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/*
* MIT No Attribution
*
* Copyright (C) 2010-2023 Joel Andersson, Joris Gillis, Moritz Diehl, KU Leuven.
*
* Permission is hereby granted, free of charge, to any person obtaining a copy of this
* software and associated documentation files (the "Software"), to deal in the Software
* without restriction, including without limitation the rights to use, copy, modify,
* merge, publish, distribute, sublicense, and/or sell copies of the Software, and to
* permit persons to whom the Software is furnished to do so.
*
* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED,
* INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A
* PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT
* HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION
* OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE
* SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.
*
*/
/**
Demonstration on how to construct a fixed-step implicit Runge-Kutta integrator
@author: Joel Andersson, KU Leuven 2013
*/
#include <casadi/casadi.hpp>
#include <iomanip>
using namespace casadi;
int main(int argc, char *argv[]) {
// End time
double tf = 10.0;
// Dimensions
int nx = 3;
int np = 1;
// Declare variables
SX x = SX::sym("x",nx); // state
SX p = SX::sym("u",np); // control
// ODE right hand side function
SX ode = vertcat((1 - x(1)*x(1))*x(0) - x(1) + p,
x(0),
x(0)*x(0) + x(1)*x(1) + p*p);
SXDict dae = {{"x", x}, {"p", p}, {"ode", ode}};
// Number of finite elements
int n = 100;
// Size of the finite elements
double h = tf/n;
// Degree of interpolating polynomial
int d = 4;
// Choose collocation points
std::vector<double> tau_root = collocation_points(d, "legendre");
tau_root.insert(tau_root.begin(), 0);
// Nonlinear solver to use
std::string solver = "newton";
if (argc>1) solver = argv[1]; // chose a different solver from command line
// Coefficients of the collocation equation
std::vector<std::vector<double> > C(d+1, std::vector<double>(d+1,0));
// Coefficients of the continuity equation
std::vector<double> D(d+1,0);
// For all collocation points
for(int j=0; j<d+1; ++j){
// Construct Lagrange polynomials to get the polynomial basis at the collocation point
Polynomial p = 1;
for(int r=0; r<d+1; ++r){
if(r!=j){
p *= Polynomial(-tau_root[r],1)/(tau_root[j]-tau_root[r]);
}
}
// Evaluate the polynomial at the final time to get the coefficients of the continuity equation
D[j] = p(1.0);
// Evaluate the time derivative of the polynomial at all collocation points to get the coefficients of the continuity equation
Polynomial dp = p.derivative();
for(int r=0; r<d+1; ++r){
C[j][r] = dp(tau_root[r]);
}
}
// Total number of variables for one finite element
MX X0 = MX::sym("X0",nx);
MX P = MX::sym("P",np);
MX V = MX::sym("V",d*nx);
// Get the state at each collocation point
std::vector<MX> X(1,X0);
for(int r=0; r<d; ++r){
X.push_back(V.nz(Slice(r*nx,(r+1)*nx)));
}
// Get the collocation equations (that define V)
Function f("f", {dae["x"], dae["p"]}, {dae["ode"]});
std::vector<MX> V_eq;
for(int j=1; j<d+1; ++j){
// Expression for the state derivative at the collocation point
MX xp_j = 0;
for(int r=0; r<d+1; ++r){
xp_j += C[r][j]*X[r];
}
// Append collocation equations
std::vector<MX> v = {X[j], P};
v = f(v);
V_eq.push_back(h*v[0] - xp_j);
}
// Root-finding function, implicitly defines V as a function of X0 and P
Function vfcn("vfcn", {V, X0, P}, {vertcat(V_eq)});
// Convert to sxfunction to decrease overhead
Function vfcn_sx = vfcn.expand("vfcn");
// Create a implicit function instance to solve the system of equations
Dict opts;
if (solver=="ipopt") {
// Use an NLP solver
opts["nlpsol"] = "ipopt";
opts["nlpsol_options"] = Dict{{"print_time", false}, {"ipopt.print_level", 0}};
solver = "nlpsol";
} else if (solver=="kinsol") {
opts["linear_solver_type"] = "user_defined";
}
Function ifcn = rootfinder("ifcn", solver, vfcn_sx, opts);
// Get an expression for the state at the end of the finite element
std::vector<MX> ifcn_arg = {MX(), X0, P};
V = ifcn(ifcn_arg).front();
X.resize(1);
for(int r=0; r<d; ++r){
X.push_back(V.nz(Slice(r*nx, (r+1)*nx)));
}
MX XF = 0;
for(int r=0; r<d+1; ++r){
XF += D[r]*X[r];
}
// Get the discrete time dynamics
Function F("F", {X0, P}, {XF});
// Do this iteratively for all finite elements
MX Xk = X0;
for(int i=0; i<n; ++i){
Xk = F(std::vector<MX>{Xk, P}).at(0);
}
// Fixed-step integrator
Function irk_integrator("irk_integrator", MXDict{{"x0", X0}, {"p", P}, {"xf", Xk}},
integrator_in(), integrator_out());
// Create a conventional integrator for reference
Function ref_integrator = integrator("ref_integrator", "cvodes", dae, 0, tf);
// Test values
std::vector<double> x0_val = {0, 1, 0};
double p_val = 0.2;
// Make sure that both integrators give consistent results
for(int integ=0; integ<2; ++integ){
Function F = integ==0 ? irk_integrator : ref_integrator;
std::cout << "-------" << std::endl;
std::cout << "Testing " << F.name() << std::endl;
std::cout << "-------" << std::endl;
// Generate a new function that calculates forward and reverse directional derivatives
Function dF = F.factory("dF", {"x0", "p", "fwd:x0", "fwd:p", "adj:xf"},
{"xf", "fwd:xf", "adj:x0", "adj:p"});
// Arguments for evaluation
std::map<std::string, DM> arg, res;
arg["x0"] = x0_val;
arg["p"] = p_val;
// Forward sensitivity analysis, first direction: seed p and x0[0]
arg["fwd_x0"] = std::vector<double>{1, 0, 0};
arg["fwd_p"] = 1;
// Adjoint sensitivity analysis, seed xf[2]
arg["adj_xf"] = std::vector<double>{0, 0, 1};
// Integrate
res = dF(arg);
// Get the nondifferentiated results
std::cout << std::setw(15) << "xf = " << res.at("xf") << std::endl;
// Get the forward sensitivities
std::cout << std::setw(15) << "d(xf)/d(p)+d(xf)/d(x0[0]) = " << res.at("fwd_xf") << std::endl;
// Get the adjoint sensitivities
std::cout << std::setw(15) << "d(xf[2])/d(x0) = " << res.at("adj_x0") << std::endl;
std::cout << std::setw(15) << "d(xf[2])/d(p) = " << res.at("adj_p") << std::endl;
}
return 0;
}
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