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Prototype/Request: Dynamic parameters in CppAD cost functions #147

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Prototype/Request: Dynamic parameters in CppAD cost functions #147

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319 changes: 319 additions & 0 deletions ct_optcon/include/ct/optcon/costfunction/CostFunctionADParams-impl.hpp
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#pragma once

#ifdef CPPADCG

namespace ct {
namespace optcon {

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::CostFunctionADParams()
: CostFunctionQuadratic<STATE_DIM, CONTROL_DIM, SCALAR>(),
stateParamsControlTime_(Eigen::Matrix<SCALAR, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM, 1>::Zero())
{
intermediateFun_ = [&](const Eigen::Matrix<CGScalar, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM, 1>& stateParamsInputTime) {
return this->evaluateIntermediateCg(stateParamsInputTime);
};

finalFun_ = [&](const Eigen::Matrix<CGScalar, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM, 1>& stateParamsInputTime) {
return this->evaluateTerminalCg(stateParamsInputTime);
};

intermediateCostCodegen_ = std::shared_ptr<JacCG>(new JacCG(intermediateFun_, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM, 1));
finalCostCodegen_ = std::shared_ptr<JacCG>(new JacCG(finalFun_, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM, 1));

setCurrentStateAndControl(this->x_, this->u_, this->t_);
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::CostFunctionADParams(const CostFunctionADParams& arg)
: CostFunctionQuadratic<STATE_DIM, CONTROL_DIM, SCALAR>(arg),
stateParamsControlTime_(arg.stateParamsControlTime_),
intermediateFun_(arg.intermediateFun_),
finalFun_(arg.finalFun_)
{
intermediateTerms_.resize(arg.intermediateTerms_.size());
intermediateTermsParam_.resize(arg.intermediateTermsParam_.size());
finalTerms_.resize(arg.finalTerms_.size());
finalTermsParam_.resize(arg.finalTermsParam_.size());

for (size_t i = 0; i < intermediateTerms_.size(); ++i)
intermediateTerms_[i] =
std::shared_ptr<TermBase<STATE_DIM, CONTROL_DIM, SCALAR, CGScalar>>(arg.intermediateTerms_[i]->clone());

for (size_t i = 0; i < intermediateTermsParam_.size(); ++i)
intermediateTermsParam_[i] =
std::shared_ptr<TermBase<STATE_DIM+PARAMS_DIM, CONTROL_DIM, SCALAR, CGScalar>>(arg.intermediateTermsParam_[i]->clone());

for (size_t i = 0; i < finalTerms_.size(); ++i)
finalTerms_[i] =
std::shared_ptr<TermBase<STATE_DIM, CONTROL_DIM, SCALAR, CGScalar>>(arg.finalTerms_[i]->clone());

for (size_t i = 0; i < finalTermsParam_.size(); ++i)
finalTermsParam_[i] =
std::shared_ptr<TermBase<STATE_DIM+PARAMS_DIM, CONTROL_DIM, SCALAR, CGScalar>>(arg.finalTermsParam_[i]->clone());

intermediateCostCodegen_ = std::shared_ptr<JacCG>(arg.intermediateCostCodegen_->clone());
finalCostCodegen_ = std::shared_ptr<JacCG>(arg.finalCostCodegen_->clone());
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::~CostFunctionADParams()
{
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>* CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::clone() const
{
return new CostFunctionADParams(*this);
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
void CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::initialize()
{
intermediateFun_ = [&](const Eigen::Matrix<CGScalar, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM, 1>& stateParamsInputTime) {
return this->evaluateIntermediateCg(stateParamsInputTime);
};

finalFun_ = [&](const Eigen::Matrix<CGScalar, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM, 1>& stateParamsInputTime) {
return this->evaluateTerminalCg(stateParamsInputTime);
};

intermediateCostCodegen_->update(intermediateFun_, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM, 1);
finalCostCodegen_->update(finalFun_, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM, 1);

//! @ todo: this should probably become an option (eg. IPOPT can work without cost Hessians)
ct::core::DerivativesCppadSettings settings;
settings.createForwardZero_ = true;
settings.createJacobian_ = true;
settings.createHessian_ = true;

finalCostCodegen_->compileJIT(settings, "finalCosts");
intermediateCostCodegen_->compileJIT(settings, "intermediateCosts");
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
void CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::addIntermediateADTerm(
std::shared_ptr<TermBase<STATE_DIM, CONTROL_DIM, SCALAR, CGScalar>> term,
bool verbose)
{
intermediateTerms_.push_back(term);

if (verbose)
{
std::cout << term->getName() + " added as intermediate AD term" << std::endl;
}
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
void CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::addIntermediateADTermParam(
std::shared_ptr<TermBase<STATE_DIM+PARAMS_DIM, CONTROL_DIM, SCALAR, CGScalar>> term,
bool verbose)
{
intermediateTermsParam_.push_back(term);

if (verbose)
{
std::cout << term->getName() + " added as intermediate AD term with passive parameters" << std::endl;
}
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
void CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::addFinalADTerm(
std::shared_ptr<TermBase<STATE_DIM, CONTROL_DIM, SCALAR, CGScalar>> term,
bool verbose)
{
finalTerms_.push_back(term);

if (verbose)
{
std::cout << term->getName() + " added as final AD term" << std::endl;
}
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
void CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::addFinalADTermParam(
std::shared_ptr<TermBase<STATE_DIM+PARAMS_DIM, CONTROL_DIM, SCALAR, CGScalar>> term,
bool verbose)
{
finalTermsParam_.push_back(term);

if (verbose)
{
std::cout << term->getName() + " added as final AD term with passive parameters" << std::endl;
}
}

// set state and control
template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
void CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::setCurrentStateAndControl(const state_vector_t& x,
const control_vector_t& u,
const SCALAR& t)
{
this->x_ = x;
this->u_ = u;
this->t_ = t;

stateParamsControlTime_.segment(0, STATE_DIM) = x;
stateParamsControlTime_.segment(STATE_DIM+PARAMS_DIM, CONTROL_DIM) = u;
stateParamsControlTime_(STATE_DIM + PARAMS_DIM + CONTROL_DIM) = t;
//stateParamsControlTime_ << x, u, t;
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
void CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::setCurrentParameters(const params_vector_t& p) {
stateParamsControlTime_.segment(STATE_DIM, PARAMS_DIM) = p;
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::MatrixCg
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::evaluateIntermediateCg(
const Eigen::Matrix<CGScalar, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM, 1>& stateParamsInputTime)
{
CGScalar y = CGScalar(0.0);

for (auto it : intermediateTerms_)
y += it->evaluateCppadCg(stateParamsInputTime.segment(0, STATE_DIM), stateParamsInputTime.segment(STATE_DIM+PARAMS_DIM, CONTROL_DIM),
stateParamsInputTime(STATE_DIM + PARAMS_DIM + CONTROL_DIM));

for (auto it : intermediateTermsParam_)
y += it->evaluateCppadCg(stateParamsInputTime.segment(0, STATE_DIM+PARAMS_DIM), stateParamsInputTime.segment(STATE_DIM+PARAMS_DIM, CONTROL_DIM),
stateParamsInputTime(STATE_DIM + PARAMS_DIM + CONTROL_DIM));


Eigen::Matrix<CGScalar, 1, 1> out;
out << y;
return out;
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::MatrixCg
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::evaluateTerminalCg(
const Eigen::Matrix<CGScalar, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM, 1>& stateParamsInputTime)
{
CGScalar y = CGScalar(0.0);

for (auto it : finalTerms_)
y += it->evaluateCppadCg(stateParamsInputTime.segment(0, STATE_DIM), stateParamsInputTime.segment(STATE_DIM+PARAMS_DIM, CONTROL_DIM),
stateParamsInputTime(STATE_DIM + PARAMS_DIM + CONTROL_DIM));

for (auto it : finalTermsParam_)
y += it->evaluateCppadCg(stateParamsInputTime.segment(0, STATE_DIM+PARAMS_DIM), stateParamsInputTime.segment(STATE_DIM+PARAMS_DIM, CONTROL_DIM),
stateParamsInputTime(STATE_DIM + PARAMS_DIM + CONTROL_DIM));

Eigen::Matrix<CGScalar, 1, 1> out;
out << y;
return out;
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
SCALAR CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::evaluateIntermediate()
{
return this->evaluateIntermediateBase() + intermediateCostCodegen_->forwardZero(stateParamsControlTime_)(0);
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
SCALAR CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::evaluateTerminal()
{
return this->evaluateTerminalBase() + finalCostCodegen_->forwardZero(stateParamsControlTime_)(0);
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::state_vector_t
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::stateDerivativeIntermediate()
{
Eigen::Matrix<SCALAR, 1, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM> jacTot =
intermediateCostCodegen_->jacobian(stateParamsControlTime_);
return jacTot.template leftCols<STATE_DIM>().transpose() + this->stateDerivativeIntermediateBase();
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::state_vector_t
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::stateDerivativeTerminal()
{
Eigen::Matrix<SCALAR, 1, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM> jacTot = finalCostCodegen_->jacobian(stateParamsControlTime_);
return jacTot.template leftCols<STATE_DIM>().transpose() + this->stateDerivativeTerminalBase();
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::control_vector_t
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::controlDerivativeIntermediate()
{
Eigen::Matrix<SCALAR, 1, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM> jacTot =
intermediateCostCodegen_->jacobian(stateParamsControlTime_);
return jacTot.template block<1, CONTROL_DIM>(0, STATE_DIM+PARAMS_DIM).transpose() + this->controlDerivativeIntermediateBase();
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::control_vector_t
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::controlDerivativeTerminal()
{
Eigen::Matrix<SCALAR, 1, STATE_DIM + CONTROL_DIM + 1 + PARAMS_DIM> jacTot = finalCostCodegen_->jacobian(stateParamsControlTime_);
return jacTot.template block<1, CONTROL_DIM>(0, STATE_DIM+PARAMS_DIM).transpose() + this->controlDerivativeTerminalBase();
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::state_matrix_t
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::stateSecondDerivativeIntermediate()
{
Eigen::Matrix<SCALAR, 1, 1> w;
w << SCALAR(1.0);
MatrixXs hesTot = intermediateCostCodegen_->hessian(stateParamsControlTime_, w);
return hesTot.template block<STATE_DIM, STATE_DIM>(0, 0) + this->stateSecondDerivativeIntermediateBase();
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::state_matrix_t
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::stateSecondDerivativeTerminal()
{
Eigen::Matrix<SCALAR, 1, 1> w;
w << SCALAR(1.0);
MatrixXs hesTot = finalCostCodegen_->hessian(stateParamsControlTime_, w);
return hesTot.template block<STATE_DIM, STATE_DIM>(0, 0) + this->stateSecondDerivativeTerminalBase();
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::control_matrix_t
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::controlSecondDerivativeIntermediate()
{
Eigen::Matrix<SCALAR, 1, 1> w;
w << SCALAR(1.0);
MatrixXs hesTot = intermediateCostCodegen_->hessian(stateParamsControlTime_, w);
return hesTot.template block<CONTROL_DIM, CONTROL_DIM>(STATE_DIM+PARAMS_DIM, STATE_DIM+PARAMS_DIM) +
this->controlSecondDerivativeIntermediateBase();
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::control_matrix_t
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::controlSecondDerivativeTerminal()
{
Eigen::Matrix<SCALAR, 1, 1> w;
w << SCALAR(1.0);
MatrixXs hesTot = finalCostCodegen_->hessian(stateParamsControlTime_, w);
return hesTot.template block<CONTROL_DIM, CONTROL_DIM>(STATE_DIM+PARAMS_DIM, STATE_DIM+PARAMS_DIM) +
this->controlSecondDerivativeTerminalBase();
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::control_state_matrix_t
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::stateControlDerivativeIntermediate()
{
Eigen::Matrix<SCALAR, 1, 1> w;
w << SCALAR(1.0);
MatrixXs hesTot = intermediateCostCodegen_->hessian(stateParamsControlTime_, w);
return hesTot.template block<CONTROL_DIM, STATE_DIM>(STATE_DIM+PARAMS_DIM, 0) + this->stateControlDerivativeIntermediateBase();
}

template <size_t STATE_DIM, size_t CONTROL_DIM, size_t PARAMS_DIM, typename SCALAR>
typename CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::control_state_matrix_t
CostFunctionADParams<STATE_DIM, CONTROL_DIM, PARAMS_DIM, SCALAR>::stateControlDerivativeTerminal()
{
Eigen::Matrix<SCALAR, 1, 1> w;
w << SCALAR(1.0);
MatrixXs hesTot = finalCostCodegen_->hessian(stateParamsControlTime_, w);
return hesTot.template block<CONTROL_DIM, STATE_DIM>(STATE_DIM+PARAMS_DIM, 0) + this->stateControlDerivativeTerminalBase();
}

} // namespace optcon
} // namespace ct

#endif
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