1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221
|
/****************************************************************************
*
* ViSP, open source Visual Servoing Platform software.
* Copyright (C) 2005 - 2023 by Inria. All rights reserved.
*
* This software is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
* See the file LICENSE.txt at the root directory of this source
* distribution for additional information about the GNU GPL.
*
* For using ViSP with software that can not be combined with the GNU
* GPL, please contact Inria about acquiring a ViSP Professional
* Edition License.
*
* See https://visp.inria.fr for more information.
*
* This software was developed at:
* Inria Rennes - Bretagne Atlantique
* Campus Universitaire de Beaulieu
* 35042 Rennes Cedex
* France
*
* If you have questions regarding the use of this file, please contact
* Inria at visp@inria.fr
*
* This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
* WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
*
* Description:
* Example of sequential calls to QP solver with constant equality constraint
*
*****************************************************************************/
/*!
\file quadprog_eq.cpp
\brief Example of sequential calls to QP solver with constant equality constraint
*/
/*!
\example quadprog_eq.cpp
Example of sequential calls to QP solver with constant equality constraint
*/
#include <iostream>
#include <visp3/core/vpConfig.h>
#if (VISP_CXX_STANDARD >= VISP_CXX_STANDARD_11) && defined(VISP_HAVE_LAPACK)
#include "qp_plot.h"
#include <visp3/core/vpQuadProg.h>
#include <visp3/core/vpTime.h>
int main(int argc, char **argv)
{
const int n = 20; // x dim
const int m = 10; // equality m < n
const int p = 30; // inequality
const int o = 16; // cost function
#ifdef VISP_HAVE_DISPLAY
bool opt_display = true;
bool opt_click_allowed = true;
#endif
for (int i = 0; i < argc; i++) {
#ifdef VISP_HAVE_DISPLAY
if (std::string(argv[i]) == "-d")
opt_display = false;
else if (std::string(argv[i]) == "-c")
opt_click_allowed = false;
else
#endif
if (std::string(argv[i]) == "-h") {
std::cout << "\nUsage: " << argv[0] << " [-d] [-c] [-h] [--help]" << std::endl;
std::cout << "\nOptions: \n"
#ifdef VISP_HAVE_DISPLAY
" -d \n"
" Disable the image display. This can be useful \n"
" for automatic tests using crontab under Unix or \n"
" using the task manager under Windows.\n"
"\n"
" -c \n"
" Disable the mouse click. Useful to automate the \n"
" execution of this program without human intervention.\n"
"\n"
#endif
" -h, --help\n"
" Print the help.\n"
<< std::endl;
return EXIT_SUCCESS;
}
}
std::srand((long)vpTime::measureTimeMs());
vpMatrix A, Q, C;
vpColVector b, d, r;
A = randM(m, n) * 5;
b = randV(m) * 5;
Q = randM(o, n) * 5;
r = randV(o) * 5;
C = randM(p, n) * 5;
// make sure Cx <= d has a solution within Ax = b
vpColVector x = A.solveBySVD(b);
d = C * x;
for (int i = 0; i < p; ++i)
d[i] += (5. * rand()) / RAND_MAX;
// solver with stored equality and warm start
vpQuadProg qp_WS;
qp_WS.setEqualityConstraint(A, b);
vpQuadProg qp_ineq_WS;
qp_ineq_WS.setEqualityConstraint(A, b);
// timing
int total = 100;
double t_WS(0), t_noWS(0), t_ineq_WS(0), t_ineq_noWS(0);
const double eps = 1e-2;
#ifdef VISP_HAVE_DISPLAY
QPlot *plot = NULL;
if (opt_display)
plot = new QPlot(2, total,
{ "only equalities", "pre-solving", "equalities + inequalities", "pre-solving / warm start" });
#endif
for (int k = 0; k < total; ++k) {
// small change on QP data (A and b are constant)
Q += eps * randM(o, n);
r += eps * randV(o);
C += eps * randM(p, n);
d += eps * randV(p);
// solve only equalities
// without warm start
x = 0;
double t = vpTime::measureTimeMs();
vpQuadProg::solveQPe(Q, r, A, b, x);
t_noWS += vpTime::measureTimeMs() - t;
#ifdef VISP_HAVE_DISPLAY
if (opt_display)
plot->plot(0, 0, k, t);
#endif
// with pre-solved Ax = b
x = 0;
t = vpTime::measureTimeMs();
qp_WS.solveQPe(Q, r, x);
t_WS += vpTime::measureTimeMs() - t;
#ifdef VISP_HAVE_DISPLAY
if (opt_display)
plot->plot(0, 1, k, t);
#endif
// with inequalities
// without warm start
x = 0;
vpQuadProg qp;
t = vpTime::measureTimeMs();
qp.solveQP(Q, r, A, b, C, d, x);
t_ineq_noWS += vpTime::measureTimeMs() - t;
#ifdef VISP_HAVE_DISPLAY
if (opt_display)
plot->plot(1, 0, k, t);
#endif
// with warm start + pre-solving
x = 0;
t = vpTime::measureTimeMs();
qp_ineq_WS.solveQPi(Q, r, C, d, x, true);
t_ineq_WS += vpTime::measureTimeMs() - t;
#ifdef VISP_HAVE_DISPLAY
if (opt_display)
plot->plot(1, 1, k, t);
#endif
}
std::cout.precision(3);
std::cout << "With only equality constraints\n";
std::cout << " pre-solving: t = " << t_WS << " ms (for 1 QP = " << t_WS / total << " ms)\n";
std::cout << " no pre-solving: t = " << t_noWS << " ms (for 1 QP = " << t_noWS / total << " ms)\n\n";
std::cout << "With inequality constraints\n";
std::cout << " Warm start: t = " << t_ineq_WS << " ms (for 1 QP = " << t_ineq_WS / total << " ms)\n";
std::cout << " No warm start: t = " << t_ineq_noWS << " ms (for 1 QP = " << t_ineq_noWS / total << " ms)"
<< std::endl;
#ifdef VISP_HAVE_DISPLAY
if (opt_display) {
if (opt_click_allowed) {
std::cout << "Click in the graph to exit..." << std::endl;
plot->wait();
}
delete plot;
}
#endif
}
#elif !(VISP_CXX_STANDARD >= VISP_CXX_STANDARD_11)
int main()
{
std::cout << "You did not build ViSP with c++11 or higher compiler flag" << std::endl;
std::cout << "Tip:" << std::endl;
std::cout << "- Configure ViSP again using cmake -DUSE_CXX_STANDARD=11, and build again this example" << std::endl;
return EXIT_SUCCESS;
}
#else
int main()
{
std::cout << "You did not build ViSP with Lapack support" << std::endl;
return EXIT_SUCCESS;
}
#endif
|