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// |
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// Copyright (c) 2017 CNRS |
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// |
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// This file is part of tsid |
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// tsid is free software: you can redistribute it |
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// and/or modify it under the terms of the GNU Lesser General Public |
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// License as published by the Free Software Foundation, either version |
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// 3 of the License, or (at your option) any later version. |
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// tsid is distributed in the hope that it will be |
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// useful, but WITHOUT ANY WARRANTY; without even the implied warranty |
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// of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
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// General Lesser Public License for more details. You should have |
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// received a copy of the GNU Lesser General Public License along with |
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// tsid If not, see |
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// <http://www.gnu.org/licenses/>. |
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// |
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#include "tsid/solvers/solver-HQP-eiquadprog-fast.hpp" |
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#include "tsid/math/utils.hpp" |
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#include "eiquadprog/eiquadprog-fast.hpp" |
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#include "tsid/utils/stop-watch.hpp" |
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// #define PROFILE_EIQUADPROG_FAST |
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using namespace eiquadprog::solvers; |
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namespace tsid { |
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namespace solvers { |
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using namespace math; |
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SolverHQuadProgFast::SolverHQuadProgFast(const std::string& name) |
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: SolverHQPBase(name), |
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m_hessian_regularization(DEFAULT_HESSIAN_REGULARIZATION) { |
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m_n = 0; |
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m_neq = 0; |
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m_nin = 0; |
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} |
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void SolverHQuadProgFast::sendMsg(const std::string& s) { |
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std::cout << "[SolverHQuadProgFast." << m_name << "] " << s << std::endl; |
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} |
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void SolverHQuadProgFast::resize(unsigned int n, unsigned int neq, |
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unsigned int nin) { |
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const bool resizeVar = n != m_n; |
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const bool resizeEq = (resizeVar || neq != m_neq); |
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const bool resizeIn = (resizeVar || nin != m_nin); |
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if (resizeEq) { |
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#ifndef NDEBUG |
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sendMsg("Resizing equality constraints from " + toString(m_neq) + " to " + |
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toString(neq)); |
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#endif |
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m_qpData.CE.resize(neq, n); |
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m_qpData.ce0.resize(neq); |
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} |
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if (resizeIn) { |
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#ifndef NDEBUG |
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sendMsg("Resizing inequality constraints from " + toString(m_nin) + " to " + |
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toString(nin)); |
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#endif |
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m_qpData.CI.resize(2 * nin, n); |
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m_qpData.ci0.resize(2 * nin); |
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} |
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if (resizeVar) { |
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#ifndef NDEBUG |
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sendMsg("Resizing Hessian from " + toString(m_n) + " to " + toString(n)); |
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#endif |
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m_qpData.H.resize(n, n); |
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m_qpData.g.resize(n); |
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m_output.x.resize(n); |
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} |
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if (resizeVar || resizeIn || resizeEq) { |
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m_solver.reset(n, neq, nin * 2); |
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m_output.resize(n, neq, 2 * nin); |
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} |
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m_n = n; |
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m_neq = neq; |
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m_nin = nin; |
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} |
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void SolverHQuadProgFast::retrieveQPData(const HQPData& problemData, |
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const bool hessianRegularization) { |
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if (problemData.size() > 2) { |
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PINOCCHIO_CHECK_INPUT_ARGUMENT( |
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false, "Solver not implemented for more than 2 hierarchical levels."); |
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} |
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// Compute the constraint matrix sizes |
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unsigned int neq = 0, nin = 0; |
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const ConstraintLevel& cl0 = problemData[0]; |
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if (cl0.size() > 0) { |
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const unsigned int n = cl0[0].second->cols(); |
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for (ConstraintLevel::const_iterator it = cl0.begin(); it != cl0.end(); |
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it++) { |
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auto constr = it->second; |
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assert(n == constr->cols()); |
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if (constr->isEquality()) |
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neq += constr->rows(); |
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else |
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nin += constr->rows(); |
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} |
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// If necessary, resize the constraint matrices |
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resize(n, neq, nin); |
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unsigned int i_eq = 0, i_in = 0; |
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for (ConstraintLevel::const_iterator it = cl0.begin(); it != cl0.end(); |
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it++) { |
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auto constr = it->second; |
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if (constr->isEquality()) { |
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m_qpData.CE.middleRows(i_eq, constr->rows()) = constr->matrix(); |
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m_qpData.ce0.segment(i_eq, constr->rows()) = -constr->vector(); |
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i_eq += constr->rows(); |
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} else if (constr->isInequality()) { |
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m_qpData.CI.middleRows(i_in, constr->rows()) = constr->matrix(); |
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m_qpData.ci0.segment(i_in, constr->rows()) = -constr->lowerBound(); |
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i_in += constr->rows(); |
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m_qpData.CI.middleRows(i_in, constr->rows()) = -constr->matrix(); |
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m_qpData.ci0.segment(i_in, constr->rows()) = constr->upperBound(); |
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i_in += constr->rows(); |
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} else if (constr->isBound()) { |
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m_qpData.CI.middleRows(i_in, constr->rows()).setIdentity(); |
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m_qpData.ci0.segment(i_in, constr->rows()) = -constr->lowerBound(); |
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i_in += constr->rows(); |
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m_qpData.CI.middleRows(i_in, constr->rows()) = |
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-Matrix::Identity(m_n, m_n); |
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m_qpData.ci0.segment(i_in, constr->rows()) = constr->upperBound(); |
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i_in += constr->rows(); |
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} |
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} |
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} else |
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resize(m_n, neq, nin); |
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EIGEN_MALLOC_NOT_ALLOWED; |
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// Compute the cost |
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if (problemData.size() > 1) { |
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const ConstraintLevel& cl1 = problemData[1]; |
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m_qpData.H.setZero(); |
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m_qpData.g.setZero(); |
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for (ConstraintLevel::const_iterator it = cl1.begin(); it != cl1.end(); |
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it++) { |
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const double& w = it->first; |
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auto constr = it->second; |
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if (!constr->isEquality()) |
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PINOCCHIO_CHECK_INPUT_ARGUMENT( |
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false, "Inequalities in the cost function are not implemented yet"); |
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EIGEN_MALLOC_ALLOWED; |
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m_qpData.H.noalias() += |
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w * constr->matrix().transpose() * constr->matrix(); |
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EIGEN_MALLOC_NOT_ALLOWED; |
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m_qpData.g.noalias() -= |
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w * constr->matrix().transpose() * constr->vector(); |
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} |
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if (hessianRegularization) { |
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double m_hessian_regularization(DEFAULT_HESSIAN_REGULARIZATION); |
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m_qpData.H.diagonal().array() += m_hessian_regularization; |
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} |
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} |
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} |
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const HQPOutput& SolverHQuadProgFast::solve(const HQPData& problemData) { |
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SolverHQuadProgFast::retrieveQPData(problemData); |
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START_PROFILER_EIQUADPROG_FAST(PROFILE_EIQUADPROG_SOLUTION); |
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// min 0.5 * x G x + g0 x |
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// s.t. |
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// CE x + ce0 = 0 |
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// CI x + ci0 >= 0 |
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EIGEN_MALLOC_ALLOWED |
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eiquadprog::solvers::EiquadprogFast_status status = |
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m_solver.solve_quadprog(m_qpData.H, m_qpData.g, m_qpData.CE, m_qpData.ce0, |
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m_qpData.CI, m_qpData.ci0, m_output.x); |
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STOP_PROFILER_EIQUADPROG_FAST(PROFILE_EIQUADPROG_SOLUTION); |
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if (status == EIQUADPROG_FAST_OPTIMAL) { |
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m_output.status = HQP_STATUS_OPTIMAL; |
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m_output.lambda = m_solver.getLagrangeMultipliers(); |
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m_output.iterations = m_solver.getIteratios(); |
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// m_output.activeSet = |
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// m_solver.getActiveSet().tail(2*m_nin).head(m_solver.getActiveSetSize()-m_neq); |
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m_output.activeSet = m_solver.getActiveSet().segment( |
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m_neq, m_solver.getActiveSetSize() - m_neq); |
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#ifndef NDEBUG |
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const Vector& x = m_output.x; |
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const ConstraintLevel& cl0 = problemData[0]; |
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if (cl0.size() > 0) { |
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for (ConstraintLevel::const_iterator it = cl0.begin(); it != cl0.end(); |
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it++) { |
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auto constr = it->second; |
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if (constr->checkConstraint(x) == false) { |
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// m_output.status = HQP_STATUS_ERROR; |
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if (constr->isEquality()) { |
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sendMsg("Equality " + constr->name() + " violated: " + |
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toString((constr->matrix() * x - constr->vector()).norm())); |
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} else if (constr->isInequality()) { |
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sendMsg( |
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"Inequality " + constr->name() + " violated: " + |
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toString( |
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(constr->matrix() * x - constr->lowerBound()).minCoeff()) + |
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"\n" + |
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toString( |
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(constr->upperBound() - constr->matrix() * x).minCoeff())); |
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} else if (constr->isBound()) { |
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sendMsg("Bound " + constr->name() + " violated: " + |
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toString((x - constr->lowerBound()).minCoeff()) + "\n" + |
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toString((constr->upperBound() - x).minCoeff())); |
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} |
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} |
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} |
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} |
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#endif |
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} else if (status == EIQUADPROG_FAST_UNBOUNDED) |
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m_output.status = HQP_STATUS_INFEASIBLE; |
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else if (status == EIQUADPROG_FAST_MAX_ITER_REACHED) |
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m_output.status = HQP_STATUS_MAX_ITER_REACHED; |
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else if (status == EIQUADPROG_FAST_REDUNDANT_EQUALITIES) |
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m_output.status = HQP_STATUS_ERROR; |
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return m_output; |
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} |
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double SolverHQuadProgFast::getObjectiveValue() { |
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return m_solver.getObjValue(); |
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} |
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bool SolverHQuadProgFast::setMaximumIterations(unsigned int maxIter) { |
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SolverHQPBase::setMaximumIterations(maxIter); |
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return m_solver.setMaxIter(maxIter); |
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} |
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} // namespace solvers |
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} // namespace tsid |
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