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// Copyright (c) 2022-2024 INRIA |
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#ifndef __pinocchio_algorithm_admm_solver_hpp__ |
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#define __pinocchio_algorithm_admm_solver_hpp__ |
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#include "pinocchio/algorithm/constraints/fwd.hpp" |
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#include "pinocchio/math/fwd.hpp" |
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#include "pinocchio/math/comparison-operators.hpp" |
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#include "pinocchio/math/eigenvalues.hpp" |
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#include "pinocchio/algorithm/contact-solver-base.hpp" |
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#include "pinocchio/algorithm/delassus-operator-base.hpp" |
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#include <boost/optional.hpp> |
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namespace pinocchio |
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{ |
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template<typename _Scalar> |
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struct PINOCCHIO_UNSUPPORTED_MESSAGE("The API will change towards more flexibility") |
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ADMMContactSolverTpl : ContactSolverBaseTpl<_Scalar> |
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{ |
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typedef _Scalar Scalar; |
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typedef ContactSolverBaseTpl<_Scalar> Base; |
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typedef Eigen::Matrix<Scalar, Eigen::Dynamic, 1> VectorXs; |
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typedef const Eigen::Ref<const VectorXs> ConstRefVectorXs; |
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typedef Eigen::Matrix<Scalar, Eigen::Dynamic, Eigen::Dynamic> MatrixXs; |
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typedef PowerIterationAlgoTpl<VectorXs> PowerIterationAlgo; |
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using Base::problem_size; |
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// struct SolverParameters |
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// { |
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// explicit SolverParameters(const int problem_dim) |
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// : rho_power(Scalar(0.2)) |
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// , ratio_primal_dual(Scalar(10)) |
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// , mu_prox |
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// { |
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// |
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// } |
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// |
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// /// \brief Rho solver ADMM |
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// boost::optional<Scalar> rho; |
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// /// \brief Power value associated to rho. This quantity will be automatically updated. |
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// Scalar rho_power; |
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// /// \brief Ratio primal/dual |
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// Scalar ratio_primal_dual; |
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// /// \brief Proximal value |
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// Scalar mu_prox; |
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// |
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// /// \brief Largest eigenvalue |
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// boost::optional<Scalar> L_value; |
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// /// \brief Largest eigenvector |
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// boost::optional<VectorXs> L_vector; |
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// }; |
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// |
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struct SolverStats |
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{ |
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explicit SolverStats(const int max_it) |
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: it(0) |
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, cholesky_update_count(0) |
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{ |
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primal_feasibility.reserve(size_t(max_it)); |
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dual_feasibility.reserve(size_t(max_it)); |
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dual_feasibility_ncp.reserve(size_t(max_it)); |
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complementarity.reserve(size_t(max_it)); |
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rho.reserve(size_t(max_it)); |
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} |
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void reset() |
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{ |
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primal_feasibility.clear(); |
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dual_feasibility.clear(); |
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complementarity.clear(); |
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dual_feasibility_ncp.clear(); |
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rho.clear(); |
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it = 0; |
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cholesky_update_count = 0; |
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} |
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size_t size() const |
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{ |
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return primal_feasibility.size(); |
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} |
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/// \brief Number of total iterations. |
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int it; |
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/// \brief Number of Cholesky updates. |
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int cholesky_update_count; |
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/// \brief History of primal feasibility values. |
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std::vector<Scalar> primal_feasibility; |
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/// \brief History of dual feasibility values. |
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std::vector<Scalar> dual_feasibility; |
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std::vector<Scalar> dual_feasibility_ncp; |
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/// \brief History of complementarity values. |
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std::vector<Scalar> complementarity; |
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/// \brief History of rho values. |
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std::vector<Scalar> rho; |
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}; |
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// |
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// struct SolverResults |
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// { |
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// explicit SolverResults(const int problem_dim, const int max_it) |
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// : L_vector(problem_dim) |
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// |
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// /// \brief Largest eigenvalue |
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// Scalar L_value; |
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// /// \brief Largest eigenvector |
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// VectorXs L_vector; |
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// |
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// SolverStats stats; |
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// }; |
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explicit ADMMContactSolverTpl( |
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int problem_dim, |
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Scalar mu_prox = Scalar(1e-6), |
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Scalar tau = Scalar(0.5), |
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Scalar rho_power = Scalar(0.2), |
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Scalar rho_power_factor = Scalar(0.05), |
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Scalar ratio_primal_dual = Scalar(10), |
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int max_it_largest_eigen_value_solver = 20) |
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: Base(problem_dim) |
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, is_initialized(false) |
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, mu_prox(mu_prox) |
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, tau(tau) |
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, rho(Scalar(-1)) |
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, rho_power(rho_power) |
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, rho_power_factor(rho_power_factor) |
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, ratio_primal_dual(ratio_primal_dual) |
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, max_it_largest_eigen_value_solver(max_it_largest_eigen_value_solver) |
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, power_iteration_algo(problem_dim) |
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, x_(VectorXs::Zero(problem_dim)) |
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, y_(VectorXs::Zero(problem_dim)) |
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, x_previous(VectorXs::Zero(problem_dim)) |
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, y_previous(VectorXs::Zero(problem_dim)) |
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, z_previous(VectorXs::Zero(problem_dim)) |
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, z_(VectorXs::Zero(problem_dim)) |
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, s_(VectorXs::Zero(problem_dim)) |
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, rhs(problem_dim) |
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, primal_feasibility_vector(VectorXs::Zero(problem_dim)) |
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, dual_feasibility_vector(VectorXs::Zero(problem_dim)) |
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, stats(Base::max_it) |
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{ |
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power_iteration_algo.max_it = max_it_largest_eigen_value_solver; |
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} |
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/// \brief Set the ADMM penalty value. |
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void setRho(const Scalar rho) |
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{ |
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this->rho = rho; |
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} |
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/// \brief Get the ADMM penalty value. |
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Scalar getRho() const |
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{ |
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return rho; |
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} |
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/// \brief Set the power associated to the problem conditionning. |
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void setRhoPower(const Scalar rho_power) |
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{ |
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this->rho_power = rho_power; |
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} |
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/// \brief Get the power associated to the problem conditionning. |
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Scalar getRhoPower() const |
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{ |
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return rho_power; |
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} |
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/// \brief Set the power factor associated to the problem conditionning. |
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void setRhoPowerFactor(const Scalar rho_power_factor) |
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{ |
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this->rho_power_factor = rho_power_factor; |
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} |
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/// \brief Get the power factor associated to the problem conditionning. |
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Scalar getRhoPowerFactor() const |
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{ |
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return rho_power_factor; |
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} |
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/// \brief Set the tau linear scaling factor. |
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void setTau(const Scalar tau) |
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{ |
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this->tau = tau; |
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} |
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/// \brief Get the tau linear scaling factor. |
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Scalar getTau() const |
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{ |
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return tau; |
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} |
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/// \brief Set the proximal value. |
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void setProximalValue(const Scalar mu) |
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{ |
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this->mu_prox = mu; |
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} |
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/// \brief Get the proximal value. |
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Scalar getProximalValue() const |
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{ |
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return mu_prox; |
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} |
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/// \brief Set the primal/dual ratio. |
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void setRatioPrimalDual(const Scalar ratio_primal_dual) |
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{ |
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PINOCCHIO_CHECK_INPUT_ARGUMENT( |
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ratio_primal_dual > 0., "The ratio primal/dual should be positive strictly"); |
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this->ratio_primal_dual = ratio_primal_dual; |
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} |
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/// \brief Get the primal/dual ratio. |
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Scalar getRatioPrimalDual() const |
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{ |
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return ratio_primal_dual; |
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} |
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/// \returns the number of updates of the Cholesky factorization due to rho updates. |
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int getCholeskyUpdateCount() const |
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{ |
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return cholesky_update_count; |
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} |
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/// |
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/// \brief Solve the constrained conic problem composed of problem data (G,g,cones) and starting |
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/// from the initial guess. |
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/// |
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/// \param[in] G Symmetric PSD matrix representing the Delassus of the contact problem. |
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/// \param[in] g Free contact acceleration or velicity associted with the contact problem. |
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/// \param[in] cones Vector of conic constraints. |
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/// \param[in,out] x Initial guess and output solution of the problem |
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/// \param[in] mu_prox Proximal smoothing value associated to the algorithm. |
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/// \param[in] R Proximal regularization value associated to the compliant contacts (corresponds |
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/// to the lowest non-zero). \param[in] tau Over relaxation value |
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/// |
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/// \returns True if the problem has converged. |
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template< |
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typename DelassusDerived, |
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typename VectorLike, |
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typename ConstraintAllocator, |
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typename VectorLikeR> |
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bool solve( |
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DelassusOperatorBase<DelassusDerived> & delassus, |
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const Eigen::MatrixBase<VectorLike> & g, |
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const std::vector<CoulombFrictionConeTpl<Scalar>, ConstraintAllocator> & cones, |
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const Eigen::MatrixBase<VectorLikeR> & R, |
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const boost::optional<ConstRefVectorXs> primal_guess = boost::none, |
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const boost::optional<ConstRefVectorXs> dual_guess = boost::none, |
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bool compute_largest_eigen_values = true, |
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bool stat_record = false); |
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/// |
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/// \brief Solve the constrained conic problem composed of problem data (G,g,cones) and starting |
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/// from the initial guess. |
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/// |
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/// \param[in] G Symmetric PSD matrix representing the Delassus of the contact problem. |
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/// \param[in] g Free contact acceleration or velicity associted with the contact problem. |
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/// \param[in] cones Vector of conic constraints. |
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/// \param[in,out] x Initial guess and output solution of the problem |
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/// \param[in] mu_prox Proximal smoothing value associated to the algorithm. |
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/// \param[in] tau Over relaxation value |
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/// |
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/// \returns True if the problem has converged. |
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template< |
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typename DelassusDerived, |
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typename VectorLike, |
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typename ConstraintAllocator, |
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typename VectorLikeOut> |
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bool solve( |
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DelassusOperatorBase<DelassusDerived> & delassus, |
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const Eigen::MatrixBase<VectorLike> & g, |
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const std::vector<CoulombFrictionConeTpl<Scalar>, ConstraintAllocator> & cones, |
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const Eigen::DenseBase<VectorLikeOut> & x) |
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{ |
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return solve( |
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delassus.derived(), g.derived(), cones, x.const_cast_derived(), |
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VectorXs::Zero(problem_size)); |
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} |
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/// \returns the primal solution of the problem |
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const VectorXs & getPrimalSolution() const |
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{ |
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return y_; |
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} |
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/// \returns the dual solution of the problem |
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const VectorXs & getDualSolution() const |
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{ |
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return z_; |
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} |
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/// \returns the complementarity shift |
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const VectorXs & getComplementarityShift() const |
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{ |
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return s_; |
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} |
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/// \brief Compute the penalty ADMM value from the current largest and lowest eigenvalues and |
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/// the scaling spectral factor. |
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static inline Scalar computeRho(const Scalar L, const Scalar m, const Scalar rho_power) |
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{ |
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const Scalar cond = L / m; |
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const Scalar rho = math::sqrt(L * m) * math::pow(cond, rho_power); |
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return rho; |
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} |
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/// \brief Compute the scaling spectral factor of the ADMM penalty term from the current |
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/// largest and lowest eigenvalues and the ADMM penalty term. |
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static inline Scalar computeRhoPower(const Scalar L, const Scalar m, const Scalar rho) |
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{ |
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const Scalar cond = L / m; |
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const Scalar sqtr_L_m = math::sqrt(L * m); |
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const Scalar rho_power = math::log(rho / sqtr_L_m) / math::log(cond); |
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return rho_power; |
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} |
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PowerIterationAlgo & getPowerIterationAlgo() |
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{ |
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return power_iteration_algo; |
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} |
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SolverStats & getStats() |
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{ |
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return stats; |
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} |
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protected: |
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bool is_initialized; |
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/// \brief proximal value |
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Scalar mu_prox; |
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/// \brief Linear scaling of the ADMM penalty term |
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Scalar tau; |
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/// \brief Penalty term associated to the ADMM. |
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Scalar rho; |
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/// \brief Power value associated to rho. This quantity will be automatically updated. |
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Scalar rho_power; |
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/// \brief Update factor for the primal/dual update of rho. |
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Scalar rho_power_factor; |
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/// \brief Ratio primal/dual |
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Scalar ratio_primal_dual; |
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/// \brief Maximum number of iterarions called for the power iteration algorithm |
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int max_it_largest_eigen_value_solver; |
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/// \brief Power iteration algo. |
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PowerIterationAlgo power_iteration_algo; |
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/// \brief Primal variables (corresponds to the contact forces) |
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VectorXs x_, y_; |
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/// \brief Previous value of y. |
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VectorXs x_previous, y_previous, z_previous; |
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/// \brief Dual varible of the ADMM (corresponds to the contact velocity or acceleration). |
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VectorXs z_; |
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/// \brief De Saxé shift |
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VectorXs s_; |
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VectorXs rhs, primal_feasibility_vector, dual_feasibility_vector; |
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int cholesky_update_count; |
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/// \brief Stats of the solver |
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SolverStats stats; |
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#ifdef PINOCCHIO_WITH_HPP_FCL |
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using Base::timer; |
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#endif // PINOCCHIO_WITH_HPP_FCL |
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}; // struct ADMMContactSolverTpl |
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} // namespace pinocchio |
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#include "pinocchio/algorithm/admm-solver.hxx" |
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#endif // ifndef __pinocchio_algorithm_admm_solver_hpp__ |
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