/* ---------------------------------------------------------------------------- * GTSAM Copyright 2010, Georgia Tech Research Corporation, * Atlanta, Georgia 30332-0415 * All Rights Reserved * Authors: Frank Dellaert, et al. (see THANKS for the full author list) * See LICENSE for the license information * -------------------------------------------------------------------------- */ /** * @file testQPSolver.cpp * @brief Test simple QP solver for a linear inequality constraint * @date Apr 10, 2014 * @author Duy-Nguyen Ta */ #include #include #include #include #include #include #include #include #include #include #include using namespace std; using namespace gtsam; using namespace gtsam::symbol_shorthand; static const Vector kOne = Vector::Ones(1), kZero = Vector::Zero(1); /* ************************************************************************* */ /** * min -x1-x2 * s.t. x1 + 2x2 <= 4 * 4x1 + 2x2 <= 12 * -x1 + x2 <= 1 * x1, x2 >= 0 */ LP simpleLP1() { LP lp; lp.cost = LinearCost(1, Vector2(-1., -1.)); // min -x1-x2 (max x1+x2) lp.inequalities.add(1, Vector2(-1, 0), 0, 1); // x1 >= 0 lp.inequalities.add(1, Vector2(0, -1), 0, 2); // x2 >= 0 lp.inequalities.add(1, Vector2(1, 2), 4, 3); // x1 + 2*x2 <= 4 lp.inequalities.add(1, Vector2(4, 2), 12, 4); // 4x1 + 2x2 <= 12 lp.inequalities.add(1, Vector2(-1, 1), 1, 5); // -x1 + x2 <= 1 return lp; } /* ************************************************************************* */ namespace gtsam { TEST(LPInitSolver, InfiniteLoopSingleVar) { LP lp; lp.cost = LinearCost(1, Vector3(0, 0, 1)); // min alpha lp.inequalities.add(1, Vector3(-2, -1, -1), -2, 1); //-2x-y-a <= -2 lp.inequalities.add(1, Vector3(-1, 2, -1), 6, 2); // -x+2y-a <= 6 lp.inequalities.add(1, Vector3(-1, 0, -1), 0, 3); // -x - a <= 0 lp.inequalities.add(1, Vector3(1, 0, -1), 20, 4); // x - a <= 20 lp.inequalities.add(1, Vector3(0, -1, -1), 0, 5); // -y - a <= 0 LPSolver solver(lp); VectorValues starter; starter.insert(1, Vector3(0, 0, 2)); VectorValues results, duals; std::tie(results, duals) = solver.optimize(starter); VectorValues expected; expected.insert(1, Vector3(13.5, 6.5, -6.5)); CHECK(assert_equal(results, expected, 1e-7)); } TEST(LPInitSolver, InfiniteLoopMultiVar) { LP lp; Key X = symbol('X', 1); Key Y = symbol('Y', 1); Key Z = symbol('Z', 1); lp.cost = LinearCost(Z, kOne); // min alpha lp.inequalities.add(X, -2.0 * kOne, Y, -1.0 * kOne, Z, -1.0 * kOne, -2, 1); //-2x-y-alpha <= -2 lp.inequalities.add(X, -1.0 * kOne, Y, 2.0 * kOne, Z, -1.0 * kOne, 6, 2); // -x+2y-alpha <= 6 lp.inequalities.add(X, -1.0 * kOne, Z, -1.0 * kOne, 0, 3); // -x - alpha <= 0 lp.inequalities.add(X, 1.0 * kOne, Z, -1.0 * kOne, 20, 4); // x - alpha <= 20 lp.inequalities.add(Y, -1.0 * kOne, Z, -1.0 * kOne, 0, 5); // -y - alpha <= 0 LPSolver solver(lp); VectorValues starter; starter.insert(X, kZero); starter.insert(Y, kZero); starter.insert(Z, Vector::Constant(1, 2.0)); VectorValues results, duals; std::tie(results, duals) = solver.optimize(starter); VectorValues expected; expected.insert(X, Vector::Constant(1, 13.5)); expected.insert(Y, Vector::Constant(1, 6.5)); expected.insert(Z, Vector::Constant(1, -6.5)); CHECK(assert_equal(results, expected, 1e-7)); } TEST(LPInitSolver, Initialization) { LP lp = simpleLP1(); LPInitSolver initSolver(lp); GaussianFactorGraph::shared_ptr initOfInitGraph = initSolver.buildInitOfInitGraph(); VectorValues x0 = initOfInitGraph->optimize(); VectorValues expected_x0; expected_x0.insert(1, Vector::Zero(2)); CHECK(assert_equal(expected_x0, x0, 1e-10)); double y0 = initSolver.compute_y0(x0); double expected_y0 = 0.0; DOUBLES_EQUAL(expected_y0, y0, 1e-7); Key yKey = 2; LP::shared_ptr initLP = initSolver.buildInitialLP(yKey); LP expectedInitLP; expectedInitLP.cost = LinearCost(yKey, kOne); expectedInitLP.inequalities.add(1, Vector2(-1, 0), 2, Vector::Constant(1, -1), 0, 1); // -x1 - y <= 0 expectedInitLP.inequalities.add(1, Vector2(0, -1), 2, Vector::Constant(1, -1), 0, 2); // -x2 - y <= 0 expectedInitLP.inequalities.add(1, Vector2(1, 2), 2, Vector::Constant(1, -1), 4, 3); // x1 + 2*x2 - y <= 4 expectedInitLP.inequalities.add(1, Vector2(4, 2), 2, Vector::Constant(1, -1), 12, 4); // 4x1 + 2x2 - y <= 12 expectedInitLP.inequalities.add(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); xy0.insert(yKey, Vector::Constant(1, y0)); VectorValues xyInit = lpSolveInit.optimize(xy0).first; VectorValues expected_init; expected_init.insert(1, Vector::Ones(2)); expected_init.insert(2, Vector::Constant(1, -1)); CHECK(assert_equal(expected_init, xyInit, 1e-10)); VectorValues x = initSolver.solve(); CHECK(lp.isFeasible(x)); } } // namespace gtsam /* ************************************************************************* */ /** * TEST gtsam solver with an over-constrained system * x + y = 1 * x - y = 5 * x + 2y = 6 */ TEST(LPSolver, OverConstrainedLinearSystem) { GaussianFactorGraph graph; Matrix A1 = Vector3(1, 1, 1); Matrix A2 = Vector3(1, -1, 2); Vector b = Vector3(1, 5, 6); graph.add(1, A1, 2, A2, b, noiseModel::Constrained::All(3)); VectorValues x = graph.optimize(); // This check confirms that gtsam linear constraint solver can't handle // over-constrained system CHECK(graph[0]->error(x) != 0.0); } TEST(LPSolver, overConstrainedLinearSystem2) { GaussianFactorGraph graph; graph.add(1, I_1x1, 2, I_1x1, kOne, noiseModel::Constrained::All(1)); graph.add(1, I_1x1, 2, -I_1x1, 5 * kOne, noiseModel::Constrained::All(1)); graph.add(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 CHECK(graph.error(x) != 0.0); } /* ************************************************************************* */ TEST(LPSolver, SimpleTest1) { LP lp = simpleLP1(); 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)); VectorValues result, duals; std::tie(result, duals) = lpSolver.optimize(init); VectorValues expectedResult; expectedResult.insert(1, Vector2(8. / 3., 2. / 3.)); CHECK(assert_equal(expectedResult, result, 1e-10)); } /* ************************************************************************* */ TEST(LPSolver, TestWithoutInitialValues) { LP lp = simpleLP1(); LPSolver lpSolver(lp); VectorValues result, duals, expectedResult; expectedResult.insert(1, Vector2(8. / 3., 2. / 3.)); std::tie(result, duals) = lpSolver.optimize(); CHECK(assert_equal(expectedResult, result)); } /** * TODO: More TEST cases: * - Infeasible * - Unbounded * - Underdetermined */ /* ************************************************************************* */ TEST(LPSolver, LinearCost) { LinearCost cost(1, Vector3(2., 4., 6.)); VectorValues x; x.insert(1, Vector3(1., 3., 5.)); double error = cost.error(x); double expectedError = 44.0; DOUBLES_EQUAL(expectedError, error, 1e-100); } /* ************************************************************************* */ int main() { TestResult tr; return TestRegistry::runAllTests(tr); } /* ************************************************************************* */