| 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_LQR_HPP_ | ||
| 11 | #define CROCODDYL_CORE_ACTIONS_LQR_HPP_ | ||
| 12 | |||
| 13 | #include "crocoddyl/core/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) action model | ||
| 21 | * | ||
| 22 | * A linear-quadratic regulator (LQR) action has a transition model of the form | ||
| 23 | * \f[ \begin{equation} | ||
| 24 | * \mathbf{x}^' = \mathbf{A x + 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 ActionModelLQRTpl : public ActionModelAbstractTpl<_Scalar> { | ||
| 46 | public: | ||
| 47 | EIGEN_MAKE_ALIGNED_OPERATOR_NEW | ||
| 48 | ✗ | CROCODDYL_DERIVED_CAST(ActionModelBase, ActionModelLQRTpl) | |
| 49 | |||
| 50 | typedef _Scalar Scalar; | ||
| 51 | typedef ActionDataAbstractTpl<Scalar> ActionDataAbstract; | ||
| 52 | typedef ActionModelAbstractTpl<Scalar> Base; | ||
| 53 | typedef ActionDataLQRTpl<Scalar> Data; | ||
| 54 | typedef StateVectorTpl<Scalar> StateVector; | ||
| 55 | typedef MathBaseTpl<Scalar> MathBase; | ||
| 56 | typedef typename MathBase::VectorXs VectorXs; | ||
| 57 | typedef typename MathBase::MatrixXs MatrixXs; | ||
| 58 | |||
| 59 | /** | ||
| 60 | * @brief Initialize the LQR action model | ||
| 61 | * | ||
| 62 | * @param[in] A State matrix | ||
| 63 | * @param[in] B Input matrix | ||
| 64 | * @param[in] Q State weight matrix | ||
| 65 | * @param[in] R Input weight matrix | ||
| 66 | * @param[in] N State-input weight matrix | ||
| 67 | */ | ||
| 68 | ActionModelLQRTpl(const MatrixXs& A, const MatrixXs& B, const MatrixXs& Q, | ||
| 69 | const MatrixXs& R, const MatrixXs& N); | ||
| 70 | |||
| 71 | /** | ||
| 72 | * @brief Initialize the LQR action model | ||
| 73 | * | ||
| 74 | * @param[in] A State matrix | ||
| 75 | * @param[in] B Input matrix | ||
| 76 | * @param[in] Q State weight matrix | ||
| 77 | * @param[in] R Input weight matrix | ||
| 78 | * @param[in] N State-input weight matrix | ||
| 79 | * @param[in] f Dynamics drift | ||
| 80 | * @param[in] q State weight vector | ||
| 81 | * @param[in] r Input weight vector | ||
| 82 | */ | ||
| 83 | ActionModelLQRTpl(const MatrixXs& A, const MatrixXs& B, const MatrixXs& Q, | ||
| 84 | const MatrixXs& R, const MatrixXs& N, const VectorXs& f, | ||
| 85 | const VectorXs& q, const VectorXs& r); | ||
| 86 | |||
| 87 | /** | ||
| 88 | * @brief Initialize the LQR action model | ||
| 89 | * | ||
| 90 | * @param[in] A State matrix | ||
| 91 | * @param[in] B Input matrix | ||
| 92 | * @param[in] Q State weight matrix | ||
| 93 | * @param[in] R Input weight matrix | ||
| 94 | * @param[in] N State-input weight matrix | ||
| 95 | * @param[in] G State-input inequality constraint matrix | ||
| 96 | * @param[in] H State-input equality constraint matrix | ||
| 97 | * @param[in] f Dynamics drift | ||
| 98 | * @param[in] q State weight vector | ||
| 99 | * @param[in] r Input weight vector | ||
| 100 | * @param[in] g State-input inequality constraint bias | ||
| 101 | * @param[in] h State-input equality constraint bias | ||
| 102 | */ | ||
| 103 | ActionModelLQRTpl(const MatrixXs& A, const MatrixXs& B, const MatrixXs& Q, | ||
| 104 | const MatrixXs& R, const MatrixXs& N, const MatrixXs& G, | ||
| 105 | const MatrixXs& H, const VectorXs& f, const VectorXs& q, | ||
| 106 | const VectorXs& r, const VectorXs& g, const VectorXs& h); | ||
| 107 | |||
| 108 | /** | ||
| 109 | * @brief Initialize the LQR action model | ||
| 110 | * | ||
| 111 | * @param[in] nx Dimension of state vector | ||
| 112 | * @param[in] nu Dimension of control vector | ||
| 113 | * @param[in] drif_free Enable / disable the bias term of the linear dynamics | ||
| 114 | * (default true) | ||
| 115 | */ | ||
| 116 | ActionModelLQRTpl(const std::size_t nx, const std::size_t nu, | ||
| 117 | const bool drift_free = true); | ||
| 118 | |||
| 119 | /** @brief Copy constructor */ | ||
| 120 | ActionModelLQRTpl(const ActionModelLQRTpl& copy); | ||
| 121 | |||
| 122 | ✗ | virtual ~ActionModelLQRTpl() = default; | |
| 123 | |||
| 124 | virtual void calc(const std::shared_ptr<ActionDataAbstract>& data, | ||
| 125 | const Eigen::Ref<const VectorXs>& x, | ||
| 126 | const Eigen::Ref<const VectorXs>& u) override; | ||
| 127 | virtual void calc(const std::shared_ptr<ActionDataAbstract>& data, | ||
| 128 | const Eigen::Ref<const VectorXs>& x) override; | ||
| 129 | virtual void calcDiff(const std::shared_ptr<ActionDataAbstract>& data, | ||
| 130 | const Eigen::Ref<const VectorXs>& x, | ||
| 131 | const Eigen::Ref<const VectorXs>& u) override; | ||
| 132 | virtual void calcDiff(const std::shared_ptr<ActionDataAbstract>& data, | ||
| 133 | const Eigen::Ref<const VectorXs>& x) override; | ||
| 134 | virtual std::shared_ptr<ActionDataAbstract> createData() override; | ||
| 135 | |||
| 136 | /** | ||
| 137 | * @brief Cast the LQR model to a different scalar type. | ||
| 138 | * | ||
| 139 | * It is useful for operations requiring different precision or scalar types. | ||
| 140 | * | ||
| 141 | * @tparam NewScalar The new scalar type to cast to. | ||
| 142 | * @return ActionModelLQRTpl<NewScalar> A action model with the | ||
| 143 | * new scalar type. | ||
| 144 | */ | ||
| 145 | template <typename NewScalar> | ||
| 146 | ActionModelLQRTpl<NewScalar> cast() const; | ||
| 147 | |||
| 148 | virtual bool checkData( | ||
| 149 | const std::shared_ptr<ActionDataAbstract>& data) override; | ||
| 150 | |||
| 151 | /** | ||
| 152 | * @brief Create a random LQR model | ||
| 153 | * | ||
| 154 | * @param[in] nx State dimension | ||
| 155 | * @param[in] nu Control dimension | ||
| 156 | * @param[in] ng Inequality constraint dimension (default 0) | ||
| 157 | * @param[in] nh Equality constraint dimension (defaul 0) | ||
| 158 | */ | ||
| 159 | static ActionModelLQRTpl Random(const std::size_t nx, const std::size_t nu, | ||
| 160 | const std::size_t ng = 0, | ||
| 161 | const std::size_t nh = 0); | ||
| 162 | |||
| 163 | /** @brief Return the state matrix */ | ||
| 164 | const MatrixXs& get_A() const; | ||
| 165 | |||
| 166 | /** @brief Return the input matrix */ | ||
| 167 | const MatrixXs& get_B() const; | ||
| 168 | |||
| 169 | /** @brief Return the dynamics drift */ | ||
| 170 | const VectorXs& get_f() const; | ||
| 171 | |||
| 172 | /** @brief Return the state weight matrix */ | ||
| 173 | const MatrixXs& get_Q() const; | ||
| 174 | |||
| 175 | /** @brief Return the input weight matrix */ | ||
| 176 | const MatrixXs& get_R() const; | ||
| 177 | |||
| 178 | /** @brief Return the state-input weight matrix */ | ||
| 179 | const MatrixXs& get_N() const; | ||
| 180 | |||
| 181 | /** @brief Return the state-input inequality constraint matrix */ | ||
| 182 | const MatrixXs& get_G() const; | ||
| 183 | |||
| 184 | /** @brief Return the state-input equality constraint matrix */ | ||
| 185 | const MatrixXs& get_H() const; | ||
| 186 | |||
| 187 | /** @brief Return the state weight vector */ | ||
| 188 | const VectorXs& get_q() const; | ||
| 189 | |||
| 190 | /** @brief Return the input weight vector */ | ||
| 191 | const VectorXs& get_r() const; | ||
| 192 | |||
| 193 | /** @brief Return the state-input inequality constraint bias */ | ||
| 194 | const VectorXs& get_g() const; | ||
| 195 | |||
| 196 | /** @brief Return the state-input equality constraint bias */ | ||
| 197 | const VectorXs& get_h() const; | ||
| 198 | |||
| 199 | /** | ||
| 200 | * @brief Modify the LQR action model | ||
| 201 | * | ||
| 202 | * @param[in] A State matrix | ||
| 203 | * @param[in] B Input matrix | ||
| 204 | * @param[in] Q State weight matrix | ||
| 205 | * @param[in] R Input weight matrix | ||
| 206 | * @param[in] N State-input weight matrix | ||
| 207 | * @param[in] G State-input inequality constraint matrix | ||
| 208 | * @param[in] H State-input equality constraint matrix | ||
| 209 | * @param[in] f Dynamics drift | ||
| 210 | * @param[in] q State weight vector | ||
| 211 | * @param[in] r Input weight vector | ||
| 212 | * @param[in] g State-input inequality constraint bias | ||
| 213 | * @param[in] h State-input equality constraint bias | ||
| 214 | */ | ||
| 215 | void set_LQR(const MatrixXs& A, const MatrixXs& B, const MatrixXs& Q, | ||
| 216 | const MatrixXs& R, const MatrixXs& N, const MatrixXs& G, | ||
| 217 | const MatrixXs& H, const VectorXs& f, const VectorXs& q, | ||
| 218 | const VectorXs& r, const VectorXs& g, const VectorXs& h); | ||
| 219 | |||
| 220 | ✗ | DEPRECATED("Use get_A", const MatrixXs& get_Fx() const { return get_A(); }) | |
| 221 | ✗ | DEPRECATED("Use get_B", const MatrixXs& get_Fu() const { return get_B(); }) | |
| 222 | ✗ | DEPRECATED("Use get_f", const VectorXs& get_f0() const { return get_f(); }) | |
| 223 | ✗ | DEPRECATED("Use get_q", const VectorXs& get_lx() const { return get_q(); }) | |
| 224 | ✗ | DEPRECATED("Use get_r", const VectorXs& get_lu() const { return get_r(); }) | |
| 225 | ✗ | DEPRECATED("Use get_Q", const MatrixXs& get_Lxx() const { return get_Q(); }) | |
| 226 | ✗ | DEPRECATED("Use get_R", const MatrixXs& get_Lxu() const { return get_R(); }) | |
| 227 | ✗ | DEPRECATED("Use get_N", const MatrixXs& get_Luu() const { return get_N(); }) | |
| 228 | ✗ | DEPRECATED( | |
| 229 | "Use set_LQR", void set_Fx(const MatrixXs& A) { | ||
| 230 | set_LQR(A, B_, Q_, R_, N_, G_, H_, f_, q_, r_, g_, h_); | ||
| 231 | }) | ||
| 232 | ✗ | DEPRECATED( | |
| 233 | "Use set_LQR", void set_Fu(const MatrixXs& B) { | ||
| 234 | set_LQR(A_, B, Q_, R_, N_, G_, H_, f_, q_, r_, g_, h_); | ||
| 235 | }) | ||
| 236 | ✗ | DEPRECATED( | |
| 237 | "Use set_LQR", void set_f0(const VectorXs& f) { | ||
| 238 | set_LQR(A_, B_, Q_, R_, N_, G_, H_, f, q_, r_, g_, h_); | ||
| 239 | }) | ||
| 240 | ✗ | DEPRECATED( | |
| 241 | "Use set_LQR", void set_lx(const VectorXs& q) { | ||
| 242 | set_LQR(A_, B_, Q_, R_, N_, G_, H_, f_, q, r_, g_, h_); | ||
| 243 | }) | ||
| 244 | ✗ | DEPRECATED( | |
| 245 | "Use set_LQR", void set_lu(const VectorXs& r) { | ||
| 246 | set_LQR(A_, B_, Q_, R_, N_, G_, H_, f_, q_, r, g_, h_); | ||
| 247 | }) | ||
| 248 | ✗ | DEPRECATED( | |
| 249 | "Use set_LQR", void set_Lxx(const MatrixXs& Q) { | ||
| 250 | set_LQR(A_, B_, Q, R_, N_, G_, H_, f_, q_, r_, g_, h_); | ||
| 251 | }) | ||
| 252 | ✗ | DEPRECATED( | |
| 253 | "Use set_LQR", void set_Luu(const MatrixXs& R) { | ||
| 254 | set_LQR(A_, B_, Q_, R, N_, G_, H_, f_, q_, r_, g_, h_); | ||
| 255 | }) | ||
| 256 | ✗ | DEPRECATED( | |
| 257 | "Use set_LQR", void set_Lxu(const MatrixXs& N) { | ||
| 258 | set_LQR(A_, B_, Q_, R_, N, G_, H_, f_, q_, r_, g_, h_); | ||
| 259 | }) | ||
| 260 | |||
| 261 | /** | ||
| 262 | * @brief Print relevant information of the LQR model | ||
| 263 | * | ||
| 264 | * @param[out] os Output stream object | ||
| 265 | */ | ||
| 266 | virtual void print(std::ostream& os) const override; | ||
| 267 | |||
| 268 | protected: | ||
| 269 | using Base::ng_; //!< Equality constraint dimension | ||
| 270 | using Base::nh_; //!< Inequality constraint dimension | ||
| 271 | using Base::nu_; //!< Control dimension | ||
| 272 | using Base::state_; //!< Model of the state | ||
| 273 | |||
| 274 | private: | ||
| 275 | MatrixXs A_; | ||
| 276 | MatrixXs B_; | ||
| 277 | MatrixXs Q_; | ||
| 278 | MatrixXs R_; | ||
| 279 | MatrixXs N_; | ||
| 280 | MatrixXs G_; | ||
| 281 | MatrixXs H_; | ||
| 282 | VectorXs f_; | ||
| 283 | VectorXs q_; | ||
| 284 | VectorXs r_; | ||
| 285 | VectorXs g_; | ||
| 286 | VectorXs h_; | ||
| 287 | MatrixXs L_; | ||
| 288 | bool drift_free_; | ||
| 289 | bool updated_lqr_; | ||
| 290 | }; | ||
| 291 | |||
| 292 | template <typename _Scalar> | ||
| 293 | struct ActionDataLQRTpl : public ActionDataAbstractTpl<_Scalar> { | ||
| 294 | typedef _Scalar Scalar; | ||
| 295 | typedef MathBaseTpl<Scalar> MathBase; | ||
| 296 | typedef ActionDataAbstractTpl<Scalar> Base; | ||
| 297 | typedef typename MathBase::VectorXs VectorXs; | ||
| 298 | |||
| 299 | template <template <typename Scalar> class Model> | ||
| 300 | ✗ | explicit ActionDataLQRTpl(Model<Scalar>* const model) | |
| 301 | : Base(model), | ||
| 302 | ✗ | R_u_tmp(VectorXs::Zero(static_cast<Eigen::Index>(model->get_nu()))), | |
| 303 | ✗ | Q_x_tmp(VectorXs::Zero( | |
| 304 | ✗ | static_cast<Eigen::Index>(model->get_state()->get_ndx()))) { | |
| 305 | // Setting the linear model and quadratic cost as they are constant | ||
| 306 | ✗ | const std::size_t nq = model->get_state()->get_nq(); | |
| 307 | ✗ | const std::size_t nu = model->get_nu(); | |
| 308 | ✗ | Fx = model->get_A(); | |
| 309 | ✗ | Fu = model->get_B(); | |
| 310 | ✗ | Lxx = model->get_Q(); | |
| 311 | ✗ | Luu = model->get_R(); | |
| 312 | ✗ | Lxu = model->get_N(); | |
| 313 | ✗ | Gx = model->get_G().leftCols(2 * nq); | |
| 314 | ✗ | Gu = model->get_G().rightCols(nu); | |
| 315 | ✗ | Hx = model->get_H().leftCols(2 * nq); | |
| 316 | ✗ | Hu = model->get_H().rightCols(nu); | |
| 317 | ✗ | } | |
| 318 | ✗ | virtual ~ActionDataLQRTpl() = default; | |
| 319 | |||
| 320 | using Base::cost; | ||
| 321 | using Base::Fu; | ||
| 322 | using Base::Fx; | ||
| 323 | using Base::Gu; | ||
| 324 | using Base::Gx; | ||
| 325 | using Base::Hu; | ||
| 326 | using Base::Hx; | ||
| 327 | using Base::Lu; | ||
| 328 | using Base::Luu; | ||
| 329 | using Base::Lx; | ||
| 330 | using Base::Lxu; | ||
| 331 | using Base::Lxx; | ||
| 332 | using Base::r; | ||
| 333 | using Base::xnext; | ||
| 334 | |||
| 335 | VectorXs R_u_tmp; // Temporary variable for storing Hessian-vector product | ||
| 336 | // (size: nu) | ||
| 337 | VectorXs Q_x_tmp; // Temporary variable for storing Hessian-vector product | ||
| 338 | // (size: nx) | ||
| 339 | }; | ||
| 340 | |||
| 341 | } // namespace crocoddyl | ||
| 342 | |||
| 343 | /* --- Details -------------------------------------------------------------- */ | ||
| 344 | /* --- Details -------------------------------------------------------------- */ | ||
| 345 | /* --- Details -------------------------------------------------------------- */ | ||
| 346 | #include "crocoddyl/core/actions/lqr.hxx" | ||
| 347 | |||
| 348 | CROCODDYL_DECLARE_EXTERN_TEMPLATE_CLASS(crocoddyl::ActionModelLQRTpl) | ||
| 349 | CROCODDYL_DECLARE_EXTERN_TEMPLATE_STRUCT(crocoddyl::ActionDataLQRTpl) | ||
| 350 | |||
| 351 | #endif // CROCODDYL_CORE_ACTIONS_LQR_HPP_ | ||
| 352 |