost.W = self.W self.acados_ocp.cost.W_e = self.W_e # Set target shape self.acados_ocp.cost.yref = np.zeros( (self.acados_ocp.cost.W.shape[0], )) self.acados_ocp.cost.yref_e = np.zeros( (self.acados_ocp.cost.W_e.shape[0], )) elif self.acados_ocp.cost.cost_type == "NONLINEAR_LS": for i, nlp in enumerate(ocp.nlp): for j, J in enumerate(nlp.J): if not J: continue if J.multi_thread: raise RuntimeError( f"The objective function {J.name} was declared with multi_thread=True, " f"but this is not possible to multi_thread objective function with ACADOS" ) if J.type.get_type() == ObjectiveFunction.LagrangeFunction: add_nonlinear_ls_lagrange(self, J, nlp.states.cx, nlp.controls.cx, nlp.parameters.cx) # Deal with last node to match ipopt formulation if J.node[0] == Node.ALL: add_nonlinear_ls_mayer(self, J, nlp.states.cx, nlp.controls.cx, nlp.parameters.cx) elif J.type.get_type() == ObjectiveFunction.MayerFunction: add_nonlinear_ls_mayer(self, J, nlp.states.cx, nlp.controls.cx, nlp.parameters.cx) else: raise RuntimeError( "The objective function is not Lagrange nor Mayer." ) # parameter as mayer function # IMPORTANT: it is considered that only parameters are stored in ocp.objectives, for now. if self.nparams: nlp = ocp.nlp[0] # Assume 1 phase for j, J in enumerate(ocp.J): add_nonlinear_ls_mayer(self, J, nlp.states.cx, nlp.controls.cx, nlp.parameters.cx) # Set costs self.acados_ocp.model.cost_y_expr = (self.lagrange_costs.reshape( (-1, 1)) if self.lagrange_costs.numel() else SX(1, 1)) self.acados_ocp.model.cost_y_expr_e = (self.mayer_costs.reshape( (-1, 1)) if self.mayer_costs.numel() else SX(1, 1)) # Set dimensions self.acados_ocp.dims.ny = self.acados_ocp.model.cost_y_expr.shape[ 0] self.acados_ocp.dims.ny_e = self.acados_ocp.model.cost_y_expr_e.shape[ 0] # Set weight self.acados_ocp.cost.W = np.zeros( (1, 1)) if self.W.shape == (0, 0) else self.W self.acados_ocp.cost.W_e = np.zeros( (1, 1)) if self.W_e.shape == (0, 0) else self.W_e # Set target shape self.acados_ocp.cost.yref = np.zeros( (self.acados_ocp.cost.W.shape[0], )) self.acados_ocp.cost.yref_e = np.zeros( (self.acados_ocp.cost.W_e.shape[0], )) elif self.acados_ocp.cost.cost_type == "EXTERNAL": raise RuntimeError( "EXTERNAL is not interfaced yet, please use NONLINEAR_LS") else: raise RuntimeError( "Available acados cost type: 'LINEAR_LS', 'NONLINEAR_LS' and 'EXTERNAL'." ) def __update_solver(self): """ Update the ACADOS solver to new values """ param_init = [] for n in range(self.acados_ocp.dims.N): if self.y_ref: # Target self.ocp_solver.cost_set( n, "yref", np.vstack([data[n] for data in self.y_ref])[:, 0]) # check following line # self.ocp_solver.cost_set(n, "W", self.W) if self.nparams: param_init = self.params_initial_guess.init.evaluate_at(n) self.ocp_solver.set( n, "x", np.concatenate( (param_init, self.ocp.nlp[0].x_init.init.evaluate_at(n)))) self.ocp_solver.set(n, "u", self.ocp.nlp[0].u_init.init.evaluate_at(n)) self.ocp_solver.constraints_set(n, "lbu", self.ocp.nlp[0].u_bounds.min[:, 0]) self.ocp_solver.constraints_set(n, "ubu", self.ocp.nlp[0].u_bounds.max[:, 0]) self.ocp_solver.constraints_set(n, "uh", self.all_g_bounds.max[:, 0]) self.ocp_solver.constraints_set(n, "lh", self.all_g_bounds.min[:, 0]) if n == 0: self.ocp_solver.constraints_set(n, "lbx", self.x_bound_min[:, 0]) self.ocp_solver.constraints_set(n, "ubx", self.x_bound_max[:, 0]) else: self.ocp_solver.constraints_set(n, "lbx", self.x_bound_min[:, 1]) self.ocp_solver.constraints_set(n, "ubx", self.x_bound_max[:, 1]) if self.y_ref_end: if len(self.y_ref_end) == 1: self.ocp_solver.cost_set(self.acados_ocp.dims.N, "yref", np.array(self.y_ref_end[0])[:, 0]) else: self.ocp_solver.cost_set(self.acados_ocp.dims.N, "yref", np.concatenate(self.y_ref_end)[:, 0]) # check following line # self.ocp_solver.cost_set(self.acados_ocp.dims.N, "W", self.W_e) self.ocp_solver.constraints_set(self.acados_ocp.dims.N, "lbx", self.x_bound_min[:, -1]) self.ocp_solver.constraints_set(self.acados_ocp.dims.N, "ubx", self.x_bound_max[:, -1]) if len(self.end_g_bounds.max[:, 0]): self.ocp_solver.constraints_set(self.acados_ocp.dims.N, "uh", self.end_g_bounds.max[:, 0]) self.ocp_solver.constraints_set(self.acados_ocp.dims.N, "lh", self.end_g_bounds.min[:, 0]) if self.ocp.nlp[0].x_init.init.shape[1] == self.acados_ocp.dims.N + 1: if self.nparams: self.ocp_solver.set( self.acados_ocp.dims.N, "x", np.concatenate( (self.params_initial_guess.init[:, 0], self.ocp.nlp[0].x_init.init[:, self.acados_ocp.dims.N])), ) else: self.ocp_solver.set( self.acados_ocp.dims.N, "x", self.ocp.nlp[0].x_init.init[:, self.acados_ocp.dims.N]) def online_optim(self, ocp): raise NotImplementedError( "online_optim is not implemented yet with ACADOS backend") def get_optimized_value(self) -> Union[list, dict]: """ Get the previously optimized solution Returns ------- A solution or a list of solution depending on the number of phases """ ns = self.acados_ocp.dims.N n_params = self.ocp.nlp[0].parameters.shape acados_x = np.array( [self.ocp_solver.get(i, "x") for i in range(ns + 1)]).T acados_p = acados_x[:n_params, :] acados_x = acados_x[n_params:, :] acados_u = np.array([self.ocp_solver.get(i, "u") for i in range(ns)]).T out = { "x": [], "u": acados_u, "solver_time_to_optimize": self.ocp_solver.get_stats("time_tot")[0], "real_time_to_optimize": self.real_time_to_optimize, "iter": self.ocp_solver.get_stats("sqp_iter")[0], "status": self.status, "solver": SolverType.ACADOS, } out["x"] = vertcat(out["x"], acados_x.reshape(-1, 1, order="F")) out["x"] = vertcat(out["x"], acados_u.reshape(-1, 1, order="F")) out["x"] = vertcat(out["x"], acados_p[:, 0]) self.out["sol"] = out out = [] for key in self.out.keys(): out.append(self.out[key]) return out[0] if len(out) == 1 else out def solve(self) -> Union[list, dict]: """ Solve the prepared ocp Returns ------- A reference to the solution """ tic = perf_counter() # Populate costs and constraints vectors self.__set_costs(self.ocp) self.__set_constraints(self.ocp) options = self.opts.as_dict(self) if self.ocp_solver is None: for key in options: setattr(self.acados_ocp.solver_options, key, options[key]) self.ocp_solver = AcadosOcpSolver(self.acados_ocp, json_file="acados_ocp.json") self.opts.set_only_first_options_has_changed(False) self.opts.set_has_tolerance_changed(False) else: if self.opts.only_first_options_has_changed: raise RuntimeError( "Some options has been changed the second time acados was run.", "Only " + str(Solver.ACADOS.get_tolerance_keys()) + " can be modified.", ) if self.opts.has_tolerance_changed: for key in self.opts.get_tolerance_keys(): short_key = key[12:] self.ocp_solver.options_set(short_key, options[key[1:]]) self.opts.set_has_tolerance_changed(False) self.__update_solver() self.status = self.ocp_solver.solve() self.real_time_to_optimize = perf_counter() - tic return self.get_optimized_value()
acados_path = get_acados_path() json_path = os.path.join(acados_path, 'interfaces/acados_template/acados_template') with open(json_path + '/simulink_default_opts.json', 'r') as f: simulink_opts = json.load(f) ocp_solver = AcadosOcpSolver(ocp, json_file='acados_ocp.json', simulink_opts=simulink_opts) # ocp_solver = AcadosOcpSolver(ocp, json_file = 'acados_ocp.json') simX = np.ndarray((N + 1, nx)) simU = np.ndarray((N, nu)) # change options after creating ocp_solver ocp_solver.options_set("step_length", 0.99999) ocp_solver.options_set("globalization", "fixed_step") # fixed_step, merit_backtracking ocp_solver.options_set("tol_eq", 1e-2) ocp_solver.options_set("tol_stat", 1e-2) ocp_solver.options_set("tol_ineq", 1e-2) ocp_solver.options_set("tol_comp", 1e-2) # initialize solver for i in range(N): ocp_solver.set(i, "x", x0) status = ocp_solver.solve() if status not in [0, 2]: raise Exception('acados returned status {}. Exiting.'.format(status))
def main(interface_type='ctypes'): # create ocp object to formulate the OCP ocp = AcadosOcp() # set model model = export_pendulum_ode_model() ocp.model = model nx = model.x.size()[0] nu = model.u.size()[0] ny = nx + nu ny_e = nx # define the different options for the use-case demonstration N0 = 20 # original number of shooting nodes N12 = 15 # change the number of shooting nodes for use-cases 1 and 2 condN12 = max(1, round(N12/1)) # change the number of cond_N for use-cases 1 and 2 (for PARTIAL_* solvers only) Tf_01 = 1.0 # original final time and for use-case 1 Tf_2 = Tf_01 * 0.7 # change final time for use-case 2 (but keep N identical) # set dimensions ocp.dims.N = N0 # set cost Q = 2 * np.diag([1e3, 1e3, 1e-2, 1e-2]) R = 2 * np.diag([1e-2]) ocp.cost.W_e = Q ocp.cost.W = scipy.linalg.block_diag(Q, R) ocp.cost.cost_type = 'LINEAR_LS' ocp.cost.cost_type_e = 'LINEAR_LS' ocp.cost.Vx = np.zeros((ny, nx)) ocp.cost.Vx[:nx, :nx] = np.eye(nx) Vu = np.zeros((ny, nu)) Vu[4, 0] = 1.0 ocp.cost.Vu = Vu ocp.cost.Vx_e = np.eye(nx) ocp.cost.yref = np.zeros((ny,)) ocp.cost.yref_e = np.zeros((ny_e,)) # set constraints Fmax = 80 ocp.constraints.lbu = np.array([-Fmax]) ocp.constraints.ubu = np.array([+Fmax]) ocp.constraints.idxbu = np.array([0]) ocp.constraints.x0 = np.array([0.0, np.pi, 0.0, 0.0]) # set options ocp.solver_options.qp_solver = 'PARTIAL_CONDENSING_HPIPM' # FULL_CONDENSING_QPOASES # PARTIAL_CONDENSING_HPIPM, FULL_CONDENSING_QPOASES, FULL_CONDENSING_HPIPM, # PARTIAL_CONDENSING_QPDUNES, PARTIAL_CONDENSING_OSQP ocp.solver_options.hessian_approx = 'GAUSS_NEWTON' ocp.solver_options.integrator_type = 'ERK' # ocp.solver_options.print_level = 1 ocp.solver_options.nlp_solver_type = 'SQP' # SQP_RTI, SQP # set prediction horizon ocp.solver_options.tf = Tf_01 print(80*'-') print('generate code and compile...') if interface_type == 'cython': AcadosOcpSolver.generate(ocp, json_file='acados_ocp.json') AcadosOcpSolver.build(ocp.code_export_directory, with_cython=True) ocp_solver = AcadosOcpSolver.create_cython_solver('acados_ocp.json') elif interface_type == 'ctypes': ocp_solver = AcadosOcpSolver(ocp, json_file='acados_ocp.json') elif interface_type == 'cython_prebuilt': from c_generated_code.acados_ocp_solver_pyx import AcadosOcpSolverCython ocp_solver = AcadosOcpSolverCython(ocp.model.name, ocp.solver_options.nlp_solver_type, ocp.dims.N) # test setting HPIPM options ocp_solver.options_set('qp_tol_ineq', 1e-8) ocp_solver.options_set('qp_tau_min', 1e-10) ocp_solver.options_set('qp_mu0', 1e0) # -------------------------------------------------------------------------------- # 0) solve the problem defined here (original from code export), analog to 'minimal_example_ocp.py' nvariant = 0 simX0 = np.ndarray((N0 + 1, nx)) simU0 = np.ndarray((N0, nu)) print(80*'-') print(f'solve original code with N = {N0} and Tf = {Tf_01} s:') status = ocp_solver.solve() if status != 0: ocp_solver.print_statistics() # encapsulates: stat = ocp_solver.get_stats("statistics") raise Exception(f'acados returned status {status}.') # get solution for i in range(N0): simX0[i, :] = ocp_solver.get(i, "x") simU0[i, :] = ocp_solver.get(i, "u") simX0[N0, :] = ocp_solver.get(N0, "x") ocp_solver.print_statistics() # encapsulates: stat = ocp_solver.get_stats("statistics") ocp_solver.store_iterate(filename=f'final_iterate_{interface_type}_variant{nvariant}.json', overwrite=True) if PLOT:# plot but don't halt plot_pendulum(np.linspace(0, Tf_01, N0 + 1), Fmax, simU0, simX0, latexify=False, plt_show=False, X_true_label=f'original: N={N0}, Tf={Tf_01}')
def solve_marathos_ocp(setting): globalization = setting['globalization'] line_search_use_sufficient_descent = setting[ 'line_search_use_sufficient_descent'] globalization_use_SOC = setting['globalization_use_SOC'] qp_solver = setting['qp_solver'] # create ocp object to formulate the OCP ocp = AcadosOcp() # set model model = export_linear_mass_model() ocp.model = model nx = model.x.size()[0] nu = model.u.size()[0] ny = nu # discretization Tf = 2 N = 20 shooting_nodes = np.linspace(0, Tf, N + 1) ocp.dims.N = N # set cost Q = 2 * np.diag([]) R = 2 * np.diag([1e1, 1e1]) ocp.cost.W_e = Q ocp.cost.W = scipy.linalg.block_diag(Q, R) ocp.cost.cost_type = 'LINEAR_LS' ocp.cost.cost_type_e = 'LINEAR_LS' ocp.cost.Vx = np.zeros((ny, nx)) Vu = np.eye((nu)) ocp.cost.Vu = Vu ocp.cost.yref = np.zeros((ny, )) # set constraints Fmax = 5 ocp.constraints.lbu = -Fmax * np.ones((nu, )) ocp.constraints.ubu = +Fmax * np.ones((nu, )) ocp.constraints.idxbu = np.array(range(nu)) x0 = np.array([1e-1, 1.1, 0, 0]) ocp.constraints.x0 = x0 # terminal constraint x_goal = np.array([0, -1.1, 0, 0]) ocp.constraints.idxbx_e = np.array(range(nx)) ocp.constraints.lbx_e = x_goal ocp.constraints.ubx_e = x_goal if SOFTEN_TERMINAL: ocp.constraints.idxsbx_e = np.array(range(nx)) ocp.cost.zl_e = 1e4 * np.ones(nx) ocp.cost.zu_e = 1e4 * np.ones(nx) ocp.cost.Zl_e = 1e6 * np.ones(nx) ocp.cost.Zu_e = 1e6 * np.ones(nx) # add obstacle if OBSTACLE: obs_rad = 1.0 obs_x = 0.0 obs_y = 0.0 circle = (obs_x, obs_y, obs_rad) ocp.constraints.uh = np.array([100.0]) # doenst matter ocp.constraints.lh = np.array([obs_rad**2]) x_square = model.x[0]**OBSTACLE_POWER + model.x[1]**OBSTACLE_POWER ocp.model.con_h_expr = x_square # copy for terminal ocp.constraints.uh_e = ocp.constraints.uh ocp.constraints.lh_e = ocp.constraints.lh ocp.model.con_h_expr_e = ocp.model.con_h_expr else: circle = None # soften if OBSTACLE and SOFTEN_OBSTACLE: ocp.constraints.idxsh = np.array([0]) ocp.constraints.idxsh_e = np.array([0]) Zh = 1e6 * np.ones(1) zh = 1e4 * np.ones(1) ocp.cost.zl = zh ocp.cost.zu = zh ocp.cost.Zl = Zh ocp.cost.Zu = Zh ocp.cost.zl_e = np.concatenate((ocp.cost.zl_e, zh)) ocp.cost.zu_e = np.concatenate((ocp.cost.zu_e, zh)) ocp.cost.Zl_e = np.concatenate((ocp.cost.Zl_e, Zh)) ocp.cost.Zu_e = np.concatenate((ocp.cost.Zu_e, Zh)) # set options ocp.solver_options.qp_solver = qp_solver # FULL_CONDENSING_QPOASES # PARTIAL_CONDENSING_HPIPM, FULL_CONDENSING_QPOASES, FULL_CONDENSING_HPIPM, # PARTIAL_CONDENSING_QPDUNES, PARTIAL_CONDENSING_OSQP ocp.solver_options.hessian_approx = 'GAUSS_NEWTON' ocp.solver_options.integrator_type = 'ERK' # ocp.solver_options.print_level = 1 ocp.solver_options.nlp_solver_type = 'SQP' # SQP_RTI, SQP ocp.solver_options.globalization = globalization ocp.solver_options.alpha_min = 0.01 # ocp.solver_options.__initialize_t_slacks = 0 # ocp.solver_options.levenberg_marquardt = 1e-2 ocp.solver_options.qp_solver_cond_N = 0 ocp.solver_options.print_level = 1 ocp.solver_options.nlp_solver_max_iter = 200 ocp.solver_options.qp_solver_iter_max = 400 # NOTE: this is needed for PARTIAL_CONDENSING_HPIPM to get expected behavior qp_tol = 5e-7 ocp.solver_options.qp_solver_tol_stat = qp_tol ocp.solver_options.qp_solver_tol_eq = qp_tol ocp.solver_options.qp_solver_tol_ineq = qp_tol ocp.solver_options.qp_solver_tol_comp = qp_tol ocp.solver_options.qp_solver_ric_alg = 1 # ocp.solver_options.qp_solver_cond_ric_alg = 1 # set prediction horizon ocp.solver_options.tf = Tf ocp_solver = AcadosOcpSolver(ocp, json_file=f'{model.name}_ocp.json') ocp_solver.options_set('line_search_use_sufficient_descent', line_search_use_sufficient_descent) ocp_solver.options_set('globalization_use_SOC', globalization_use_SOC) ocp_solver.options_set('full_step_dual', 1) if INITIALIZE: # initialize solver # [ocp_solver.set(i, "x", x0 + (i/N) * (x_goal-x0)) for i in range(N+1)] [ocp_solver.set(i, "x", x0) for i in range(N + 1)] # [ocp_solver.set(i, "u", 2*(np.random.rand(2) - 0.5)) for i in range(N)] # solve status = ocp_solver.solve() ocp_solver.print_statistics( ) # encapsulates: stat = ocp_solver.get_stats("statistics") sqp_iter = ocp_solver.get_stats('sqp_iter')[0] print(f'acados returned status {status}.') # ocp_solver.store_iterate(f'it{ocp.solver_options.nlp_solver_max_iter}_{model.name}.json') # get solution simX = np.array([ocp_solver.get(i, "x") for i in range(N + 1)]) simU = np.array([ocp_solver.get(i, "u") for i in range(N)]) pi_multiplier = [ocp_solver.get(i, "pi") for i in range(N)] print(f"cost function value = {ocp_solver.get_cost()}") # print summary print(f"solved Marathos test problem with settings {setting}") print( f"cost function value = {ocp_solver.get_cost()} after {sqp_iter} SQP iterations" ) # print(f"alphas: {alphas[:iter]}") # print(f"total number of QP iterations: {sum(qp_iters[:iter])}") # max_infeasibility = np.max(residuals[1:3]) # print(f"max infeasibility: {max_infeasibility}") # checks if status != 0: raise Exception(f"acados solver returned status {status} != 0.") if globalization == "FIXED_STEP": if sqp_iter != 18: raise Exception( f"acados solver took {sqp_iter} iterations, expected 18.") elif globalization == "MERIT_BACKTRACKING": if globalization_use_SOC == 1 and line_search_use_sufficient_descent == 0 and sqp_iter not in range( 21, 23): raise Exception( f"acados solver took {sqp_iter} iterations, expected range(21, 23)." ) elif globalization_use_SOC == 1 and line_search_use_sufficient_descent == 1 and sqp_iter not in range( 21, 24): raise Exception( f"acados solver took {sqp_iter} iterations, expected range(21, 24)." ) elif globalization_use_SOC == 0 and line_search_use_sufficient_descent == 0 and sqp_iter not in range( 155, 165): raise Exception( f"acados solver took {sqp_iter} iterations, expected range(155, 165)." ) elif globalization_use_SOC == 0 and line_search_use_sufficient_descent == 1 and sqp_iter not in range( 160, 175): raise Exception( f"acados solver took {sqp_iter} iterations, expected range(160, 175)." ) if PLOT: plot_linear_mass_system_X_state_space(simX, circle=circle, x_goal=x_goal) plot_linear_mass_system_U(shooting_nodes, simU) # plot_linear_mass_system_X(shooting_nodes, simX) # import pdb; pdb.set_trace() print(f"\n\n----------------------\n")
# set options ocp.solver_options.qp_solver = 'PARTIAL_CONDENSING_HPIPM' # FULL_CONDENSING_QPOASES # PARTIAL_CONDENSING_HPIPM, FULL_CONDENSING_QPOASES, FULL_CONDENSING_HPIPM, # PARTIAL_CONDENSING_QPDUNES, PARTIAL_CONDENSING_OSQP # ocp.solver_options.hessian_approx = 'GAUSS_NEWTON' ocp.solver_options.integrator_type = 'ERK' # ocp.solver_options.print_level = 1 ocp.solver_options.nlp_solver_type = 'SQP' # SQP_RTI, SQP ocp.solver_options.globalization = 'MERIT_BACKTRACKING' ocp.solver_options.nlp_solver_max_iter = 500 # set prediction horizon ocp.solver_options.tf = Tf ocp_solver = AcadosOcpSolver(ocp, json_file='acados_ocp.json') ocp_solver.options_set("line_search_use_sufficient_descent", 0) ocp_solver.options_set("full_step_dual", 1) simX = np.ndarray((N + 1, nx)) simU = np.ndarray((N, nu)) for i, tau in enumerate(np.linspace(0, 1, N + 1)): ocp_solver.set(i, 'x', x0 * (1 - tau) + tau * xf) status = ocp_solver.solve() if status != 0: ocp_solver.print_statistics( ) # encapsulates: stat = ocp_solver.get_stats("statistics") # raise Exception('acados returned status {}. Exiting.'.format(status)) # get solution
def main(discretization='shooting_nodes'): # create ocp object to formulate the OCP ocp = AcadosOcp() # set model model = export_pendulum_ode_model() ocp.model = model integrator_type = 'LIFTED_IRK' # ERK, IRK, GNSF, LIFTED_IRK if integrator_type == 'GNSF': acados_dae_model_json_dump(model) # structure detection in Matlab/Octave -> produces 'pendulum_ode_gnsf_functions.json' status = os.system('octave detect_gnsf_from_json.m') # load gnsf from json with open(model.name + '_gnsf_functions.json', 'r') as f: gnsf_dict = json.load(f) ocp.gnsf_model = gnsf_dict Tf = 1.0 nx = model.x.size()[0] nu = model.u.size()[0] ny = nx + nu ny_e = nx N = 15 # discretization ocp.dims.N = N # shooting_nodes = np.linspace(0, Tf, N+1) time_steps = np.linspace(0, 1, N) time_steps = Tf * time_steps / sum(time_steps) shooting_nodes = np.zeros((N + 1, )) for i in range(len(time_steps)): shooting_nodes[i + 1] = shooting_nodes[i] + time_steps[i] # nonuniform discretizations can be defined either by shooting_nodes or time_steps: if discretization == 'shooting_nodes': ocp.solver_options.shooting_nodes = shooting_nodes elif discretization == 'time_steps': ocp.solver_options.time_steps = time_steps else: raise NotImplementedError( f"discretization type {discretization} not supported.") # set num_steps ocp.solver_options.sim_method_num_steps = 2 * np.ones((N, )) ocp.solver_options.sim_method_num_steps[0] = 3 # set num_stages ocp.solver_options.sim_method_num_stages = 2 * np.ones((N, )) ocp.solver_options.sim_method_num_stages[0] = 4 # set cost Q = 2 * np.diag([1e3, 1e3, 1e-2, 1e-2]) R = 2 * np.diag([1e-2]) ocp.cost.W_e = Q ocp.cost.W = scipy.linalg.block_diag(Q, R) ocp.cost.cost_type = 'LINEAR_LS' ocp.cost.cost_type_e = 'LINEAR_LS' ocp.cost.Vx = np.zeros((ny, nx)) ocp.cost.Vx[:nx, :nx] = np.eye(nx) Vu = np.zeros((ny, nu)) Vu[4, 0] = 1.0 ocp.cost.Vu = Vu ocp.cost.Vx_e = np.eye(nx) ocp.cost.yref = np.zeros((ny, )) ocp.cost.yref_e = np.zeros((ny_e, )) # set constraints Fmax = 80 ocp.constraints.lbu = np.array([-Fmax]) ocp.constraints.ubu = np.array([+Fmax]) x0 = np.array([0.0, np.pi, 0.0, 0.0]) ocp.constraints.x0 = x0 ocp.constraints.idxbu = np.array([0]) ocp.solver_options.qp_solver = 'PARTIAL_CONDENSING_HPIPM' # FULL_CONDENSING_QPOASES ocp.solver_options.hessian_approx = 'GAUSS_NEWTON' ocp.solver_options.integrator_type = integrator_type ocp.solver_options.print_level = 0 ocp.solver_options.nlp_solver_type = 'SQP' # SQP_RTI, SQP # set prediction horizon ocp.solver_options.tf = Tf ocp.solver_options.initialize_t_slacks = 1 # Set additional options for Simulink interface: acados_path = get_acados_path() json_path = os.path.join(acados_path, 'interfaces/acados_template/acados_template') with open(json_path + '/simulink_default_opts.json', 'r') as f: simulink_opts = json.load(f) ocp_solver = AcadosOcpSolver(ocp, json_file='acados_ocp.json', simulink_opts=simulink_opts) # ocp_solver = AcadosOcpSolver(ocp, json_file = 'acados_ocp.json') simX = np.ndarray((N + 1, nx)) simU = np.ndarray((N, nu)) # change options after creating ocp_solver ocp_solver.options_set("step_length", 0.99999) ocp_solver.options_set("globalization", "fixed_step") # fixed_step, merit_backtracking ocp_solver.options_set("tol_eq", TOL) ocp_solver.options_set("tol_stat", TOL) ocp_solver.options_set("tol_ineq", TOL) ocp_solver.options_set("tol_comp", TOL) # initialize solver for i in range(N): ocp_solver.set(i, "x", x0) status = ocp_solver.solve() if status not in [0, 2]: raise Exception('acados returned status {}. Exiting.'.format(status)) # get primal solution for i in range(N): simX[i, :] = ocp_solver.get(i, "x") simU[i, :] = ocp_solver.get(i, "u") simX[N, :] = ocp_solver.get(N, "x") print("inequality multipliers at stage 1") print(ocp_solver.get(1, "lam")) # inequality multipliers at stage 1 print("slack values at stage 1") print(ocp_solver.get(1, "t")) # slack values at stage 1 print("multipliers of dynamic conditions between stage 1 and 2") print(ocp_solver.get( 1, "pi")) # multipliers of dynamic conditions between stage 1 and 2 # initialize ineq multipliers and slacks at stage 1 ocp_solver.set(1, "lam", np.zeros(2, )) ocp_solver.set(1, "t", np.zeros(2, )) ocp_solver.print_statistics( ) # encapsulates: stat = ocp_solver.get_stats("statistics") # timings time_tot = ocp_solver.get_stats("time_tot") time_lin = ocp_solver.get_stats("time_lin") time_sim = ocp_solver.get_stats("time_sim") time_qp = ocp_solver.get_stats("time_qp") print( f"timings OCP solver: total: {1e3*time_tot}ms, lin: {1e3*time_lin}ms, sim: {1e3*time_sim}ms, qp: {1e3*time_qp}ms" ) # print("simU", simU) # print("simX", simX) iterate_filename = f'final_iterate_{discretization}.json' ocp_solver.store_iterate(filename=iterate_filename, overwrite=True) plot_pendulum(shooting_nodes, Fmax, simU, simX, latexify=False) del ocp_solver
ocp.solver_options.qp_solver = 'PARTIAL_CONDENSING_HPIPM' # FULL_CONDENSING_QPOASES ocp.solver_options.hessian_approx = 'GAUSS_NEWTON' ocp.solver_options.integrator_type = 'ERK' ocp.solver_options.print_level = 0 ocp.solver_options.nlp_solver_type = 'SQP' # SQP_RTI, SQP # set prediction horizon ocp.solver_options.tf = Tf ocp_solver = AcadosOcpSolver(ocp, json_file='acados_ocp.json') simX = np.ndarray((N + 1, nx)) simU = np.ndarray((N, nu)) ocp_solver.options_set("step_length", 0.99999) ocp_solver.options_set("globalization", "fixed_step") # fixed_step, merit_backtracking # initialize solver for i in range(N): ocp_solver.set(i, "x", x0) status = ocp_solver.solve() if status not in [0, 2]: raise Exception('acados returned status {}. Exiting.'.format(status)) # get primal solution for i in range(N): simX[i, :] = ocp_solver.get(i, "x") simU[i, :] = ocp_solver.get(i, "u")