| Line |
Branch |
Exec |
Source |
| 1 |
|
|
// |
| 2 |
|
|
// Copyright (c) 2022-2024 INRIA |
| 3 |
|
|
// |
| 4 |
|
|
|
| 5 |
|
|
#ifndef __pinocchio_algorithm_admm_solver_hxx__ |
| 6 |
|
|
#define __pinocchio_algorithm_admm_solver_hxx__ |
| 7 |
|
|
|
| 8 |
|
|
#include <limits> |
| 9 |
|
|
#include <iomanip> |
| 10 |
|
|
#include <iostream> |
| 11 |
|
|
|
| 12 |
|
|
#include "pinocchio/algorithm/contact-solver-utils.hpp" |
| 13 |
|
|
#include "pinocchio/algorithm/constraints/coulomb-friction-cone.hpp" |
| 14 |
|
|
|
| 15 |
|
|
namespace pinocchio |
| 16 |
|
|
{ |
| 17 |
|
|
|
| 18 |
|
|
template<typename _Scalar> |
| 19 |
|
|
template< |
| 20 |
|
|
typename DelassusDerived, |
| 21 |
|
|
typename VectorLike, |
| 22 |
|
|
typename ConstraintAllocator, |
| 23 |
|
|
typename VectorLikeR> |
| 24 |
|
✗ |
bool ADMMContactSolverTpl<_Scalar>::solve( |
| 25 |
|
|
DelassusOperatorBase<DelassusDerived> & _delassus, |
| 26 |
|
|
const Eigen::MatrixBase<VectorLike> & g, |
| 27 |
|
|
const std::vector<CoulombFrictionConeTpl<Scalar>, ConstraintAllocator> & cones, |
| 28 |
|
|
const Eigen::MatrixBase<VectorLikeR> & R, |
| 29 |
|
|
const boost::optional<ConstRefVectorXs> primal_guess, |
| 30 |
|
|
const boost::optional<ConstRefVectorXs> dual_guess, |
| 31 |
|
|
bool compute_largest_eigen_values, |
| 32 |
|
|
bool stat_record) |
| 33 |
|
|
|
| 34 |
|
|
{ |
| 35 |
|
|
using namespace internal; |
| 36 |
|
|
|
| 37 |
|
✗ |
DelassusDerived & delassus = _delassus.derived(); |
| 38 |
|
|
|
| 39 |
|
✗ |
const Scalar mu_R = R.minCoeff(); |
| 40 |
|
✗ |
PINOCCHIO_CHECK_INPUT_ARGUMENT(tau <= Scalar(1) && tau > Scalar(0), "tau should lie in ]0,1]."); |
| 41 |
|
✗ |
PINOCCHIO_CHECK_INPUT_ARGUMENT(mu_prox >= 0, "mu_prox should be positive."); |
| 42 |
|
✗ |
PINOCCHIO_CHECK_INPUT_ARGUMENT(mu_R >= Scalar(0), "R should be a positive vector."); |
| 43 |
|
✗ |
PINOCCHIO_CHECK_ARGUMENT_SIZE(R.size(), problem_size); |
| 44 |
|
|
// PINOCCHIO_CHECK_INPUT_ARGUMENT(math::max(R.maxCoeff(),mu_prox) >= 0,"mu_prox and mu_R |
| 45 |
|
|
// cannot be both equal to zero."); |
| 46 |
|
|
|
| 47 |
|
✗ |
if (compute_largest_eigen_values) |
| 48 |
|
|
{ |
| 49 |
|
|
// const Scalar L = delassus.computeLargestEigenValue(20); // Largest eigen_value |
| 50 |
|
|
// estimate. |
| 51 |
|
✗ |
power_iteration_algo.run(delassus); |
| 52 |
|
|
} |
| 53 |
|
✗ |
const Scalar L = power_iteration_algo.largest_eigen_value; |
| 54 |
|
|
// const Scalar L = delassus.computeLargestEigenValue(20); |
| 55 |
|
✗ |
const Scalar m = mu_prox + mu_R; |
| 56 |
|
✗ |
const Scalar cond = L / m; |
| 57 |
|
✗ |
const Scalar rho_increment = std::pow(cond, rho_power_factor); |
| 58 |
|
|
|
| 59 |
|
|
Scalar complementarity, |
| 60 |
|
|
proximal_metric, // proximal metric between two successive iterates. |
| 61 |
|
|
primal_feasibility, dual_feasibility_ncp, dual_feasibility; |
| 62 |
|
|
|
| 63 |
|
|
// std::cout << std::setprecision(12); |
| 64 |
|
|
|
| 65 |
|
|
Scalar rho; |
| 66 |
|
✗ |
rho = computeRho(L, m, rho_power); |
| 67 |
|
|
// if(!is_initialized) |
| 68 |
|
|
// { |
| 69 |
|
|
// rho = computeRho(L,m,rho_power); |
| 70 |
|
|
// } |
| 71 |
|
|
// else |
| 72 |
|
|
// { |
| 73 |
|
|
// rho = this->rho; |
| 74 |
|
|
// } |
| 75 |
|
|
// rho = computeRho(L,m,rho_power); |
| 76 |
|
|
|
| 77 |
|
|
// std::cout << "L: " << L << std::endl; |
| 78 |
|
|
// std::cout << "m: " << m << std::endl; |
| 79 |
|
|
// std::cout << "prox_value: " << prox_value << std::endl; |
| 80 |
|
|
|
| 81 |
|
|
PINOCCHIO_EIGEN_MALLOC_NOT_ALLOWED(); |
| 82 |
|
|
|
| 83 |
|
|
// Update the cholesky decomposition |
| 84 |
|
✗ |
Scalar prox_value = mu_prox + tau * rho; |
| 85 |
|
✗ |
rhs = R + VectorXs::Constant(this->problem_size, prox_value); |
| 86 |
|
✗ |
delassus.updateDamping(rhs); |
| 87 |
|
✗ |
cholesky_update_count = 1; |
| 88 |
|
|
|
| 89 |
|
|
// Initial update of the variables |
| 90 |
|
|
// Init x |
| 91 |
|
✗ |
if (primal_guess) |
| 92 |
|
|
{ |
| 93 |
|
✗ |
x_ = primal_guess.get(); |
| 94 |
|
✗ |
PINOCCHIO_CHECK_ARGUMENT_SIZE(x_.size(), problem_size); |
| 95 |
|
|
} |
| 96 |
|
✗ |
else if (!is_initialized) |
| 97 |
|
|
{ |
| 98 |
|
✗ |
x_.setZero(); |
| 99 |
|
|
} |
| 100 |
|
|
else |
| 101 |
|
|
{ |
| 102 |
|
✗ |
x_ = y_; // takes the current value stored in the solver |
| 103 |
|
|
} |
| 104 |
|
|
|
| 105 |
|
|
// Init y |
| 106 |
|
✗ |
computeConeProjection(cones, x_, y_); |
| 107 |
|
|
|
| 108 |
|
|
// Init z |
| 109 |
|
✗ |
if (dual_guess) |
| 110 |
|
|
{ |
| 111 |
|
✗ |
z_ = dual_guess.get(); |
| 112 |
|
✗ |
PINOCCHIO_CHECK_ARGUMENT_SIZE(z_.size(), problem_size); |
| 113 |
|
|
} |
| 114 |
|
✗ |
else if (!is_initialized) |
| 115 |
|
|
{ |
| 116 |
|
✗ |
delassus.applyOnTheRight(y_, z_); // z = G * y |
| 117 |
|
✗ |
z_.noalias() += -prox_value * y_ + g; |
| 118 |
|
✗ |
computeComplementarityShift(cones, z_, s_); |
| 119 |
|
✗ |
z_ += s_; // Add De Saxé shift |
| 120 |
|
✗ |
computeDualConeProjection(cones, z_, z_); |
| 121 |
|
|
} |
| 122 |
|
|
else |
| 123 |
|
|
{ |
| 124 |
|
|
// Keep z from the previous iteration |
| 125 |
|
|
} |
| 126 |
|
|
|
| 127 |
|
|
// std::cout << "x_: " << x_.transpose() << std::endl; |
| 128 |
|
|
// std::cout << "y_: " << y_.transpose() << std::endl; |
| 129 |
|
|
// std::cout << "z_: " << z_.transpose() << std::endl; |
| 130 |
|
|
|
| 131 |
|
✗ |
if (stat_record) |
| 132 |
|
|
{ |
| 133 |
|
✗ |
stats.reset(); |
| 134 |
|
|
|
| 135 |
|
|
// Compute initial problem primal and dual feasibility |
| 136 |
|
✗ |
primal_feasibility_vector = x_ - y_; |
| 137 |
|
✗ |
primal_feasibility = primal_feasibility_vector.template lpNorm<Eigen::Infinity>(); |
| 138 |
|
|
} |
| 139 |
|
|
|
| 140 |
|
✗ |
is_initialized = true; |
| 141 |
|
|
|
| 142 |
|
|
// End of Initialization phase |
| 143 |
|
|
|
| 144 |
|
✗ |
bool abs_prec_reached = false, rel_prec_reached = false; |
| 145 |
|
|
|
| 146 |
|
✗ |
Scalar y_previous_norm_inf = y_.template lpNorm<Eigen::Infinity>(); |
| 147 |
|
✗ |
int it = 1; |
| 148 |
|
|
// Scalar res = 0; |
| 149 |
|
|
#ifdef PINOCCHIO_WITH_HPP_FCL |
| 150 |
|
✗ |
timer.start(); |
| 151 |
|
|
#endif // PINOCCHIO_WITH_HPP_FCL |
| 152 |
|
✗ |
for (; it <= Base::max_it; ++it) |
| 153 |
|
|
{ |
| 154 |
|
|
// std::cout << "---" << std::endl; |
| 155 |
|
|
// std::cout << "it: " << it << std::endl; |
| 156 |
|
|
// std::cout << "tau*rho: " << tau*rho << std::endl; |
| 157 |
|
|
|
| 158 |
|
✗ |
x_previous = x_; |
| 159 |
|
✗ |
y_previous = y_; |
| 160 |
|
✗ |
z_previous = z_; |
| 161 |
|
✗ |
complementarity = Scalar(0); |
| 162 |
|
|
|
| 163 |
|
|
// s-update |
| 164 |
|
✗ |
computeComplementarityShift(cones, z_, s_); |
| 165 |
|
|
|
| 166 |
|
|
// std::cout << "s_: " << s_.transpose() << std::endl; |
| 167 |
|
|
|
| 168 |
|
|
// std::cout << "x_: " << x_.transpose() << std::endl; |
| 169 |
|
|
|
| 170 |
|
|
// z-update |
| 171 |
|
|
// const Scalar alpha = 1.; |
| 172 |
|
|
// z_ -= (tau*rho) * (x_ - y_); |
| 173 |
|
|
// std::cout << "intermediate z_: " << z_.transpose() << std::endl; |
| 174 |
|
|
|
| 175 |
|
|
// x-update |
| 176 |
|
✗ |
rhs = -(g + s_ - (rho * tau) * y_ - mu_prox * x_ - z_); |
| 177 |
|
✗ |
const VectorXs rhs_copy = rhs; |
| 178 |
|
|
// x_ = rhs; |
| 179 |
|
✗ |
delassus.solveInPlace(rhs); |
| 180 |
|
|
// VectorXs tmp = delassus * rhs - rhs_copy; |
| 181 |
|
|
// res = math::max(res,tmp.template lpNorm<Eigen::Infinity>()); |
| 182 |
|
|
// std::cout << "residual = " << (delassus * rhs - x_).template lpNorm<Eigen::Infinity>() |
| 183 |
|
|
// << std::endl; |
| 184 |
|
✗ |
x_ = rhs; |
| 185 |
|
|
|
| 186 |
|
|
// y-update |
| 187 |
|
|
// rhs *= alpha; |
| 188 |
|
|
// rhs += (1-alpha)*y_previous; |
| 189 |
|
✗ |
rhs = x_; |
| 190 |
|
✗ |
rhs -= z_ / (tau * rho); |
| 191 |
|
✗ |
computeConeProjection(cones, rhs, y_); |
| 192 |
|
|
// std::cout << "y_: " << y_.transpose() << std::endl; |
| 193 |
|
|
|
| 194 |
|
|
// z-update |
| 195 |
|
✗ |
z_ -= (tau * rho) * (x_ - y_); |
| 196 |
|
|
// const Scalar gamma = Scalar(it) / Scalar(it + 300); |
| 197 |
|
|
|
| 198 |
|
|
// z_ += gamma * (z_ - z_previous).eval(); |
| 199 |
|
|
// x_ += gamma * (x_ - x_previous).eval(); |
| 200 |
|
|
// computeConeProjection(cones, y_, y_); |
| 201 |
|
|
|
| 202 |
|
|
// z_ -= (tau*rho) * (x_ * alpha + (1-alpha)*y_previous - y_); |
| 203 |
|
|
// std::cout << "z_: " << z_.transpose() << std::endl; |
| 204 |
|
|
// computeDualConeProjection(cones, z_, z_); |
| 205 |
|
|
|
| 206 |
|
|
// check termination criteria |
| 207 |
|
✗ |
primal_feasibility_vector = x_ - y_; |
| 208 |
|
|
// delassus.applyOnTheRight(x_,dual_feasibility_vector); |
| 209 |
|
|
// dual_feasibility_vector.noalias() += g + s_ - prox_value * x_ - z_; |
| 210 |
|
|
|
| 211 |
|
|
{ |
| 212 |
|
✗ |
VectorXs & dy = rhs; |
| 213 |
|
✗ |
dy = y_ - y_previous; |
| 214 |
|
✗ |
proximal_metric = dy.template lpNorm<Eigen::Infinity>(); |
| 215 |
|
✗ |
dual_feasibility_vector.noalias() = (tau * rho) * dy; |
| 216 |
|
|
} |
| 217 |
|
|
|
| 218 |
|
|
{ |
| 219 |
|
✗ |
VectorXs & dx = rhs; |
| 220 |
|
✗ |
dx = x_ - x_previous; |
| 221 |
|
✗ |
dual_feasibility_vector.noalias() += mu_prox * dx; |
| 222 |
|
|
} |
| 223 |
|
|
|
| 224 |
|
|
// delassus.applyOnTheRight(x_,dual_feasibility_vector); |
| 225 |
|
|
// dual_feasibility_vector.noalias() += g; |
| 226 |
|
|
// computeComplementarityShift(cones, z_, s_); |
| 227 |
|
|
// dual_feasibility_vector.noalias() += s_ - prox_value * x_ - z_; |
| 228 |
|
|
|
| 229 |
|
✗ |
primal_feasibility = primal_feasibility_vector.template lpNorm<Eigen::Infinity>(); |
| 230 |
|
✗ |
dual_feasibility = dual_feasibility_vector.template lpNorm<Eigen::Infinity>(); |
| 231 |
|
✗ |
complementarity = computeConicComplementarity(cones, z_, y_); |
| 232 |
|
|
// complementarity = z_.dot(y_)/cones.size(); |
| 233 |
|
|
|
| 234 |
|
✗ |
if (stat_record) |
| 235 |
|
|
{ |
| 236 |
|
✗ |
VectorXs tmp(rhs); |
| 237 |
|
✗ |
delassus.applyOnTheRight(y_, rhs); |
| 238 |
|
✗ |
rhs.noalias() += g - prox_value * y_; |
| 239 |
|
✗ |
computeComplementarityShift(cones, rhs, tmp); |
| 240 |
|
✗ |
rhs.noalias() += tmp; |
| 241 |
|
|
|
| 242 |
|
✗ |
internal::computeDualConeProjection(cones, rhs, tmp); |
| 243 |
|
✗ |
tmp -= rhs; |
| 244 |
|
|
|
| 245 |
|
✗ |
dual_feasibility_ncp = tmp.template lpNorm<Eigen::Infinity>(); |
| 246 |
|
|
|
| 247 |
|
✗ |
stats.primal_feasibility.push_back(primal_feasibility); |
| 248 |
|
✗ |
stats.dual_feasibility.push_back(dual_feasibility); |
| 249 |
|
✗ |
stats.dual_feasibility_ncp.push_back(dual_feasibility_ncp); |
| 250 |
|
✗ |
stats.complementarity.push_back(complementarity); |
| 251 |
|
✗ |
stats.rho.push_back(rho); |
| 252 |
|
|
} |
| 253 |
|
|
|
| 254 |
|
|
// std::cout << "primal_feasibility: " << primal_feasibility << std::endl; |
| 255 |
|
|
// std::cout << "dual_feasibility: " << dual_feasibility << std::endl; |
| 256 |
|
|
// std::cout << "complementarity: " << complementarity << std::endl; |
| 257 |
|
|
|
| 258 |
|
|
// Checking stopping residual |
| 259 |
|
✗ |
if ( |
| 260 |
|
✗ |
check_expression_if_real<Scalar, false>(complementarity <= this->absolute_precision) |
| 261 |
|
✗ |
&& check_expression_if_real<Scalar, false>(dual_feasibility <= this->absolute_precision) |
| 262 |
|
✗ |
&& check_expression_if_real<Scalar, false>(primal_feasibility <= this->absolute_precision)) |
| 263 |
|
✗ |
abs_prec_reached = true; |
| 264 |
|
|
else |
| 265 |
|
✗ |
abs_prec_reached = false; |
| 266 |
|
|
|
| 267 |
|
✗ |
const Scalar y_norm_inf = y_.template lpNorm<Eigen::Infinity>(); |
| 268 |
|
✗ |
if (check_expression_if_real<Scalar, false>( |
| 269 |
|
|
proximal_metric |
| 270 |
|
✗ |
<= this->relative_precision * math::max(y_norm_inf, y_previous_norm_inf))) |
| 271 |
|
✗ |
rel_prec_reached = true; |
| 272 |
|
|
else |
| 273 |
|
✗ |
rel_prec_reached = false; |
| 274 |
|
|
|
| 275 |
|
|
// if(abs_prec_reached || rel_prec_reached) |
| 276 |
|
✗ |
if (abs_prec_reached) |
| 277 |
|
✗ |
break; |
| 278 |
|
|
|
| 279 |
|
|
// Account for potential update of rho |
| 280 |
|
✗ |
bool update_delassus_factorization = false; |
| 281 |
|
✗ |
if (primal_feasibility > ratio_primal_dual * dual_feasibility) |
| 282 |
|
|
{ |
| 283 |
|
✗ |
rho *= rho_increment; |
| 284 |
|
|
// rho *= math::pow(cond,rho_power_factor); |
| 285 |
|
|
// rho_power += rho_power_factor; |
| 286 |
|
✗ |
update_delassus_factorization = true; |
| 287 |
|
|
} |
| 288 |
|
✗ |
else if (dual_feasibility > ratio_primal_dual * primal_feasibility) |
| 289 |
|
|
{ |
| 290 |
|
✗ |
rho /= rho_increment; |
| 291 |
|
|
// rho *= math::pow(cond,-rho_power_factor); |
| 292 |
|
|
// rho_power -= rho_power_factor; |
| 293 |
|
✗ |
update_delassus_factorization = true; |
| 294 |
|
|
} |
| 295 |
|
|
|
| 296 |
|
✗ |
if (update_delassus_factorization) |
| 297 |
|
|
{ |
| 298 |
|
✗ |
prox_value = mu_prox + tau * rho; |
| 299 |
|
✗ |
rhs = R + VectorXs::Constant(this->problem_size, prox_value); |
| 300 |
|
✗ |
delassus.updateDamping(rhs); |
| 301 |
|
✗ |
cholesky_update_count++; |
| 302 |
|
|
} |
| 303 |
|
|
|
| 304 |
|
✗ |
y_previous_norm_inf = y_norm_inf; |
| 305 |
|
|
// std::cout << "rho_power: " << rho_power << std::endl; |
| 306 |
|
|
// std::cout << "rho: " << rho << std::endl; |
| 307 |
|
|
// std::cout << "---" << std::endl; |
| 308 |
|
|
} |
| 309 |
|
|
|
| 310 |
|
|
PINOCCHIO_EIGEN_MALLOC_ALLOWED(); |
| 311 |
|
|
|
| 312 |
|
✗ |
this->absolute_residual = |
| 313 |
|
✗ |
math::max(primal_feasibility, math::max(complementarity, dual_feasibility)); |
| 314 |
|
✗ |
this->relative_residual = proximal_metric; |
| 315 |
|
✗ |
this->it = it; |
| 316 |
|
|
// std::cout << "max linalg res: " << res << std::endl; |
| 317 |
|
|
// y_sol.const_cast_derived() = y_; |
| 318 |
|
|
|
| 319 |
|
|
// Save values |
| 320 |
|
✗ |
this->rho_power = computeRhoPower(L, m, rho); |
| 321 |
|
✗ |
this->rho = rho; |
| 322 |
|
|
|
| 323 |
|
✗ |
if (stat_record) |
| 324 |
|
|
{ |
| 325 |
|
✗ |
stats.it = it; |
| 326 |
|
✗ |
stats.cholesky_update_count = cholesky_update_count; |
| 327 |
|
|
} |
| 328 |
|
|
|
| 329 |
|
|
#ifdef PINOCCHIO_WITH_HPP_FCL |
| 330 |
|
✗ |
timer.stop(); |
| 331 |
|
|
#endif // PINOCCHIO_WITH_HPP_FCL |
| 332 |
|
|
|
| 333 |
|
|
// if(abs_prec_reached || rel_prec_reached) |
| 334 |
|
✗ |
if (abs_prec_reached) |
| 335 |
|
✗ |
return true; |
| 336 |
|
|
|
| 337 |
|
✗ |
return false; |
| 338 |
|
|
} |
| 339 |
|
|
} // namespace pinocchio |
| 340 |
|
|
|
| 341 |
|
|
#endif // ifndef __pinocchio_algorithm_admm_solver_hxx__ |
| 342 |
|
|
|