| Line | Branch | Exec | Source |
|---|---|---|---|
| 1 | /////////////////////////////////////////////////////////////////////////////// | ||
| 2 | // BSD 3-Clause License | ||
| 3 | // | ||
| 4 | // Copyright (C) 2019-2022, University of Edinburgh, Heriot-Watt University | ||
| 5 | // Copyright note valid unless otherwise stated in individual files. | ||
| 6 | // All rights reserved. | ||
| 7 | /////////////////////////////////////////////////////////////////////////////// | ||
| 8 | |||
| 9 | #define BOOST_TEST_NO_MAIN | ||
| 10 | #define BOOST_TEST_ALTERNATIVE_INIT_API | ||
| 11 | |||
| 12 | #include <boost/random.hpp> | ||
| 13 | |||
| 14 | #include "crocoddyl/core/solvers/box-qp.hpp" | ||
| 15 | #include "unittest_common.hpp" | ||
| 16 | |||
| 17 | using namespace boost::unit_test; | ||
| 18 | using namespace crocoddyl::unittest; | ||
| 19 | |||
| 20 | ✗ | void test_constructor() { | |
| 21 | // Setup the test | ||
| 22 | ✗ | std::size_t nx = random_int_in_range(1, 100); | |
| 23 | ✗ | crocoddyl::BoxQP boxqp(nx); | |
| 24 | |||
| 25 | // Test dimension of the decision vector | ||
| 26 | ✗ | BOOST_CHECK(boxqp.get_nx() == nx); | |
| 27 | ✗ | } | |
| 28 | |||
| 29 | ✗ | void test_unconstrained_qp_with_identity_hessian() { | |
| 30 | ✗ | std::size_t nx = random_int_in_range(2, 5); | |
| 31 | ✗ | crocoddyl::BoxQP boxqp(nx); | |
| 32 | ✗ | boxqp.set_reg(0.); | |
| 33 | |||
| 34 | ✗ | Eigen::MatrixXd hessian = Eigen::MatrixXd::Identity(nx, nx); | |
| 35 | ✗ | Eigen::VectorXd gradient = Eigen::VectorXd::Random(nx); | |
| 36 | Eigen::VectorXd lb = | ||
| 37 | ✗ | -std::numeric_limits<double>::infinity() * Eigen::VectorXd::Ones(nx); | |
| 38 | Eigen::VectorXd ub = | ||
| 39 | ✗ | std::numeric_limits<double>::infinity() * Eigen::VectorXd::Ones(nx); | |
| 40 | ✗ | Eigen::VectorXd xinit = Eigen::VectorXd::Random(nx); | |
| 41 | ✗ | crocoddyl::BoxQPSolution sol = boxqp.solve(hessian, gradient, lb, ub, xinit); | |
| 42 | |||
| 43 | // Checking the solution of the problem. Note that it the negative of the | ||
| 44 | // gradient since Hessian is identity matrix | ||
| 45 | ✗ | BOOST_CHECK((sol.x + gradient).isZero(1e-9)); | |
| 46 | |||
| 47 | // Checking the solution against a regularized case | ||
| 48 | ✗ | double reg = random_real_in_range(1e-9, 1e2); | |
| 49 | ✗ | boxqp.set_reg(reg); | |
| 50 | crocoddyl::BoxQPSolution sol_reg = | ||
| 51 | ✗ | boxqp.solve(hessian, gradient, lb, ub, xinit); | |
| 52 | ✗ | BOOST_CHECK((sol_reg.x + gradient / (1 + reg)).isZero(1e-9)); | |
| 53 | |||
| 54 | // Checking the all bounds are free and zero clamped | ||
| 55 | ✗ | BOOST_CHECK(sol.free_idx.size() == nx); | |
| 56 | ✗ | BOOST_CHECK(sol.clamped_idx.size() == 0); | |
| 57 | ✗ | BOOST_CHECK(sol_reg.free_idx.size() == nx); | |
| 58 | ✗ | BOOST_CHECK(sol_reg.clamped_idx.size() == 0); | |
| 59 | ✗ | } | |
| 60 | |||
| 61 | ✗ | void test_unconstrained_qp() { | |
| 62 | ✗ | std::size_t nx = random_int_in_range(2, 5); | |
| 63 | ✗ | crocoddyl::BoxQP boxqp(nx); | |
| 64 | ✗ | boxqp.set_reg(0.); | |
| 65 | |||
| 66 | ✗ | Eigen::MatrixXd H = Eigen::MatrixXd::Random(nx, nx); | |
| 67 | Eigen::MatrixXd hessian = | ||
| 68 | ✗ | H.transpose() * H + nx * Eigen::MatrixXd::Identity(nx, nx); | |
| 69 | ✗ | hessian = 0.5 * (hessian + hessian.transpose()).eval(); | |
| 70 | ✗ | Eigen::VectorXd gradient = Eigen::VectorXd::Random(nx); | |
| 71 | Eigen::VectorXd lb = | ||
| 72 | ✗ | -std::numeric_limits<double>::infinity() * Eigen::VectorXd::Ones(nx); | |
| 73 | Eigen::VectorXd ub = | ||
| 74 | ✗ | std::numeric_limits<double>::infinity() * Eigen::VectorXd::Ones(nx); | |
| 75 | ✗ | Eigen::VectorXd xinit = Eigen::VectorXd::Random(nx); | |
| 76 | ✗ | crocoddyl::BoxQPSolution sol = boxqp.solve(hessian, gradient, lb, ub, xinit); | |
| 77 | |||
| 78 | // Checking the solution against the KKT solution | ||
| 79 | ✗ | Eigen::VectorXd xkkt = -hessian.inverse() * gradient; | |
| 80 | ✗ | BOOST_CHECK((sol.x - xkkt).isZero(1e-9)); | |
| 81 | |||
| 82 | // Checking the solution against a regularized KKT problem | ||
| 83 | ✗ | double reg = random_real_in_range(1e-9, 1e2); | |
| 84 | ✗ | boxqp.set_reg(reg); | |
| 85 | crocoddyl::BoxQPSolution sol_reg = | ||
| 86 | ✗ | boxqp.solve(hessian, gradient, lb, ub, xinit); | |
| 87 | Eigen::VectorXd xkkt_reg = | ||
| 88 | ✗ | -(hessian + reg * Eigen::MatrixXd::Identity(nx, nx)).inverse() * gradient; | |
| 89 | ✗ | BOOST_CHECK((sol_reg.x - xkkt_reg).isZero(1e-9)); | |
| 90 | |||
| 91 | // Checking the all bounds are free and zero clamped | ||
| 92 | ✗ | BOOST_CHECK(sol.free_idx.size() == nx); | |
| 93 | ✗ | BOOST_CHECK(sol.clamped_idx.size() == 0); | |
| 94 | ✗ | BOOST_CHECK(sol_reg.free_idx.size() == nx); | |
| 95 | ✗ | BOOST_CHECK(sol_reg.clamped_idx.size() == 0); | |
| 96 | ✗ | } | |
| 97 | |||
| 98 | ✗ | void test_box_qp_with_identity_hessian() { | |
| 99 | ✗ | std::size_t nx = random_int_in_range(2, 5); | |
| 100 | ✗ | crocoddyl::BoxQP boxqp(nx); | |
| 101 | ✗ | boxqp.set_reg(0.); | |
| 102 | |||
| 103 | ✗ | Eigen::MatrixXd hessian = Eigen::MatrixXd::Identity(nx, nx); | |
| 104 | ✗ | Eigen::VectorXd gradient = Eigen::VectorXd::Ones(nx); | |
| 105 | ✗ | for (std::size_t i = 0; i < nx; ++i) { | |
| 106 | ✗ | gradient(i) *= random_real_in_range(-1., 1.); | |
| 107 | } | ||
| 108 | ✗ | Eigen::VectorXd lb = Eigen::VectorXd::Zero(nx); | |
| 109 | ✗ | Eigen::VectorXd ub = Eigen::VectorXd::Ones(nx); | |
| 110 | ✗ | Eigen::VectorXd xinit = Eigen::VectorXd::Random(nx); | |
| 111 | ✗ | crocoddyl::BoxQPSolution sol = boxqp.solve(hessian, gradient, lb, ub, xinit); | |
| 112 | |||
| 113 | // The analytical solution is the a bounded, and negative, gradient | ||
| 114 | ✗ | Eigen::VectorXd negbounded_gradient(nx), negbounded_gradient_reg(nx); | |
| 115 | ✗ | std::size_t nf = nx, nc = 0, nf_reg = nx, nc_reg = 0; | |
| 116 | ✗ | double reg = random_real_in_range(1e-9, 1e2); | |
| 117 | ✗ | for (std::size_t i = 0; i < nx; ++i) { | |
| 118 | ✗ | negbounded_gradient(i) = std::max(std::min(-gradient(i), ub(i)), lb(i)); | |
| 119 | ✗ | negbounded_gradient_reg(i) = | |
| 120 | ✗ | std::max(std::min(-gradient(i) / (1 + reg), ub(i)), lb(i)); | |
| 121 | ✗ | if (negbounded_gradient(i) != -gradient(i)) { | |
| 122 | ✗ | nc += 1; | |
| 123 | ✗ | nf -= 1; | |
| 124 | } | ||
| 125 | ✗ | if (negbounded_gradient_reg(i) != -gradient(i) / (1 + reg)) { | |
| 126 | ✗ | nc_reg += 1; | |
| 127 | ✗ | nf_reg -= 1; | |
| 128 | } | ||
| 129 | } | ||
| 130 | |||
| 131 | // Checking the solution of the problem. Note that it the negative of the | ||
| 132 | // gradient since Hessian is identity matrix | ||
| 133 | ✗ | BOOST_CHECK((sol.x - negbounded_gradient).isZero(1e-9)); | |
| 134 | |||
| 135 | // Checking the solution against a regularized case | ||
| 136 | ✗ | boxqp.set_reg(reg); | |
| 137 | crocoddyl::BoxQPSolution sol_reg = | ||
| 138 | ✗ | boxqp.solve(hessian, gradient, lb, ub, xinit); | |
| 139 | ✗ | BOOST_CHECK((sol_reg.x - negbounded_gradient_reg).isZero(1e-9)); | |
| 140 | |||
| 141 | // Checking the all bounds are free and zero clamped | ||
| 142 | ✗ | BOOST_CHECK(sol.free_idx.size() == nf); | |
| 143 | ✗ | BOOST_CHECK(sol.clamped_idx.size() == nc); | |
| 144 | ✗ | BOOST_CHECK(sol_reg.free_idx.size() == nf_reg); | |
| 145 | ✗ | BOOST_CHECK(sol_reg.clamped_idx.size() == nc_reg); | |
| 146 | ✗ | } | |
| 147 | |||
| 148 | ✗ | void register_unit_tests() { | |
| 149 | ✗ | framework::master_test_suite().add( | |
| 150 | ✗ | BOOST_TEST_CASE(boost::bind(&test_constructor))); | |
| 151 | ✗ | framework::master_test_suite().add(BOOST_TEST_CASE( | |
| 152 | boost::bind(&test_unconstrained_qp_with_identity_hessian))); | ||
| 153 | ✗ | framework::master_test_suite().add( | |
| 154 | ✗ | BOOST_TEST_CASE(boost::bind(&test_unconstrained_qp))); | |
| 155 | ✗ | framework::master_test_suite().add( | |
| 156 | ✗ | BOOST_TEST_CASE(boost::bind(&test_box_qp_with_identity_hessian))); | |
| 157 | ✗ | } | |
| 158 | |||
| 159 | ✗ | bool init_function() { | |
| 160 | ✗ | register_unit_tests(); | |
| 161 | ✗ | return true; | |
| 162 | } | ||
| 163 | |||
| 164 | ✗ | int main(int argc, char* argv[]) { | |
| 165 | ✗ | return ::boost::unit_test::unit_test_main(&init_function, argc, argv); | |
| 166 | } | ||
| 167 |