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gtsam/gtsam_unstable/linear/QPSParser.cpp

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/* ----------------------------------------------------------------------------
* 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 QPSParser.cpp
* @author Ivan Dario Jimenez
* @date 3/5/16
*/
#define BOOST_SPIRIT_USE_PHOENIX_V3 1
#include <gtsam/base/Matrix.h>
#include <gtsam/inference/Key.h>
#include <gtsam/inference/Symbol.h>
#include <gtsam_unstable/linear/QP.h>
#include <gtsam_unstable/linear/QPSParser.h>
#include <gtsam_unstable/linear/QPSParserException.h>
#include <boost/fusion/include/vector.hpp>
#include <boost/fusion/sequence.hpp>
#include <boost/lambda/lambda.hpp>
#include <boost/phoenix/bind.hpp>
#include <boost/spirit/include/classic.hpp>
#include <boost/spirit/include/qi.hpp>
#include <algorithm>
#include <iostream>
#include <map>
#include <string>
#include <unordered_map>
#include <vector>
using boost::fusion::at_c;
using namespace std::placeholders;
using namespace std;
namespace bf = boost::fusion;
namespace qi = boost::spirit::qi;
using Chars = std::vector<char>;
// Get a string from a fusion vector of Chars
template <size_t I, class FusionVector>
static string fromChars(const FusionVector &vars) {
const Chars &chars = at_c<I>(vars);
return string(chars.begin(), chars.end());
}
namespace gtsam {
/**
* As the parser reads a file, it call functions in this visitor. This visitor
* in turn stores what the parser has read in a way that can be later used to
* build the full QP problem in the file.
*/
class QPSVisitor {
private:
typedef std::unordered_map<Key, Matrix11> coefficient_v;
typedef std::unordered_map<std::string, coefficient_v> constraint_v;
std::unordered_map<std::string, constraint_v *>
row_to_constraint_v; // Maps QPS ROWS to Variable-Matrix pairs
constraint_v E; // Equalities
constraint_v IG; // Inequalities >=
constraint_v IL; // Inequalities <=
unsigned int numVariables;
std::unordered_map<std::string, double>
b; // maps from constraint name to b value for Ax = b equality
// constraints
std::unordered_map<std::string, double>
ranges; // Inequalities can be specified as ranges on a variable
std::unordered_map<Key, Vector1> g; // linear term of quadratic cost
std::unordered_map<std::string, Key>
varname_to_key; // Variable QPS string name to key
std::unordered_map<Key, std::unordered_map<Key, Matrix11>>
H; // H from hessian
double f = 0; // Constant term of quadratic cost
std::string obj_name; // the objective function has a name in the QPS
std::string name_; // the quadratic program has a name in the QPS
std::unordered_map<Key, double>
up; // Upper Bound constraints on variable where X < MAX
std::unordered_map<Key, double>
lo; // Lower Bound constraints on variable where MIN < X
std::unordered_map<Key, double>
fx; // Equalities specified as FX in BOUNDS part of QPS
KeyVector free; // Variables can be specified as free (to which no
// constraints apply)
const bool debug = false;
public:
QPSVisitor() : numVariables(1) {}
void setName(boost::fusion::vector<Chars, Chars, Chars> const &name) {
name_ = fromChars<1>(name);
if (debug) {
cout << "Parsing file: " << name_ << endl;
}
}
void addColumn(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars,
double, Chars> const &vars) {
string var_ = fromChars<1>(vars);
string row_ = fromChars<3>(vars);
Matrix11 coefficient = at_c<5>(vars) * I_1x1;
if (debug) {
cout << "Added Column for Var: " << var_ << " Row: " << row_
<< " Coefficient: " << coefficient << endl;
}
if (!varname_to_key.count(var_))
varname_to_key[var_] = Symbol('X', numVariables++);
if (row_ == obj_name) {
g[varname_to_key[var_]] = coefficient;
return;
}
(*row_to_constraint_v[row_])[row_][varname_to_key[var_]] = coefficient;
}
void addColumnDouble(
boost::fusion::vector<Chars, Chars, Chars, Chars, double, Chars, Chars,
Chars, double> const &vars) {
string var_ = fromChars<0>(vars);
string row1_ = fromChars<2>(vars);
string row2_ = fromChars<6>(vars);
Matrix11 coefficient1 = at_c<4>(vars) * I_1x1;
Matrix11 coefficient2 = at_c<8>(vars) * I_1x1;
if (!varname_to_key.count(var_))
varname_to_key.insert({var_, Symbol('X', numVariables++)});
if (row1_ == obj_name)
g[varname_to_key[var_]] = coefficient1;
else
(*row_to_constraint_v[row1_])[row1_][varname_to_key[var_]] = coefficient1;
if (row2_ == obj_name)
g[varname_to_key[var_]] = coefficient2;
else
(*row_to_constraint_v[row2_])[row2_][varname_to_key[var_]] = coefficient2;
}
void addRangeSingle(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars,
double, Chars> const &vars) {
string var_ = fromChars<1>(vars);
string row_ = fromChars<3>(vars);
double range = at_c<5>(vars);
ranges[row_] = range;
if (debug) {
cout << "SINGLE RANGE ADDED" << endl;
cout << "VAR:" << var_ << " ROW: " << row_ << " RANGE: " << range << endl;
}
}
void addRangeDouble(
boost::fusion::vector<Chars, Chars, Chars, Chars, Chars, double, Chars,
Chars, Chars, double> const &vars) {
string var_ = fromChars<1>(vars);
string row1_ = fromChars<3>(vars);
string row2_ = fromChars<7>(vars);
double range1 = at_c<5>(vars);
double range2 = at_c<9>(vars);
ranges[row1_] = range1;
ranges[row2_] = range2;
if (debug) {
cout << "DOUBLE RANGE ADDED" << endl;
cout << "VAR: " << var_ << " ROW1: " << row1_ << " RANGE1: " << range1
<< " ROW2: " << row2_ << " RANGE2: " << range2 << endl;
}
}
void addRHS(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars, double,
Chars> const &vars) {
string var_ = fromChars<1>(vars);
string row_ = fromChars<3>(vars);
double coefficient = at_c<5>(vars);
if (row_ == obj_name) {
f = -coefficient;
} else {
b[row_] = coefficient;
}
if (debug) {
cout << "Added RHS for Var: " << var_ << " Row: " << row_
<< " Coefficient: " << coefficient << endl;
}
}
void addRHSDouble(
boost::fusion::vector<Chars, Chars, Chars, Chars, Chars, double, Chars,
Chars, Chars, double> const &vars) {
string var_ = fromChars<1>(vars);
string row1_ = fromChars<3>(vars);
string row2_ = fromChars<7>(vars);
double coefficient1 = at_c<5>(vars);
double coefficient2 = at_c<9>(vars);
if (row1_ == obj_name) {
f = -coefficient1;
} else {
b[row1_] = coefficient1;
}
if (row2_ == obj_name) {
f = -coefficient2;
} else {
b[row2_] = coefficient2;
}
if (debug) {
cout << "Added RHS for Var: " << var_ << " Row: " << row1_
<< " Coefficient: " << coefficient1 << endl;
cout << " "
<< "Row: " << row2_ << " Coefficient: " << coefficient2 << endl;
}
}
void addRow(
boost::fusion::vector<Chars, char, Chars, Chars, Chars> const &vars) {
string name_ = fromChars<3>(vars);
char type = at_c<1>(vars);
switch (type) {
case 'N':
obj_name = name_;
break;
case 'L':
row_to_constraint_v[name_] = &IL;
break;
case 'G':
row_to_constraint_v[name_] = &IG;
break;
case 'E':
row_to_constraint_v[name_] = &E;
break;
default:
cout << "invalid type: " << type << endl;
break;
}
if (debug) {
cout << "Added Row Type: " << type << " Name: " << name_ << endl;
}
}
void addBound(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars, Chars,
Chars, double> const &vars) {
string type_ = fromChars<1>(vars);
string var_ = fromChars<5>(vars);
double number = at_c<7>(vars);
if (type_.compare(string("UP")) == 0)
up[varname_to_key[var_]] = number;
else if (type_.compare(string("LO")) == 0)
lo[varname_to_key[var_]] = number;
else if (type_.compare(string("FX")) == 0)
fx[varname_to_key[var_]] = number;
else
cout << "Invalid Bound Type: " << type_ << endl;
if (debug) {
cout << "Added Bound Type: " << type_ << " Var: " << var_
<< " Amount: " << number << endl;
}
}
void addFreeBound(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars,
Chars, Chars> const &vars) {
string type_ = fromChars<1>(vars);
string var_ = fromChars<5>(vars);
free.push_back(varname_to_key[var_]);
if (debug) {
cout << "Added Free Bound Type: " << type_ << " Var: " << var_
<< " Amount: " << endl;
}
}
void addQuadTerm(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars,
double, Chars> const &vars) {
string var1_ = fromChars<1>(vars);
string var2_ = fromChars<3>(vars);
Matrix11 coefficient = at_c<5>(vars) * I_1x1;
H[varname_to_key[var1_]][varname_to_key[var2_]] = coefficient;
H[varname_to_key[var2_]][varname_to_key[var1_]] = coefficient;
if (debug) {
cout << "Added QuadTerm for Var: " << var1_ << " Row: " << var2_
<< " Coefficient: " << coefficient << endl;
}
}
QP makeQP() {
// Create the keys from the variable names
KeyVector keys;
for (auto kv : varname_to_key) {
keys.push_back(kv.second);
}
// Fill the G matrices and g vectors from
vector<Matrix> Gs;
vector<Vector> gs;
sort(keys.begin(), keys.end());
for (size_t i = 0; i < keys.size(); ++i) {
for (size_t j = i; j < keys.size(); ++j) {
if (H.count(keys[i]) > 0 && H[keys[i]].count(keys[j]) > 0) {
Gs.emplace_back(H[keys[i]][keys[j]]);
} else {
Gs.emplace_back(Z_1x1);
}
}
}
for (Key key1 : keys) {
if (g.count(key1) > 0) {
gs.emplace_back(-g[key1]);
} else {
gs.emplace_back(Z_1x1);
}
}
// Construct the quadratic program
QP madeQP;
auto obj = HessianFactor(keys, Gs, gs, 2 * f);
madeQP.cost.push_back(obj);
// Add equality and inequality constraints into the QP
size_t dual_key_num = keys.size() + 1;
for (auto kv : E) {
map<Key, Matrix11> keyMatrixMapPos;
map<Key, Matrix11> keyMatrixMapNeg;
if (ranges.count(kv.first) == 1) {
for (auto km : kv.second) {
keyMatrixMapPos.insert(km);
km.second = -km.second;
keyMatrixMapNeg.insert(km);
}
if (ranges[kv.first] > 0) {
madeQP.inequalities.push_back(
LinearInequality(keyMatrixMapNeg, -b[kv.first], dual_key_num++));
madeQP.inequalities.push_back(LinearInequality(
keyMatrixMapPos, b[kv.first] + ranges[kv.first], dual_key_num++));
} else if (ranges[kv.first] < 0) {
madeQP.inequalities.push_back(
LinearInequality(keyMatrixMapPos, b[kv.first], dual_key_num++));
madeQP.inequalities.push_back(LinearInequality(
keyMatrixMapNeg, ranges[kv.first] - b[kv.first], dual_key_num++));
} else {
cerr << "ERROR: CANNOT ADD A RANGE OF ZERO" << endl;
throw;
}
continue;
}
map<Key, Matrix11> keyMatrixMap;
for (auto km : kv.second) {
keyMatrixMap.insert(km);
}
madeQP.equalities.push_back(
LinearEquality(keyMatrixMap, b[kv.first] * I_1x1, dual_key_num++));
}
for (auto kv : IG) {
map<Key, Matrix11> keyMatrixMapNeg;
map<Key, Matrix11> keyMatrixMapPos;
for (auto km : kv.second) {
keyMatrixMapPos.insert(km);
km.second = -km.second;
keyMatrixMapNeg.insert(km);
}
madeQP.inequalities.push_back(
LinearInequality(keyMatrixMapNeg, -b[kv.first], dual_key_num++));
if (ranges.count(kv.first) == 1) {
madeQP.inequalities.push_back(LinearInequality(
keyMatrixMapPos, b[kv.first] + ranges[kv.first], dual_key_num++));
}
}
for (auto kv : IL) {
map<Key, Matrix11> keyMatrixMapPos;
map<Key, Matrix11> keyMatrixMapNeg;
for (auto km : kv.second) {
keyMatrixMapPos.insert(km);
km.second = -km.second;
keyMatrixMapNeg.insert(km);
}
madeQP.inequalities.push_back(
LinearInequality(keyMatrixMapPos, b[kv.first], dual_key_num++));
if (ranges.count(kv.first) == 1) {
madeQP.inequalities.push_back(LinearInequality(
keyMatrixMapNeg, ranges[kv.first] - b[kv.first], dual_key_num++));
}
}
for (Key k : keys) {
if (find(free.begin(), free.end(), k) != free.end()) continue;
if (fx.count(k) == 1)
madeQP.equalities.push_back(
LinearEquality(k, I_1x1, fx[k] * I_1x1, dual_key_num++));
if (up.count(k) == 1)
madeQP.inequalities.push_back(
LinearInequality(k, I_1x1, up[k], dual_key_num++));
if (lo.count(k) == 1)
madeQP.inequalities.push_back(
LinearInequality(k, -I_1x1, -lo[k], dual_key_num++));
else
madeQP.inequalities.push_back(
LinearInequality(k, -I_1x1, 0, dual_key_num++));
}
return madeQP;
}
};
typedef qi::grammar<boost::spirit::basic_istream_iterator<char>> base_grammar;
struct QPSParser::MPSGrammar : base_grammar {
typedef std::vector<char> Chars;
QPSVisitor *rqp_;
std::function<void(bf::vector<Chars, Chars, Chars> const &)> setName;
std::function<void(bf::vector<Chars, char, Chars, Chars, Chars> const &)>
addRow;
std::function<void(
bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars> const &)>
rhsSingle;
std::function<void(bf::vector<Chars, Chars, Chars, Chars, Chars, double,
Chars, Chars, Chars, double>)>
rhsDouble;
std::function<void(
bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars> const &)>
rangeSingle;
std::function<void(bf::vector<Chars, Chars, Chars, Chars, Chars, double,
Chars, Chars, Chars, double>)>
rangeDouble;
std::function<void(
bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars>)>
colSingle;
std::function<void(bf::vector<Chars, Chars, Chars, Chars, double, Chars,
Chars, Chars, double> const &)>
colDouble;
std::function<void(
bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars> const &)>
addQuadTerm;
std::function<void(bf::vector<Chars, Chars, Chars, Chars, Chars, Chars,
Chars, double> const &)>
addBound;
std::function<void(
bf::vector<Chars, Chars, Chars, Chars, Chars, Chars, Chars> const &)>
addFreeBound;
MPSGrammar(QPSVisitor *rqp)
: base_grammar(start),
rqp_(rqp),
setName(std::bind(&QPSVisitor::setName, rqp, std::placeholders::_1)),
addRow(std::bind(&QPSVisitor::addRow, rqp, std::placeholders::_1)),
rhsSingle(std::bind(&QPSVisitor::addRHS, rqp, std::placeholders::_1)),
rhsDouble(std::bind(&QPSVisitor::addRHSDouble, rqp, std::placeholders::_1)),
rangeSingle(std::bind(&QPSVisitor::addRangeSingle, rqp, std::placeholders::_1)),
rangeDouble(std::bind(&QPSVisitor::addRangeDouble, rqp, std::placeholders::_1)),
colSingle(std::bind(&QPSVisitor::addColumn, rqp, std::placeholders::_1)),
colDouble(std::bind(&QPSVisitor::addColumnDouble, rqp, std::placeholders::_1)),
addQuadTerm(std::bind(&QPSVisitor::addQuadTerm, rqp, std::placeholders::_1)),
addBound(std::bind(&QPSVisitor::addBound, rqp, std::placeholders::_1)),
addFreeBound(std::bind(&QPSVisitor::addFreeBound, rqp, std::placeholders::_1)) {
using namespace boost::spirit;
using namespace boost::spirit::qi;
character = lexeme[alnum | '_' | '-' | '.'];
title = lexeme[character >> *(blank | character)];
word = lexeme[+character];
name = lexeme[lit("NAME") >> *blank >> title >> +space][setName];
row = lexeme[*blank >> character >> +blank >> word >> *blank][addRow];
rhs_single = lexeme[*blank >> word >> +blank >> word >> +blank >> double_ >>
*blank][rhsSingle];
rhs_double =
lexeme[(*blank >> word >> +blank >> word >> +blank >> double_ >>
+blank >> word >> +blank >> double_)[rhsDouble] >>
*blank];
range_single = lexeme[*blank >> word >> +blank >> word >> +blank >>
double_ >> *blank][rangeSingle];
range_double =
lexeme[(*blank >> word >> +blank >> word >> +blank >> double_ >>
+blank >> word >> +blank >> double_)[rangeDouble] >>
*blank];
col_single = lexeme[*blank >> word >> +blank >> word >> +blank >> double_ >>
*blank][colSingle];
col_double =
lexeme[*blank >> (word >> +blank >> word >> +blank >> double_ >>
+blank >> word >> +blank >> double_)[colDouble] >>
*blank];
quad_l = lexeme[*blank >> word >> +blank >> word >> +blank >> double_ >>
*blank][addQuadTerm];
bound = lexeme[(*blank >> word >> +blank >> word >> +blank >> word >>
+blank >> double_)[addBound] >>
*blank];
bound_fr = lexeme[*blank >> word >> +blank >> word >> +blank >> word >>
*blank][addFreeBound];
rows = lexeme[lit("ROWS") >> *blank >> eol >> +(row >> eol)];
rhs = lexeme[lit("RHS") >> *blank >> eol >>
+((rhs_double | rhs_single) >> eol)];
cols = lexeme[lit("COLUMNS") >> *blank >> eol >>
+((col_double | col_single) >> eol)];
quad = lexeme[lit("QUADOBJ") >> *blank >> eol >> +(quad_l >> eol)];
bounds = lexeme[lit("BOUNDS") >> +space >> *((bound | bound_fr) >> eol)];
ranges = lexeme[lit("RANGES") >> +space >>
*((range_double | range_single) >> eol)];
end = lexeme[lit("ENDATA") >> *space];
start =
lexeme[name >> rows >> cols >> rhs >> -ranges >> bounds >> quad >> end];
}
qi::rule<boost::spirit::basic_istream_iterator<char>, char()> character;
qi::rule<boost::spirit::basic_istream_iterator<char>, Chars()> word, title;
qi::rule<boost::spirit::basic_istream_iterator<char>> row, end, col_single,
col_double, rhs_single, rhs_double, range_single, range_double, ranges,
bound, bound_fr, bounds, quad, quad_l, rows, cols, rhs, name, start;
};
QP QPSParser::Parse() {
QPSVisitor rawData;
std::fstream stream(fileName_.c_str());
stream.unsetf(std::ios::skipws);
boost::spirit::basic_istream_iterator<char> begin(stream);
boost::spirit::basic_istream_iterator<char> last;
if (!parse(begin, last, MPSGrammar(&rawData)) || begin != last) {
throw QPSParserException();
}
return rawData.makeQP();
}
} // namespace gtsam
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