/* ---------------------------------------------------------------------------- * 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 LCNLPSolver.cpp * @author Duy-Nguyen Ta * @author Krunal Chande * @author Luca Carlone * @date Dec 15, 2014 */ #include #include #include namespace gtsam { /* ************************************************************************* */ bool LCNLPSolver::isStationary(const VectorValues& delta) const { return delta.vector().lpNorm() < errorTol; } /* ************************************************************************* */ bool LCNLPSolver::isPrimalFeasible(const LCNLPState& state) const { return lcnlp_.linearEqualities.checkFeasibility(state.values, errorTol); } /* ************************************************************************* */ bool LCNLPSolver::isDualFeasible(const VectorValues& duals) const { BOOST_FOREACH(const NonlinearFactor::shared_ptr& factor, lcnlp_.linearInequalities) { NonlinearConstraint::shared_ptr inequality = boost::dynamic_pointer_cast(factor); Key dualKey = inequality->dualKey(); if (!duals.exists(dualKey)) continue; // should be inactive constraint! double dual = duals.at(dualKey)[0]; // because we only support single-valued inequalities if (dual > 0.0) { // See the explanation in QPSolver::identifyLeavingConstraint, we want dual < 0 ? return false; } } return true; } /* ************************************************************************* */ bool LCNLPSolver::isComplementary(const LCNLPState& state) const { return lcnlp_.linearInequalities.checkFeasibilityAndComplimentary(state.values, state.duals, errorTol); } /* ************************************************************************* */ bool LCNLPSolver::checkConvergence(const LCNLPState& state, const VectorValues& delta) const { return isStationary(delta) && isPrimalFeasible(state) && isDualFeasible(state.duals) && isComplementary(state); } /* ************************************************************************* */ VectorValues LCNLPSolver::initializeDuals() const { VectorValues duals; BOOST_FOREACH(const NonlinearFactor::shared_ptr& factor, lcnlp_.linearEqualities) { NonlinearConstraint::shared_ptr constraint = boost::dynamic_pointer_cast(factor); duals.insert(constraint->dualKey(), zero(factor->dim())); } return duals; } /* ************************************************************************* */ std::pair LCNLPSolver::optimize(const Values& initialValues) const { LCNLPState state(initialValues); state.duals = initializeDuals(); while (!state.converged && state.iterations < 100) { state = iterate(state); } std::cout << "Number of iterations: " << state.iterations << std::endl; return std::make_pair(state.values, state.duals); } /* ************************************************************************* */ LCNLPState LCNLPSolver::iterate(const LCNLPState& state) const { static const bool debug = true; // construct the qp subproblem QP qp; qp.cost = *lcnlp_.cost.linearize(state.values); qp.equalities.add(*lcnlp_.linearEqualities.linearize(state.values)); qp.inequalities.add(*lcnlp_.linearInequalities.linearize(state.values)); // if (debug) // qp.print("QP subproblem:"); // solve the QP subproblem VectorValues delta, duals; QPSolver qpSolver(qp); if (state.iterations == 0) boost::tie(delta, duals) = qpSolver.optimize(); else { VectorValues zeroInitialValues; BOOST_FOREACH(const Values::ConstKeyValuePair& key_value, state.values) { zeroInitialValues.insert(key_value.key, zero(key_value.value.dim())); } boost::tie(delta, duals) = qpSolver.optimize(zeroInitialValues, state.duals); } if (debug) state.values.print("state.values: "); if (debug) delta.print("delta = "); // if (debug) // duals.print("duals = "); // update new state LCNLPState newState; newState.values = state.values.retract(delta); newState.duals = duals; newState.converged = checkConvergence(newState, delta); newState.iterations = state.iterations + 1; if (debug) newState.print("newState: "); return newState; } }