release/4.3a0
Duy-Nguyen Ta 2016-06-16 10:48:17 -04:00
parent 6d04d1e944
commit 6d9ad2d4eb
1 changed files with 94 additions and 71 deletions

View File

@ -48,11 +48,16 @@ static const Vector kOne = Vector::Ones(1), kZero = Vector::Zero(1);
LP simpleLP1() {
LP lp;
lp.cost = LinearCost(1, Vector2(-1., -1.)); // min -x1-x2 (max x1+x2)
lp.inequalities.push_back(LinearInequality(1, Vector2(-1, 0), 0, 1)); // x1 >= 0
lp.inequalities.push_back(LinearInequality(1, Vector2(0, -1), 0, 2)); // x2 >= 0
lp.inequalities.push_back(LinearInequality(1, Vector2(1, 2), 4, 3)); // x1 + 2*x2 <= 4
lp.inequalities.push_back(LinearInequality(1, Vector2(4, 2), 12, 4)); // 4x1 + 2x2 <= 12
lp.inequalities.push_back(LinearInequality(1, Vector2(-1, 1), 1, 5)); // -x1 + x2 <= 1
lp.inequalities.push_back(
LinearInequality(1, Vector2(-1, 0), 0, 1)); // x1 >= 0
lp.inequalities.push_back(
LinearInequality(1, Vector2(0, -1), 0, 2)); // x2 >= 0
lp.inequalities.push_back(
LinearInequality(1, Vector2(1, 2), 4, 3)); // x1 + 2*x2 <= 4
lp.inequalities.push_back(
LinearInequality(1, Vector2(4, 2), 12, 4)); // 4x1 + 2x2 <= 12
lp.inequalities.push_back(
LinearInequality(1, Vector2(-1, 1), 1, 5)); // -x1 + x2 <= 1
return lp;
}
@ -62,11 +67,16 @@ namespace gtsam {
TEST(LPInitSolver, infinite_loop_single_var) {
LP initchecker;
initchecker.cost = LinearCost(1, Vector3(0, 0, 1)); // min alpha
initchecker.inequalities.push_back(LinearInequality(1, Vector3(-2,-1,-1),-2,1));//-2x-y-alpha <= -2
initchecker.inequalities.push_back(LinearInequality(1, Vector3(-1,2,-1), 6, 2));// -x+2y-alpha <= 6
initchecker.inequalities.push_back(LinearInequality(1, Vector3(-1,0,-1), 0,3));// -x - alpha <= 0
initchecker.inequalities.push_back(LinearInequality(1, Vector3(1,0,-1), 20, 4));//x - alpha <= 20
initchecker.inequalities.push_back(LinearInequality(1, Vector3(0,-1,-1),0, 5));// -y - alpha <= 0
initchecker.inequalities.push_back(
LinearInequality(1, Vector3(-2, -1, -1), -2, 1)); //-2x-y-alpha <= -2
initchecker.inequalities.push_back(
LinearInequality(1, Vector3(-1, 2, -1), 6, 2)); // -x+2y-alpha <= 6
initchecker.inequalities.push_back(
LinearInequality(1, Vector3(-1, 0, -1), 0, 3)); // -x - alpha <= 0
initchecker.inequalities.push_back(
LinearInequality(1, Vector3(1, 0, -1), 20, 4)); // x - alpha <= 20
initchecker.inequalities.push_back(
LinearInequality(1, Vector3(0, -1, -1), 0, 5)); // -y - alpha <= 0
LPSolver solver(initchecker);
VectorValues starter;
starter.insert(1, Vector3(0, 0, 2));
@ -84,12 +94,17 @@ TEST(LPInitSolver, infinite_loop_multi_var) {
Key Z = symbol('Z', 1);
initchecker.cost = LinearCost(Z, kOne); // min alpha
initchecker.inequalities.push_back(
LinearInequality(X, -2.0 * kOne, Y, -1.0 * kOne, Z, -1.0 * kOne, -2, 1));//-2x-y-alpha <= -2
LinearInequality(X, -2.0 * kOne, Y, -1.0 * kOne, Z, -1.0 * kOne, -2,
1)); //-2x-y-alpha <= -2
initchecker.inequalities.push_back(
LinearInequality(X, -1.0 * kOne, Y, 2.0 * kOne, Z, -1.0 * kOne, 6, 2));// -x+2y-alpha <= 6
initchecker.inequalities.push_back(LinearInequality(X, -1.0 * kOne, Z, -1.0 * kOne, 0, 3));// -x - alpha <= 0
initchecker.inequalities.push_back(LinearInequality(X, 1.0 * kOne, Z, -1.0 * kOne, 20, 4));//x - alpha <= 20
initchecker.inequalities.push_back(LinearInequality(Y, -1.0 * kOne, Z, -1.0 * kOne, 0, 5));// -y - alpha <= 0
LinearInequality(X, -1.0 * kOne, Y, 2.0 * kOne, Z, -1.0 * kOne, 6,
2)); // -x+2y-alpha <= 6
initchecker.inequalities.push_back(LinearInequality(
X, -1.0 * kOne, Z, -1.0 * kOne, 0, 3)); // -x - alpha <= 0
initchecker.inequalities.push_back(LinearInequality(
X, 1.0 * kOne, Z, -1.0 * kOne, 20, 4)); // x - alpha <= 20
initchecker.inequalities.push_back(LinearInequality(
Y, -1.0 * kOne, Z, -1.0 * kOne, 0, 5)); // -y - alpha <= 0
LPSolver solver(initchecker);
VectorValues starter;
starter.insert(X, kZero);
@ -108,7 +123,8 @@ TEST(LPInitSolver, initialization) {
LP lp = simpleLP1();
LPInitSolver initSolver(lp);
GaussianFactorGraph::shared_ptr initOfInitGraph = initSolver.buildInitOfInitGraph();
GaussianFactorGraph::shared_ptr initOfInitGraph =
initSolver.buildInitOfInitGraph();
VectorValues x0 = initOfInitGraph->optimize();
VectorValues expected_x0;
expected_x0.insert(1, Vector::Zero(2));
@ -122,16 +138,19 @@ TEST(LPInitSolver, initialization) {
LP::shared_ptr initLP = initSolver.buildInitialLP(yKey);
LP expectedInitLP;
expectedInitLP.cost = LinearCost(yKey, kOne);
expectedInitLP.inequalities.push_back(LinearInequality(
1, Vector2(-1, 0), 2, Vector::Constant(1, -1), 0, 1)); // -x1 - y <= 0
expectedInitLP.inequalities.push_back(LinearInequality(
1, Vector2(0, -1), 2, Vector::Constant(1, -1), 0, 2)); // -x2 - y <= 0
expectedInitLP.inequalities.push_back(
LinearInequality(1, Vector2( -1, 0), 2, Vector::Constant(1, -1), 0, 1)); // -x1 - y <= 0
LinearInequality(1, Vector2(1, 2), 2, Vector::Constant(1, -1), 4,
3)); // x1 + 2*x2 - y <= 4
expectedInitLP.inequalities.push_back(
LinearInequality(1, Vector2( 0, -1), 2, Vector::Constant(1, -1), 0, 2));// -x2 - y <= 0
LinearInequality(1, Vector2(4, 2), 2, Vector::Constant(1, -1), 12,
4)); // 4x1 + 2x2 - y <= 12
expectedInitLP.inequalities.push_back(
LinearInequality(1, Vector2( 1, 2), 2, Vector::Constant(1, -1), 4, 3));// x1 + 2*x2 - y <= 4
expectedInitLP.inequalities.push_back(
LinearInequality(1, Vector2( 4, 2), 2, Vector::Constant(1, -1), 12, 4));// 4x1 + 2x2 - y <= 12
expectedInitLP.inequalities.push_back(
LinearInequality(1, Vector2( -1, 1), 2, Vector::Constant(1, -1), 1, 5));// -x1 + x2 - y <= 1
LinearInequality(1, Vector2(-1, 1), 2, Vector::Constant(1, -1), 1,
5)); // -x1 + x2 - y <= 1
CHECK(assert_equal(expectedInitLP, *initLP, 1e-10));
LPSolver lpSolveInit(*initLP);
VectorValues xy0(x0);
@ -163,17 +182,22 @@ JacobianFactor factor(1, A1, 2, A2, b, noiseModel::Constrained::All(3));
graph.push_back(factor);
VectorValues x = graph.optimize();
// This check confirms that gtsam linear constraint solver can't handle over-constrained system
// This check confirms that gtsam linear constraint solver can't handle
// over-constrained system
CHECK(factor.error(x) != 0.0);
}
TEST(LPSolver, overConstrainedLinearSystem2) {
GaussianFactorGraph graph;
graph.push_back(JacobianFactor(1, I_1x1, 2, I_1x1, kOne, noiseModel::Constrained::All(1)));
graph.push_back(JacobianFactor(1, I_1x1, 2, -I_1x1, 5*kOne, noiseModel::Constrained::All(1)));
graph.push_back(JacobianFactor(1, I_1x1, 2, 2*I_1x1, 6*kOne, noiseModel::Constrained::All(1)));
graph.push_back(JacobianFactor(1, I_1x1, 2, I_1x1, kOne,
noiseModel::Constrained::All(1)));
graph.push_back(JacobianFactor(1, I_1x1, 2, -I_1x1, 5 * kOne,
noiseModel::Constrained::All(1)));
graph.push_back(JacobianFactor(1, I_1x1, 2, 2 * I_1x1, 6 * kOne,
noiseModel::Constrained::All(1)));
VectorValues x = graph.optimize();
// This check confirms that gtsam linear constraint solver can't handle over-constrained system
// This check confirms that gtsam linear constraint solver can't handle
// over-constrained system
CHECK(graph.error(x) != 0.0);
}
@ -184,6 +208,8 @@ LPSolver lpSolver(lp);
VectorValues init;
init.insert(1, Vector::Zero(2));
VectorValues x1 =
lpSolver.buildWorkingGraph(InequalityFactorGraph(), init).optimize();
VectorValues expected_x1;
expected_x1.insert(1, Vector::Ones(2));
CHECK(assert_equal(expected_x1, x1, 1e-10));
@ -193,8 +219,6 @@ boost::tie(result, duals) = lpSolver.optimize(init);
VectorValues expectedResult;
expectedResult.insert(1, Vector2(8. / 3., 2. / 3.));
CHECK(assert_equal(expectedResult, result, 1e-10));
VectorValues x1 =
lpSolver.buildWorkingGraph(InequalityFactorGraph(), init).optimize();
}
/* ************************************************************************* */
@ -229,4 +253,3 @@ TestResult tr;
return TestRegistry::runAllTests(tr);
}
/* ************************************************************************* */