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#ifndef DDPSOLVER_H |
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#define DDPSOLVER_H |
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#include <sys/time.h> |
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#include <time.h> |
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#include <Eigen/Dense> |
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#include <Eigen/StdVector> |
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#include <iostream> |
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#include <qpOASES.hpp> |
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#include <qpOASES/QProblemB.hpp> |
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#include "costfunction.hh" |
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#include "dynamicmodel.hh" |
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#define ENABLE_QPBOX 1 |
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#define DISABLE_QPBOX 0 |
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#define ENABLE_FULLDDP 1 |
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#define DISABLE_FULLDDP 0 |
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USING_NAMESPACE_QPOASES |
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EIGEN_DEFINE_STL_VECTOR_SPECIALIZATION(Eigen::MatrixXd) |
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EIGEN_DEFINE_STL_VECTOR_SPECIALIZATION(Eigen::VectorXd) |
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template <typename precision, int stateSize, int commandSize> |
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class DDPSolver { |
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public: |
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typedef Eigen::Matrix<precision, stateSize, 1> stateVec_t; // 1 x stateSize |
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typedef Eigen::Matrix<precision, 1, stateSize> |
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stateVecTrans_t; // 1 x stateSize |
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typedef Eigen::Matrix<precision, stateSize, stateSize> |
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stateMat_t; // stateSize x stateSize |
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// typedef for commandSize types |
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typedef Eigen::Matrix<precision, commandSize, 1> |
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commandVec_t; // commandSize x 1 |
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typedef Eigen::Matrix<precision, 1, commandSize> |
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commandVecTrans_t; // 1 x commandSize |
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typedef Eigen::Matrix<precision, commandSize, commandSize> |
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commandMat_t; // commandSize x commandSize |
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// typedef for mixed stateSize and commandSize types |
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typedef Eigen::Matrix<precision, stateSize, commandSize> |
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stateR_commandC_t; // stateSize x commandSize |
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typedef Eigen::Matrix<precision, stateSize, commandSize> |
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stateR_commandC_stateD_t[stateSize]; // stateSize x commandSize x |
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// stateSize |
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typedef Eigen::Matrix<precision, stateSize, commandSize> |
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stateR_commandC_commandD_t[commandSize]; // stateSize x commandSize x |
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// commandSize |
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typedef Eigen::Matrix<precision, commandSize, stateSize> |
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commandR_stateC_t; // commandSize x stateSize |
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typedef Eigen::Matrix<precision, commandSize, stateSize> |
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commandR_stateC_stateD_t[stateSize]; // commandSize x stateSize x |
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// stateSize |
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typedef Eigen::Matrix<precision, commandSize, stateSize> |
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commandR_stateC_commandD_t[commandSize]; // commandSize x stateSize x |
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// commandSize |
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typedef Eigen::Matrix<precision, stateSize, stateSize> |
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stateR_stateC_commandD_t[commandSize]; // stateSize x stateSize x |
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// commandSize |
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typedef Eigen::Matrix<precision, commandSize, commandSize> |
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commandR_commandC_stateD_t[stateSize]; // commandSize x commandSize x |
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// stateSize |
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typedef std::vector<stateVec_t> stateVecTab_t; |
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typedef std::vector<commandVec_t> commandVecTab_t; |
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typedef std::vector<commandR_stateC_t> commandR_stateC_tab_t; |
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typedef DynamicModel<precision, stateSize, commandSize> DynamicModel_t; |
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typedef CostFunction<precision, stateSize, commandSize> CostFunction_t; |
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public: |
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struct traj { |
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stateVecTab_t xList; |
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commandVecTab_t uList; |
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unsigned int iter; |
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}; |
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public: |
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private: |
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protected: |
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// attributes // |
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public: |
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private: |
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DynamicModel_t* dynamicModel; |
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CostFunction_t* costFunction; |
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unsigned int stateNb; |
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unsigned int commandNb; |
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stateVec_t x; |
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commandVec_t u; |
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stateVec_t xInit; |
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stateVec_t xDes; |
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unsigned int T; |
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unsigned int iter; |
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double dt; |
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unsigned int iterMax; |
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double stopCrit; |
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double changeAmount; |
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double cost, previous_cost; |
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commandVec_t zeroCommand; |
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stateVecTab_t xList; |
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commandVecTab_t uList; |
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stateVecTab_t updatedxList; |
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commandVecTab_t updateduList; |
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stateVecTab_t tmpxPtr; |
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commandVecTab_t tmpuPtr; |
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struct traj lastTraj; |
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stateVec_t nextVx; |
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stateMat_t nextVxx; |
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stateVec_t Qx; |
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stateMat_t Qxx; |
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commandVec_t Qu; |
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commandMat_t Quu, Quu_reg; |
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Eigen::LLT<commandMat_t> lltofQuu; |
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commandMat_t QuuInv; |
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commandR_stateC_t Qux, Qux_reg; |
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commandVec_t k; |
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commandR_stateC_t K; |
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commandVecTab_t kList; |
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commandR_stateC_tab_t KList; |
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double alphaList[5]; |
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double alpha; |
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double mu; |
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stateMat_t muEye; |
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unsigned char completeBackwardFlag; |
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/* QP variables */ |
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QProblemB* qp; |
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bool enableQPBox; |
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bool enableFullDDP; |
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commandMat_t H; |
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commandVec_t g; |
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commandVec_t lowerCommandBounds; |
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commandVec_t upperCommandBounds; |
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commandVec_t lb; |
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commandVec_t ub; |
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int nWSR; |
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real_t* xOpt; |
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protected: |
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// methods // |
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public: |
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DDPSolver(DynamicModel_t& myDynamicModel, CostFunction_t& myCostFunction, |
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bool fullDDP = 0, bool QPBox = 0) { |
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dynamicModel = &myDynamicModel; |
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costFunction = &myCostFunction; |
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stateNb = myDynamicModel.getStateNb(); |
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commandNb = myDynamicModel.getCommandNb(); |
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enableQPBox = QPBox; |
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enableFullDDP = fullDDP; |
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zeroCommand.setZero(); |
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cost = 0; |
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previous_cost = 0; |
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if (QPBox) { |
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qp = new QProblemB(commandNb); |
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Options myOptions; |
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myOptions.printLevel = PL_LOW; |
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myOptions.enableRegularisation = BT_TRUE; |
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myOptions.initialStatusBounds = ST_INACTIVE; |
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myOptions.numRefinementSteps = 1; |
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myOptions.enableCholeskyRefactorisation = 1; |
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qp->setOptions(myOptions); |
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xOpt = new real_t[commandNb]; |
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lowerCommandBounds = myDynamicModel.getLowerCommandBounds(); |
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upperCommandBounds = myDynamicModel.getUpperCommandBounds(); |
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} |
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} |
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void FirstInitSolver(stateVec_t& myxInit, stateVec_t& myxDes, |
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unsigned int& myT, double& mydt, unsigned int& myiterMax, |
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double& mystopCrit) { |
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xInit = myxInit; |
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xDes = myxDes; |
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T = myT; |
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dt = mydt; |
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iterMax = myiterMax; |
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stopCrit = mystopCrit; |
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xList.resize(myT + 1); |
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uList.resize(myT); |
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updatedxList.resize(myT + 1); |
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updateduList.resize(myT); |
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tmpxPtr.resize(myT + 1); |
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tmpuPtr.resize(myT); |
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k.setZero(); |
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K.setZero(); |
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kList.resize(myT); |
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KList.resize(myT); |
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alphaList[0] = 1.0; |
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alphaList[1] = 0.8; |
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alphaList[2] = 0.6; |
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alphaList[3] = 0.4; |
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alphaList[4] = 0.2; |
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alpha = 1.0; |
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} |
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void initSolver(stateVec_t& myxInit, stateVec_t& myxDes) { |
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xInit = myxInit; |
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xDes = myxDes; |
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} |
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commandVec_t solveTrajectory() { |
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initTrajectory(); |
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for (iter = 1; iter < iterMax; iter++) { |
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backwardLoop(); |
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forwardLoop(); |
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if (changeAmount < stopCrit) { |
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break; |
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} |
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tmpxPtr = xList; |
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tmpuPtr = uList; |
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xList = updatedxList; |
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updatedxList = tmpxPtr; |
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uList = updateduList; |
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updateduList = tmpuPtr; |
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} |
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return updateduList[0]; |
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} |
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void initTrajectory() { |
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xList[0] = xInit; |
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for (unsigned int i = 0; i < T; i++) { |
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uList[i] = zeroCommand; |
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xList[i + 1] = dynamicModel->computeNextState(dt, xList[i], zeroCommand); |
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} |
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} |
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void backwardLoop() { |
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costFunction->computeFinalCostAndDeriv(xList[T], xDes); |
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cost = costFunction->getFinalCost(); |
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nextVx = costFunction->getlx(); |
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nextVxx = costFunction->getlxx(); |
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mu = 0.0; |
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completeBackwardFlag = 0; |
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while (!completeBackwardFlag) { |
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completeBackwardFlag = 1; |
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muEye = stateMat_t::Constant(mu); |
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for (int i = T - 1; i >= 0; i--) { |
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x = xList[i]; |
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u = uList[i]; |
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dynamicModel->computeModelDeriv(dt, x, u); |
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costFunction->computeCostAndDeriv(x, xDes, u); |
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cost += costFunction->getRunningCost(); |
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Qx = costFunction->getlx() + dynamicModel->getfx().transpose() * nextVx; |
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Qu = costFunction->getlu() + dynamicModel->getfu().transpose() * nextVx; |
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Qxx = costFunction->getlxx() + dynamicModel->getfx().transpose() * |
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(nextVxx)*dynamicModel->getfx(); |
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Quu = costFunction->getluu() + dynamicModel->getfu().transpose() * |
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(nextVxx)*dynamicModel->getfu(); |
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Qux = costFunction->getlux() + dynamicModel->getfu().transpose() * |
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(nextVxx)*dynamicModel->getfx(); |
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Quu_reg = costFunction->getluu() + dynamicModel->getfu().transpose() * |
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(nextVxx + muEye) * |
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dynamicModel->getfu(); |
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Qux_reg = costFunction->getlux() + dynamicModel->getfu().transpose() * |
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(nextVxx + muEye) * |
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dynamicModel->getfx(); |
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if (enableFullDDP) { |
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Qxx += dynamicModel->computeTensorContxx(nextVx); |
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Qux += dynamicModel->computeTensorContux(nextVx); |
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Quu += dynamicModel->computeTensorContuu(nextVx); |
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Qux_reg += dynamicModel->computeTensorContux(nextVx); |
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Quu_reg += dynamicModel->computeTensorContuu(nextVx); |
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} |
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if (!isQuudefinitePositive(Quu_reg)) { |
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std::cout << "regularization" << std::endl; // to remove |
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if (mu == 0.0) |
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mu += 1e-4; |
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else |
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mu *= 10; |
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completeBackwardFlag = 0; |
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break; |
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} |
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QuuInv = Quu.inverse(); |
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if (enableQPBox) { |
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nWSR = 10; |
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H = Quu_reg; |
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g = Qu; |
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lb = lowerCommandBounds - u; |
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ub = upperCommandBounds - u; |
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qp->init(H.data(), g.data(), lb.data(), ub.data(), nWSR); |
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qp->getPrimalSolution(xOpt); |
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k = Eigen::Map<commandVec_t>(xOpt); |
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K = -QuuInv * Qux; |
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for (unsigned int i_cmd = 0; i_cmd < commandNb; i_cmd++) { |
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if ((k[i_cmd] == lowerCommandBounds[i_cmd]) | |
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(k[i_cmd] == upperCommandBounds[i_cmd])) { |
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K.row(i_cmd).setZero(); |
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} |
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} |
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} else { |
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k = -QuuInv * Qu; |
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K = -QuuInv * Qux; |
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} |
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/*nextVx = Qx - K.transpose()*Quu*k; |
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nextVxx = Qxx - K.transpose()*Quu*K;*/ |
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nextVx = Qx + K.transpose() * Quu * k + K.transpose() * Qu + |
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Qux.transpose() * k; |
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nextVxx = Qxx + K.transpose() * Quu * K + K.transpose() * Qux + |
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Qux.transpose() * K; |
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nextVxx = 0.5 * (nextVxx + nextVxx.transpose()); |
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kList[i] = k; |
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KList[i] = K; |
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} |
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} |
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} |
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void forwardLoop() { |
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changeAmount = 0.0; |
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updatedxList[0] = xInit; |
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// Line search to be implemented |
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alpha = 1.0; |
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for (unsigned int i = 0; i < T; i++) { |
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updateduList[i] = |
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uList[i] + alpha * kList[i] + KList[i] * (updatedxList[i] - xList[i]); |
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updatedxList[i + 1] = |
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dynamicModel->computeNextState(dt, updatedxList[i], updateduList[i]); |
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changeAmount = fabs(previous_cost - cost) / cost; |
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} |
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previous_cost = cost; |
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} |
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DDPSolver::traj getLastSolvedTrajectory() { |
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lastTraj.xList = updatedxList; |
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lastTraj.uList = updateduList; |
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lastTraj.iter = iter; |
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return lastTraj; |
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} |
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DDPSolver::commandVec_t getLastCommand() { return updateduList[0]; } |
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bool isQuudefinitePositive(const commandMat_t& Quu_reg) { |
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lltofQuu.compute(Quu_reg); |
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if (lltofQuu.info() == Eigen::NumericalIssue) { |
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std::cout << "not sdp" << std::endl; |
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std::cout << "#############################" << std::endl; |
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std::cout << "Quu_reg : " << Quu_reg << std::endl; |
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std::cout << "lxx : " << costFunction->getlxx() << std::endl; |
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std::cout << "lu : " << costFunction->getlu() << std::endl; |
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std::cout << "lx : " << costFunction->getlx() << std::endl; |
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std::cout << "luu" << costFunction->getluu() << std::endl; |
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std::cout << "updateduList[0] : " << updateduList[0] << std::endl; |
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std::cout << "updatedxList[0] : " << updatedxList[0] << std::endl; |
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std::cout << "#############################" << std::endl; |
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return false; |
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} |
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return true; |
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} |
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protected: |
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}; |
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#endif // DDPSOLVER_H |