diff --git a/gtsam_unstable/linear/ActiveSetSolver.h b/gtsam_unstable/linear/ActiveSetSolver.h index cb7545028..b96fcb6ba 100644 --- a/gtsam_unstable/linear/ActiveSetSolver.h +++ b/gtsam_unstable/linear/ActiveSetSolver.h @@ -92,4 +92,20 @@ protected: const InequalityFactorGraph& workingSet, const VectorValues& xk, const VectorValues& p, const double& startAlpha) const; }; + +/** + * Find the max key in a problem. + * Useful to determine unique keys for additional slack variables + */ +template +Key maxKey(const PROBLEM& problem) { + Key maxKey = + *std::max_element(problem.cost.keys().begin(), problem.cost.keys().end()); + if (!problem.equalities.empty()) + maxKey = std::max(maxKey, *problem.equalities.keys().rbegin()); + if (!problem.inequalities.empty()) + maxKey = std::max(maxKey, *problem.inequalities.keys().rbegin()); + return maxKey; +} + } // namespace gtsam diff --git a/gtsam_unstable/linear/LP.h b/gtsam_unstable/linear/LP.h index 4e5866695..cb4fdc19d 100644 --- a/gtsam_unstable/linear/LP.h +++ b/gtsam_unstable/linear/LP.h @@ -16,11 +16,36 @@ namespace gtsam { using namespace std; +/// Mapping between variable's key and its corresponding dimensionality +using KeyDimMap = std::map; +/* + * Iterates through every factor in a linear graph and generates a + * mapping between every factor key and it's corresponding dimensionality. + */ +template +KeyDimMap collectKeyDim(const LinearGraph& linearGraph) { + KeyDimMap keyDimMap; + for (const typename LinearGraph::sharedFactor& factor : linearGraph) { + if (!factor) continue; + for (Key key : factor->keys()) + keyDimMap[key] = factor->getDim(factor->find(key)); + } + return keyDimMap; +} + +/** + * Data structure of a Linear Program + */ struct LP { + using shared_ptr = boost::shared_ptr; + LinearCost cost; //!< Linear cost factor EqualityFactorGraph equalities; //!< Linear equality constraints: cE(x) = 0 InequalityFactorGraph inequalities; //!< Linear inequality constraints: cI(x) <= 0 +private: + mutable KeyDimMap cachedConstrainedKeyDimMap_; //!< cached key-dim map of all variables in the constraints +public: /// check feasibility bool isFeasible(const VectorValues& x) const { return (equalities.error(x) == 0 && inequalities.error(x) == 0); @@ -40,10 +65,19 @@ struct LP { && inequalities.equals(other.inequalities); } - typedef boost::shared_ptr shared_ptr; + const KeyDimMap& constrainedKeyDimMap() const { + if (!cachedConstrainedKeyDimMap_.empty()) + return cachedConstrainedKeyDimMap_; + // Collect key-dim map of all variables in the constraints + cachedConstrainedKeyDimMap_ = collectKeyDim(equalities); + KeyDimMap keysDim2 = collectKeyDim(inequalities); + cachedConstrainedKeyDimMap_.insert(keysDim2.begin(), keysDim2.end()); + return cachedConstrainedKeyDimMap_; + } }; /// traits template<> struct traits : public Testable { }; + } diff --git a/gtsam_unstable/linear/LPInitSolver.h b/gtsam_unstable/linear/LPInitSolver.h index 2b324cd1b..5ab241eeb 100644 --- a/gtsam_unstable/linear/LPInitSolver.h +++ b/gtsam_unstable/linear/LPInitSolver.h @@ -41,12 +41,10 @@ namespace gtsam { */ class LPInitSolver { private: - const LPSolver& lpSolver_; const LP& lp_; public: - LPInitSolver(const LPSolver& lpSolver) : - lpSolver_(lpSolver), lp_(lpSolver.lp()) { + LPInitSolver(const LP& lp) : lp_(lp) { } virtual ~LPInitSolver() { @@ -57,7 +55,7 @@ public: GaussianFactorGraph::shared_ptr initOfInitGraph = buildInitOfInitGraph(); VectorValues x0 = initOfInitGraph->optimize(); double y0 = compute_y0(x0); - Key yKey = maxKey(lpSolver_.keysDim()) + 1; // the unique key for y0 + Key yKey = maxKey(lp_) + 1; // the unique key for y0 VectorValues xy0(x0); xy0.insert(yKey, Vector::Constant(1, y0)); @@ -86,15 +84,6 @@ private: return initLP; } - /// Find the max key in the problem to determine unique keys for additional slack variables - Key maxKey(const KeyDimMap& keysDim) const { - Key maxK = 0; - for (Key key : keysDim | boost::adaptors::map_keys) - if (maxK < key) - maxK = key; - return maxK; - } - /** * Build the following graph to solve for an initial value of the initial problem * min ||x||^2 s.t. Ax = b @@ -105,9 +94,9 @@ private: new GaussianFactorGraph(lp_.equalities)); // create factor ||x||^2 and add to the graph - const KeyDimMap& keysDim = lpSolver_.keysDim(); - for (Key key : keysDim | boost::adaptors::map_keys) { - size_t dim = keysDim.at(key); + const KeyDimMap& constrainedKeyDim = lp_.constrainedKeyDimMap(); + for (Key key : constrainedKeyDim | boost::adaptors::map_keys) { + size_t dim = constrainedKeyDim.at(key); initGraph->push_back( JacobianFactor(key, Matrix::Identity(dim, dim), Vector::Zero(dim))); } diff --git a/gtsam_unstable/linear/LPSolver.cpp b/gtsam_unstable/linear/LPSolver.cpp index b9f5492af..4de97c348 100644 --- a/gtsam_unstable/linear/LPSolver.cpp +++ b/gtsam_unstable/linear/LPSolver.cpp @@ -19,12 +19,6 @@ LPSolver::LPSolver(const LP &lp) : // not in the cost baseGraph_.push_back(lp_.equalities); - // Collect key-dim map of all variables in the constraints to create their - // zero priors later - keysDim_ = collectKeysDim(lp_.equalities); - KeyDimMap keysDim2 = collectKeysDim(lp_.inequalities); - keysDim_.insert(keysDim2.begin(), keysDim2.end()); - // Variable index equalityVariableIndex_ = VariableIndex(lp_.equalities); inequalityVariableIndex_ = VariableIndex(lp_.inequalities); @@ -101,14 +95,15 @@ GaussianFactorGraph::shared_ptr LPSolver::createLeastSquareFactors( KeySet allKeys = lp_.inequalities.keys(); allKeys.merge(lp_.equalities.keys()); allKeys.merge(KeySet(lp_.cost.keys())); - // add the corresponding factors for all variables that are not explicitly in the - // cost function for vars that are not in the cost, the cost gradient is zero (g=0), so b=xk + // Add corresponding factors for all variables that are not explicitly in the + // cost function. Gradients of the cost function wrt to these variables are + // zero (g=0), so b=xk if (cost.keys().size() != allKeys.size()) { KeySet difference; std::set_difference(allKeys.begin(), allKeys.end(), lp_.cost.begin(), lp_.cost.end(), std::inserter(difference, difference.end())); for (Key k : difference) { - size_t dim = keysDim_.at(k); + size_t dim = lp_.constrainedKeyDimMap().at(k); graph->push_back(JacobianFactor(k, Matrix::Identity(dim, dim), xk.at(k))); } } @@ -203,7 +198,7 @@ boost::tuples::tuple LPSolver::computeStepSize( } pair LPSolver::optimize() const { - LPInitSolver initSolver(*this); + LPInitSolver initSolver(lp_); VectorValues initValues = initSolver.solve(); return optimize(initValues); } diff --git a/gtsam_unstable/linear/LPSolver.h b/gtsam_unstable/linear/LPSolver.h index 3223d7a59..6ad8f8344 100644 --- a/gtsam_unstable/linear/LPSolver.h +++ b/gtsam_unstable/linear/LPSolver.h @@ -18,11 +18,9 @@ namespace gtsam { -typedef std::map KeyDimMap; class LPSolver: public ActiveSetSolver { const LP &lp_; //!< the linear programming problem - KeyDimMap keysDim_; //!< key-dim map of all variables in the constraints, used to create zero priors std::vector addedZeroPriorsIndex_; public: /// Constructor @@ -32,30 +30,6 @@ public: return lp_; } - const KeyDimMap &keysDim() const { - return keysDim_; - } - - /* - * Iterates through every factor in a linear graph and generates a - * mapping between every factor key and it's corresponding dimensionality. - */ - template - KeyDimMap collectKeysDim(const LinearGraph &linearGraph) const { - KeyDimMap keysDim; - for (const typename LinearGraph::sharedFactor &factor : linearGraph) { - if (!factor) - continue; - for (Key key : factor->keys()) - keysDim[key] = factor->getDim(factor->find(key)); - } - return keysDim; - } - - /// Create a zero prior for any keys in the graph that don't exist in the cost - GaussianFactorGraph::shared_ptr createZeroPriors(const KeyVector &costKeys, - const KeyDimMap &keysDim) const; - /* * This function performs an iteration of the Active Set Method for solving * LP problems. At the end of this iteration the problem should either be found diff --git a/gtsam_unstable/linear/QPSolver.cpp b/gtsam_unstable/linear/QPSolver.cpp index f31b48629..7dfebfecb 100644 --- a/gtsam_unstable/linear/QPSolver.cpp +++ b/gtsam_unstable/linear/QPSolver.cpp @@ -172,25 +172,19 @@ pair QPSolver::optimize( return make_pair(state.values, state.duals); } +//****************************************************************************** pair QPSolver::optimize() const { //Make an LP with any linear cost function. It doesn't matter for initialization. LP initProblem; - // make an unrelated key for a random variable cost: max key + 1 - Key newKey = *qp_.cost.keys().rbegin(); - if (!qp_.equalities.empty()) - newKey = std::max(newKey, *qp_.equalities.keys().rbegin()); - if (!qp_.inequalities.empty()) - newKey = std::max(newKey, *qp_.inequalities.keys().rbegin()); - ++newKey; + // make an unrelated key for a random variable cost + Key newKey = maxKey(qp_) + 1; initProblem.cost = LinearCost(newKey, Vector::Ones(1)); initProblem.equalities = qp_.equalities; initProblem.inequalities = qp_.inequalities; - LPSolver solver(initProblem); - LPInitSolver initSolver(solver); + LPInitSolver initSolver(initProblem); VectorValues initValues = initSolver.solve(); return optimize(initValues); } -; } /* namespace gtsam */ diff --git a/gtsam_unstable/linear/tests/testLPSolver.cpp b/gtsam_unstable/linear/tests/testLPSolver.cpp index 74e775225..be1759428 100644 --- a/gtsam_unstable/linear/tests/testLPSolver.cpp +++ b/gtsam_unstable/linear/tests/testLPSolver.cpp @@ -106,8 +106,7 @@ TEST(LPInitSolver, infinite_loop_multi_var) { TEST(LPInitSolver, initialization) { LP lp = simpleLP1(); - LPSolver lpSolver(lp); - LPInitSolver initSolver(lpSolver); + LPInitSolver initSolver(lp); GaussianFactorGraph::shared_ptr initOfInitGraph = initSolver.buildInitOfInitGraph(); VectorValues x0 = initOfInitGraph->optimize();