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spatialSolver.py
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spatialSolver.py
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#! /usr/bin/env python
# -*- coding: utf-8 -*-
# vim:fenc=utf-8
#
# Copyright © 2018 Gao Tang <[email protected]>
#
# Distributed under terms of the MIT license.
"""
A solve that solves UAV navigation problem efficiently and reliably.
"""
# system libraries
from __future__ import print_function, division
import sys, os, time
import itertools
import copy
import warnings
# scientific computing libraries
import numpy as np
from scipy.sparse import coo_matrix, csc_matrix
import matplotlib.pyplot as plt
from scipy.interpolate import BPoly
from mpl_toolkits.mplot3d.art3d import Poly3DCollection
# third party libraries
import mosek
from tabulate import tabulate
from libott import loadTGP, construct_P, construct_A, gradient_from_P, gradient_from_A, set_print_level
from libbezier import Bezier
# from plotter import piecewisePolyDeriv, evaluatePiecewisePolyWhole, evaluatePiecewisePolyOne2, plotSamples
# from plot_3d_trajectory import plot3dTrajectory
# Some flags
DO_PLOT_RESULTS = True
def print_green(*args, **kwargs):
print("\033[1;32m", end='')
print(*args, **kwargs)
print("\033[0m", end='')
def print_yellow(*args, **kwargs):
print("\033[1;33m", end='')
print(*args, **kwargs)
print("\033[0m", end ='')
def print_purple(*args, **kwargs):
print("\033[1;34m", end='')
print(*args, **kwargs)
print("\033[0m", end='')
def print_red(*args, **kwargs):
print("\033[1;35m", end='')
print(*args, **kwargs)
print("\033[0m", end='')
def print_cyan(*args, **kwargs):
print("\033[1;36m", end='')
print(*args, **kwargs)
print("\033[0m", end='')
def print_gray(*args, **kwargs):
print("\033[1;37m", end='')
print(*args, **kwargs)
print("\033[0m", end='')
class IndoorOptProblem(object):
"""Convex optimization around corridor approach for drone trajectory optimization.
Currently it support problem where each corridor has been specified a time, later we will let it be free.
"""
def __init__(self, tgp, tfweight=0, connect_order=2, verbose=False):
"""Constructor for this problem class.
Parameters
----------
tgp: a PyTGProblem object.
tfweight: float, the weight on transfer time
connect_order: to which order of derivative at connection do we guarantee continuity.
verbose: bool, if the solver is verbose
"""
self.floor = tgp # I shall still use the floor name for convenience
self.x0_pack = [tgp.position[0], tgp.velocity[0], tgp.acceleration[0]]
self.xf_pack = [tgp.position[1], tgp.velocity[1], tgp.acceleration[1]]
self.tfweight = tfweight
self.obj_order = tgp.minimizeOrder
self.poly_order = tgp.trajectoryOrder
self.connect_order = connect_order # guarantee acceleration continuity
self.verbose = verbose
self.margin = tgp.margin
self.is_limit_vel = tgp.doLimitVelocity
self.is_limit_acc = tgp.doLimitAcceleration
self.vel_limit = tgp.maxVelocity # component wise limit on velocity
self.acc_limit = tgp.maxAcceleration # component wise limit on acceleration
# get info on environment
self.boxes = tgp.getCorridor()
self.num_box = len(self.boxes)
self.room_time = np.array([box.t for box in self.boxes])
bz = Bezier(self.poly_order, self.poly_order, self.obj_order)
self.bz = bz
self.bzM = self.bz.M()[self.poly_order] # use this for some output stuff
self.MQM = self.bz.MQM()[self.poly_order]
if verbose:
print('has %d boxes' % self.num_box)
print('init time ', self.room_time)
# some default settings such as how close you can reach the corner
self.abs_obj_tol = 1e-3 # this controls absolute objective tolerance and should not set small for problem with small obj
self.rel_obj_tol = 1e-3 # this controls relative objective tolerance
self.grad_tol = 1e-3 # this controls gradient tolerance
def set_tfweight(self, weight):
"""Set weight on time"""
self.tfweight = weight
def construct_prob(self, x0_pack, xf_pack, poly_order, obj_order, connect_order):
"""Construct a problem."""
pass
def set_x0_pack_value(self, *args):
"""Set the contents of x0pack"""
ff = zip(self.x0_pack, args)
print(ff)
for tmp, val in zip(self.x0_pack, args):
tmp[:] = val[:]
def set_xf_pack_value(self, *args):
"""Set the contents of xfpack"""
for tmp, val in zip(self.xf_pack, args):
tmp[:] = val[:]
def solve_with_room_time(self, rm_time):
"""Specify room time and solve the problem"""
raise NotImplementedError("Subclass should implement solve_with_room_time function")
def get_output_coefficients(self, ):
"""
Get the monomial coefficients representing a piece-wise polynomial trajectory
return ndarray, (s, 1), time allocated for each segment
return ndarray, (s, o + 1, d), polynomial coefficients, where s is the number of segments,
o is the order of trajectory, d is the number of dimensions, which is 3
"""
n_room = self.num_box
poly_coef = np.zeros([n_room, self.poly_order + 1, 3])
# coefficients in bezier and scaled form
mat_x = np.reshape(self.sol, (n_room, 3, self.poly_order + 1))
mat_x = np.transpose(mat_x, (0, 2, 1))
# change coefficients to monomial and unscaled form
for i in range(n_room):
poly_coef[i, :, :] = self.bzM.dot(mat_x[i]) * self.room_time[i]
return self.room_time.copy(), poly_coef
def get_coef_matrix(self):
"""Return coefficients"""
coef_mat = np.reshape(self.sol, (self.num_box, 3, self.poly_order + 1))
coef_mat = np.transpose(coef_mat, (0, 2, 1))
#import pdb; pdb.set_trace()
for i in range(self.num_box):
coef_mat[i] *= self.room_time[i]
return coef_mat
def get_coef_matrix2(self):
"""
Return Bezier coefficients
"""
coef_mat = np.reshape(self.sol, (self.poly_order + 1, 3, self.num_box), order='F')
coef_mat = coef_mat.transpose((0,2,1))
#import pdb;pdb.set_trace()
for i in range(self.num_box):
coef_mat[:,i,:] *= self.room_time[i]
return coef_mat
def from_coef_matrix(self, mat_in):
"""Assign values to sol based on the input coefficient matrix."""
self.sol = np.zeros(mat_in.size)
coef_mat = np.reshape(self.sol, (self.num_box, 3, self.poly_order + 1))
for i in range(self.num_box):
coef_mat[i] = mat_in[i].T / self.room_time[i]
with np.printoptions(precision=4, linewidth=10000):
print(self.sol)
def get_output_path(self, n):
"""Get a path for output that is linspace in time.
:param n: int, the number of nodes for a path
:return: float, the total time for this problem
:return: ndarray, (n, 2) the optimal path
"""
cum_sum_time = np.cumsum(self.room_time)
output = np.zeros((n, 3)) # the output trajectory
sample_time = np.linspace(0, cum_sum_time[-1], n)
n_room = self.num_box
# get all the coef of polynomials
t, all_poly_coeffs = self.get_output_coefficients()
for i in range(n_room):
# poly_coef = self.bzM.dot(mat_x[i]) * self.room_time[i]
poly_coef = all_poly_coeffs[i,:,:]
if i == 0:
t_mask = sample_time <= cum_sum_time[0]
use_s = sample_time[t_mask] / cum_sum_time[0]
else:
t_mask = (sample_time > cum_sum_time[i - 1]) & (sample_time <= cum_sum_time[i])
use_s = (sample_time[t_mask] - cum_sum_time[i - 1]) / self.room_time[i]
output[t_mask, 0] = np.polyval(poly_coef[:, 0][::-1], use_s)
output[t_mask, 1] = np.polyval(poly_coef[:, 1][::-1], use_s)
output[t_mask, 2] = np.polyval(poly_coef[:, 2][::-1], use_s)
return cum_sum_time[-1], output
def get_gradient(self):
raise NotImplementedError
def get_gradient_fd(self, h=1e-6):
"""Use forward finite difference to approximate gradients."""
grad = np.zeros(self.num_box)
obj0 = self.obj
origin_time = self.room_time.copy()
for i in range(self.num_box):
try_time = origin_time.copy()
try_time[i] += h
self.solve_with_room_time(try_time)
grad[i] = (self.obj - obj0) / h
grad += self.tfweight
return grad
def get_gradient_mellinger(self, h=1e-6):
"""
Use finite difference described in:
http://www-personal.acfr.usyd.edu.au/spns/cdm/papers/Mellinger.pdf
to approximate gradients.
"""
grad = np.zeros(self.num_box)
obj0 = self.obj
origin_time = self.room_time.copy()
for i in range(self.num_box):
m = self.num_box
gi = -1/(m-1) * np.ones(m)
gi[i] = 1
try_time = origin_time.copy()
try_time += h * gi
# print("In gg Mellinger: gi", gi," try_time: ", try_time)
self.solve_with_room_time(try_time)
grad[i] = (self.obj - obj0) / h
grad += self.tfweight
return grad
def refine_time_by_backtrack(self, alpha0=0.175, h=1e-5, c=0.2, tau=0.2, max_iter=50, j_iter=5, log=False, timeProfile=False, adaptiveLineSearch=False):
"""Use backtrack line search to refine time. We fix total time to make things easier.
Parameters
----------
alpha0: float, initial step length 0.175 and 0.375 are found to be very good.
h: float, step size for finding gradient using forward differentiation
c: float, the objective decrease parameter
tau: float, the step length shrink parameter
max_iter: int, maximum iteration for gradient descent
j_iter: int, maximum iteration for finding alpha
abs_tol: float, absolute objective tolerance
rel_tol: float, Relative objective tolerance
Returns
-------
is_okay: bool, indicates if some exception occurs
converged: bool, indicates if the algorithm converges
"""
if log == True:
self.log = np.array([])
self.log = np.append(self.log, [self.obj, 0])
if timeProfile == True:
self.timeProfile = np.array([])
t0 = time.time()
self.major_iteration = 0
self.num_prob_solve = 0
if self.num_box == 1 and self.tfweight == 0:
self.major_iteration = 0
self.num_prob_solve = 0
self.time_cost = time.time() - t0
self.converge_reason = 'No need to refine'
return True, True
n_room = self.num_box
t_now = self.room_time.copy()
converged = False
converge_reason = 'Not converged'
num_prob_solve = 0 # record number of problems being solved for a BTLS
for i in range(max_iter):
if self.verbose:
print_green('Iteration %d' % i)
obj0 = self.obj
is_okay = True
if timeProfile == True:
tBeforeGrad = time.time()
# choose a method to calculate gradient
if self.grad_method == 'ours':
grad = self.get_gradient()
elif self.grad_method == 'fd':
grad = self.get_gradient_fd(h=0.25*1e-6)
elif self.grad_method == 'mel':
grad = self.get_gradient_mellinger(h=0.25*1e-6)
else:
print_red("No this grad method!")
if timeProfile == True:
tAfterGrad = time.time()
self.timeProfile = np.append(self.timeProfile, [tAfterGrad - tBeforeGrad])
#print_red('grad_an ', grad, ' grad_fd ', grad_fd, 'grad_mel', grad_mel)
if self.tfweight == 0:
# get projected gradient, the linear manifold is \sum x_i = 0; if tfweight=0, we fix total time
normal = np.ones(n_room) / np.sqrt(n_room) # normal direction
grad = grad - grad.dot(normal) * normal # projected gradient descent direction
# print_red('grad_an ', grad / np.linalg.norm(grad), ' grad_fd ', grad_fd / np.linalg.norm(grad_fd), 'grad_mel', grad_mel / np.linalg.norm(grad_mel))
# print_yellow('sum_an ', np.sum(grad), 'sum_fd ', np.sum(grad_fd), 'sum_mel ', np.sum(grad_mel))
if np.linalg.norm(grad) < self.grad_tol: # break out if gradient is too small
if self.verbose:
print('Gradient too small')
converged = True
converge_reason = 'Small gradient'
break
if self.verbose:
print_green('At time ', t_now, ' grad is ', grad)
m = -np.linalg.norm(grad)
p = grad / m # p is the descending direction
# use a maximum alpha that makes sure time are always positive
alpha_max = np.amax(-t_now / p) - 1e-6 # so I still get non-zero things
if alpha_max > 0:
alpha = min(alpha_max, alpha0)
else:
alpha = alpha0
t = -c * m
# find alpha
alpha_found = False
if timeProfile == True:
tBeforeAlpha = time.time()
for j in range(j_iter):
if self.verbose:
print('Search alpha step %d, alpha = %f' % (j, alpha))
candid_time = t_now + alpha * p
# lower bound on the alpha
if adaptiveLineSearch == True:
if alpha < 1e-4:
if self.verbose:
print_yellow('Stop line search because alpha is too small')
break
# make sure that time will not go too small
if np.any(candid_time < 1e-6):
alpha = tau * alpha
continue
if self.verbose:
print('Try time: ', candid_time)
self.solve_with_room_time(candid_time)
num_prob_solve += 1
# in case objective somehow falls below 0
if self.obj < 0:
self.is_solved = False
if not self.is_solved:
alpha = tau * alpha # decrease step length
continue
objf = self.obj
# in case objective somehow falls below 0
if objf < 0:
print_yellow("Negative Objective!", self.obj)
print(self.solve_with_room_time(candid_time))
import pdb; pdb.set_trace()
alpha = tau * alpha
continue
if self.verbose:
print('\talpha ', alpha, ' obj0 ', obj0, ' objf ', objf)
if obj0 - objf >= alpha * t or obj0 - objf >= 0.1 * obj0: # either backtrack or decrease sufficiently
alpha_found = True
# if use adaptive line search
if adaptiveLineSearch == True:
# adaptive line search, increase the initial alpha is alpha is good enough for the first ime
if j == 0:
alpha0 = 1.5 * alpha
if self.verbose:
print('alpha growes from %.3f to %.3f' % (alpha, alpha0))
# set the initial alpha for the next iteration the same as this time's alpha
else:
alpha0 = alpha
if self.verbose:
print('alpha set to %.3f' % alpha0)
break
else:
alpha = tau * alpha # decrease step length
if timeProfile == True:
tAfterAlpha = time.time()
self.timeProfile = np.append(self.timeProfile, [tAfterAlpha - tBeforeAlpha])
if self.verbose:
if alpha_found:
print('We found alpha = %f' % alpha)
else:
print('Fail to find alpha, use a conservative %f' % alpha)
if not alpha_found: # for case where alpha is not found
converge_reason = 'Cannot find step size alpha'
is_okay = True
converged = False
# roll back to t_now
self.room_time = t_now
self.obj = obj0
if log == True:
duration = time.time() - t0
self.log = np.append(self.log, [obj0, duration])
break
# adaptive line search
# ready to update time now and check convergence
t_now = candid_time # this is the alpha we desire
if self.verbose:
print('obj0 = ', obj0, 'objf = ', objf)
if log == True:
duration = time.time() - t0
# we log the objective and duration for each major iteration
if self.verbose == True:
print("Logging: obj: %f, T: %f" % (objf, duration))
self.log = np.append(self.log, [objf, duration])
if abs(objf - obj0) < self.abs_obj_tol:
if self.verbose:
print('Absolute obj improvement too small')
converged = True
converge_reason = 'Absolute cost'
break
elif abs(objf - obj0) / abs(obj0) < self.rel_obj_tol:
if self.verbose:
print('Relative obj improvement too small')
converged = True
converge_reason = 'Relative cost'
break
self.major_iteration = i
self.num_prob_solve = num_prob_solve
self.time_cost = time.time() - t0
self.converge_reason = converge_reason
return is_okay, converged
def refine_time_by_BFGS(self, alpha0=0.1, h=1e-5, c=0.2, tau=0.2, max_iter=50, j_iter=5, log=False):
"""Use backtrack line search to refine time. We fix total time to make things easier.
Parameters
----------
alpha0: float, initial step length
h: float, step size for finding gradient using forward differentiation
c: float, the objective decrease parameter
tau: float, the step length shrink parameter
max_iter: int, maximum iteration for gradient descent
j_iter: int, maximum iteration for finding alpha
abs_tol: float, absolute objective tolerance
rel_tol: float, Relative objective tolerance
Returns
-------
is_okay: bool, indicates if some exception occurs
converged: bool, indicates if the algorithm converges
"""
if log == True:
self.log = np.array([])
t0 = time.time()
self.major_iteration = 0
self.num_prob_solve = 0
if self.num_box == 1 and self.tfweight == 0:
self.major_iteration = 0
self.num_prob_solve = 0
self.time_cost = time.time() - t0
self.converge_reason = 'No need to refine'
return True, True
n_room = self.num_box
t_now = self.room_time.copy()
converged = False
converge_reason = 'Not converged'
num_prob_solve = 0 # record number of problems being solved for a BTLS
for i in range(max_iter):
if self.verbose:
print_green('Iteration %d' % i)
obj0 = self.obj
is_okay = True
# choose a method to calculate gradient
if self.grad_method == 'ours':
grad = self.get_gradient()
elif self.grad_method == 'fd':
grad = self.get_gradient_fd(h=0.25*1e-6)
elif self.grad_method == 'mel':
grad = self.get_gradient_mellinger(h=0.25*1e-6)
else:
print_red("No this grad method!")
gfkp1 = grad # gradient of f at the (k+1)th step
# update Hk matrix
if i == 0:
beta = 0.5
# Hk is initialized to some scalar times I
Hk = beta * np.eye(n_room)
else:
yk = gfkp1 - gfk
rhok = 1.0 / yk.dot(sk)
ml = np.eye(n_room) - rhok * np.outer(sk, yk)
mr = np.eye(n_room) - rhok * np.outer(yk, sk)
ma = rhok * np.outer(sk, sk)
Hk = ml.dot(Hk.dot(mr)) + ma
# change grad to the BFGS direction
grad = Hk.dot(grad)
#grad
if self.verbose:
print_yellow("BFGS Hk: ", Hk)
print_cyan("new grad: ", grad)
#print_red('grad_an ', grad, ' grad_fd ', grad_fd, 'grad_mel', grad_mel)
if self.tfweight == 0:
# get projected gradient, the linear manifold is \sum x_i = 0; if tfweight=0, we fix total time
normal = np.ones(n_room) / np.sqrt(n_room) # normal direction
grad = grad - grad.dot(normal) * normal # projected gradient descent direction
# print_red('grad_an ', grad / np.linalg.norm(grad), ' grad_fd ', grad_fd / np.linalg.norm(grad_fd), 'grad_mel', grad_mel / np.linalg.norm(grad_mel))
# print_yellow('sum_an ', np.sum(grad), 'sum_fd ', np.sum(grad_fd), 'sum_mel ', np.sum(grad_mel))
if np.linalg.norm(grad) < self.grad_tol: # break out if gradient is too small
if self.verbose:
print('Gradient too small :', np.linalg.norm(grad))
converged = True
converge_reason = 'Small gradient'
break
if self.verbose:
print_green('At time ', t_now, ' grad is ', grad)
m = -np.linalg.norm(grad)
p = grad / m # p is the descending direction
# use a maximum alpha that makes sure time are always positive
alpha_max = np.amax(-t_now / p) - 1e-6 # so I still get non-zero things
if alpha_max > 0:
alpha = min(alpha_max, alpha0)
else:
alpha = alpha0
t = -c * m
# find alpha
alpha_found = False
for j in range(j_iter):
if self.verbose:
print('Search alpha step %d, alpah = %f' % (j, alpha))
candid_time = t_now + alpha * p
self.solve_with_room_time(candid_time)
num_prob_solve += 1
if not self.is_solved:
alpha = tau * alpha # decrease step length
continue
objf = self.obj
if self.verbose:
print('\talpha ', alpha, ' obj0 ', obj0, ' objf ', objf)
if obj0 - objf >= alpha * t or obj0 - objf >= 0.1 * obj0: # either backtrack or decrease sufficiently
alpha_found = True
break
else:
alpha = tau * alpha # decrease step length
if self.verbose:
if alpha_found:
print('We found alpha = %f' % alpha)
else:
print('Fail to find alpha, use a conservative %f' % alpha)
if not alpha_found: # for case where alpha is not found
converge_reason = 'Cannot find step size alpha'
is_okay = True
converged = False
# roll back to t_now
self.room_time = t_now
self.obj = obj0
break
# ready to update time now and check convergence
t_now = candid_time # this is the alpha we desire
sk = alpha * p #sk in BFGS
gfk = grad # gradient of f at kth step from BFGS
if self.verbose:
print('obj0 = ', obj0, 'objf = ', objf)
# print_cyan("i: ", i, " objf: ", objf)
if log == True:
duration = time.time() - t0
# we log the objective and duration for each major iteration
self.log = np.append(self.log, [objf, duration])
if abs(objf - obj0) < self.abs_obj_tol:
if self.verbose:
print('Absolute obj improvement too small')
converged = True
converge_reason = 'Absolute cost'
break
elif abs(objf - obj0) / abs(obj0) < self.rel_obj_tol:
if self.verbose:
print('Relative obj improvement too small')
converged = True
converge_reason = 'Relative cost'
break
self.major_iteration = i
self.num_prob_solve = num_prob_solve
self.time_cost = time.time() - t0
self.converge_reason = converge_reason
return is_okay, converged
class IndoorQPProblem(IndoorOptProblem):
"""Formulate the indoor navigation problem explicitly as QP so we can either use mosek or osqp to solve it.
I will manually maintain those matrices and hope it is more efficient.
"""
def __init__(self, tgp, tfweight=0, connect_order=2, verbose=False):
IndoorOptProblem.__init__(self, tgp, tfweight, connect_order, verbose)
self.h_type = 'F'
def update_prob(self):
"""Just update the problem since we are changing pretty fast.
This function assume you might have change in room sequence so it reconstructs things. Take care with this.
"""
self.construct_prob(self.x0_pack, self.xf_pack, self.poly_order, self.obj_order, self.connect_order)
def construct_prob(self, x0_pack, xf_pack, poly_order, obj_order, connect_order):
"""Construct a problem."""
# construct the problem using Fei's code
self.construct_P()
self.construct_A()
def construct_P(self):
# P is fixed and we do not alter it afterwards, so let's keep going
pval, prow, pcol = construct_P(self.obj_order, self.num_box, self.poly_order, self.room_time, self.MQM, self.h_type)
self.sp_P = coo_matrix((pval, (prow, pcol))) # ugly hack since osqp only support upper triangular part or full
self.n_var = self.sp_P.shape[0]
# self.qp_P = spmatrix(sp_P.data, sp_P.row, sp_P.col)
self.qp_q = np.zeros(self.n_var)
def construct_A(self):
lincon = construct_A(
self.floor.getCorridor(),
self.MQM,
self.floor.position.copy(order='F'),
self.floor.velocity.copy(order='F'),
self.floor.acceleration.copy(order='F'),
self.floor.maxVelocity,
self.floor.maxAcceleration,
self.floor.trajectoryOrder,
self.floor.minimizeOrder,
self.floor.margin,
self.floor.doLimitVelocity,
self.floor.doLimitAcceleration)
self.xlb = lincon.xlb
self.xub = lincon.xub
self.clb = lincon.clb
self.cub = lincon.cub
# we need more
self.sp_A = coo_matrix((lincon.aval, (lincon.arow, lincon.acol)))
self.n_con = self.sp_A.shape[0]
if self.verbose > 1:
print('n_con', self.n_con)
print('n_var', self.sp_A.shape[1])
print("A has %d nnz" % lincon.aval.shape[0])
def eval_cost_constr(self, mat_in):
"""Pass in a coefficient matrix, see results."""
self.from_coef_matrix(mat_in) # update self.sol
self.update_prob()
cost = 0.5 * self.sol.dot(self.sp_P.dot(self.sol))
Ax = self.sp_A.dot(self.sol)
# equality part
error_clb = np.minimum(Ax - self.clb, 0)
error_cub = np.minimum(-Ax + self.cub, 0)
error_lb = np.minimum(self.sol - self.xlb, 0)
error_ub = np.minimum(self.xub - self.sol, 0)
with np.printoptions(precision=4, linewidth=10000):
print('cost %f' % cost)
print('error_eq', np.minimum(error_clb, error_cub))
print('error_ieq', np.minimum(error_lb, error_ub))
def get_gradient(self, sol, lmdy, lmdz):
pgrad = gradient_from_P(self.obj_order, self.num_box, self.poly_order, self.room_time, self.MQM, sol)
agrad = gradient_from_A(
self.floor.getCorridor(),
self.MQM,
self.floor.position.copy(order='F'),
self.floor.velocity.copy(order='F'),
self.floor.acceleration.copy(order='F'),
self.floor.maxVelocity,
self.floor.maxAcceleration,
self.floor.trajectoryOrder,
self.floor.minimizeOrder,
self.floor.margin,
self.floor.doLimitVelocity,
self.floor.doLimitAcceleration,
sol,
lmdy,
lmdz)
if self.verbose > 1:
print('pgrad', pgrad)
print('agrad', agrad)
return pgrad + agrad + self.tfweight
def solve_once(self):
"""Solve the original problem once."""
raise NotImplementedError
def solve_with_room_time(self, rm_time):
self.room_time[:] = rm_time
self.floor.updateCorridorTime(self.room_time)
return self.solve_once()
class IndoorQPProblemMOSEK(IndoorQPProblem):
"""Use mosek solver to solve this problem in cvxopt interface or not"""
def __init__(self, tgp, tfweight=0, connect_order=2, verbose=False):
IndoorQPProblem.__init__(self, tgp, tfweight, connect_order, verbose)
self.h_type = "L"
def solve_once(self):
self.update_prob()
# set up A
A_sp = self.sp_A.tocsc()
colptr, asub, acof = A_sp.indptr, A_sp.indices, A_sp.data
aptrb, aptre = colptr[:-1], colptr[1:]
# set up bounds on x
bkx = self.n_var * [mosek.boundkey.ra]
bkc = self.n_con * [mosek.boundkey.ra]
with mosek.Env() as env:
with env.Task(0, 1) as task:
task.inputdata(self.n_con, self.n_var, self.qp_q.tolist(), 0.0,
list(aptrb), list(aptre), list(asub), list(acof),
bkc, self.clb.tolist(), self.cub.tolist(),
bkx, self.xlb.tolist(), self.xub.tolist()
)
# set up lower triangular part of P
task.putqobj(self.sp_P.row.tolist(), self.sp_P.col.tolist(), self.sp_P.data.tolist())
task.putobjsense(mosek.objsense.minimize)
task.optimize()
solsta = task.getsolsta(mosek.soltype.itr)
x = self.n_var * [0.0]
task.getsolutionslice(mosek.soltype.itr, mosek.solitem.xx, 0, self.n_var, x)
x = np.array(x)
# get dual variables on linear constraints
zu, zl = self.n_con * [0.0], self.n_con * [0.0]
task.getsolutionslice(mosek.soltype.itr, mosek.solitem.suc, 0, self.n_con, zu)
task.getsolutionslice(mosek.soltype.itr, mosek.solitem.slc, 0, self.n_con, zl)
z = np.array(zu) - np.array(zl)
# get dual variables on variable bounds
yu, yl = self.n_var * [0.0], self.n_var * [0.0]
task.getsolutionslice(mosek.soltype.itr, mosek.solitem.sux, 0, self.n_var, yu)
task.getsolutionslice(mosek.soltype.itr, mosek.solitem.slx, 0, self.n_var, yl)
y = np.array(yu) - np.array(yl)
if self.verbose:
print("Solving status", solsta)
if solsta == mosek.solsta.optimal: #solsta == mosek.solsta.near_optimal: near_optimal is longer valid in Mosek 9.0
self.is_solved = True
self.obj = task.getprimalobj(mosek.soltype.itr) + self.tfweight * np.sum(self.room_time)
self.sol = x
self.lmdy = z
self.lmdz = y
return solsta, x, z, y
else:
self.is_solved = False
self.obj = np.inf
#print("Mosek Failed, solsta: ", solsta)
return solsta, None, None, None
def get_gradient(self):
return IndoorQPProblem.get_gradient(self, self.sol, self.lmdy, self.lmdz)
def solveProblem():
"""Test the backtrack line search with IP solver."""
prob = 11
if len(sys.argv) > 1:
prob = int(sys.argv[1])
print_purple("Testing on problem: %d" % prob)
tgp = loadTGP('dataset/tgp_%d.tgp' % prob) # every time you have to reload from hard disk since it is modified before
initial_time_allocation = np.array([box.t for box in tgp.getCorridor()])
# we do not limit velocity in the open source implementation
tgp.doLimitVelocity = False
# we minimize jerk
tgp.minimizeOrder = 3
# we use 6-th order piecewise Bezier spline
tgp.trajectoryOrder = 6
#print_green("Use Mosek + Adaptive line search")
solver = IndoorQPProblemMOSEK(tgp, verbose=False)
ts1 = time.time()
solver.solve_once()
tf1 = time.time()
initial_obj = solver.obj
mosek_once_time = tf1 - ts1
t_before_opt, coeff_before_opt = solver.get_output_coefficients()
solver.grad_method = 'ours'
# extract initial trajectory
poly_coef = solver.get_coef_matrix().transpose((1,0,2))
#import pdb; pdb.set_trace()
break_points = np.insert(np.cumsum(solver.room_time), 0, 0.0)
initial_trajectory = BPoly(poly_coef, break_points)
tt_initial = np.linspace(0.0, break_points[-1], 100)
ts2 = time.time()
is_okay, converged = solver.refine_time_by_backtrack(max_iter=100, log=True, adaptiveLineSearch=True)
tf2 = time.time()
#print(solver.room_time)
computation_time = (tf2 - ts2 + mosek_once_time) * 1000
#print('mosek first computation time', mosek_once_time, 'mosek computation time:', mosek_time)
mosek_convergence = solver.log
mosek_convergence[1::2] += mosek_once_time
t_after_opt, coeff_after_opt = solver.get_output_coefficients()
result = [["Solver", "Mosek"],
["Solved?", is_okay],
#["Converged?", converged],
["Initial Cost", round(initial_obj, 3)],
["Final Cost", round(solver.obj,3)],
["Solve Time [ms]", round(computation_time, 2)],
["# Major Iterations", solver.major_iteration],
["# Function Evaluation", solver.num_prob_solve]
]
print("Results")
print(tabulate(result, tablefmt="psql", stralign="right", numalign="center"))
print("Initial time allocation:\n", np.round(initial_time_allocation, 2))
print("Final time allocation:\n", np.round(solver.room_time, 2))
if DO_PLOT_RESULTS:
poly_coef = solver.get_coef_matrix2()
break_points = np.insert(np.cumsum(t_after_opt), 0, 0.0)
final_trajectory = BPoly(poly_coef, break_points)
tt_final = np.linspace(0.0, break_points[-1], 100)
# plot 3D trajectory
fig = plt.figure()
ax = fig.add_subplot(111, projection='3d')
boxes = tgp.getCorridor()
from mpl_toolkits.mplot3d.art3d import Poly3DCollection
for i in range(len(boxes)):
vertices = boxes[i].vertex
ax.scatter(vertices[:, 0], vertices[:, 1], vertices[:, 2], s=1)
Z = vertices
verts = [[Z[0],Z[1],Z[2],Z[3]],
[Z[4],Z[5],Z[6],Z[7]],
[Z[0],Z[1],Z[5],Z[4]],
[Z[2],Z[3],Z[7],Z[6]],
[Z[1],Z[2],Z[6],Z[5]],
[Z[4],Z[7],Z[3],Z[0]],
[Z[2],Z[3],Z[7],Z[6]]]
# plot safe corridor
pc = Poly3DCollection(verts, alpha = 0.0, facecolor='gray', linewidths=0.1, edgecolors='red')
ax.add_collection3d(pc)
ax.plot(initial_trajectory(tt_initial)[:,0], initial_trajectory(tt_initial)[:,1], initial_trajectory(tt_initial)[:,2], label="Before refinement")
ax.plot(final_trajectory(tt_final)[:,0], final_trajectory(tt_final)[:,1], final_trajectory(tt_final)[:,2], label="After refinement")
#import pdb; pdb.set_trace()
ax.scatter(tgp.position[0,0], tgp.position[0,1], tgp.position[0,2], marker="*", s=20, label="Start")
ax.scatter(tgp.position[1,0], tgp.position[1,1], tgp.position[1,2], marker="o", s=20, label="Goal")
set_axes_equal(ax)
ax.set_axis_off()
ax.legend()
ax.set_title("3D trajectory")
# plot velocity/acceleration
fig, ax = plt.subplots(3, 1, figsize=(6,7))
for i in range(3):
ax[i].plot(tt_initial, initial_trajectory(tt_initial, 1)[:, i], '-.', label="Before refinement")
ax[i].plot(tt_final, final_trajectory(tt_final, 1)[:, i], label="After refinement")
if i == 0:
ax[i].set_title("X Velocity")
elif i == 1:
ax[i].set_title("Y Velocity")
elif i == 2:
ax[i].set_title("Z Velocity")
else:
pass
ax[i].legend()
ax[i].grid()
plt.tight_layout()
# plot acceleration
fig, ax = plt.subplots(3, 1, figsize=(6,7))
for i in range(3):
ax[i].plot(tt_initial, initial_trajectory(tt_initial, 2)[:, i], '-.', label="Before refinement")
ax[i].plot(tt_final, final_trajectory(tt_final, 2)[:, i], label="After refinement")
if i == 0:
ax[i].set_title("X Acceleration")
elif i == 1:
ax[i].set_title("Y Acceleration")
elif i == 2:
ax[i].set_title("Z Acceleration")
else:
pass
ax[i].legend()
ax[i].grid()
plt.tight_layout()
plt.show()
def set_axes_equal(ax):
'''Make axes of 3D plot have equal scale so that spheres appear as spheres,
cubes as cubes, etc.. This is one possible solution to Matplotlib's
ax.set_aspect('equal') and ax.axis('equal') not working for 3D.
Input
ax: a matplotlib axis, e.g., as output from plt.gca().
'''
x_limits = ax.get_xlim3d()
y_limits = ax.get_ylim3d()
z_limits = ax.get_zlim3d()
x_range = abs(x_limits[1] - x_limits[0])
x_middle = np.mean(x_limits)
y_range = abs(y_limits[1] - y_limits[0])
y_middle = np.mean(y_limits)
z_range = abs(z_limits[1] - z_limits[0])
z_middle = np.mean(z_limits)
# The plot bounding box is a sphere in the sense of the infinity
# norm, hence I call half the max range the plot radius.
plot_radius = 0.5*max([x_range, y_range, z_range])
ax.set_xlim3d([x_middle - plot_radius, x_middle + plot_radius])
ax.set_ylim3d([y_middle - plot_radius, y_middle + plot_radius])
ax.set_zlim3d([z_middle - plot_radius, z_middle + plot_radius])
def main():
solveProblem()
if __name__ == '__main__':
main()