Line |
Branch |
Exec |
Source |
1 |
|
|
/////////////////////////////////////////////////////////////////////////////// |
2 |
|
|
// BSD 3-Clause License |
3 |
|
|
// |
4 |
|
|
// Copyright (C) 2019-2025, LAAS-CNRS, University of Edinburgh, |
5 |
|
|
// Heriot-Watt University |
6 |
|
|
// Copyright note valid unless otherwise stated in individual files. |
7 |
|
|
// All rights reserved. |
8 |
|
|
/////////////////////////////////////////////////////////////////////////////// |
9 |
|
|
|
10 |
|
|
#ifndef CROCODDYL_CORE_ACTIONS_DIFF_LQR_HPP_ |
11 |
|
|
#define CROCODDYL_CORE_ACTIONS_DIFF_LQR_HPP_ |
12 |
|
|
|
13 |
|
|
#include "crocoddyl/core/diff-action-base.hpp" |
14 |
|
|
#include "crocoddyl/core/fwd.hpp" |
15 |
|
|
#include "crocoddyl/core/states/euclidean.hpp" |
16 |
|
|
|
17 |
|
|
namespace crocoddyl { |
18 |
|
|
|
19 |
|
|
/** |
20 |
|
|
* @brief Linear-quadratic regulator (LQR) differential action model |
21 |
|
|
* |
22 |
|
|
* A linear-quadratic regulator (LQR) action has a transition model of the form |
23 |
|
|
* \f[ \begin{equation} |
24 |
|
|
* \mathbf{\dot{v}} = \mathbf{A_q q + A_v v + B u + f}. |
25 |
|
|
* \end{equation} \f] |
26 |
|
|
* Its cost function is quadratic of the form: |
27 |
|
|
* \f[ \begin{equation} |
28 |
|
|
* \ell(\mathbf{x},\mathbf{u}) = \begin{bmatrix}1 |
29 |
|
|
* \\ \mathbf{x} \\ \mathbf{u}\end{bmatrix}^T \begin{bmatrix}0 & |
30 |
|
|
* \mathbf{q}^T & \mathbf{r}^T \\ \mathbf{q} & \mathbf{Q} |
31 |
|
|
* & |
32 |
|
|
* \mathbf{N}^T \\ |
33 |
|
|
* \mathbf{r} & \mathbf{N} & \mathbf{R}\end{bmatrix} |
34 |
|
|
* \begin{bmatrix}1 \\ \mathbf{x} \\ |
35 |
|
|
* \mathbf{u}\end{bmatrix} |
36 |
|
|
* \end{equation} \f] |
37 |
|
|
* and the linear equality and inequality constraints has the form: |
38 |
|
|
* \f[ \begin{aligned} |
39 |
|
|
* \mathbf{g(x,u)} = \mathbf{G}\begin{bmatrix} \mathbf{x} \\ \mathbf{u} |
40 |
|
|
* \end{bmatrix} [x,u] + \mathbf{g} \leq \mathbf{0} |
41 |
|
|
* &\mathbf{h(x,u)} = \mathbf{H}\begin{bmatrix} \mathbf{x} \\ \mathbf{u} |
42 |
|
|
* \end{bmatrix} [x,u] + \mathbf{h} \end{aligned} \f] |
43 |
|
|
*/ |
44 |
|
|
template <typename _Scalar> |
45 |
|
|
class DifferentialActionModelLQRTpl |
46 |
|
|
: public DifferentialActionModelAbstractTpl<_Scalar> { |
47 |
|
|
public: |
48 |
|
|
EIGEN_MAKE_ALIGNED_OPERATOR_NEW |
49 |
|
✗ |
CROCODDYL_DERIVED_CAST(DifferentialActionModelBase, |
50 |
|
|
DifferentialActionModelLQRTpl) |
51 |
|
|
|
52 |
|
|
typedef _Scalar Scalar; |
53 |
|
|
typedef MathBaseTpl<Scalar> MathBase; |
54 |
|
|
typedef DifferentialActionModelAbstractTpl<Scalar> Base; |
55 |
|
|
typedef DifferentialActionDataLQRTpl<Scalar> Data; |
56 |
|
|
typedef StateVectorTpl<Scalar> StateVector; |
57 |
|
|
typedef DifferentialActionDataAbstractTpl<Scalar> |
58 |
|
|
DifferentialActionDataAbstract; |
59 |
|
|
typedef typename MathBase::VectorXs VectorXs; |
60 |
|
|
typedef typename MathBase::MatrixXs MatrixXs; |
61 |
|
|
|
62 |
|
|
/** |
63 |
|
|
* @brief Initialize the LQR action model |
64 |
|
|
* |
65 |
|
|
* @param[in] Aq Position matrix |
66 |
|
|
* @param[in] Av Velocity matrix |
67 |
|
|
* @param[in] B Input matrix |
68 |
|
|
* @param[in] Q State weight matrix |
69 |
|
|
* @param[in] R Input weight matrix |
70 |
|
|
* @param[in] N State-input weight matrix |
71 |
|
|
*/ |
72 |
|
|
DifferentialActionModelLQRTpl(const MatrixXs& Aq, const MatrixXs& Av, |
73 |
|
|
const MatrixXs& B, const MatrixXs& Q, |
74 |
|
|
const MatrixXs& R, const MatrixXs& N); |
75 |
|
|
|
76 |
|
|
/** |
77 |
|
|
* @brief Initialize the LQR action model |
78 |
|
|
* |
79 |
|
|
* @param[in] Aq Position matrix |
80 |
|
|
* @param[in] Av Velocity matrix |
81 |
|
|
* @param[in] B Input matrix |
82 |
|
|
* @param[in] Q State weight matrix |
83 |
|
|
* @param[in] R Input weight matrix |
84 |
|
|
* @param[in] N State-input weight matrix |
85 |
|
|
* @param[in] f Dynamics drift |
86 |
|
|
* @param[in] q State weight vector |
87 |
|
|
* @param[in] r Input weight vector |
88 |
|
|
*/ |
89 |
|
|
DifferentialActionModelLQRTpl(const MatrixXs& Aq, const MatrixXs& Av, |
90 |
|
|
const MatrixXs& B, const MatrixXs& Q, |
91 |
|
|
const MatrixXs& R, const MatrixXs& N, |
92 |
|
|
const VectorXs& f, const VectorXs& q, |
93 |
|
|
const VectorXs& r); |
94 |
|
|
|
95 |
|
|
/** |
96 |
|
|
* @brief Initialize the LQR action model |
97 |
|
|
* |
98 |
|
|
* @param[in] Aq Position matrix |
99 |
|
|
* @param[in] Av Velocity matrix |
100 |
|
|
* @param[in] B Input matrix |
101 |
|
|
* @param[in] Q State weight matrix |
102 |
|
|
* @param[in] R Input weight matrix |
103 |
|
|
* @param[in] N State-input weight matrix |
104 |
|
|
* @param[in] G State-input inequality constraint matrix |
105 |
|
|
* @param[in] H State-input equality constraint matrix |
106 |
|
|
* @param[in] f Dynamics drift |
107 |
|
|
* @param[in] q State weight vector |
108 |
|
|
* @param[in] r Input weight vector |
109 |
|
|
* @param[in] g State-input inequality constraint bias |
110 |
|
|
* @param[in] h State-input equality constraint bias |
111 |
|
|
*/ |
112 |
|
|
DifferentialActionModelLQRTpl(const MatrixXs& Aq, const MatrixXs& Av, |
113 |
|
|
const MatrixXs& B, const MatrixXs& Q, |
114 |
|
|
const MatrixXs& R, const MatrixXs& N, |
115 |
|
|
const MatrixXs& G, const MatrixXs& H, |
116 |
|
|
const VectorXs& f, const VectorXs& q, |
117 |
|
|
const VectorXs& r, const VectorXs& g, |
118 |
|
|
const VectorXs& h); |
119 |
|
|
|
120 |
|
|
/** |
121 |
|
|
* @brief Initialize the LQR action model |
122 |
|
|
* |
123 |
|
|
* @param[in] nq Dimension of position vector |
124 |
|
|
* @param[in] nu Dimension of control vector |
125 |
|
|
* @param[in] drif_free Enable / disable the bias term of the linear dynamics |
126 |
|
|
* (default true) |
127 |
|
|
*/ |
128 |
|
|
DifferentialActionModelLQRTpl(const std::size_t nq, const std::size_t nu, |
129 |
|
|
const bool drift_free = true); |
130 |
|
|
|
131 |
|
|
/** @brief Copy constructor */ |
132 |
|
|
DifferentialActionModelLQRTpl(const DifferentialActionModelLQRTpl& copy); |
133 |
|
|
|
134 |
|
✗ |
virtual ~DifferentialActionModelLQRTpl() = default; |
135 |
|
|
|
136 |
|
|
virtual void calc(const std::shared_ptr<DifferentialActionDataAbstract>& data, |
137 |
|
|
const Eigen::Ref<const VectorXs>& x, |
138 |
|
|
const Eigen::Ref<const VectorXs>& u) override; |
139 |
|
|
virtual void calc(const std::shared_ptr<DifferentialActionDataAbstract>& data, |
140 |
|
|
const Eigen::Ref<const VectorXs>& x) override; |
141 |
|
|
virtual void calcDiff( |
142 |
|
|
const std::shared_ptr<DifferentialActionDataAbstract>& data, |
143 |
|
|
const Eigen::Ref<const VectorXs>& x, |
144 |
|
|
const Eigen::Ref<const VectorXs>& u) override; |
145 |
|
|
virtual void calcDiff( |
146 |
|
|
const std::shared_ptr<DifferentialActionDataAbstract>& data, |
147 |
|
|
const Eigen::Ref<const VectorXs>& x) override; |
148 |
|
|
virtual std::shared_ptr<DifferentialActionDataAbstract> createData() override; |
149 |
|
|
|
150 |
|
|
/** |
151 |
|
|
* @brief Cast the differential-LQR model to a different scalar type. |
152 |
|
|
* |
153 |
|
|
* It is useful for operations requiring different precision or scalar types. |
154 |
|
|
* |
155 |
|
|
* @tparam NewScalar The new scalar type to cast to. |
156 |
|
|
* @return DifferentialActionModelLQRTpl<NewScalar> A differential-action |
157 |
|
|
* model with the new scalar type. |
158 |
|
|
*/ |
159 |
|
|
template <typename NewScalar> |
160 |
|
|
DifferentialActionModelLQRTpl<NewScalar> cast() const; |
161 |
|
|
|
162 |
|
|
virtual bool checkData( |
163 |
|
|
const std::shared_ptr<DifferentialActionDataAbstract>& data) override; |
164 |
|
|
|
165 |
|
|
/** |
166 |
|
|
* @brief Create a random LQR model |
167 |
|
|
* |
168 |
|
|
* @param[in] nq Position dimension |
169 |
|
|
* @param[in] nu Control dimension |
170 |
|
|
* @param[in] ng Inequality constraint dimension (default 0) |
171 |
|
|
* @param[in] nh Equality constraint dimension (default 0) |
172 |
|
|
*/ |
173 |
|
|
static DifferentialActionModelLQRTpl Random(const std::size_t nq, |
174 |
|
|
const std::size_t nu, |
175 |
|
|
const std::size_t ng = 0, |
176 |
|
|
const std::size_t nh = 0); |
177 |
|
|
|
178 |
|
|
/** @brief Return the position matrix */ |
179 |
|
|
const MatrixXs& get_Aq() const; |
180 |
|
|
|
181 |
|
|
/** @brief Return the velocity matrix */ |
182 |
|
|
const MatrixXs& get_Av() const; |
183 |
|
|
|
184 |
|
|
/** @brief Return the input matrix */ |
185 |
|
|
const MatrixXs& get_B() const; |
186 |
|
|
|
187 |
|
|
/** @brief Return the dynamics drift */ |
188 |
|
|
const VectorXs& get_f() const; |
189 |
|
|
|
190 |
|
|
/** @brief Return the state weight matrix */ |
191 |
|
|
const MatrixXs& get_Q() const; |
192 |
|
|
|
193 |
|
|
/** @brief Return the input weight matrix */ |
194 |
|
|
const MatrixXs& get_R() const; |
195 |
|
|
|
196 |
|
|
/** @brief Return the state-input weight matrix */ |
197 |
|
|
const MatrixXs& get_N() const; |
198 |
|
|
|
199 |
|
|
/** @brief Return the state-input inequality constraint matrix */ |
200 |
|
|
const MatrixXs& get_G() const; |
201 |
|
|
|
202 |
|
|
/** @brief Return the state-input equality constraint matrix */ |
203 |
|
|
const MatrixXs& get_H() const; |
204 |
|
|
|
205 |
|
|
/** @brief Return the state weight vector */ |
206 |
|
|
const VectorXs& get_q() const; |
207 |
|
|
|
208 |
|
|
/** @brief Return the input weight vector */ |
209 |
|
|
const VectorXs& get_r() const; |
210 |
|
|
|
211 |
|
|
/** @brief Return the state-input inequality constraint bias */ |
212 |
|
|
const VectorXs& get_g() const; |
213 |
|
|
|
214 |
|
|
/** @brief Return the state-input equality constraint bias */ |
215 |
|
|
const VectorXs& get_h() const; |
216 |
|
|
|
217 |
|
|
/** |
218 |
|
|
* @brief Modify the LQR action model |
219 |
|
|
* |
220 |
|
|
* @param[in] Aq Position matrix |
221 |
|
|
* @param[in] Av Velocity matrix |
222 |
|
|
* @param[in] B Input matrix |
223 |
|
|
* @param[in] Q State weight matrix |
224 |
|
|
* @param[in] R Input weight matrix |
225 |
|
|
* @param[in] N State-input weight matrix |
226 |
|
|
* @param[in] G State-input inequality constraint matrix |
227 |
|
|
* @param[in] H State-input equality constraint matrix |
228 |
|
|
* @param[in] f Dynamics drift |
229 |
|
|
* @param[in] q State weight vector |
230 |
|
|
* @param[in] r Input weight vector |
231 |
|
|
* @param[in] g State-input inequality constraint bias |
232 |
|
|
* @param[in] h State-input equality constraint bias |
233 |
|
|
*/ |
234 |
|
|
void set_LQR(const MatrixXs& Aq, const MatrixXs& Av, const MatrixXs& B, |
235 |
|
|
const MatrixXs& Q, const MatrixXs& R, const MatrixXs& N, |
236 |
|
|
const MatrixXs& G, const MatrixXs& H, const VectorXs& f, |
237 |
|
|
const VectorXs& q, const VectorXs& r, const VectorXs& g, |
238 |
|
|
const VectorXs& h); |
239 |
|
|
|
240 |
|
✗ |
DEPRECATED("Use get_Aq", const MatrixXs& get_Fq() const { return get_Aq(); }) |
241 |
|
✗ |
DEPRECATED("Use get_Av", const MatrixXs& get_Fv() const { return get_Av(); }) |
242 |
|
✗ |
DEPRECATED("Use get_B", const MatrixXs& get_Fu() const { return get_B(); }) |
243 |
|
✗ |
DEPRECATED("Use get_f", const VectorXs& get_f0() const { return get_f(); }) |
244 |
|
✗ |
DEPRECATED("Use get_q", const VectorXs& get_lx() const { return get_q(); }) |
245 |
|
✗ |
DEPRECATED("Use get_r", const VectorXs& get_lu() const { return get_r(); }) |
246 |
|
✗ |
DEPRECATED("Use get_Q", const MatrixXs& get_Lxx() const { return get_Q(); }) |
247 |
|
✗ |
DEPRECATED("Use get_N", const MatrixXs& get_Lxu() const { return get_N(); }) |
248 |
|
✗ |
DEPRECATED("Use get_R", const MatrixXs& get_Luu() const { return get_R(); }) |
249 |
|
✗ |
DEPRECATED( |
250 |
|
|
"Use set_LQR", void set_Fq(const MatrixXs& Aq) { |
251 |
|
|
set_LQR(Aq, Av_, B_, Q_, R_, N_, G_, H_, f_, q_, r_, g_, h_); |
252 |
|
|
}) |
253 |
|
✗ |
DEPRECATED( |
254 |
|
|
"Use set_LQR", void set_Fv(const MatrixXs& Av) { |
255 |
|
|
set_LQR(Aq_, Av, B_, Q_, R_, N_, G_, H_, f_, q_, r_, g_, h_); |
256 |
|
|
}) |
257 |
|
✗ |
DEPRECATED( |
258 |
|
|
"Use set_LQR", void set_Fu(const MatrixXs& B) { |
259 |
|
|
set_LQR(Aq_, Av_, B, Q_, R_, N_, G_, H_, f_, q_, r_, g_, h_); |
260 |
|
|
}) |
261 |
|
✗ |
DEPRECATED( |
262 |
|
|
"Use set_LQR", void set_f0(const VectorXs& f) { |
263 |
|
|
set_LQR(Aq_, Av_, B_, Q_, R_, N_, G_, H_, f, q_, r_, g_, h_); |
264 |
|
|
}) |
265 |
|
✗ |
DEPRECATED( |
266 |
|
|
"Use set_LQR", void set_lx(const VectorXs& q) { |
267 |
|
|
set_LQR(Aq_, Av_, B_, Q_, R_, N_, G_, H_, f_, q, r_, g_, h_); |
268 |
|
|
}) |
269 |
|
✗ |
DEPRECATED( |
270 |
|
|
"Use set_LQR", void set_lu(const VectorXs& r) { |
271 |
|
|
set_LQR(Aq_, Av_, B_, Q_, R_, N_, G_, H_, f_, q_, r, g_, h_); |
272 |
|
|
}) |
273 |
|
✗ |
DEPRECATED( |
274 |
|
|
"Use set_LQR", void set_Lxx(const MatrixXs& Q) { |
275 |
|
|
set_LQR(Aq_, Av_, B_, Q, R_, N_, G_, H_, f_, q_, r_, g_, h_); |
276 |
|
|
}) |
277 |
|
✗ |
DEPRECATED( |
278 |
|
|
"Use set_LQR", void set_Lxu(const MatrixXs& N) { |
279 |
|
|
set_LQR(Aq_, Av_, B_, Q_, R_, N, G_, H_, f_, q_, r_, g_, h_); |
280 |
|
|
}) |
281 |
|
✗ |
DEPRECATED( |
282 |
|
|
"Use set_LQR", void set_Luu(const MatrixXs& R) { |
283 |
|
|
set_LQR(Aq_, Av_, B_, Q_, R, N_, G_, H_, f_, q_, r_, g_, h_); |
284 |
|
|
}) |
285 |
|
|
|
286 |
|
|
/** |
287 |
|
|
* @brief Print relevant information of the LQR model |
288 |
|
|
* |
289 |
|
|
* @param[out] os Output stream object |
290 |
|
|
*/ |
291 |
|
|
virtual void print(std::ostream& os) const override; |
292 |
|
|
|
293 |
|
|
protected: |
294 |
|
|
using Base::ng_; //!< Equality constraint dimension |
295 |
|
|
using Base::nh_; //!< Inequality constraint dimension |
296 |
|
|
using Base::nu_; //!< Control dimension |
297 |
|
|
using Base::state_; //!< Model of the state |
298 |
|
|
|
299 |
|
|
private: |
300 |
|
|
MatrixXs Aq_; |
301 |
|
|
MatrixXs Av_; |
302 |
|
|
MatrixXs B_; |
303 |
|
|
MatrixXs Q_; |
304 |
|
|
MatrixXs R_; |
305 |
|
|
MatrixXs N_; |
306 |
|
|
MatrixXs G_; |
307 |
|
|
MatrixXs H_; |
308 |
|
|
VectorXs f_; |
309 |
|
|
VectorXs q_; |
310 |
|
|
VectorXs r_; |
311 |
|
|
VectorXs g_; |
312 |
|
|
VectorXs h_; |
313 |
|
|
MatrixXs L_; |
314 |
|
|
bool drift_free_; |
315 |
|
|
bool updated_lqr_; |
316 |
|
|
}; |
317 |
|
|
|
318 |
|
|
template <typename _Scalar> |
319 |
|
|
struct DifferentialActionDataLQRTpl |
320 |
|
|
: public DifferentialActionDataAbstractTpl<_Scalar> { |
321 |
|
|
typedef _Scalar Scalar; |
322 |
|
|
typedef MathBaseTpl<Scalar> MathBase; |
323 |
|
|
typedef DifferentialActionDataAbstractTpl<Scalar> Base; |
324 |
|
|
typedef typename MathBase::VectorXs VectorXs; |
325 |
|
|
typedef typename MathBase::MatrixXs MatrixXs; |
326 |
|
|
|
327 |
|
|
template <template <typename Scalar> class Model> |
328 |
|
✗ |
explicit DifferentialActionDataLQRTpl(Model<Scalar>* const model) |
329 |
|
✗ |
: Base(model) { |
330 |
|
|
// Setting the linear model and quadratic cost as they are constant |
331 |
|
✗ |
const std::size_t nq = model->get_state()->get_nq(); |
332 |
|
✗ |
const std::size_t nu = model->get_nu(); |
333 |
|
✗ |
Fx.leftCols(nq) = model->get_Aq(); |
334 |
|
✗ |
Fx.rightCols(nq) = model->get_Av(); |
335 |
|
✗ |
Fu = model->get_B(); |
336 |
|
✗ |
Lxx = model->get_Q(); |
337 |
|
✗ |
Luu = model->get_R(); |
338 |
|
✗ |
Lxu = model->get_N(); |
339 |
|
✗ |
Gx = model->get_G().leftCols(2 * nq); |
340 |
|
✗ |
Gu = model->get_G().rightCols(nu); |
341 |
|
✗ |
Hx = model->get_H().leftCols(2 * nq); |
342 |
|
✗ |
Hu = model->get_H().rightCols(nu); |
343 |
|
|
} |
344 |
|
✗ |
virtual ~DifferentialActionDataLQRTpl() = default; |
345 |
|
|
|
346 |
|
|
using Base::cost; |
347 |
|
|
using Base::Fu; |
348 |
|
|
using Base::Fx; |
349 |
|
|
using Base::Gu; |
350 |
|
|
using Base::Gx; |
351 |
|
|
using Base::Hu; |
352 |
|
|
using Base::Hx; |
353 |
|
|
using Base::Lu; |
354 |
|
|
using Base::Luu; |
355 |
|
|
using Base::Lx; |
356 |
|
|
using Base::Lxu; |
357 |
|
|
using Base::Lxx; |
358 |
|
|
using Base::r; |
359 |
|
|
using Base::xout; |
360 |
|
|
}; |
361 |
|
|
|
362 |
|
|
} // namespace crocoddyl |
363 |
|
|
|
364 |
|
|
/* --- Details -------------------------------------------------------------- */ |
365 |
|
|
/* --- Details -------------------------------------------------------------- */ |
366 |
|
|
/* --- Details -------------------------------------------------------------- */ |
367 |
|
|
#include "crocoddyl/core/actions/diff-lqr.hxx" |
368 |
|
|
|
369 |
|
|
CROCODDYL_DECLARE_EXTERN_TEMPLATE_CLASS( |
370 |
|
|
crocoddyl::DifferentialActionModelLQRTpl) |
371 |
|
|
CROCODDYL_DECLARE_EXTERN_TEMPLATE_STRUCT( |
372 |
|
|
crocoddyl::DifferentialActionDataLQRTpl) |
373 |
|
|
|
374 |
|
|
#endif // CROCODDYL_CORE_ACTIONS_DIFF_LQR_HPP_ |
375 |
|
|
|