Visual Servoing Platform  version 3.6.1 under development (2024-03-28)
quadprog_eq.cpp

Example of sequential calls to QP solver with constant equality constraint

/****************************************************************************
*
* ViSP, open source Visual Servoing Platform software.
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*
* Description:
* Example of sequential calls to QP solver with constant equality constraint
*
*****************************************************************************/
#include <iostream>
#include <visp3/core/vpConfig.h>
#if defined(VISP_HAVE_LAPACK) && (VISP_CXX_STANDARD >= VISP_CXX_STANDARD_11)
#include "qp_plot.h"
#include <visp3/core/vpQuadProg.h>
#include <visp3/core/vpTime.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
#ifdef VISP_HAVE_DISPLAY
bool opt_display = true;
bool opt_click_allowed = true;
#endif
for (int i = 0; i < argc; i++) {
#ifdef VISP_HAVE_DISPLAY
if (std::string(argv[i]) == "-d")
opt_display = false;
else if (std::string(argv[i]) == "-c")
opt_click_allowed = false;
else
#endif
if (std::string(argv[i]) == "-h") {
std::cout << "\nUsage: " << argv[0] << " [-d] [-c] [-h] [--help]" << std::endl;
std::cout << "\nOptions: \n"
#ifdef VISP_HAVE_DISPLAY
" -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"
" -c \n"
" Disable the mouse click. Useful to automate the \n"
" execution of this program without human intervention.\n"
"\n"
#endif
" -h, --help\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 = 100;
double 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 = nullptr;
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;
double t = vpTime::measureTimeMs();
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) {
if (opt_click_allowed) {
std::cout << "Click in the graph to exit..." << std::endl;
plot->wait();
}
delete plot;
}
#endif
}
#elif !(VISP_CXX_STANDARD >= VISP_CXX_STANDARD_11)
int main()
{
std::cout << "You did not build ViSP with c++11 or higher compiler flag" << std::endl;
std::cout << "Tip:" << std::endl;
std::cout << "- Configure ViSP again using cmake -DUSE_CXX_STANDARD=11, and build again this example" << std::endl;
return EXIT_SUCCESS;
}
#else
int main()
{
std::cout << "You did not build ViSP with Lapack support" << std::endl;
return EXIT_SUCCESS;
}
#endif
Implementation of column vector and the associated operations.
Definition: vpColVector.h:163
Implementation of a matrix and operations on matrices.
Definition: vpMatrix.h:146
void solveBySVD(const vpColVector &B, vpColVector &x) const
Definition: vpMatrix.cpp:1954
This class provides a solver for Quadratic Programs.
Definition: vpQuadProg.h:70
bool solveQP(const vpMatrix &Q, const vpColVector &r, vpMatrix A, vpColVector b, const vpMatrix &C, const vpColVector &d, vpColVector &x, const double &tol=1e-6)
Definition: vpQuadProg.cpp:375
bool solveQPe(const vpMatrix &Q, const vpColVector &r, vpColVector &x, const double &tol=1e-6) const
Definition: vpQuadProg.cpp:245
bool setEqualityConstraint(const vpMatrix &A, const vpColVector &b, const double &tol=1e-6)
Definition: vpQuadProg.cpp:147
bool solveQPi(const vpMatrix &Q, const vpColVector &r, const vpMatrix &C, const vpColVector &d, vpColVector &x, bool use_equality=false, const double &tol=1e-6)
Definition: vpQuadProg.cpp:446
VISP_EXPORT double measureTimeMs()