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| 1 | /////////////////////////////////////////////////////////////////////////////// | ||
| 2 | // BSD 3-Clause License | ||
| 3 | // | ||
| 4 | // Copyright (C) 2019-2022, LAAS-CNRS, University of Edinburgh, | ||
| 5 | // University of Oxford, Heriot-Watt University | ||
| 6 | // Copyright note valid unless otherwise stated in individual files. | ||
| 7 | // All rights reserved. | ||
| 8 | /////////////////////////////////////////////////////////////////////////////// | ||
| 9 | |||
| 10 | #include "crocoddyl/core/solvers/ddp.hpp" | ||
| 11 | |||
| 12 | namespace crocoddyl { | ||
| 13 | |||
| 14 | ✗ | SolverDDP::SolverDDP(std::shared_ptr<ShootingProblem> problem) | |
| 15 | : SolverAbstract(problem), | ||
| 16 | ✗ | reg_incfactor_(10.), | |
| 17 | ✗ | reg_decfactor_(10.), | |
| 18 | ✗ | reg_min_(1e-9), | |
| 19 | ✗ | reg_max_(1e9), | |
| 20 | ✗ | cost_try_(0.), | |
| 21 | ✗ | th_grad_(1e-12), | |
| 22 | ✗ | th_stepdec_(0.5), | |
| 23 | ✗ | th_stepinc_(0.01) { | |
| 24 | ✗ | allocateData(); | |
| 25 | |||
| 26 | ✗ | const std::size_t n_alphas = 10; | |
| 27 | ✗ | alphas_.resize(n_alphas); | |
| 28 | ✗ | for (std::size_t n = 0; n < n_alphas; ++n) { | |
| 29 | ✗ | alphas_[n] = 1. / pow(2., static_cast<double>(n)); | |
| 30 | } | ||
| 31 | ✗ | if (th_stepinc_ < alphas_[n_alphas - 1]) { | |
| 32 | ✗ | th_stepinc_ = alphas_[n_alphas - 1]; | |
| 33 | std::cerr << "Warning: th_stepinc has higher value than lowest alpha " | ||
| 34 | "value, set to " | ||
| 35 | ✗ | << std::to_string(alphas_[n_alphas - 1]) << std::endl; | |
| 36 | } | ||
| 37 | ✗ | } | |
| 38 | |||
| 39 | ✗ | SolverDDP::~SolverDDP() {} | |
| 40 | |||
| 41 | ✗ | bool SolverDDP::solve(const std::vector<Eigen::VectorXd>& init_xs, | |
| 42 | const std::vector<Eigen::VectorXd>& init_us, | ||
| 43 | const std::size_t maxiter, const bool is_feasible, | ||
| 44 | const double init_reg) { | ||
| 45 | ✗ | START_PROFILER("SolverDDP::solve"); | |
| 46 | ✗ | if (problem_->is_updated()) { | |
| 47 | ✗ | resizeData(); | |
| 48 | } | ||
| 49 | ✗ | xs_try_[0] = | |
| 50 | ✗ | problem_->get_x0(); // it is needed in case that init_xs[0] is infeasible | |
| 51 | ✗ | setCandidate(init_xs, init_us, is_feasible); | |
| 52 | |||
| 53 | ✗ | if (std::isnan(init_reg)) { | |
| 54 | ✗ | preg_ = reg_min_; | |
| 55 | ✗ | dreg_ = reg_min_; | |
| 56 | } else { | ||
| 57 | ✗ | preg_ = init_reg; | |
| 58 | ✗ | dreg_ = init_reg; | |
| 59 | } | ||
| 60 | ✗ | was_feasible_ = false; | |
| 61 | |||
| 62 | ✗ | bool recalcDiff = true; | |
| 63 | ✗ | for (iter_ = 0; iter_ < maxiter; ++iter_) { | |
| 64 | while (true) { | ||
| 65 | try { | ||
| 66 | ✗ | computeDirection(recalcDiff); | |
| 67 | ✗ | } catch (std::exception& e) { | |
| 68 | ✗ | recalcDiff = false; | |
| 69 | ✗ | increaseRegularization(); | |
| 70 | ✗ | if (preg_ == reg_max_) { | |
| 71 | ✗ | return false; | |
| 72 | } else { | ||
| 73 | ✗ | continue; | |
| 74 | } | ||
| 75 | ✗ | } | |
| 76 | ✗ | break; | |
| 77 | ✗ | } | |
| 78 | ✗ | expectedImprovement(); | |
| 79 | |||
| 80 | // We need to recalculate the derivatives when the step length passes | ||
| 81 | ✗ | recalcDiff = false; | |
| 82 | ✗ | for (std::vector<double>::const_iterator it = alphas_.begin(); | |
| 83 | ✗ | it != alphas_.end(); ++it) { | |
| 84 | ✗ | steplength_ = *it; | |
| 85 | |||
| 86 | try { | ||
| 87 | ✗ | dV_ = tryStep(steplength_); | |
| 88 | ✗ | } catch (std::exception& e) { | |
| 89 | ✗ | continue; | |
| 90 | ✗ | } | |
| 91 | ✗ | dVexp_ = steplength_ * (d_[0] + 0.5 * steplength_ * d_[1]); | |
| 92 | |||
| 93 | ✗ | if (dVexp_ >= 0) { // descend direction | |
| 94 | ✗ | if (std::abs(d_[0]) < th_grad_ || !is_feasible_ || | |
| 95 | ✗ | dV_ > th_acceptstep_ * dVexp_) { | |
| 96 | ✗ | was_feasible_ = is_feasible_; | |
| 97 | ✗ | setCandidate(xs_try_, us_try_, true); | |
| 98 | ✗ | cost_ = cost_try_; | |
| 99 | ✗ | recalcDiff = true; | |
| 100 | ✗ | break; | |
| 101 | } | ||
| 102 | } | ||
| 103 | } | ||
| 104 | |||
| 105 | ✗ | if (steplength_ > th_stepdec_) { | |
| 106 | ✗ | decreaseRegularization(); | |
| 107 | } | ||
| 108 | ✗ | if (steplength_ <= th_stepinc_) { | |
| 109 | ✗ | increaseRegularization(); | |
| 110 | ✗ | if (preg_ == reg_max_) { | |
| 111 | ✗ | STOP_PROFILER("SolverDDP::solve"); | |
| 112 | ✗ | return false; | |
| 113 | } | ||
| 114 | } | ||
| 115 | ✗ | stoppingCriteria(); | |
| 116 | |||
| 117 | ✗ | const std::size_t n_callbacks = callbacks_.size(); | |
| 118 | ✗ | for (std::size_t c = 0; c < n_callbacks; ++c) { | |
| 119 | ✗ | CallbackAbstract& callback = *callbacks_[c]; | |
| 120 | ✗ | callback(*this); | |
| 121 | } | ||
| 122 | |||
| 123 | ✗ | if (was_feasible_ && stop_ < th_stop_) { | |
| 124 | ✗ | STOP_PROFILER("SolverDDP::solve"); | |
| 125 | ✗ | return true; | |
| 126 | } | ||
| 127 | } | ||
| 128 | ✗ | STOP_PROFILER("SolverDDP::solve"); | |
| 129 | ✗ | return false; | |
| 130 | } | ||
| 131 | |||
| 132 | ✗ | void SolverDDP::computeDirection(const bool recalcDiff) { | |
| 133 | ✗ | START_PROFILER("SolverDDP::computeDirection"); | |
| 134 | ✗ | if (recalcDiff) { | |
| 135 | ✗ | calcDiff(); | |
| 136 | } | ||
| 137 | ✗ | backwardPass(); | |
| 138 | ✗ | STOP_PROFILER("SolverDDP::computeDirection"); | |
| 139 | ✗ | } | |
| 140 | |||
| 141 | ✗ | double SolverDDP::tryStep(const double steplength) { | |
| 142 | ✗ | START_PROFILER("SolverDDP::tryStep"); | |
| 143 | ✗ | forwardPass(steplength); | |
| 144 | ✗ | STOP_PROFILER("SolverDDP::tryStep"); | |
| 145 | ✗ | return cost_ - cost_try_; | |
| 146 | } | ||
| 147 | |||
| 148 | ✗ | double SolverDDP::stoppingCriteria() { | |
| 149 | // This stopping criteria represents the expected reduction in the value | ||
| 150 | // function. If this reduction is less than a certain threshold, then the | ||
| 151 | // algorithm reaches the local minimum. For more details, see C. Mastalli et | ||
| 152 | // al. "Inverse-dynamics MPC via Nullspace Resolution". | ||
| 153 | ✗ | stop_ = std::abs(d_[0] + 0.5 * d_[1]); | |
| 154 | ✗ | return stop_; | |
| 155 | } | ||
| 156 | |||
| 157 | ✗ | const Eigen::Vector2d& SolverDDP::expectedImprovement() { | |
| 158 | ✗ | d_.fill(0); | |
| 159 | ✗ | const std::size_t T = this->problem_->get_T(); | |
| 160 | const std::vector<std::shared_ptr<ActionModelAbstract> >& models = | ||
| 161 | ✗ | problem_->get_runningModels(); | |
| 162 | ✗ | for (std::size_t t = 0; t < T; ++t) { | |
| 163 | ✗ | const std::size_t nu = models[t]->get_nu(); | |
| 164 | ✗ | if (nu != 0) { | |
| 165 | ✗ | d_[0] += Qu_[t].dot(k_[t]); | |
| 166 | ✗ | d_[1] -= k_[t].dot(Quuk_[t]); | |
| 167 | } | ||
| 168 | } | ||
| 169 | ✗ | return d_; | |
| 170 | } | ||
| 171 | |||
| 172 | ✗ | void SolverDDP::resizeData() { | |
| 173 | ✗ | START_PROFILER("SolverDDP::resizeData"); | |
| 174 | ✗ | SolverAbstract::resizeData(); | |
| 175 | |||
| 176 | ✗ | const std::size_t T = problem_->get_T(); | |
| 177 | ✗ | const std::size_t ndx = problem_->get_ndx(); | |
| 178 | const std::vector<std::shared_ptr<ActionModelAbstract> >& models = | ||
| 179 | ✗ | problem_->get_runningModels(); | |
| 180 | ✗ | for (std::size_t t = 0; t < T; ++t) { | |
| 181 | ✗ | const std::shared_ptr<ActionModelAbstract>& model = models[t]; | |
| 182 | ✗ | const std::size_t nu = model->get_nu(); | |
| 183 | ✗ | Qxu_[t].conservativeResize(ndx, nu); | |
| 184 | ✗ | Quu_[t].conservativeResize(nu, nu); | |
| 185 | ✗ | Qu_[t].conservativeResize(nu); | |
| 186 | ✗ | K_[t].conservativeResize(nu, ndx); | |
| 187 | ✗ | k_[t].conservativeResize(nu); | |
| 188 | ✗ | us_try_[t].conservativeResize(nu); | |
| 189 | ✗ | FuTVxx_p_[t].conservativeResize(nu, ndx); | |
| 190 | ✗ | Quuk_[t].conservativeResize(nu); | |
| 191 | ✗ | if (nu != 0) { | |
| 192 | ✗ | FuTVxx_p_[t].setZero(); | |
| 193 | } | ||
| 194 | } | ||
| 195 | ✗ | STOP_PROFILER("SolverDDP::resizeData"); | |
| 196 | ✗ | } | |
| 197 | |||
| 198 | ✗ | double SolverDDP::calcDiff() { | |
| 199 | ✗ | START_PROFILER("SolverDDP::calcDiff"); | |
| 200 | ✗ | if (iter_ == 0) { | |
| 201 | ✗ | problem_->calc(xs_, us_); | |
| 202 | } | ||
| 203 | ✗ | cost_ = problem_->calcDiff(xs_, us_); | |
| 204 | |||
| 205 | ✗ | ffeas_ = computeDynamicFeasibility(); | |
| 206 | ✗ | gfeas_ = computeInequalityFeasibility(); | |
| 207 | ✗ | hfeas_ = computeEqualityFeasibility(); | |
| 208 | ✗ | STOP_PROFILER("SolverDDP::calcDiff"); | |
| 209 | ✗ | return cost_; | |
| 210 | } | ||
| 211 | |||
| 212 | ✗ | void SolverDDP::backwardPass() { | |
| 213 | ✗ | START_PROFILER("SolverDDP::backwardPass"); | |
| 214 | ✗ | const std::shared_ptr<ActionDataAbstract>& d_T = problem_->get_terminalData(); | |
| 215 | ✗ | Vxx_.back() = d_T->Lxx; | |
| 216 | ✗ | Vx_.back() = d_T->Lx; | |
| 217 | |||
| 218 | ✗ | if (!std::isnan(preg_)) { | |
| 219 | ✗ | Vxx_.back().diagonal().array() += preg_; | |
| 220 | } | ||
| 221 | |||
| 222 | ✗ | if (!is_feasible_) { | |
| 223 | ✗ | Vx_.back().noalias() += Vxx_.back() * fs_.back(); | |
| 224 | } | ||
| 225 | const std::vector<std::shared_ptr<ActionModelAbstract> >& models = | ||
| 226 | ✗ | problem_->get_runningModels(); | |
| 227 | const std::vector<std::shared_ptr<ActionDataAbstract> >& datas = | ||
| 228 | ✗ | problem_->get_runningDatas(); | |
| 229 | ✗ | for (int t = static_cast<int>(problem_->get_T()) - 1; t >= 0; --t) { | |
| 230 | ✗ | const std::shared_ptr<ActionModelAbstract>& m = models[t]; | |
| 231 | ✗ | const std::shared_ptr<ActionDataAbstract>& d = datas[t]; | |
| 232 | |||
| 233 | // Compute the linear-quadratic approximation of the control Hamiltonian | ||
| 234 | // function | ||
| 235 | ✗ | computeActionValueFunction(t, m, d); | |
| 236 | |||
| 237 | // Compute the feedforward and feedback gains | ||
| 238 | ✗ | computeGains(t); | |
| 239 | |||
| 240 | // Compute the linear-quadratic approximation of the Value function | ||
| 241 | ✗ | computeValueFunction(t, m); | |
| 242 | |||
| 243 | ✗ | if (raiseIfNaN(Vx_[t].lpNorm<Eigen::Infinity>())) { | |
| 244 | ✗ | throw_pretty("backward_error"); | |
| 245 | } | ||
| 246 | ✗ | if (raiseIfNaN(Vxx_[t].lpNorm<Eigen::Infinity>())) { | |
| 247 | ✗ | throw_pretty("backward_error"); | |
| 248 | } | ||
| 249 | } | ||
| 250 | ✗ | STOP_PROFILER("SolverDDP::backwardPass"); | |
| 251 | ✗ | } | |
| 252 | |||
| 253 | ✗ | void SolverDDP::forwardPass(const double steplength) { | |
| 254 | ✗ | if (steplength > 1. || steplength < 0.) { | |
| 255 | ✗ | throw_pretty("Invalid argument: " | |
| 256 | << "invalid step length, value is between 0. to 1."); | ||
| 257 | } | ||
| 258 | ✗ | START_PROFILER("SolverDDP::forwardPass"); | |
| 259 | ✗ | cost_try_ = 0.; | |
| 260 | ✗ | const std::size_t T = problem_->get_T(); | |
| 261 | const std::vector<std::shared_ptr<ActionModelAbstract> >& models = | ||
| 262 | ✗ | problem_->get_runningModels(); | |
| 263 | const std::vector<std::shared_ptr<ActionDataAbstract> >& datas = | ||
| 264 | ✗ | problem_->get_runningDatas(); | |
| 265 | ✗ | for (std::size_t t = 0; t < T; ++t) { | |
| 266 | ✗ | const std::shared_ptr<ActionModelAbstract>& m = models[t]; | |
| 267 | ✗ | const std::shared_ptr<ActionDataAbstract>& d = datas[t]; | |
| 268 | |||
| 269 | ✗ | m->get_state()->diff(xs_[t], xs_try_[t], dx_[t]); | |
| 270 | ✗ | if (m->get_nu() != 0) { | |
| 271 | ✗ | us_try_[t].noalias() = us_[t]; | |
| 272 | ✗ | us_try_[t].noalias() -= k_[t] * steplength; | |
| 273 | ✗ | us_try_[t].noalias() -= K_[t] * dx_[t]; | |
| 274 | ✗ | m->calc(d, xs_try_[t], us_try_[t]); | |
| 275 | } else { | ||
| 276 | ✗ | m->calc(d, xs_try_[t]); | |
| 277 | } | ||
| 278 | ✗ | xs_try_[t + 1] = d->xnext; | |
| 279 | ✗ | cost_try_ += d->cost; | |
| 280 | |||
| 281 | ✗ | if (raiseIfNaN(cost_try_)) { | |
| 282 | ✗ | STOP_PROFILER("SolverDDP::forwardPass"); | |
| 283 | ✗ | throw_pretty("forward_error"); | |
| 284 | } | ||
| 285 | ✗ | if (raiseIfNaN(xs_try_[t + 1].lpNorm<Eigen::Infinity>())) { | |
| 286 | ✗ | STOP_PROFILER("SolverDDP::forwardPass"); | |
| 287 | ✗ | throw_pretty("forward_error"); | |
| 288 | } | ||
| 289 | } | ||
| 290 | |||
| 291 | ✗ | const std::shared_ptr<ActionModelAbstract>& m = problem_->get_terminalModel(); | |
| 292 | ✗ | const std::shared_ptr<ActionDataAbstract>& d = problem_->get_terminalData(); | |
| 293 | ✗ | m->calc(d, xs_try_.back()); | |
| 294 | ✗ | cost_try_ += d->cost; | |
| 295 | |||
| 296 | ✗ | if (raiseIfNaN(cost_try_)) { | |
| 297 | ✗ | STOP_PROFILER("SolverDDP::forwardPass"); | |
| 298 | ✗ | throw_pretty("forward_error"); | |
| 299 | } | ||
| 300 | ✗ | STOP_PROFILER("SolverDDP::forwardPass"); | |
| 301 | ✗ | } | |
| 302 | |||
| 303 | ✗ | void SolverDDP::computeActionValueFunction( | |
| 304 | const std::size_t t, const std::shared_ptr<ActionModelAbstract>& model, | ||
| 305 | const std::shared_ptr<ActionDataAbstract>& data) { | ||
| 306 | ✗ | assert_pretty(t < problem_->get_T(), | |
| 307 | "Invalid argument: t should be between 0 and " + | ||
| 308 | std::to_string(problem_->get_T());); | ||
| 309 | ✗ | const std::size_t nu = model->get_nu(); | |
| 310 | ✗ | const Eigen::MatrixXd& Vxx_p = Vxx_[t + 1]; | |
| 311 | ✗ | const Eigen::VectorXd& Vx_p = Vx_[t + 1]; | |
| 312 | |||
| 313 | ✗ | FxTVxx_p_.noalias() = data->Fx.transpose() * Vxx_p; | |
| 314 | ✗ | START_PROFILER("SolverDDP::Qx"); | |
| 315 | ✗ | Qx_[t] = data->Lx; | |
| 316 | ✗ | Qx_[t].noalias() += data->Fx.transpose() * Vx_p; | |
| 317 | ✗ | STOP_PROFILER("SolverDDP::Qx"); | |
| 318 | ✗ | START_PROFILER("SolverDDP::Qxx"); | |
| 319 | ✗ | Qxx_[t] = data->Lxx; | |
| 320 | ✗ | Qxx_[t].noalias() += FxTVxx_p_ * data->Fx; | |
| 321 | ✗ | STOP_PROFILER("SolverDDP::Qxx"); | |
| 322 | ✗ | if (nu != 0) { | |
| 323 | ✗ | FuTVxx_p_[t].noalias() = data->Fu.transpose() * Vxx_p; | |
| 324 | ✗ | START_PROFILER("SolverDDP::Qu"); | |
| 325 | ✗ | Qu_[t] = data->Lu; | |
| 326 | ✗ | Qu_[t].noalias() += data->Fu.transpose() * Vx_p; | |
| 327 | ✗ | STOP_PROFILER("SolverDDP::Qu"); | |
| 328 | ✗ | START_PROFILER("SolverDDP::Quu"); | |
| 329 | ✗ | Quu_[t] = data->Luu; | |
| 330 | ✗ | Quu_[t].noalias() += FuTVxx_p_[t] * data->Fu; | |
| 331 | ✗ | STOP_PROFILER("SolverDDP::Quu"); | |
| 332 | ✗ | START_PROFILER("SolverDDP::Qxu"); | |
| 333 | ✗ | Qxu_[t] = data->Lxu; | |
| 334 | ✗ | Qxu_[t].noalias() += FxTVxx_p_ * data->Fu; | |
| 335 | ✗ | STOP_PROFILER("SolverDDP::Qxu"); | |
| 336 | ✗ | if (!std::isnan(preg_)) { | |
| 337 | ✗ | Quu_[t].diagonal().array() += preg_; | |
| 338 | } | ||
| 339 | } | ||
| 340 | ✗ | } | |
| 341 | |||
| 342 | ✗ | void SolverDDP::computeValueFunction( | |
| 343 | const std::size_t t, const std::shared_ptr<ActionModelAbstract>& model) { | ||
| 344 | ✗ | assert_pretty(t < problem_->get_T(), | |
| 345 | "Invalid argument: t should be between 0 and " + | ||
| 346 | std::to_string(problem_->get_T());); | ||
| 347 | ✗ | const std::size_t nu = model->get_nu(); | |
| 348 | ✗ | Vx_[t] = Qx_[t]; | |
| 349 | ✗ | Vxx_[t] = Qxx_[t]; | |
| 350 | ✗ | if (nu != 0) { | |
| 351 | ✗ | START_PROFILER("SolverDDP::Vx"); | |
| 352 | ✗ | Quuk_[t].noalias() = Quu_[t] * k_[t]; | |
| 353 | ✗ | Vx_[t].noalias() -= K_[t].transpose() * Qu_[t]; | |
| 354 | ✗ | STOP_PROFILER("SolverDDP::Vx"); | |
| 355 | ✗ | START_PROFILER("SolverDDP::Vxx"); | |
| 356 | ✗ | Vxx_[t].noalias() -= Qxu_[t] * K_[t]; | |
| 357 | ✗ | STOP_PROFILER("SolverDDP::Vxx"); | |
| 358 | } | ||
| 359 | ✗ | Vxx_tmp_ = 0.5 * (Vxx_[t] + Vxx_[t].transpose()); | |
| 360 | ✗ | Vxx_[t] = Vxx_tmp_; | |
| 361 | |||
| 362 | ✗ | if (!std::isnan(preg_)) { | |
| 363 | ✗ | Vxx_[t].diagonal().array() += preg_; | |
| 364 | } | ||
| 365 | |||
| 366 | // Compute and store the Vx gradient at end of the interval (rollout state) | ||
| 367 | ✗ | if (!is_feasible_) { | |
| 368 | ✗ | Vx_[t].noalias() += Vxx_[t] * fs_[t]; | |
| 369 | } | ||
| 370 | ✗ | } | |
| 371 | |||
| 372 | ✗ | void SolverDDP::computeGains(const std::size_t t) { | |
| 373 | ✗ | assert_pretty(t < problem_->get_T(), | |
| 374 | "Invalid argument: t should be between 0 and " + | ||
| 375 | std::to_string(problem_->get_T())); | ||
| 376 | ✗ | START_PROFILER("SolverDDP::computeGains"); | |
| 377 | ✗ | const std::size_t nu = problem_->get_runningModels()[t]->get_nu(); | |
| 378 | ✗ | if (nu > 0) { | |
| 379 | ✗ | START_PROFILER("SolverDDP::Quu_inv"); | |
| 380 | ✗ | Quu_llt_[t].compute(Quu_[t]); | |
| 381 | ✗ | STOP_PROFILER("SolverDDP::Quu_inv"); | |
| 382 | ✗ | const Eigen::ComputationInfo& info = Quu_llt_[t].info(); | |
| 383 | ✗ | if (info != Eigen::Success) { | |
| 384 | ✗ | STOP_PROFILER("SolverDDP::computeGains"); | |
| 385 | ✗ | throw_pretty("backward_error"); | |
| 386 | } | ||
| 387 | ✗ | K_[t] = Qxu_[t].transpose(); | |
| 388 | |||
| 389 | ✗ | START_PROFILER("SolverDDP::Quu_inv_Qux"); | |
| 390 | ✗ | Quu_llt_[t].solveInPlace(K_[t]); | |
| 391 | ✗ | STOP_PROFILER("SolverDDP::Quu_inv_Qux"); | |
| 392 | ✗ | k_[t] = Qu_[t]; | |
| 393 | ✗ | Quu_llt_[t].solveInPlace(k_[t]); | |
| 394 | } | ||
| 395 | ✗ | STOP_PROFILER("SolverDDP::computeGains"); | |
| 396 | ✗ | } | |
| 397 | |||
| 398 | ✗ | void SolverDDP::increaseRegularization() { | |
| 399 | ✗ | preg_ *= reg_incfactor_; | |
| 400 | ✗ | if (preg_ > reg_max_) { | |
| 401 | ✗ | preg_ = reg_max_; | |
| 402 | } | ||
| 403 | ✗ | dreg_ = preg_; | |
| 404 | ✗ | } | |
| 405 | |||
| 406 | ✗ | void SolverDDP::decreaseRegularization() { | |
| 407 | ✗ | preg_ /= reg_decfactor_; | |
| 408 | ✗ | if (preg_ < reg_min_) { | |
| 409 | ✗ | preg_ = reg_min_; | |
| 410 | } | ||
| 411 | ✗ | dreg_ = preg_; | |
| 412 | ✗ | } | |
| 413 | |||
| 414 | ✗ | void SolverDDP::allocateData() { | |
| 415 | ✗ | const std::size_t T = problem_->get_T(); | |
| 416 | ✗ | Vxx_.resize(T + 1); | |
| 417 | ✗ | Vx_.resize(T + 1); | |
| 418 | ✗ | Qxx_.resize(T); | |
| 419 | ✗ | Qxu_.resize(T); | |
| 420 | ✗ | Quu_.resize(T); | |
| 421 | ✗ | Qx_.resize(T); | |
| 422 | ✗ | Qu_.resize(T); | |
| 423 | ✗ | K_.resize(T); | |
| 424 | ✗ | k_.resize(T); | |
| 425 | |||
| 426 | ✗ | xs_try_.resize(T + 1); | |
| 427 | ✗ | us_try_.resize(T); | |
| 428 | ✗ | dx_.resize(T); | |
| 429 | |||
| 430 | ✗ | FuTVxx_p_.resize(T); | |
| 431 | ✗ | Quu_llt_.resize(T); | |
| 432 | ✗ | Quuk_.resize(T); | |
| 433 | |||
| 434 | ✗ | const std::size_t ndx = problem_->get_ndx(); | |
| 435 | const std::vector<std::shared_ptr<ActionModelAbstract> >& models = | ||
| 436 | ✗ | problem_->get_runningModels(); | |
| 437 | ✗ | for (std::size_t t = 0; t < T; ++t) { | |
| 438 | ✗ | const std::shared_ptr<ActionModelAbstract>& model = models[t]; | |
| 439 | ✗ | const std::size_t nu = model->get_nu(); | |
| 440 | ✗ | Vxx_[t] = Eigen::MatrixXd::Zero(ndx, ndx); | |
| 441 | ✗ | Vx_[t] = Eigen::VectorXd::Zero(ndx); | |
| 442 | ✗ | Qxx_[t] = Eigen::MatrixXd::Zero(ndx, ndx); | |
| 443 | ✗ | Qxu_[t] = Eigen::MatrixXd::Zero(ndx, nu); | |
| 444 | ✗ | Quu_[t] = Eigen::MatrixXd::Zero(nu, nu); | |
| 445 | ✗ | Qx_[t] = Eigen::VectorXd::Zero(ndx); | |
| 446 | ✗ | Qu_[t] = Eigen::VectorXd::Zero(nu); | |
| 447 | ✗ | K_[t] = MatrixXdRowMajor::Zero(nu, ndx); | |
| 448 | ✗ | k_[t] = Eigen::VectorXd::Zero(nu); | |
| 449 | |||
| 450 | ✗ | if (t == 0) { | |
| 451 | ✗ | xs_try_[t] = problem_->get_x0(); | |
| 452 | } else { | ||
| 453 | ✗ | xs_try_[t] = model->get_state()->zero(); | |
| 454 | } | ||
| 455 | ✗ | us_try_[t] = Eigen::VectorXd::Zero(nu); | |
| 456 | ✗ | dx_[t] = Eigen::VectorXd::Zero(ndx); | |
| 457 | |||
| 458 | ✗ | FuTVxx_p_[t] = MatrixXdRowMajor::Zero(nu, ndx); | |
| 459 | ✗ | Quu_llt_[t] = Eigen::LLT<Eigen::MatrixXd>(nu); | |
| 460 | ✗ | Quuk_[t] = Eigen::VectorXd(nu); | |
| 461 | } | ||
| 462 | ✗ | Vxx_.back() = Eigen::MatrixXd::Zero(ndx, ndx); | |
| 463 | ✗ | Vxx_tmp_ = Eigen::MatrixXd::Zero(ndx, ndx); | |
| 464 | ✗ | Vx_.back() = Eigen::VectorXd::Zero(ndx); | |
| 465 | ✗ | xs_try_.back() = problem_->get_terminalModel()->get_state()->zero(); | |
| 466 | |||
| 467 | ✗ | FxTVxx_p_ = MatrixXdRowMajor::Zero(ndx, ndx); | |
| 468 | ✗ | fTVxx_p_ = Eigen::VectorXd::Zero(ndx); | |
| 469 | ✗ | } | |
| 470 | |||
| 471 | ✗ | double SolverDDP::get_reg_incfactor() const { return reg_incfactor_; } | |
| 472 | |||
| 473 | ✗ | double SolverDDP::get_reg_decfactor() const { return reg_decfactor_; } | |
| 474 | |||
| 475 | ✗ | double SolverDDP::get_regfactor() const { return reg_incfactor_; } | |
| 476 | |||
| 477 | ✗ | double SolverDDP::get_reg_min() const { return reg_min_; } | |
| 478 | |||
| 479 | ✗ | double SolverDDP::get_regmin() const { return reg_min_; } | |
| 480 | |||
| 481 | ✗ | double SolverDDP::get_reg_max() const { return reg_max_; } | |
| 482 | |||
| 483 | ✗ | double SolverDDP::get_regmax() const { return reg_max_; } | |
| 484 | |||
| 485 | ✗ | const std::vector<double>& SolverDDP::get_alphas() const { return alphas_; } | |
| 486 | |||
| 487 | ✗ | double SolverDDP::get_th_stepdec() const { return th_stepdec_; } | |
| 488 | |||
| 489 | ✗ | double SolverDDP::get_th_stepinc() const { return th_stepinc_; } | |
| 490 | |||
| 491 | ✗ | double SolverDDP::get_th_grad() const { return th_grad_; } | |
| 492 | |||
| 493 | ✗ | const std::vector<Eigen::MatrixXd>& SolverDDP::get_Vxx() const { return Vxx_; } | |
| 494 | |||
| 495 | ✗ | const std::vector<Eigen::VectorXd>& SolverDDP::get_Vx() const { return Vx_; } | |
| 496 | |||
| 497 | ✗ | const std::vector<Eigen::MatrixXd>& SolverDDP::get_Qxx() const { return Qxx_; } | |
| 498 | |||
| 499 | ✗ | const std::vector<Eigen::MatrixXd>& SolverDDP::get_Qxu() const { return Qxu_; } | |
| 500 | |||
| 501 | ✗ | const std::vector<Eigen::MatrixXd>& SolverDDP::get_Quu() const { return Quu_; } | |
| 502 | |||
| 503 | ✗ | const std::vector<Eigen::VectorXd>& SolverDDP::get_Qx() const { return Qx_; } | |
| 504 | |||
| 505 | ✗ | const std::vector<Eigen::VectorXd>& SolverDDP::get_Qu() const { return Qu_; } | |
| 506 | |||
| 507 | const std::vector<typename MathBaseTpl<double>::MatrixXsRowMajor>& | ||
| 508 | ✗ | SolverDDP::get_K() const { | |
| 509 | ✗ | return K_; | |
| 510 | } | ||
| 511 | |||
| 512 | ✗ | const std::vector<Eigen::VectorXd>& SolverDDP::get_k() const { return k_; } | |
| 513 | |||
| 514 | ✗ | void SolverDDP::set_reg_incfactor(const double regfactor) { | |
| 515 | ✗ | if (regfactor <= 1.) { | |
| 516 | ✗ | throw_pretty( | |
| 517 | "Invalid argument: " << "reg_incfactor value is higher than 1."); | ||
| 518 | } | ||
| 519 | ✗ | reg_incfactor_ = regfactor; | |
| 520 | ✗ | } | |
| 521 | |||
| 522 | ✗ | void SolverDDP::set_reg_decfactor(const double regfactor) { | |
| 523 | ✗ | if (regfactor <= 1.) { | |
| 524 | ✗ | throw_pretty( | |
| 525 | "Invalid argument: " << "reg_decfactor value is higher than 1."); | ||
| 526 | } | ||
| 527 | ✗ | reg_decfactor_ = regfactor; | |
| 528 | ✗ | } | |
| 529 | |||
| 530 | ✗ | void SolverDDP::set_regfactor(const double regfactor) { | |
| 531 | ✗ | if (regfactor <= 1.) { | |
| 532 | ✗ | throw_pretty("Invalid argument: " << "regfactor value is higher than 1."); | |
| 533 | } | ||
| 534 | ✗ | set_reg_incfactor(regfactor); | |
| 535 | ✗ | set_reg_decfactor(regfactor); | |
| 536 | ✗ | } | |
| 537 | |||
| 538 | ✗ | void SolverDDP::set_reg_min(const double regmin) { | |
| 539 | ✗ | if (0. > regmin) { | |
| 540 | ✗ | throw_pretty("Invalid argument: " << "regmin value has to be positive."); | |
| 541 | } | ||
| 542 | ✗ | reg_min_ = regmin; | |
| 543 | ✗ | } | |
| 544 | |||
| 545 | ✗ | void SolverDDP::set_regmin(const double regmin) { | |
| 546 | ✗ | if (0. > regmin) { | |
| 547 | ✗ | throw_pretty("Invalid argument: " << "regmin value has to be positive."); | |
| 548 | } | ||
| 549 | ✗ | reg_min_ = regmin; | |
| 550 | ✗ | } | |
| 551 | |||
| 552 | ✗ | void SolverDDP::set_reg_max(const double regmax) { | |
| 553 | ✗ | if (0. > regmax) { | |
| 554 | ✗ | throw_pretty("Invalid argument: " << "regmax value has to be positive."); | |
| 555 | } | ||
| 556 | ✗ | reg_max_ = regmax; | |
| 557 | ✗ | } | |
| 558 | |||
| 559 | ✗ | void SolverDDP::set_regmax(const double regmax) { | |
| 560 | ✗ | if (0. > regmax) { | |
| 561 | ✗ | throw_pretty("Invalid argument: " << "regmax value has to be positive."); | |
| 562 | } | ||
| 563 | ✗ | reg_max_ = regmax; | |
| 564 | ✗ | } | |
| 565 | |||
| 566 | ✗ | void SolverDDP::set_alphas(const std::vector<double>& alphas) { | |
| 567 | ✗ | double prev_alpha = alphas[0]; | |
| 568 | ✗ | if (prev_alpha != 1.) { | |
| 569 | ✗ | std::cerr << "Warning: alpha[0] should be 1" << std::endl; | |
| 570 | } | ||
| 571 | ✗ | for (std::size_t i = 1; i < alphas.size(); ++i) { | |
| 572 | ✗ | double alpha = alphas[i]; | |
| 573 | ✗ | if (0. >= alpha) { | |
| 574 | ✗ | throw_pretty("Invalid argument: " << "alpha values has to be positive."); | |
| 575 | } | ||
| 576 | ✗ | if (alpha >= prev_alpha) { | |
| 577 | ✗ | throw_pretty( | |
| 578 | "Invalid argument: " << "alpha values are monotonously decreasing."); | ||
| 579 | } | ||
| 580 | ✗ | prev_alpha = alpha; | |
| 581 | } | ||
| 582 | ✗ | alphas_ = alphas; | |
| 583 | ✗ | } | |
| 584 | |||
| 585 | ✗ | void SolverDDP::set_th_stepdec(const double th_stepdec) { | |
| 586 | ✗ | if (0. >= th_stepdec || th_stepdec > 1.) { | |
| 587 | ✗ | throw_pretty( | |
| 588 | "Invalid argument: " << "th_stepdec value should between 0 and 1."); | ||
| 589 | } | ||
| 590 | ✗ | th_stepdec_ = th_stepdec; | |
| 591 | ✗ | } | |
| 592 | |||
| 593 | ✗ | void SolverDDP::set_th_stepinc(const double th_stepinc) { | |
| 594 | ✗ | if (0. >= th_stepinc || th_stepinc > 1.) { | |
| 595 | ✗ | throw_pretty( | |
| 596 | "Invalid argument: " << "th_stepinc value should between 0 and 1."); | ||
| 597 | } | ||
| 598 | ✗ | th_stepinc_ = th_stepinc; | |
| 599 | ✗ | } | |
| 600 | |||
| 601 | ✗ | void SolverDDP::set_th_grad(const double th_grad) { | |
| 602 | ✗ | if (0. > th_grad) { | |
| 603 | ✗ | throw_pretty("Invalid argument: " << "th_grad value has to be positive."); | |
| 604 | } | ||
| 605 | ✗ | th_grad_ = th_grad; | |
| 606 | ✗ | } | |
| 607 | |||
| 608 | } // namespace crocoddyl | ||
| 609 |