/* * @file testSQP.cpp * @brief demos of SQP using existing gtsam components * @author Alex Cunningham */ #include #include #include // for operator += #include // for insert #include #include #include // TODO: DANGEROUS, create shared pointers #define GTSAM_DANGEROUS_GAUSSIAN 2 #define GTSAM_MAGIC_KEY #include #include #include #include #include #include #include // templated implementations #include #include #include #include using namespace std; using namespace gtsam; using namespace boost; using namespace boost::assign; // Models to use SharedDiagonal probModel1 = sharedSigma(1,1.0); SharedDiagonal probModel2 = sharedSigma(2,1.0); SharedDiagonal constraintModel1 = noiseModel::Constrained::All(1); // trick from some reading group #define FOREACH_PAIR( KEY, VAL, COL) BOOST_FOREACH (boost::tie(KEY,VAL),COL) /* ********************************************************************* * This example uses a nonlinear objective function and * nonlinear equality constraint. The formulation is actually * the Cholesky form that creates the full Hessian explicitly, * which should really be avoided with our QR-based machinery. * * Note: the update equation used here has a fixed step size * and gain that is rather arbitrarily chosen, and as such, * will take a silly number of iterations. */ TEST (SQP, problem1_cholesky ) { bool verbose = false; // use a nonlinear function of f(x) = x^2+y^2 // nonlinear equality constraint: g(x) = x^2-5-y=0 // Lagrangian: f(x) + \lambda*g(x) // state structure: [x y \lambda] VectorConfig init, state; init.insert("x", Vector_(1, 1.0)); init.insert("y", Vector_(1, 1.0)); init.insert("L", Vector_(1, 1.0)); state = init; if (verbose) init.print("Initial State"); // loop until convergence int maxIt = 10; for (int i = 0; i ||Ax-b||^2 * where: * h(x) simply returns the inputs * z zeros(2) * A identity * b linearization point */ Matrix A = eye(2); Vector b = Vector_(2, x, y); GaussianFactor::shared_ptr f1( new GaussianFactor("x", sub(A, 0,2, 0,1), // A(:,1) "y", sub(A, 0,2, 1,2), // A(:,2) b, // rhs of f(x) probModel2)); // arbitrary sigma /** create the constraint-linear factor * Provides a mechanism to use variable gain to force the constraint * \lambda*gradG*dx + d\lambda = zero * formulated in matrix form as: * [\lambda*gradG eye(1)] [dx; d\lambda] = zero */ Matrix gradG = Matrix_(1, 2,2*x, -1.0); GaussianFactor::shared_ptr f2( new GaussianFactor("x", lambda*sub(gradG, 0,1, 0,1), // scaled gradG(:,1) "y", lambda*sub(gradG, 0,1, 1,2), // scaled gradG(:,2) "L", eye(1), // dlambda term Vector_(1, 0.0), // rhs is zero probModel1)); // arbitrary sigma // create the actual constraint // [gradG] [x; y] - g = 0 Vector g = Vector_(1,x*x-y-5); GaussianFactor::shared_ptr c1( new GaussianFactor("x", sub(gradG, 0,1, 0,1), // slice first part of gradG "y", sub(gradG, 0,1, 1,2), // slice second part of gradG g, // value of constraint function constraintModel1)); // force to constraint // construct graph GaussianFactorGraph fg; fg.push_back(f1); fg.push_back(f2); fg.push_back(c1); if (verbose) fg.print("Graph"); // solve Ordering ord; ord += "x", "y", "L"; VectorConfig delta = fg.optimize(ord); if (verbose) delta.print("Delta"); // update initial estimate VectorConfig newState = expmap(state, delta.scale(-1.0)); // set the state to the updated state state = newState; if (verbose) state.print("Updated State"); } // verify that it converges to the nearest optimal point VectorConfig expected; expected.insert("x", Vector_(1, 2.12)); expected.insert("y", Vector_(1, -0.5)); CHECK(assert_equal(state["x"], expected["x"], 1e-2)); CHECK(assert_equal(state["y"], expected["y"], 1e-2)); } /* ********************************************************************* */ typedef simulated2D::Config Config2D; typedef NonlinearFactorGraph NLGraph; typedef NonlinearEquality NLE; typedef boost::shared_ptr shared; typedef NonlinearOptimizer Optimizer; typedef TypedSymbol LamKey; /* * Determining a ground truth linear system * with two poses seeing one landmark, with each pose * constrained to a particular value */ TEST (SQP, two_pose_truth ) { bool verbose = false; // create a graph shared_ptr graph(new NLGraph); // add the constraints on the ends // position (1, 1) constraint for x1 // position (5, 6) constraint for x2 simulated2D::PoseKey x1(1), x2(2); simulated2D::PointKey l1(1); Point2 pt_x1(1.0, 1.0), pt_x2(5.0, 6.0); shared_ptr ef1(new NLE(x1, pt_x1)), ef2(new NLE(x2, pt_x2)); graph->push_back(ef1); graph->push_back(ef2); // measurement from x1 to l1 Point2 z1(0.0, 5.0); SharedGaussian sigma(noiseModel::Isotropic::Sigma(2, 0.1)); shared f1(new simulated2D::Measurement(z1, sigma, x1,l1)); graph->push_back(f1); // measurement from x2 to l1 Point2 z2(-4.0, 0.0); shared f2(new simulated2D::Measurement(z2, sigma, x2,l1)); graph->push_back(f2); // create an initial estimate Point2 pt_l1( 1.0, 6.0 // ground truth //1.2, 5.6 // small error ); shared_ptr initialEstimate(new Config2D); initialEstimate->insert(l1, pt_l1); initialEstimate->insert(x1, pt_x1); initialEstimate->insert(x2, pt_x2); // optimize the graph shared_ptr ordering(new Ordering()); *ordering += "x1", "x2", "l1"; Optimizer::shared_solver solver(new Optimizer::solver(ordering)); Optimizer optimizer(graph, initialEstimate, solver); // display solution double relativeThreshold = 1e-5; double absoluteThreshold = 1e-5; Optimizer act_opt = optimizer.gaussNewton(relativeThreshold, absoluteThreshold); boost::shared_ptr actual = act_opt.config(); if (verbose) actual->print("Configuration after optimization"); // verify Config2D expected; expected.insert(x1, pt_x1); expected.insert(x2, pt_x2); expected.insert(l1, Point2(1.0, 6.0)); CHECK(assert_equal(expected, *actual, 1e-5)); } /* ********************************************************************* */ namespace sqp_test1 { // binary constraint between landmarks /** g(x) = x-y = 0 */ Vector g(const Config2D& config, const list& keys) { Point2 pt1, pt2; pt1 = config[simulated2D::PointKey(keys.front().index())]; pt2 = config[simulated2D::PointKey(keys.back().index())]; return Vector_(2, pt1.x() - pt2.x(), pt1.y() - pt2.y()); } /** jacobian at l1 */ Matrix G1(const Config2D& config, const list& keys) { return eye(2); } /** jacobian at l2 */ Matrix G2(const Config2D& config, const list& keys) { return -1 * eye(2); } } // \namespace sqp_test1 //namespace sqp_test2 { // // // Unary Constraint on x1 // /** g(x) = x -[1;1] = 0 */ // Vector g(const Config2D& config, const list& keys) { // return config[keys.front()] - Vector_(2, 1.0, 1.0); // } // // /** jacobian at x1 */ // Matrix G(const Config2D& config, const list& keys) { // return eye(2); // } // //} // \namespace sqp_test2 typedef NonlinearConstraint2< Config2D, simulated2D::PointKey, Point2, simulated2D::PointKey, Point2> NLC2; /* ********************************************************************* * Version that actually uses nonlinear equality constraints * to to perform optimization. Same as above, but no * equality constraint on x2, and two landmarks that * should be the same. Note that this is a linear system, * so it will converge in one step. */ TEST (SQP, two_pose ) { bool verbose = false; // create the graph shared_ptr graph(new NLGraph); // add the constraints on the ends // position (1, 1) constraint for x1 // position (5, 6) constraint for x2 simulated2D::PoseKey x1(1), x2(2); simulated2D::PointKey l1(1), l2(2); Point2 pt_x1(1.0, 1.0), pt_x2(5.0, 6.0); shared_ptr ef1(new NLE(x1, pt_x1)); graph->push_back(ef1); // measurement from x1 to l1 Point2 z1(0.0, 5.0); SharedGaussian sigma(noiseModel::Isotropic::Sigma(2, 0.1)); shared f1(new simulated2D::Measurement(z1, sigma, x1,l1)); graph->push_back(f1); // measurement from x2 to l2 Point2 z2(-4.0, 0.0); shared f2(new simulated2D::Measurement(z2, sigma, x2,l2)); graph->push_back(f2); // equality constraint between l1 and l2 list keys2; keys2 += "l1", "l2"; boost::shared_ptr c2(new NLC2( boost::bind(sqp_test1::g, _1, keys2), l1, boost::bind(sqp_test1::G1, _1, keys2), l2, boost::bind(sqp_test1::G2, _1, keys2), 2, "L1")); graph->push_back(c2); // create an initial estimate shared_ptr initialEstimate(new Config2D); initialEstimate->insert(x1, pt_x1); initialEstimate->insert(x2, Point2()); initialEstimate->insert(l1, Point2(1.0, 6.0)); // ground truth initialEstimate->insert(l2, Point2(-4.0, 0.0)); // starting with a separate reference frame // create an initial estimate for the lagrange multiplier shared_ptr initLagrange(new VectorConfig); initLagrange->insert(LamKey(1), Vector_(2, 1.0, 1.0)); // connect the landmarks // create state config variables and initialize them Config2D state(*initialEstimate); VectorConfig state_lambda(*initLagrange); // optimization loop int maxIt = 1; for (int i = 0; i >::const_iterator const_iterator; // iterate over all factors for (const_iterator factor = graph->begin(); factor < graph->end(); factor++) { const shared_ptr constraint = boost::shared_dynamic_cast(*factor); if (constraint == NULL) { // if a regular factor, linearize using the default linearization GaussianFactor::shared_ptr f = (*factor)->linearize(state); fg.push_back(f); } else { // if a constraint, linearize using the constraint method (2 configs) GaussianFactor::shared_ptr f, c; boost::tie(f,c) = constraint->linearize(state, state_lambda); fg.push_back(f); fg.push_back(c); } } if (verbose) fg.print("Linearized graph"); // create an ordering Ordering ordering; ordering += "x1", "x2", "l1", "l2", "L1"; // optimize linear graph to get full delta config VectorConfig delta = fg.optimize(ordering); if (verbose) delta.print("Delta Config"); // update both state variables state = expmap(state, delta); if (verbose) state.print("newState"); state_lambda = expmap(state_lambda, delta); if (verbose) state_lambda.print("newStateLam"); } // verify Config2D expected; expected.insert(x1, pt_x1); expected.insert(l1, Point2(1.0, 6.0)); expected.insert(l2, Point2(1.0, 6.0)); expected.insert(x2, Point2(5.0, 6.0)); CHECK(assert_equal(expected, state, 1e-5)); } /* ********************************************************************* */ // VSLAM Examples /* ********************************************************************* */ // make a realistic calibration matrix double fov = 60; // degrees size_t w=640,h=480; Cal3_S2 K(fov,w,h); boost::shared_ptr shK(new Cal3_S2(K)); using namespace gtsam::visualSLAM; using namespace boost; // typedefs for visual SLAM example typedef visualSLAM::Config VConfig; typedef visualSLAM::Graph VGraph; typedef boost::shared_ptr shared_vf; typedef NonlinearOptimizer VOptimizer; typedef SQPOptimizer VSOptimizer; typedef NonlinearConstraint2< VConfig, visualSLAM::PointKey, Pose3, visualSLAM::PointKey, Pose3> VNLC2; /** * Ground truth for a visual SLAM example with stereo vision */ TEST (SQP, stereo_truth ) { bool verbose = false; // create initial estimates Rot3 faceDownY(Matrix_(3,3, 1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 1.0, 0.0)); Pose3 pose1(faceDownY, Point3()); // origin, left camera SimpleCamera camera1(K, pose1); Pose3 pose2(faceDownY, Point3(2.0, 0.0, 0.0)); // 2 units to the left SimpleCamera camera2(K, pose2); Point3 landmark(1.0, 5.0, 0.0); //centered between the cameras, 5 units away Point3 landmarkNoisy(1.0, 6.0, 0.0); // create truth config boost::shared_ptr truthConfig(new Config); truthConfig->insert(1, camera1.pose()); truthConfig->insert(2, camera2.pose()); truthConfig->insert(1, landmark); // create graph shared_ptr graph(new VGraph()); // create equality constraints for poses graph->push_back(shared_ptr(new PoseConstraint(1, camera1.pose()))); graph->push_back(shared_ptr(new PoseConstraint(2, camera2.pose()))); // create VSLAM factors Point2 z1 = camera1.project(landmark); if (verbose) z1.print("z1"); shared_vf vf1(new ProjectionFactor(z1, 1.0, 1, 1, shK)); graph->push_back(vf1); Point2 z2 = camera2.project(landmark); if (verbose) z2.print("z2"); shared_vf vf2(new ProjectionFactor(z2, 1.0, 2, 1, shK)); graph->push_back(vf2); if (verbose) graph->print("Graph after construction"); // create ordering shared_ptr ord(new Ordering()); *ord += "x1", "x2", "l1"; // create optimizer VOptimizer::shared_solver solver(new VOptimizer::solver(ord)); VOptimizer optimizer(graph, truthConfig, solver); // optimize VOptimizer afterOneIteration = optimizer.iterate(); // verify DOUBLES_EQUAL(0.0, optimizer.error(), 1e-9); // check if correct if (verbose) afterOneIteration.config()->print("After iteration"); CHECK(assert_equal(*truthConfig,*(afterOneIteration.config()))); } /* ********************************************************************* * Ground truth for a visual SLAM example with stereo vision * with some noise injected into the initial config */ TEST (SQP, stereo_truth_noisy ) { bool verbose = false; // setting to determine how far away the noisy landmark is, // given that the ground truth is 5m in front of the cameras double noisyDist = 7.6; // create initial estimates Rot3 faceDownY(Matrix_(3,3, 1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 1.0, 0.0)); Pose3 pose1(faceDownY, Point3()); // origin, left camera SimpleCamera camera1(K, pose1); Pose3 pose2(faceDownY, Point3(2.0, 0.0, 0.0)); // 2 units to the left SimpleCamera camera2(K, pose2); Point3 landmark(1.0, 5.0, 0.0); //centered between the cameras, 5 units away Point3 landmarkNoisy(1.0, noisyDist, 0.0); // initial point is too far out // create truth config boost::shared_ptr truthConfig(new Config); truthConfig->insert(1, camera1.pose()); truthConfig->insert(2, camera2.pose()); truthConfig->insert(1, landmark); // create config boost::shared_ptr noisyConfig(new Config); noisyConfig->insert(1, camera1.pose()); noisyConfig->insert(2, camera2.pose()); noisyConfig->insert(1, landmarkNoisy); // create graph shared_ptr graph(new Graph()); // create equality constraints for poses graph->push_back(shared_ptr(new PoseConstraint(1, camera1.pose()))); graph->push_back(shared_ptr(new PoseConstraint(2, camera2.pose()))); // create VSLAM factors Point2 z1 = camera1.project(landmark); if (verbose) z1.print("z1"); shared_vf vf1(new ProjectionFactor(z1, 1.0, 1, 1, shK)); graph->push_back(vf1); Point2 z2 = camera2.project(landmark); if (verbose) z2.print("z2"); shared_vf vf2(new ProjectionFactor(z2, 1.0, 2, 1, shK)); graph->push_back(vf2); if (verbose) { graph->print("Graph after construction"); noisyConfig->print("Initial config"); } // create ordering shared_ptr ord(new Ordering()); *ord += "x1", "x2", "l1"; // create optimizer VOptimizer::shared_solver solver(new VOptimizer::solver(ord)); VOptimizer optimizer0(graph, noisyConfig, solver); if (verbose) cout << "Initial Error: " << optimizer0.error() << endl; // use Levenberg-Marquardt optimization double relThresh = 1e-5, absThresh = 1e-5; VOptimizer optimizer(optimizer0.levenbergMarquardt(relThresh, absThresh, VOptimizer::SILENT)); // verify DOUBLES_EQUAL(0.0, optimizer.error(), 1e-9); // check if correct if (verbose) { optimizer.config()->print("After iteration"); cout << "Final error: " << optimizer.error() << endl; } CHECK(assert_equal(*truthConfig,*(optimizer.config()))); } /* ********************************************************************* */ namespace sqp_stereo { // binary constraint between landmarks /** g(x) = x-y = 0 */ Vector g(const Config& config, const list& keys) { return config[PointKey(keys.front().index())].vector() - config[PointKey(keys.back().index())].vector(); } /** jacobian at l1 */ Matrix G1(const Config& config, const list& keys) { return eye(3); } /** jacobian at l2 */ Matrix G2(const Config& config, const list& keys) { return -1.0 * eye(3); } } // \namespace sqp_stereo /* ********************************************************************* */ VGraph stereoExampleGraph() { // create initial estimates Rot3 faceDownY(Matrix_(3,3, 1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 1.0, 0.0)); Pose3 pose1(faceDownY, Point3()); // origin, left camera SimpleCamera camera1(K, pose1); Pose3 pose2(faceDownY, Point3(2.0, 0.0, 0.0)); // 2 units to the left SimpleCamera camera2(K, pose2); Point3 landmark1(1.0, 5.0, 0.0); //centered between the cameras, 5 units away Point3 landmark2(1.0, 5.0, 0.0); // create graph VGraph graph; // create equality constraints for poses graph.push_back(shared_ptr(new PoseConstraint(1, camera1.pose()))); graph.push_back(shared_ptr(new PoseConstraint(2, camera2.pose()))); // create factors Point2 z1 = camera1.project(landmark1); shared_vf vf1(new ProjectionFactor(z1, 1.0, 1, 1, shK)); graph.push_back(vf1); Point2 z2 = camera2.project(landmark2); shared_vf vf2(new ProjectionFactor(z2, 1.0, 2, 2, shK)); graph.push_back(vf2); // create the binary equality constraint between the landmarks // NOTE: this is really just a linear constraint that is exactly the same // as the previous examples list keys; keys += "l1", "l2"; visualSLAM::PointKey l1(1), l2(2); shared_ptr c2( new VNLC2(boost::bind(sqp_stereo::g, _1, keys), l1, boost::bind(sqp_stereo::G1, _1, keys), l2, boost::bind(sqp_stereo::G2, _1, keys), 3, "L12")); graph.push_back(c2); return graph; } /* ********************************************************************* */ boost::shared_ptr stereoExampleTruthConfig() { // create initial estimates Rot3 faceDownY(Matrix_(3,3, 1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 1.0, 0.0)); Pose3 pose1(faceDownY, Point3()); // origin, left camera SimpleCamera camera1(K, pose1); Pose3 pose2(faceDownY, Point3(2.0, 0.0, 0.0)); // 2 units to the left SimpleCamera camera2(K, pose2); Point3 landmark1(1.0, 5.0, 0.0); //centered between the cameras, 5 units away Point3 landmark2(1.0, 5.0, 0.0); // create config boost::shared_ptr truthConfig(new Config); truthConfig->insert(1, camera1.pose()); truthConfig->insert(2, camera2.pose()); truthConfig->insert(1, landmark1); truthConfig->insert(2, landmark2); // create two landmarks in same place return truthConfig; } /* ********************************************************************* * SQP version of the above stereo example, * with the initial case as the ground truth */ TEST (SQP, stereo_sqp ) { bool verbose = false; // get a graph VGraph graph = stereoExampleGraph(); if (verbose) graph.print("Graph after construction"); // get the truth config boost::shared_ptr truthConfig = stereoExampleTruthConfig(); // create ordering Ordering ord; ord += "x1", "x2", "l1", "l2"; // create optimizer VSOptimizer optimizer(graph, ord, truthConfig); // optimize VSOptimizer afterOneIteration = optimizer.iterate(); // check if correct CHECK(assert_equal(*truthConfig,*(afterOneIteration.config()))); } /* ********************************************************************* * SQP version of the above stereo example, * with noise in the initial estimate */ TEST (SQP, stereo_sqp_noisy ) { bool verbose = false; // get a graph Graph graph = stereoExampleGraph(); // create initial data Rot3 faceDownY(Matrix_(3,3, 1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 1.0, 0.0)); Pose3 pose1(faceDownY, Point3()); // origin, left camera Pose3 pose2(faceDownY, Point3(2.0, 0.0, 0.0)); // 2 units to the left Point3 landmark1(0.5, 5.0, 0.0); //centered between the cameras, 5 units away Point3 landmark2(1.5, 5.0, 0.0); // noisy config boost::shared_ptr initConfig(new Config); initConfig->insert(1, pose1); initConfig->insert(2, pose2); initConfig->insert(1, landmark1); initConfig->insert(2, landmark2); // create two landmarks in same place // create ordering Ordering ord; ord += "x1", "x2", "l1", "l2"; // create optimizer VSOptimizer optimizer(graph, ord, initConfig); // optimize double start_error = optimizer.error(); int maxIt = 2; for (int i=0; iprint(); if (verbose) optimizer.config()->print(); if (verbose) optimizer = optimizer.iterate(VSOptimizer::FULL); else optimizer = optimizer.iterate(VSOptimizer::SILENT); } if (verbose) cout << "Initial Error: " << start_error << "\n" << "Final Error: " << optimizer.error() << endl; // get the truth config boost::shared_ptr truthConfig = stereoExampleTruthConfig(); if (verbose) { initConfig->print("Initial Config"); truthConfig->print("Truth Config"); optimizer.config()->print("After optimization"); } // check if correct CHECK(assert_equal(*truthConfig,*(optimizer.config()))); } /* ********************************************************************* * SQP version of the above stereo example, * with noise in the initial estimate and manually specified * lagrange multipliers */ TEST (SQP, stereo_sqp_noisy_manualLagrange ) { bool verbose = false; // get a graph Graph graph = stereoExampleGraph(); // create initial data Rot3 faceDownY(Matrix_(3,3, 1.0, 0.0, 0.0, 0.0, 0.0, 1.0, 0.0, 1.0, 0.0)); Pose3 pose1(faceDownY, Point3()); // origin, left camera Pose3 pose2(faceDownY, Point3(2.0, 0.0, 0.0)); // 2 units to the left Point3 landmark1(0.5, 5.0, 0.0); //centered between the cameras, 5 units away Point3 landmark2(1.5, 5.0, 0.0); // noisy config boost::shared_ptr initConfig(new Config); initConfig->insert(1, pose1); initConfig->insert(2, pose2); initConfig->insert(1, landmark1); initConfig->insert(2, landmark2); // create two landmarks in same place // create ordering with lagrange multiplier included Ordering ord; ord += "x1", "x2", "l1", "l2", "L12"; // create lagrange multipliers VSOptimizer::shared_vconfig initLagrangeConfig(new VectorConfig); initLagrangeConfig->insert("L12", Vector_(3, 0.0, 0.0, 0.0)); // create optimizer VSOptimizer optimizer(graph, ord, initConfig, initLagrangeConfig); // optimize double start_error = optimizer.error(); int maxIt = 5; for (int i=0; iprint("Config Before Iteration"); optimizer.configLagrange()->print("Lagrange Before Iteration"); optimizer = optimizer.iterate(VSOptimizer::FULL); } else optimizer = optimizer.iterate(VSOptimizer::SILENT); } if (verbose) cout << "Initial Error: " << start_error << "\n" << "Final Error: " << optimizer.error() << endl; // get the truth config boost::shared_ptr truthConfig = stereoExampleTruthConfig(); if (verbose) { initConfig->print("Initial Config"); truthConfig->print("Truth Config"); optimizer.config()->print("After optimization"); } // check if correct CHECK(assert_equal(*truthConfig,*(optimizer.config()))); } /* ************************************************************************* */ int main() { TestResult tr; return TestRegistry::runAllTests(tr); } /* ************************************************************************* */