GCC Code Coverage Report

Directory: ./
File: tests/hqp_solvers.cpp
Date: 2024-08-26 20:29:39
Exec Total Coverage
Lines: 96 96 100.0%
Branches: 268 524 51.1%
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1 //
2 // Copyright (c) 2017 CNRS
3 //
4 // This file is part of tsid
5 // tsid is free software: you can redistribute it
6 // and/or modify it under the terms of the GNU Lesser General Public
7 // License as published by the Free Software Foundation, either version
8 // 3 of the License, or (at your option) any later version.
9 // tsid is distributed in the hope that it will be
10 // useful, but WITHOUT ANY WARRANTY; without even the implied warranty
11 // of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
12 // General Lesser Public License for more details. You should have
13 // received a copy of the GNU Lesser General Public License along with
14 // tsid If not, see
15 // <http://www.gnu.org/licenses/>.
16 //
17
18 #include <iostream>
19
20 #include <boost/test/unit_test.hpp>
21 #include <boost/utility/binary.hpp>
22
23 #include <tsid/solvers/solver-HQP-factory.hxx>
24 #include <tsid/solvers/solver-HQP-eiquadprog.hpp>
25 #include <tsid/solvers/solver-HQP-eiquadprog-rt.hpp>
26
27 #ifdef TSID_WITH_PROXSUITE
28 #include <tsid/solvers/solver-proxqp.hpp>
29 #endif
30 #ifdef TSID_WITH_OSQP
31 #include <tsid/solvers/solver-osqp.hpp>
32 #endif
33 #ifdef TSID_QPMAD_FOUND
34 #include <tsid/solvers/solver-HQP-qpmad.hpp>
35 #endif
36
37 #include <tsid/math/utils.hpp>
38 #include <tsid/math/constraint-equality.hpp>
39 #include <tsid/math/constraint-inequality.hpp>
40 #include <tsid/math/constraint-bound.hpp>
41 #include <tsid/utils/stop-watch.hpp>
42 #include <tsid/utils/statistics.hpp>
43
44 #define CHECK_LESS_THAN(A, B) \
45 BOOST_CHECK_MESSAGE(A < B, #A << ": " << A << ">" << B)
46 #define REQUIRE_FINITE(A) BOOST_REQUIRE_MESSAGE(isFinite(A), #A << ": " << A)
47
48 BOOST_AUTO_TEST_SUITE(BOOST_TEST_MODULE)
49
50 // BOOST_AUTO_TEST_CASE ( test_eiquadprog_unconstrained)
51 //{
52 // std::cout << "test_eiquadprog_unconstrained\n";
53 // using namespace tsid;
54 // using namespace math;
55 // using namespace solvers;
56 // using namespace std;
57
58 // const unsigned int n = 5;
59 // const unsigned int m = 3;
60 // const unsigned int neq = 0;
61 // const unsigned int nin = 0;
62 // const double damping = 1e-4;
63 // SolverHQPBase * solver = SolverHQPBase::getNewSolver(SOLVER_HQP_EIQUADPROG,
64 // "solver-eiquadprog"); solver->resize(n, neq, nin);
65
66 // HQPData HQPData(2);
67 // Matrix A = Matrix::Random(m, n);
68 // Vector b = Vector::Random(m);
69 // ConstraintEquality constraint1("c1", A, b);
70 // HQPData[1].push_back(make_pair<double, ConstraintBase*>(1.0, &constraint1));
71
72 // ConstraintEquality constraint2("c2", Matrix::Identity(n,n),
73 // Vector::Zero(n)); HQPData[1].push_back(make_pair<double,
74 // ConstraintBase*>(damping, &constraint2));
75
76 // const HQPOutput & output = solver->solve(HQPData);
77 // BOOST_CHECK_MESSAGE(output.status==HQP_STATUS_OPTIMAL, "Status
78 // "+toString(output.status));
79
80 // Vector x(n);
81 // svdSolveWithDamping(A, b, x, damping);
82 // BOOST_CHECK_MESSAGE(x.isApprox(output.x, 1e-3), "Solution error:
83 // "+toString(x-output.x));
84 //}
85
86 // BOOST_AUTO_TEST_CASE ( test_eiquadprog_equality_constrained)
87 //{
88 // std::cout << "test_eiquadprog_equality_constrained\n";
89 // using namespace tsid;
90 // using namespace math;
91 // using namespace solvers;
92 // using namespace std;
93
94 // const unsigned int n = 5;
95 // const unsigned int m = 3;
96 // const unsigned int neq = 2;
97 // const unsigned int nin = 0;
98 // const double damping = 1e-4;
99 // SolverHQPBase * solver = SolverHQPBase::getNewSolver(SOLVER_HQP_EIQUADPROG,
100 // "solver-eiquadprog");
101 // solver->resize(n, neq, nin);
102
103 // HQPData HQPData(2);
104
105 // Matrix A_eq = Matrix::Random(neq, n);
106 // Vector b_eq = Vector::Random(neq);
107 // ConstraintEquality eq_constraint("eq1", A_eq, b_eq);
108 // HQPData[0].push_back(make_pair<double, ConstraintBase*>(1.0,
109 // &eq_constraint));
110
111 // Matrix A = Matrix::Random(m, n);
112 // Vector b = Vector::Random(m);
113 // ConstraintEquality constraint1("c1", A, b);
114 // HQPData[1].push_back(make_pair<double, ConstraintBase*>(1.0, &constraint1));
115
116 // ConstraintEquality constraint2("c2", Matrix::Identity(n,n),
117 // Vector::Zero(n)); HQPData[1].push_back(make_pair<double,
118 // ConstraintBase*>(damping, &constraint2));
119
120 // const HQPOutput & output = solver->solve(HQPData);
121 // BOOST_REQUIRE_MESSAGE(output.status==HQP_STATUS_OPTIMAL,
122 // "Status "+toString(output.status));
123 // BOOST_CHECK_MESSAGE(b_eq.isApprox(A_eq*output.x),
124 // "Constraint error: "+toString(b_eq-A_eq*output.x));
125 //}
126
127 // BOOST_AUTO_TEST_CASE ( test_eiquadprog_inequality_constrained)
128 //{
129 // std::cout << "test_eiquadprog_inequality_constrained\n";
130 // using namespace tsid;
131 // using namespace math;
132 // using namespace solvers;
133 // using namespace std;
134
135 // const unsigned int n = 5;
136 // const unsigned int m = 3;
137 // const unsigned int neq = 0;
138 // const unsigned int nin = 3;
139 // const double damping = 1e-5;
140 // SolverHQPBase * solver = SolverHQPBase::getNewSolver(SOLVER_HQP_EIQUADPROG,
141 // "solver-eiquadprog");
142 // solver->resize(n, neq, nin);
143
144 // HQPData HQPData(2);
145
146 // Matrix A = Matrix::Random(m, n);
147 // Vector b = Vector::Random(m);
148 // ConstraintEquality constraint1("c1", A, b);
149 // HQPData[1].push_back(make_pair<double, ConstraintBase*>(1.0, &constraint1));
150
151 // ConstraintEquality constraint2("c2", Matrix::Identity(n,n),
152 // Vector::Zero(n)); HQPData[1].push_back(make_pair<double,
153 // ConstraintBase*>(damping, &constraint2));
154
155 // Vector x(n);
156 // svdSolveWithDamping(A, b, x, damping);
157
158 // Matrix A_in = Matrix::Random(nin, n);
159 // Vector A_lb = A_in*x - Vector::Ones(nin) + Vector::Random(nin);
160 // Vector A_ub = A_in*x + Vector::Ones(nin) + Vector::Random(nin);
161 // ConstraintInequality in_constraint("in1", A_in, A_lb, A_ub);
162 // HQPData[0].push_back(make_pair<double, ConstraintBase*>(1.0,
163 // &in_constraint));
164
165 // const HQPOutput & output = solver->solve(HQPData);
166 // BOOST_REQUIRE_MESSAGE(output.status==HQP_STATUS_OPTIMAL,
167 // "Status "+toString(output.status));
168 // BOOST_CHECK_MESSAGE(((A_in*output.x).array() <= A_ub.array()).all(),
169 // "Upper bound error: "+toString(A_ub - A_in*output.x));
170 // BOOST_CHECK_MESSAGE(((A_in*output.x).array() >= A_lb.array()).all(),
171 // "Lower bound error: "+toString(A_in*output.x-A_lb));
172
173 // A_lb[0] += 2.0;
174 // in_constraint.setLowerBound(A_lb);
175 // const HQPOutput & output2 = solver->solve(HQPData);
176 // BOOST_REQUIRE_MESSAGE(output.status==HQP_STATUS_OPTIMAL,
177 // "Status "+toString(output.status));
178 // BOOST_CHECK_MESSAGE((A_in.row(0)*output.x).isApproxToConstant(A_lb[0]),
179 // "Active constraint error:
180 // "+toString(A_in.row(0)*output.x-A_lb.head<1>()));
181 //}
182
183 #define PROFILE_EIQUADPROG "Eiquadprog"
184 #define PROFILE_EIQUADPROG_RT "Eiquadprog Real Time"
185 #define PROFILE_EIQUADPROG_FAST "Eiquadprog Fast"
186 #define PROFILE_PROXQP "Proxqp"
187 #define PROFILE_OSQP "OSQP"
188 #define PROFILE_QPMAD "QPMAD"
189
190
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 4 BOOST_AUTO_TEST_CASE(test_eiquadprog_classic_vs_rt_vs_fast_vs_proxqp) {
191
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 2 std::cout << "test_eiquadprog_classic_vs_rt_vs_fast\n";
192 using namespace tsid;
193 using namespace math;
194 using namespace solvers;
195
196 2 const double EPS = 1e-8;
197 #ifdef NDEBUG
198 const unsigned int nTest = 100;
199 const unsigned int nsmooth = 50;
200 #else
201 2 const unsigned int nTest = 100;
202 2 const unsigned int nsmooth = 5;
203 #endif
204 2 const unsigned int n = 60;
205 2 const unsigned int neq = 36;
206 2 const unsigned int nin = 40;
207 2 const double damping = 1e-10;
208
209 // variance of the normal distribution used for generating initial bounds
210 2 const double NORMAL_DISTR_VAR = 10.0;
211 // each cycle the gradient is perturbed by a Gaussian random variable with
212 // this covariance
213 2 const double GRADIENT_PERTURBATION_VARIANCE = 1e-2;
214 // each cycle the Hessian is perturbed by a Gaussian random variable with this
215 // covariance
216 2 const double HESSIAN_PERTURBATION_VARIANCE = 1e-1;
217 // min margin of activation of the inequality constraints for the first QP
218 2 const double MARGIN_PERC = 1e-3;
219
220
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 2 std::cout << "Gonna perform " << nTest << " tests (smooth " << nsmooth
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 2 << " times) with " << n << " variables, " << neq << " equalities, "
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 2 << nin << " inequalities\n";
223
224 // CREATE SOLVERS
225
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 2 SolverHQPBase* solver_rt = SolverHQPFactory::createNewSolver<n, neq, nin>(
226 SOLVER_HQP_EIQUADPROG_RT, "eiquadprog_rt");
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 2 solver_rt->resize(n, neq, nin);
228
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 2 SolverHQPBase* solver_fast = SolverHQPFactory::createNewSolver(
230 SOLVER_HQP_EIQUADPROG_FAST, "eiquadprog_fast");
231
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 2 solver_fast->resize(n, neq, nin);
232
233 SolverHQPBase* solver =
234
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 2 SolverHQPFactory::createNewSolver(SOLVER_HQP_EIQUADPROG, "eiquadprog");
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 2 solver->resize(n, neq, nin);
236
237 #ifdef TSID_WITH_PROXSUITE
238 SolverHQPBase* solver_proxqp =
239 SolverHQPFactory::createNewSolver(SOLVER_HQP_PROXQP, "proxqp");
240 #endif
241
242 #ifdef TSID_WITH_OSQP
243 SolverHQPBase* solver_osqp =
244 SolverHQPFactory::createNewSolver(SOLVER_HQP_OSQP, "osqp");
245 #endif
246
247 #ifdef TSID_QPMAD_FOUND
248 SolverHQPBase* solver_qpmad =
249 SolverHQPFactory::createNewSolver(SOLVER_HQP_QPMAD, "qpmad");
250 solver_qpmad->resize(n, neq, nin);
251 #endif
252
253 // CREATE PROBLEM DATA
254
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 2 HQPData HQPData(2);
255
256
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 2 Matrix A1 = Matrix::Random(n, n);
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 2 Vector b1 = Vector::Random(n);
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 2 auto cost = std::make_shared<ConstraintEquality>("c1", A1, b1);
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 4 HQPData[1].push_back(
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 4 solvers::make_pair<double, std::shared_ptr<ConstraintBase>>(1.0, cost));
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 2 Vector x(n);
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 2 svdSolveWithDamping(A1, b1, x, damping);
264
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 2 Matrix A_in = Matrix::Random(nin, n);
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 2 Vector A_lb = Vector::Random(nin) * NORMAL_DISTR_VAR;
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 2 Vector A_ub = Vector::Random(nin) * NORMAL_DISTR_VAR;
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 2 Vector constrVal = A_in * x;
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 82 for (unsigned int i = 0; i < nin; i++) {
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 80 if (constrVal[i] > A_ub[i]) {
271 // std::cout<<"Inequality constraint "<<i<<" active at first
272 // iteration. UB="<<A_ub[i]<<", value="<<constrVal[i]<<endl;
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 40 A_ub[i] = constrVal[i] + MARGIN_PERC * fabs(constrVal[i]);
274 }
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 80 if (constrVal[i] < A_lb[i]) {
276 // std::cout<<"Inequality constraint "<<i<<" active at first
277 // iteration. LB="<<A_lb[i]<<", value="<<constrVal[i]<<endl;
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 36 A_lb[i] = constrVal[i] - MARGIN_PERC * fabs(constrVal[i]);
279 }
280 }
281 auto in_constraint =
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 2 std::make_shared<ConstraintInequality>("in1", A_in, A_lb, A_ub);
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 4 HQPData[0].push_back(
284 4 solvers::make_pair<double, std::shared_ptr<ConstraintBase>>(
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 4 1.0, in_constraint));
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 2 Matrix A_eq = Matrix::Random(neq, n);
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 2 Vector b_eq = A_eq * x;
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 2 auto eq_constraint = std::make_shared<ConstraintEquality>("eq1", A_eq, b_eq);
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 4 HQPData[0].push_back(
291 4 solvers::make_pair<double, std::shared_ptr<ConstraintBase>>(
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 4 1.0, eq_constraint));
293
294 // Prepare random data to perturb initial QP
295
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 2 std::vector<Vector> gradientPerturbations(nTest);
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 2 std::vector<Matrix> hessianPerturbations(nTest);
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 202 for (unsigned int i = 0; i < nTest; i++) {
298 200 gradientPerturbations[i] =
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 400 Vector::Random(n) * GRADIENT_PERTURBATION_VARIANCE;
300 200 hessianPerturbations[i] =
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 400 Matrix::Random(n, n) * HESSIAN_PERTURBATION_VARIANCE;
302 }
303
304 // START COMPUTING
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 202 for (unsigned int i = 0; i < nTest; i++) {
306 if (true || i == 0) {
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 200 cost->matrix() += hessianPerturbations[i];
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 200 cost->vector() += gradientPerturbations[i];
309 }
310 // First run to init outputs
311
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 200 getProfiler().start(PROFILE_EIQUADPROG_FAST);
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 200 const HQPOutput& output_fast = solver_fast->solve(HQPData);
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 200 getProfiler().stop(PROFILE_EIQUADPROG_FAST);
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 200 getProfiler().start(PROFILE_EIQUADPROG_RT);
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 200 const HQPOutput& output_rt = solver_rt->solve(HQPData);
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 200 getProfiler().stop(PROFILE_EIQUADPROG_RT);
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 200 getProfiler().start(PROFILE_EIQUADPROG);
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 200 const HQPOutput& output = solver->solve(HQPData);
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 200 getProfiler().stop(PROFILE_EIQUADPROG);
322
323 #ifdef TSID_WITH_PROXSUITE
324 getProfiler().start(PROFILE_PROXQP);
325 const HQPOutput& output_proxqp = solver_proxqp->solve(HQPData);
326 getProfiler().stop(PROFILE_PROXQP);
327 #endif
328
329 #ifdef TSID_WITH_OSQP
330 getProfiler().start(PROFILE_OSQP);
331 const HQPOutput& output_osqp = solver_osqp->solve(HQPData);
332 getProfiler().stop(PROFILE_OSQP);
333 #endif
334
335 #ifdef TSID_QPMAD_FOUND
336 getProfiler().start(PROFILE_QPMAD);
337 const HQPOutput& output_qpmad = solver_qpmad->solve(HQPData);
338 getProfiler().stop(PROFILE_QPMAD);
339 #endif
340 // Loop to smooth variance for each problem
341
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 1200 for (unsigned int j = 0; j < nsmooth; j++) {
342
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 1000 getProfiler().start(PROFILE_EIQUADPROG_FAST);
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 1000 (void)solver_fast->solve(HQPData);
344
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 1000 getProfiler().stop(PROFILE_EIQUADPROG_FAST);
345
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 1000 getProfiler().start(PROFILE_EIQUADPROG_RT);
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 1000 (void)solver_rt->solve(HQPData);
348
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 1000 getProfiler().stop(PROFILE_EIQUADPROG_RT);
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350
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 1000 getProfiler().start(PROFILE_EIQUADPROG);
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 1000 (void)solver->solve(HQPData);
352
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 1000 getProfiler().stop(PROFILE_EIQUADPROG);
353
354 #ifdef TSID_WITH_PROXSUITE
355 getProfiler().start(PROFILE_PROXQP);
356 (void)solver_proxqp->solve(HQPData);
357 getProfiler().stop(PROFILE_PROXQP);
358 #endif
359
360 #ifdef TSID_WITH_OSQP
361 getProfiler().start(PROFILE_OSQP);
362 (void)solver_osqp->solve(HQPData);
363 getProfiler().stop(PROFILE_OSQP);
364 #endif
365
366 #ifdef TSID_QPMAD_FOUND
367 getProfiler().start(PROFILE_QPMAD);
368 (void)solver_qpmad->solve(HQPData);
369 getProfiler().stop(PROFILE_QPMAD);
370 #endif
371 }
372
373
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 400 getStatistics().store("active inequalities",
374 200 (double)output_rt.activeSet.size());
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 200 getStatistics().store("solver iterations", output_rt.iterations);
376
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 200 BOOST_REQUIRE_MESSAGE(
378 output.status == output_rt.status,
379 "Status " + SolverHQPBase::HQP_status_string[output.status] +
380 " Status RT " + SolverHQPBase::HQP_status_string[output_rt.status]);
381
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 200 BOOST_REQUIRE_MESSAGE(
382 output.status == output_fast.status,
383 "Status " + SolverHQPBase::HQP_status_string[output.status] +
384 " Status FAST " +
385 SolverHQPBase::HQP_status_string[output_fast.status]);
386
387 #ifdef TSID_WITH_PROXSUITE
388 BOOST_REQUIRE_MESSAGE(
389 output.status == output_proxqp.status,
390 "Status " + SolverHQPBase::HQP_status_string[output.status] +
391 " Status Proxqp " +
392 SolverHQPBase::HQP_status_string[output_proxqp.status]);
393 #endif
394 #ifdef TSID_WITH_OSQP
395 BOOST_REQUIRE_MESSAGE(
396 output.status == output_osqp.status,
397 "Status " + SolverHQPBase::HQP_status_string[output.status] +
398 " Status Proxqp " +
399 SolverHQPBase::HQP_status_string[output_osqp.status]);
400 #endif
401
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 200 if (output.status == HQP_STATUS_OPTIMAL) {
403
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 200 CHECK_LESS_THAN((A_eq * output.x - b_eq).norm(), EPS);
404
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 200 BOOST_CHECK_MESSAGE(
406 ((A_in * output.x).array() <= A_ub.array() + EPS).all(),
407 "Lower bounds violated: " +
408 toString((A_ub - A_in * output.x).transpose()));
409
410
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 200 BOOST_CHECK_MESSAGE(
411 ((A_in * output.x).array() >= A_lb.array() - EPS).all(),
412 "Upper bounds violated: " +
413 toString((A_in * output.x - A_lb).transpose()));
414
415
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 200 BOOST_CHECK_MESSAGE(
416 output.x.isApprox(output_rt.x, EPS),
417 // "Sol "+toString(output.x.transpose())+
418 // "\nSol RT
419 // "+toString(output_rt.x.transpose())+
420 "\nDiff RT: " + toString((output.x - output_rt.x).norm()));
421
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 200 BOOST_CHECK_MESSAGE(
423 output_rt.x.isApprox(output_fast.x, EPS),
424 // "Sol RT"+toString(output_rt.x.transpose())+
425 // "\nSol FAST
426 // "+toString(output_fast.x.transpose())+
427 "\nDiff FAST: " + toString((output_rt.x - output_fast.x).norm()));
428
429 #ifdef TSID_WITH_PROXSUITE
430 BOOST_CHECK_MESSAGE(
431 output.x.isApprox(output_proxqp.x, 1e-4),
432 "\nDiff PROXQP: " + toString((output.x - output_proxqp.x).norm()));
433 #endif
434 #ifdef TSID_WITH_OSQP
435 BOOST_CHECK_MESSAGE(
436 output.x.isApprox(output_osqp.x, 1e-4),
437 "\nDiff OSQP: " + toString((output.x - output_osqp.x).norm()));
438 #endif
439
440 #ifdef TSID_QPMAD_FOUND
441 BOOST_CHECK_MESSAGE(
442 output.x.isApprox(output_qpmad.x, EPS),
443 "\nDiff QPMAD: " + toString((output.x - output_qpmad.x).norm()));
444 #endif
445 }
446 }
447
448
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 2 std::cout << "\n### TEST FINISHED ###\n";
449
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 2 getProfiler().report_all(3, std::cout);
450
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 2 getStatistics().report_all(1, std::cout);
451
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 2 delete solver;
453
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454
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 2 delete solver_fast;
455
456 #ifdef TSID_WITH_PROXSUITE
457 delete solver_proxqp;
458 #endif
459
460 #ifdef TSID_WITH_OSQP
461 delete solver_osqp;
462 #endif
463 2 }
464
465 BOOST_AUTO_TEST_SUITE_END()
466