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546 lines
23 KiB
546 lines
23 KiB
4 years ago
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# cython: language_level=3
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# cython: profile=False
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# distutils: language = c
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# -*- coding: future_fstrings -*-
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#
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# Copyright 2019 Gianluca Frison, Dimitris Kouzoupis, Robin Verschueren,
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# Andrea Zanelli, Niels van Duijkeren, Jonathan Frey, Tommaso Sartor,
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# Branimir Novoselnik, Rien Quirynen, Rezart Qelibari, Dang Doan,
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# Jonas Koenemann, Yutao Chen, Tobias Schöls, Jonas Schlagenhauf, Moritz Diehl
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#
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# This file is part of acados.
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#
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# The 2-Clause BSD License
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#
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# Redistribution and use in source and binary forms, with or without
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# modification, are permitted provided that the following conditions are met:
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#
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# 1. Redistributions of source code must retain the above copyright notice,
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# this list of conditions and the following disclaimer.
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#
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# 2. Redistributions in binary form must reproduce the above copyright notice,
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# this list of conditions and the following disclaimer in the documentation
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# and/or other materials provided with the distribution.
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#
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# THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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# AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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# IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
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# ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
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# LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
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# CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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# SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS
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# INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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# CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE)
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# ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE
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# POSSIBILITY OF SUCH DAMAGE.;
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#
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cimport cython
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from libc cimport string
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from libc cimport bool
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cimport numpy as np
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from cpython cimport array
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cimport acados_solver_common
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cimport acados_solver
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import os
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import json
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import numpy as np
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import array
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from datetime import datetime
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# from .utils import np_array_to_list
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cdef class AcadosOcpSolverFast:
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"""
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Class to interact with the acados ocp solver C object.
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:param acados_ocp: type AcadosOcp - description of the OCP for acados
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:param json_file: name for the json file used to render the templated code - default: acados_ocp_nlp.json
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:param simulink_opts: Options to configure Simulink S-function blocks, mainly to activate possible Inputs and Outputs
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"""
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cdef acados_solver.nlp_solver_capsule *capsule
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cdef void *nlp_opts
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cdef acados_solver_common.ocp_nlp_dims *nlp_dims
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cdef acados_solver_common.ocp_nlp_config *nlp_config
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cdef acados_solver_common.ocp_nlp_out *nlp_out
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cdef acados_solver_common.ocp_nlp_in *nlp_in
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cdef acados_solver_common.ocp_nlp_solver *nlp_solver
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cdef str model_name
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cdef int N
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cdef bint solver_created
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def __cinit__(self, str model_name, int N, str code_export_dir):
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self.model_name = model_name
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self.N = N
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self.solver_created = False
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# create capsule
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self.capsule = acados_solver.acados_create_capsule()
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# create solver
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assert acados_solver.acados_create(self.capsule) == 0
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self.solver_created = True
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# get pointers solver
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self.nlp_opts = acados_solver.acados_get_nlp_opts(self.capsule)
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self.nlp_dims = acados_solver.acados_get_nlp_dims(self.capsule)
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self.nlp_config = acados_solver.acados_get_nlp_config(self.capsule)
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self.nlp_out = acados_solver.acados_get_nlp_out(self.capsule)
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self.nlp_in = acados_solver.acados_get_nlp_in(self.capsule)
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self.nlp_solver = acados_solver.acados_get_nlp_solver(self.capsule)
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def solve(self):
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"""
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Solve the ocp with current input.
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"""
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status = acados_solver.acados_solve(self.capsule)
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return status
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def get_slice(self, int start_stage_, int end_stage_, str field_):
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field = field_.encode('utf-8')
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dims = acados_solver_common.ocp_nlp_dims_get_from_attr(self.nlp_config, self.nlp_dims, self.nlp_out, start_stage_, field)
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out = np.ascontiguousarray(np.zeros((end_stage_ - start_stage_, dims)), dtype=np.float64)
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self.fill_in_slice(start_stage_, end_stage_, field_, out)
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return out
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def fill_in_slice(self, int start_stage_, int end_stage_, str field_, np.ndarray[np.float64_t, ndim=2, mode='c'] arr_):
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out_fields = ['x', 'u', 'z', 'pi', 'lam', 't']
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mem_fields = ['sl', 'su']
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field = field_.encode('utf-8')
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if (field_ not in out_fields + mem_fields):
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raise Exception('AcadosOcpSolver.get_slice(): {} is an invalid argument.\
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\n Possible values are {}. Exiting.'.format(field_, out_fields))
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if start_stage_ >= end_stage_:
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raise Exception('AcadosOcpSolver.get_slice(): end stage index must be larger than start stage index')
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if start_stage_ < 0 or end_stage_ > self.N + 1:
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raise Exception('AcadosOcpSolver.get_slice(): stage index must be in [0, N], got: {}.'.format(self.N))
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cdef np.ndarray[np.float64_t, ndim=2, mode='c'] arr = np.ascontiguousarray(arr_, dtype=np.double)
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if (field_ in out_fields):
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acados_solver_common.ocp_nlp_out_get_slice(self.nlp_config, self.nlp_dims, self.nlp_out, start_stage_, end_stage_,
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field, <double *> arr.data)
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elif field_ in mem_fields:
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raise NotImplementedError()
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# acados_solver_common.ocp_nlp_get_at_stage(self.nlp_config, self.nlp_dims, self.nlp_solver, start_stage_, end_stage_,
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# field, <double *> arr.data)
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def get(self, stage_, field_):
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return self.get_slice(stage_, stage_ + 1, field_)[0]
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def print_statistics(self):
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"""
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prints statistics of previous solver run as a table:
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- iter: iteration number
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- res_stat: stationarity residual
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- res_eq: residual wrt equality constraints (dynamics)
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- res_ineq: residual wrt inequality constraints (constraints)
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- res_comp: residual wrt complementarity conditions
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- qp_stat: status of QP solver
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- qp_iter: number of QP iterations
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- qp_res_stat: stationarity residual of the last QP solution
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- qp_res_eq: residual wrt equality constraints (dynamics) of the last QP solution
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- qp_res_ineq: residual wrt inequality constraints (constraints) of the last QP solution
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- qp_res_comp: residual wrt complementarity conditions of the last QP solution
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"""
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stat = self.get_stats("statistics")
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if self.acados_ocp.solver_options.nlp_solver_type == 'SQP':
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print('\niter\tres_stat\tres_eq\t\tres_ineq\tres_comp\tqp_stat\tqp_iter')
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if stat.shape[0]>7:
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print('\tqp_res_stat\tqp_res_eq\tqp_res_ineq\tqp_res_comp')
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for jj in range(stat.shape[1]):
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print('{:d}\t{:e}\t{:e}\t{:e}\t{:e}\t{:d}\t{:d}'.format( \
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int(stat[0][jj]), stat[1][jj], stat[2][jj], \
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stat[3][jj], stat[4][jj], int(stat[5][jj]), int(stat[6][jj])))
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if stat.shape[0]>7:
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print('\t{:e}\t{:e}\t{:e}\t{:e}'.format( \
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stat[7][jj], stat[8][jj], stat[9][jj], stat[10][jj]))
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print('\n')
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elif self.acados_ocp.solver_options.nlp_solver_type == 'SQP_RTI':
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print('\niter\tqp_stat\tqp_iter')
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if stat.shape[0]>3:
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print('\tqp_res_stat\tqp_res_eq\tqp_res_ineq\tqp_res_comp')
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for jj in range(stat.shape[1]):
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print('{:d}\t{:d}\t{:d}'.format( int(stat[0][jj]), int(stat[1][jj]), int(stat[2][jj])))
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if stat.shape[0]>3:
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print('\t{:e}\t{:e}\t{:e}\t{:e}'.format( \
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stat[3][jj], stat[4][jj], stat[5][jj], stat[6][jj]))
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print('\n')
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return
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def store_iterate(self, filename='', overwrite=False):
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"""
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Stores the current iterate of the ocp solver in a json file.
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:param filename: if not set, use model_name + timestamp + '.json'
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:param overwrite: if false and filename exists add timestamp to filename
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"""
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if filename == '':
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filename += self.model_name + '_' + 'iterate' + '.json'
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if not overwrite:
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# append timestamp
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if os.path.isfile(filename):
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filename = filename[:-5]
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filename += datetime.utcnow().strftime('%Y-%m-%d-%H:%M:%S.%f') + '.json'
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# get iterate:
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solution = dict()
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for i in range(self.N+1):
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solution['x_'+str(i)] = self.get(i,'x')
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solution['u_'+str(i)] = self.get(i,'u')
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solution['z_'+str(i)] = self.get(i,'z')
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solution['lam_'+str(i)] = self.get(i,'lam')
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solution['t_'+str(i)] = self.get(i, 't')
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solution['sl_'+str(i)] = self.get(i, 'sl')
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solution['su_'+str(i)] = self.get(i, 'su')
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for i in range(self.N):
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solution['pi_'+str(i)] = self.get(i,'pi')
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# save
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raise NotImplementedError()
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# with open(filename, 'w') as f:
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# json.dump(solution, f, default=np_array_to_list, indent=4, sort_keys=True)
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# print("stored current iterate in ", os.path.join(os.getcwd(), filename))
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def load_iterate(self, filename):
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"""
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Loads the iterate stored in json file with filename into the ocp solver.
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"""
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if not os.path.isfile(filename):
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raise Exception('load_iterate: failed, file does not exist: ' + os.path.join(os.getcwd(), filename))
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with open(filename, 'r') as f:
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solution = json.load(f)
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for key in solution.keys():
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(field, stage) = key.split('_')
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self.set(int(stage), field, np.array(solution[key]))
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def get_stats(self, field_):
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"""
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Get the information of the last solver call.
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:param field: string in ['statistics', 'time_tot', 'time_lin', 'time_sim', 'time_sim_ad', 'time_sim_la', 'time_qp', 'time_qp_solver_call', 'time_reg', 'sqp_iter']
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"""
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fields = ['time_tot', # total cpu time previous call
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'time_lin', # cpu time for linearization
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'time_sim', # cpu time for integrator
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'time_sim_ad', # cpu time for integrator contribution of external function calls
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'time_sim_la', # cpu time for integrator contribution of linear algebra
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'time_qp', # cpu time qp solution
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'time_qp_solver_call', # cpu time inside qp solver (without converting the QP)
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'time_qp_xcond',
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'time_glob', # cpu time globalization
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'time_reg', # cpu time regularization
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'sqp_iter', # number of SQP iterations
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'qp_iter', # vector of QP iterations for last SQP call
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'statistics', # table with info about last iteration
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'stat_m',
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'stat_n',]
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field = field_
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field = field.encode('utf-8')
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if (field_ not in fields):
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raise Exception('AcadosOcpSolver.get_stats(): {} is not a valid argument.\
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\n Possible values are {}. Exiting.'.format(fields, fields))
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if field_ in ['sqp_iter', 'stat_m', 'stat_n']:
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out = np.ascontiguousarray(np.zeros((1,)), dtype=np.int64)
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out_data = out.data
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elif field_ == 'statistics':
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sqp_iter = self.get_stats("sqp_iter")
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stat_m = self.get_stats("stat_m")
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stat_n = self.get_stats("stat_n")
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min_size = min([stat_m, sqp_iter+1])
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out = np.ascontiguousarray(np.zeros((stat_n[0]+1, min_size[0])), dtype=np.float64)
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out_data = out.data
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elif field_ == 'qp_iter':
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full_stats = self.get_stats('statistics')
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if self.acados_ocp.solver_options.nlp_solver_type == 'SQP':
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out = full_stats[6, :]
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elif self.acados_ocp.solver_options.nlp_solver_type == 'SQP_RTI':
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out = full_stats[2, :]
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else:
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out = np.ascontiguousarray(np.zeros((1,)), dtype=np.float64)
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out_data = out.data
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if not field_ == 'qp_iter':
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acados_solver_common.ocp_nlp_get(self.nlp_config, self.nlp_solver, field, <void *> out_data)
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return out
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def get_cost(self):
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"""
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Returns the cost value of the current solution.
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"""
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# compute cost internally
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acados_solver_common.ocp_nlp_eval_cost(self.nlp_solver, self.nlp_in, self.nlp_out)
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# create output array
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out = np.ascontiguousarray(np.zeros((1,)), dtype=np.float64)
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# call getter
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field = "cost_value".encode('utf-8')
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acados_solver_common.ocp_nlp_get(self.nlp_config, self.nlp_solver, field, <void *> out.data)
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return out[0]
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def get_residuals(self):
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"""
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Returns an array of the form [res_stat, res_eq, res_ineq, res_comp].
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"""
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# compute residuals if RTI
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if self.acados_ocp.solver_options.nlp_solver_type == 'SQP_RTI':
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acados_solver_common.ocp_nlp_eval_residuals(self.nlp_solver, self.nlp_in, self.nlp_out)
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# create output array
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out = np.ascontiguousarray(np.zeros((4, 1)), dtype=np.float64)
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# call getters
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field = "res_stat".encode('utf-8')
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acados_solver_common.ocp_nlp_get(self.nlp_config, self.nlp_solver, field, <void *> out.data)
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field = "res_eq".encode('utf-8')
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acados_solver_common.ocp_nlp_get(self.nlp_config, self.nlp_solver, field, <void *> out[1].data)
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field = "res_ineq".encode('utf-8')
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acados_solver_common.ocp_nlp_get(self.nlp_config, self.nlp_solver, field, <void *> out[2].data)
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field = "res_comp".encode('utf-8')
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acados_solver_common.ocp_nlp_get(self.nlp_config, self.nlp_solver, field, <void *> out[3].data)
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return out.flatten()
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# Note: this function should not be used anymore, better use cost_set, constraints_set
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def set(self, int stage, str field_, value_):
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"""
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Set numerical data inside the solver.
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:param stage: integer corresponding to shooting node
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:param field: string in ['x', 'u', 'pi', 'lam', 't', 'p']
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.. note:: regarding lam, t: \n
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the inequalities are internally organized in the following order: \n
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[ lbu lbx lg lh lphi ubu ubx ug uh uphi; \n
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lsbu lsbx lsg lsh lsphi usbu usbx usg ush usphi]
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.. note:: pi: multipliers for dynamics equality constraints \n
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lam: multipliers for inequalities \n
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t: slack variables corresponding to evaluation of all inequalities (at the solution) \n
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sl: slack variables of soft lower inequality constraints \n
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su: slack variables of soft upper inequality constraints \n
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"""
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cost_fields = ['y_ref', 'yref']
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constraints_fields = ['lbx', 'ubx', 'lbu', 'ubu']
|
||
|
out_fields = ['x', 'u', 'pi', 'lam', 't', 'z']
|
||
|
mem_fields = ['sl', 'su']
|
||
|
|
||
|
# cast value_ to avoid conversion issues
|
||
|
if isinstance(value_, (float, int)):
|
||
|
value_ = np.array([value_])
|
||
|
value_ = value_.astype(np.double)
|
||
|
|
||
|
field = field_
|
||
|
field = field.encode('utf-8')
|
||
|
|
||
|
if field_ not in constraints_fields + cost_fields + out_fields + mem_fields:
|
||
|
raise Exception("AcadosOcpSolver.set(): {} is not a valid argument.\
|
||
|
\nPossible values are {}. Exiting.".format(field, \
|
||
|
constraints_fields + cost_fields + out_fields + ['p']))
|
||
|
|
||
|
dims = acados_solver_common.ocp_nlp_dims_get_from_attr(self.nlp_config, self.nlp_dims, self.nlp_out, stage, field)
|
||
|
|
||
|
if value_.shape[0] != dims:
|
||
|
msg = 'AcadosOcpSolver.set(): mismatching dimension for field "{}" '.format(field_)
|
||
|
msg += 'with dimension {} (you have {})'.format(dims, value_.shape)
|
||
|
raise Exception(msg)
|
||
|
|
||
|
cdef np.ndarray[np.float64_t, ndim=1, mode='c'] value = np.ascontiguousarray(value_, dtype=np.double)
|
||
|
|
||
|
value_data_p = <void *> value.data
|
||
|
if field_ in constraints_fields:
|
||
|
acados_solver_common.ocp_nlp_constraints_model_set(self.nlp_config, self.nlp_dims, self.nlp_in, stage, field, value_data_p)
|
||
|
elif field_ in cost_fields:
|
||
|
acados_solver_common.ocp_nlp_cost_model_set(self.nlp_config, self.nlp_dims, self.nlp_in, stage, field, value_data_p)
|
||
|
elif field_ in out_fields:
|
||
|
acados_solver_common.ocp_nlp_out_set(self.nlp_config, self.nlp_dims, self.nlp_out, stage, field, value_data_p)
|
||
|
elif field_ in mem_fields:
|
||
|
acados_solver_common.ocp_nlp_set(self.nlp_config, self.nlp_solver, stage, field, value_data_p)
|
||
|
return
|
||
|
|
||
|
|
||
|
def set_param(self, stage_, np.ndarray[np.float64_t, ndim=1] value_):
|
||
|
cdef np.ndarray[np.float64_t, ndim=1, mode='c'] value = np.ascontiguousarray(value_, dtype=np.double)
|
||
|
acados_solver.acados_update_params(self.capsule, stage_, <double *> value_.data, value_.shape[0])
|
||
|
|
||
|
def cost_set(self, start_stage_, field_, value_, api='warn'):
|
||
|
self.cost_set_slice(start_stage_, start_stage_+1, field_, value_[None], api='warn')
|
||
|
|
||
|
def cost_set_slice(self, start_stage_, end_stage_, field_, value_, api='warn'):
|
||
|
"""
|
||
|
Set numerical data in the cost module of the solver.
|
||
|
|
||
|
:param stage: integer corresponding to shooting node
|
||
|
:param field: string, e.g. 'yref', 'W', 'ext_cost_num_hess'
|
||
|
:param value: of appropriate size
|
||
|
"""
|
||
|
# cast value_ to avoid conversion issues
|
||
|
field = field_.encode('utf-8')
|
||
|
if len(value_.shape) > 2:
|
||
|
dim = value_.shape[1]*value_.shape[2]
|
||
|
else:
|
||
|
dim = value_.shape[1]
|
||
|
value_ = value_[None,:,:]
|
||
|
|
||
|
cdef np.ndarray[np.float64_t, ndim=3, mode='c'] value = np.ascontiguousarray(value_, dtype=np.double)
|
||
|
|
||
|
acados_solver_common.ocp_nlp_cost_model_set_slice(self.nlp_config, self.nlp_dims, self.nlp_in, start_stage_, end_stage_,
|
||
|
field, <void *> value.data, dim)
|
||
|
|
||
|
|
||
|
def constraints_set(self, start_stage_, field_, value_, api='warn'):
|
||
|
self.constraints_set_slice(start_stage_, start_stage_+1, field_, value_[None], api='warn')
|
||
|
|
||
|
|
||
|
def constraints_set_slice(self, start_stage_, end_stage_, field_, value_, api='warn'):
|
||
|
"""
|
||
|
Set numerical data in the constraint module of the solver.
|
||
|
|
||
|
:param stage: integer corresponding to shooting node
|
||
|
:param field: string in ['lbx', 'ubx', 'lbu', 'ubu', 'lg', 'ug', 'lh', 'uh', 'uphi']
|
||
|
:param value: of appropriate size
|
||
|
"""
|
||
|
|
||
|
field = field_.encode('utf-8')
|
||
|
if len(value_.shape) > 2:
|
||
|
dim = value_.shape[1]*value_.shape[2]
|
||
|
else:
|
||
|
dim = value_.shape[1]
|
||
|
value_ = value_[None,:,:]
|
||
|
|
||
|
cdef np.ndarray[np.float64_t, ndim=3, mode='c'] value = np.ascontiguousarray(value_, dtype=np.double)
|
||
|
|
||
|
acados_solver_common.ocp_nlp_constraints_model_set_slice(self.nlp_config, self.nlp_dims, self.nlp_in, start_stage_, end_stage_,
|
||
|
field, <void*> value.data, dim)
|
||
|
|
||
|
|
||
|
def dynamics_get(self, int stage, field_):
|
||
|
"""
|
||
|
Get numerical data from the dynamics module of the solver:
|
||
|
|
||
|
:param stage: integer corresponding to shooting node
|
||
|
:param field: string, e.g. 'A'
|
||
|
"""
|
||
|
|
||
|
field = field_
|
||
|
field = field.encode('utf-8')
|
||
|
|
||
|
# get dims
|
||
|
cdef int[2] dims
|
||
|
acados_solver_common.ocp_nlp_dynamics_dims_get_from_attr(self.nlp_config, self.nlp_dims, self.nlp_out, stage, field, &dims[0])
|
||
|
|
||
|
# create output data
|
||
|
out = np.ascontiguousarray(np.zeros((dims[0]*dims[1],)), dtype=np.float64)
|
||
|
out = out.reshape(dims[0], dims[1], order='F')
|
||
|
|
||
|
# call getter
|
||
|
acados_solver_common.ocp_nlp_get_at_stage(self.nlp_config, self.nlp_dims, self.nlp_solver, stage, field, <void *> out.data)
|
||
|
|
||
|
return out
|
||
|
|
||
|
|
||
|
def options_set(self, bytes field_, value_):
|
||
|
"""
|
||
|
Set options of the solver.
|
||
|
|
||
|
:param field: string, e.g. 'print_level', 'rti_phase', 'initialize_t_slacks', 'step_length', 'alpha_min', 'alpha_reduction'
|
||
|
:param value: of type int, float
|
||
|
"""
|
||
|
int_fields = ['print_level', 'rti_phase', 'initialize_t_slacks']
|
||
|
double_fields = ['step_length', 'tol_eq', 'tol_stat', 'tol_ineq', 'tol_comp', 'alpha_min', 'alpha_reduction']
|
||
|
string_fields = ['globalization']
|
||
|
|
||
|
# encode
|
||
|
field = field_
|
||
|
field = field.encode('utf-8')
|
||
|
|
||
|
cdef int int_value
|
||
|
cdef double double_value
|
||
|
cdef unsigned char[:] string_value
|
||
|
|
||
|
# check field availability and type
|
||
|
if field_ in int_fields:
|
||
|
if not isinstance(value_, int):
|
||
|
raise Exception('solver option {} must be of type int. You have {}.'.format(field_, type(value_)))
|
||
|
|
||
|
if field_ == 'rti_phase':
|
||
|
if value_ < 0 or value_ > 2:
|
||
|
raise Exception('AcadosOcpSolver.solve(): argument \'rti_phase\' can '
|
||
|
'take only values 0, 1, 2 for SQP-RTI-type solvers')
|
||
|
if self.acados_ocp.solver_options.nlp_solver_type != 'SQP_RTI' and value_ > 0:
|
||
|
raise Exception('AcadosOcpSolver.solve(): argument \'rti_phase\' can '
|
||
|
'take only value 0 for SQP-type solvers')
|
||
|
|
||
|
int_value = value_
|
||
|
acados_solver_common.ocp_nlp_solver_opts_set(self.nlp_config, self.nlp_opts, field, <void *> &int_value)
|
||
|
|
||
|
elif field_ in double_fields:
|
||
|
if not isinstance(value_, float):
|
||
|
raise Exception('solver option {} must be of type float. You have {}.'.format(field_, type(value_)))
|
||
|
|
||
|
double_value = value_
|
||
|
acados_solver_common.ocp_nlp_solver_opts_set(self.nlp_config, self.nlp_opts, field, <void *> &double_value)
|
||
|
|
||
|
elif field_ in string_fields:
|
||
|
if not isinstance(value_, bytes):
|
||
|
raise Exception('solver option {} must be of type str. You have {}.'.format(field_, type(value_)))
|
||
|
|
||
|
string_value = value_.encode('utf-8')
|
||
|
acados_solver_common.ocp_nlp_solver_opts_set(self.nlp_config, self.nlp_opts, field, <void *> &string_value[0])
|
||
|
|
||
|
raise Exception('AcadosOcpSolver.options_set() does not support field {}.'\
|
||
|
'\n Possible values are {}.'.format(field_, ', '.join(int_fields + double_fields + string_fields)))
|
||
|
|
||
|
|
||
|
def __del__(self):
|
||
|
if self.solver_created:
|
||
|
acados_solver.acados_free(self.capsule)
|
||
|
acados_solver.acados_free_capsule(self.capsule)
|
||
|
|
||
|
# try:
|
||
|
# self.dlclose(self.shared_lib._handle)
|
||
|
# except:
|
||
|
# pass
|