Visual Servoing Platform  version 3.2.0 under development (2018-08-16)
quadprog_eq.cpp

Example of sequential calls to QP solver with constant equality constraint

/****************************************************************************
*
* This file is part of the ViSP software.
* Copyright (C) 2005 - 2017 by Inria. All rights reserved.
*
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* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 of the License, or
* (at your option) any later version.
* See the file LICENSE.txt at the root directory of this source
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*
* For using ViSP with software that can not be combined with the GNU
* GPL, please contact Inria about acquiring a ViSP Professional
* Edition License.
*
* See http://visp.inria.fr for more information.
*
* This software was developed at:
* Inria Rennes - Bretagne Atlantique
* Campus Universitaire de Beaulieu
* 35042 Rennes Cedex
* France
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* Inria at visp@inria.fr
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* This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
* WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
*
* Description:
* Example of sequential calls to QP solver with constant equality constraint
*
* Authors:
* Olivier Kermorgant
*
*****************************************************************************/
#include <iostream>
#include <visp3/core/vpConfig.h>
#ifdef VISP_HAVE_CPP11_COMPATIBILITY
#include <visp3/core/vpQuadProg.h>
#include <visp3/core/vpTime.h>
#include "qp_plot.h"
int main (int argc, char **argv)
{
const int n = 20; // x dim
const int m = 10; // equality m < n
const int p = 30; // inequality
const int o = 16; // cost function
bool opt_display = true;
for (int i = 0; i < argc; i++) {
if (std::string(argv[i]) == "-d")
opt_display = false;
else if (std::string(argv[i]) == "-h") {
std::cout << "\nUsage: " << argv[0] << " [-d] [-h]" << std::endl;
std::cout << "\nOptions: \n"
" -d \n"
" Disable the image display. This can be useful \n"
" for automatic tests using crontab under Unix or \n"
" using the task manager under Windows.\n"
"\n"
" -h\n"
" Print the help.\n"<< std::endl;
return EXIT_SUCCESS;
}
}
std::srand((long) vpTime::measureTimeMs());
vpMatrix A, Q, C;
vpColVector b, d, r;
A = randM(m,n)*5;
b = randV(m)*5;
Q = randM(o,n)*5;
r = randV(o)*5;
C = randM(p,n)*5;
// make sure Cx <= d has a solution within Ax = b
d = C*x;
for(int i = 0; i < p; ++i)
d[i] += (5.*rand())/RAND_MAX;
// solver with stored equality and warm start
vpQuadProg qp_WS;
qp_WS.setEqualityConstraint(A, b);
vpQuadProg qp_ineq_WS;
qp_ineq_WS.setEqualityConstraint(A, b);
// timing
int total = 1000;
double t, t_WS(0), t_noWS(0), t_ineq_WS(0), t_ineq_noWS(0);
const double eps = 1e-2;
#ifdef VISP_HAVE_DISPLAY
QPlot *plot = NULL;
if (opt_display)
plot = new QPlot(2, total, {"only equalities", "pre-solving", "equalities + inequalities", "pre-solving / warm start"});
#endif
for(int k = 0; k < total; ++k)
{
// small change on QP data (A and b are constant)
Q += eps * randM(o,n);
r += eps * randV(o);
C += eps * randM(p,n);
d += eps * randV(p);
// solve only equalities
// without warm start
x = 0;
vpQuadProg::solveQPe(Q, r, A, b, x);
t_noWS += vpTime::measureTimeMs() - t;
#ifdef VISP_HAVE_DISPLAY
if (opt_display)
plot->plot(0, 0, k, t);
#endif
// with pre-solved Ax = b
x = 0;
qp_WS.solveQPe(Q, r, x);
t_WS += vpTime::measureTimeMs() - t;
#ifdef VISP_HAVE_DISPLAY
if (opt_display)
plot->plot(0, 1, k, t);
#endif
// with inequalities
// without warm start
x = 0;
qp.solveQP(Q, r, A, b, C, d, x);
t_ineq_noWS += vpTime::measureTimeMs() - t;
#ifdef VISP_HAVE_DISPLAY
if (opt_display)
plot->plot(1, 0, k, t);
#endif
// with warm start + pre-solving
x = 0;
qp_ineq_WS.solveQPi(Q, r, C, d, x, true);
t_ineq_WS += vpTime::measureTimeMs() - t;
#ifdef VISP_HAVE_DISPLAY
if (opt_display)
plot->plot(1, 1, k, t);
#endif
}
std::cout.precision(3);
std::cout << "With only equality constraints\n";
std::cout << " pre-solving: t = " << t_WS << " ms (for 1 QP = " << t_WS/total << " ms)\n";
std::cout << " no pre-solving: t = " << t_noWS << " ms (for 1 QP = " << t_noWS/total << " ms)\n\n";
std::cout << "With inequality constraints\n";
std::cout << " Warm start: t = " << t_ineq_WS << " ms (for 1 QP = " << t_ineq_WS/total << " ms)\n";
std::cout << " No warm start: t = " << t_ineq_noWS << " ms (for 1 QP = " << t_ineq_noWS/total << " ms)" << std::endl;
#ifdef VISP_HAVE_DISPLAY
if (opt_display) {
plot->wait();
delete plot;
}
#endif
}
#else
int main()
{
std::cout << "You did not build ViSP with C++11 compiler flag" << std::endl;
std::cout << "Tip:" << std::endl;
std::cout << "- Configure ViSP again using cmake -DUSE_CPP11=ON, and build again this example" << std::endl;
return EXIT_SUCCESS;
}
#endif