360 lines
12 KiB
C++
360 lines
12 KiB
C++
/* ----------------------------------------------------------------------------
|
|
|
|
* 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 RawQP.cpp
|
|
* @brief
|
|
* @author Ivan Dario Jimenez
|
|
* @date 3/5/16
|
|
*/
|
|
|
|
#include <gtsam_unstable/linear/RawQP.h>
|
|
#include <iostream>
|
|
|
|
using boost::fusion::at_c;
|
|
|
|
namespace gtsam {
|
|
|
|
void RawQP::setName(
|
|
boost::fusion::vector<std::vector<char>, std::vector<char>,
|
|
std::vector<char>> const &name) {
|
|
name_ = std::string(at_c < 1 > (name).begin(), at_c < 1 > (name).end());
|
|
if (debug) {
|
|
std::cout << "Parsing file: " << name_ << std::endl;
|
|
}
|
|
}
|
|
|
|
void RawQP::addColumn(
|
|
boost::fusion::vector<std::vector<char>, std::vector<char>,
|
|
std::vector<char>, std::vector<char>, std::vector<char>, double,
|
|
std::vector<char>> const &vars) {
|
|
|
|
std::string var_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
|
|
std::string row_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
|
|
Matrix11 coefficient = at_c < 5 > (vars) * I_1x1;
|
|
if (debug) {
|
|
std::cout << "Added Column for Var: " << var_ << " Row: " << row_
|
|
<< " Coefficient: " << coefficient << std::endl;
|
|
}
|
|
if (!varname_to_key.count(var_))
|
|
varname_to_key[var_] = Symbol('X', varNumber++);
|
|
if (row_ == obj_name) {
|
|
g[varname_to_key[var_]] = coefficient;
|
|
return;
|
|
}
|
|
(*row_to_constraint_v[row_])[row_][varname_to_key[var_]] = coefficient;
|
|
}
|
|
|
|
void RawQP::addColumnDouble(
|
|
boost::fusion::vector<std::vector<char>, std::vector<char>,
|
|
std::vector<char>, std::vector<char>, double, std::vector<char>,
|
|
std::vector<char>, std::vector<char>, double> const &vars) {
|
|
|
|
std::string var_(at_c < 0 > (vars).begin(), at_c < 0 > (vars).end());
|
|
std::string row1_(at_c < 2 > (vars).begin(), at_c < 2 > (vars).end());
|
|
std::string row2_(at_c < 6 > (vars).begin(), at_c < 6 > (vars).end());
|
|
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', varNumber++) });
|
|
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 RawQP::addRangeSingle(
|
|
boost::fusion::vector<std::vector<char>, std::vector<char>,
|
|
std::vector<char>, std::vector<char>, std::vector<char>, double,
|
|
std::vector<char>> const & vars) {
|
|
std::string var_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
|
|
std::string row_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
|
|
double range = at_c < 5 > (vars);
|
|
ranges[row_] = range;
|
|
if (debug) {
|
|
std::cout << "SINGLE RANGE ADDED" << std::endl;
|
|
std::cout << "VAR:" << var_ << " ROW: " << row_ << " RANGE: " << range
|
|
<< std::endl;
|
|
}
|
|
|
|
}
|
|
void RawQP::addRangeDouble(
|
|
boost::fusion::vector<std::vector<char>, std::vector<char>,
|
|
std::vector<char>, std::vector<char>, std::vector<char>, double,
|
|
std::vector<char>, std::vector<char>, std::vector<char>, double> const & vars) {
|
|
std::string var_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
|
|
std::string row1_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
|
|
std::string row2_(at_c < 7 > (vars).begin(), at_c < 7 > (vars).end());
|
|
double range1 = at_c < 5 > (vars);
|
|
double range2 = at_c < 9 > (vars);
|
|
ranges[row1_] = range1;
|
|
ranges[row2_] = range2;
|
|
if (debug) {
|
|
std::cout << "DOUBLE RANGE ADDED" << std::endl;
|
|
std::cout << "VAR: " << var_ << " ROW1: " << row1_ << " RANGE1: " << range1
|
|
<< " ROW2: " << row2_ << " RANGE2: " << range2 << std::endl;
|
|
}
|
|
|
|
}
|
|
|
|
void RawQP::addRHS(
|
|
boost::fusion::vector<std::vector<char>, std::vector<char>,
|
|
std::vector<char>, std::vector<char>, std::vector<char>, double,
|
|
std::vector<char>> const &vars) {
|
|
|
|
std::string var_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
|
|
std::string row_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
|
|
double coefficient = at_c < 5 > (vars);
|
|
if (row_ == obj_name)
|
|
f = -coefficient;
|
|
else
|
|
b[row_] = coefficient;
|
|
|
|
if (debug) {
|
|
std::cout << "Added RHS for Var: " << var_ << " Row: " << row_
|
|
<< " Coefficient: " << coefficient << std::endl;
|
|
}
|
|
}
|
|
|
|
void RawQP::addRHSDouble(
|
|
boost::fusion::vector<std::vector<char>, std::vector<char>,
|
|
std::vector<char>, std::vector<char>, std::vector<char>, double,
|
|
std::vector<char>, std::vector<char>, std::vector<char>, double> const &vars) {
|
|
|
|
std::string var_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
|
|
std::string row1_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
|
|
std::string row2_(at_c < 7 > (vars).begin(), at_c < 7 > (vars).end());
|
|
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) {
|
|
std::cout << "Added RHS for Var: " << var_ << " Row: " << row1_
|
|
<< " Coefficient: " << coefficient1 << std::endl;
|
|
std::cout << " " << "Row: " << row2_
|
|
<< " Coefficient: " << coefficient2 << std::endl;
|
|
}
|
|
}
|
|
|
|
void RawQP::addRow(
|
|
boost::fusion::vector<std::vector<char>, char, std::vector<char>,
|
|
std::vector<char>, std::vector<char>> const &vars) {
|
|
|
|
std::string name_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
|
|
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:
|
|
std::cout << "invalid type: " << type << std::endl;
|
|
break;
|
|
}
|
|
if (debug) {
|
|
std::cout << "Added Row Type: " << type << " Name: " << name_ << std::endl;
|
|
}
|
|
}
|
|
|
|
void RawQP::addBound(
|
|
boost::fusion::vector<std::vector<char>, std::vector<char>,
|
|
std::vector<char>, std::vector<char>, std::vector<char>,
|
|
std::vector<char>, std::vector<char>, double> const &vars) {
|
|
|
|
std::string type_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
|
|
std::string var_(at_c < 5 > (vars).begin(), at_c < 5 > (vars).end());
|
|
double number = at_c < 7 > (vars);
|
|
if (type_.compare(std::string("UP")) == 0)
|
|
up[varname_to_key[var_]] = number;
|
|
else if (type_.compare(std::string("LO")) == 0)
|
|
lo[varname_to_key[var_]] = number;
|
|
else if (type_.compare(std::string("FX")) == 0)
|
|
fx[varname_to_key[var_]] = number;
|
|
else
|
|
std::cout << "Invalid Bound Type: " << type_ << std::endl;
|
|
|
|
if (debug) {
|
|
std::cout << "Added Bound Type: " << type_ << " Var: " << var_
|
|
<< " Amount: " << number << std::endl;
|
|
}
|
|
}
|
|
|
|
void RawQP::addBoundFr(
|
|
boost::fusion::vector<std::vector<char>, std::vector<char>,
|
|
std::vector<char>, std::vector<char>, std::vector<char>,
|
|
std::vector<char>, std::vector<char>> const &vars) {
|
|
std::string type_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
|
|
std::string var_(at_c < 5 > (vars).begin(), at_c < 5 > (vars).end());
|
|
Free.push_back(varname_to_key[var_]);
|
|
if (debug) {
|
|
std::cout << "Added Free Bound Type: " << type_ << " Var: " << var_
|
|
<< " Amount: " << std::endl;
|
|
}
|
|
}
|
|
|
|
void RawQP::addQuadTerm(
|
|
boost::fusion::vector<std::vector<char>, std::vector<char>,
|
|
std::vector<char>, std::vector<char>, std::vector<char>, double,
|
|
std::vector<char>> const &vars) {
|
|
std::string var1_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
|
|
std::string var2_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
|
|
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) {
|
|
std::cout << "Added QuadTerm for Var: " << var1_ << " Row: " << var2_
|
|
<< " Coefficient: " << coefficient << std::endl;
|
|
}
|
|
}
|
|
|
|
QP RawQP::makeQP() {
|
|
std::vector < Key > keys;
|
|
std::vector < Matrix > Gs;
|
|
std::vector < Vector > gs;
|
|
for (auto kv : varname_to_key) {
|
|
keys.push_back(kv.second);
|
|
}
|
|
std::sort(keys.begin(), keys.end());
|
|
for (unsigned int i = 0; i < keys.size(); ++i) {
|
|
for (unsigned int j = i; j < keys.size(); ++j) {
|
|
if (H.count(keys[i]) > 0 and 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);
|
|
}
|
|
}
|
|
size_t dual_key_num = keys.size() + 1;
|
|
QP madeQP;
|
|
auto obj = HessianFactor(keys, Gs, gs, 2 * f);
|
|
|
|
madeQP.cost.push_back(obj);
|
|
|
|
for (auto kv : E) {
|
|
std::map < Key, Matrix11 > keyMatrixMapPos;
|
|
std::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 {
|
|
std::cerr << "ERROR: CANNOT ADD A RANGE OF ZERO" << std::endl;
|
|
throw;
|
|
}
|
|
continue;
|
|
}
|
|
std::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) {
|
|
std::map < Key, Matrix11 > keyMatrixMapNeg;
|
|
std::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) {
|
|
std::map < Key, Matrix11 > keyMatrixMapPos;
|
|
std::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 (std::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;
|
|
}
|
|
}
|
|
|