Visual Servoing Platform version 3.5.0
quadprog_eq.cpp
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3 * ViSP, open source Visual Servoing Platform software.
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9 * (at your option) any later version.
10 * See the file LICENSE.txt at the root directory of this source
11 * distribution for additional information about the GNU GPL.
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13 * For using ViSP with software that can not be combined with the GNU
14 * GPL, please contact Inria about acquiring a ViSP Professional
15 * Edition License.
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17 * See http://visp.inria.fr for more information.
18 *
19 * This software was developed at:
20 * Inria Rennes - Bretagne Atlantique
21 * Campus Universitaire de Beaulieu
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26 * Inria at visp@inria.fr
27 *
28 * This file is provided AS IS with NO WARRANTY OF ANY KIND, INCLUDING THE
29 * WARRANTY OF DESIGN, MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE.
30 *
31 * Description:
32 * Example of sequential calls to QP solver with constant equality constraint
33 *
34 * Authors:
35 * Olivier Kermorgant
36 *
37 *****************************************************************************/
50#include <iostream>
51#include <visp3/core/vpConfig.h>
52
53#if (VISP_CXX_STANDARD >= VISP_CXX_STANDARD_11) && defined(VISP_HAVE_LAPACK)
54
55#include <visp3/core/vpQuadProg.h>
56#include <visp3/core/vpTime.h>
57#include "qp_plot.h"
58
59int main (int argc, char **argv)
60{
61 const int n = 20; // x dim
62 const int m = 10; // equality m < n
63 const int p = 30; // inequality
64 const int o = 16; // cost function
65#ifdef VISP_HAVE_DISPLAY
66 bool opt_display = true;
67 bool opt_click_allowed = true;
68#endif
69
70 for (int i = 0; i < argc; i++) {
71#ifdef VISP_HAVE_DISPLAY
72 if (std::string(argv[i]) == "-d")
73 opt_display = false;
74 else if (std::string(argv[i]) == "-c")
75 opt_click_allowed = false;
76 else
77#endif
78 if (std::string(argv[i]) == "-h") {
79 std::cout << "\nUsage: " << argv[0] << " [-d] [-c] [-h] [--help]" << std::endl;
80 std::cout << "\nOptions: \n"
81#ifdef VISP_HAVE_DISPLAY
82 " -d \n"
83 " Disable the image display. This can be useful \n"
84 " for automatic tests using crontab under Unix or \n"
85 " using the task manager under Windows.\n"
86 "\n"
87 " -c \n"
88 " Disable the mouse click. Useful to automate the \n"
89 " execution of this program without humain intervention.\n"
90 "\n"
91#endif
92 " -h, --help\n"
93 " Print the help.\n"<< std::endl;
94
95 return EXIT_SUCCESS;
96 }
97 }
98 std::srand((long) vpTime::measureTimeMs());
99
100 vpMatrix A, Q, C;
101 vpColVector b, d, r;
102
103 A = randM(m,n)*5;
104 b = randV(m)*5;
105 Q = randM(o,n)*5;
106 r = randV(o)*5;
107 C = randM(p,n)*5;
108
109 // make sure Cx <= d has a solution within Ax = b
110 vpColVector x = A.solveBySVD(b);
111 d = C*x;
112 for(int i = 0; i < p; ++i)
113 d[i] += (5.*rand())/RAND_MAX;
114
115 // solver with stored equality and warm start
116 vpQuadProg qp_WS;
117 qp_WS.setEqualityConstraint(A, b);
118
119 vpQuadProg qp_ineq_WS;
120 qp_ineq_WS.setEqualityConstraint(A, b);
121
122 // timing
123 int total = 100;
124 double t_WS(0), t_noWS(0), t_ineq_WS(0), t_ineq_noWS(0);
125 const double eps = 1e-2;
126
127#ifdef VISP_HAVE_DISPLAY
128 QPlot *plot = NULL;
129 if (opt_display)
130 plot = new QPlot(2, total, {"only equalities", "pre-solving", "equalities + inequalities", "pre-solving / warm start"});
131#endif
132
133 for(int k = 0; k < total; ++k)
134 {
135 // small change on QP data (A and b are constant)
136 Q += eps * randM(o,n);
137 r += eps * randV(o);
138 C += eps * randM(p,n);
139 d += eps * randV(p);
140
141 // solve only equalities
142 // without warm start
143 x = 0;
144 double t = vpTime::measureTimeMs();
145 vpQuadProg::solveQPe(Q, r, A, b, x);
146
147 t_noWS += vpTime::measureTimeMs() - t;
148#ifdef VISP_HAVE_DISPLAY
149 if (opt_display)
150 plot->plot(0, 0, k, t);
151#endif
152
153 // with pre-solved Ax = b
154 x = 0;
156 qp_WS.solveQPe(Q, r, x);
157
158 t_WS += vpTime::measureTimeMs() - t;
159#ifdef VISP_HAVE_DISPLAY
160 if (opt_display)
161 plot->plot(0, 1, k, t);
162#endif
163
164 // with inequalities
165 // without warm start
166 x = 0;
167 vpQuadProg qp;
169 qp.solveQP(Q, r, A, b, C, d, x);
170
171 t_ineq_noWS += vpTime::measureTimeMs() - t;
172#ifdef VISP_HAVE_DISPLAY
173 if (opt_display)
174 plot->plot(1, 0, k, t);
175#endif
176
177 // with warm start + pre-solving
178 x = 0;
180 qp_ineq_WS.solveQPi(Q, r, C, d, x, true);
181
182 t_ineq_WS += vpTime::measureTimeMs() - t;
183#ifdef VISP_HAVE_DISPLAY
184 if (opt_display)
185 plot->plot(1, 1, k, t);
186#endif
187 }
188
189 std::cout.precision(3);
190 std::cout << "With only equality constraints\n";
191 std::cout << " pre-solving: t = " << t_WS << " ms (for 1 QP = " << t_WS/total << " ms)\n";
192 std::cout << " no pre-solving: t = " << t_noWS << " ms (for 1 QP = " << t_noWS/total << " ms)\n\n";
193
194 std::cout << "With inequality constraints\n";
195 std::cout << " Warm start: t = " << t_ineq_WS << " ms (for 1 QP = " << t_ineq_WS/total << " ms)\n";
196 std::cout << " No warm start: t = " << t_ineq_noWS << " ms (for 1 QP = " << t_ineq_noWS/total << " ms)" << std::endl;
197
198#ifdef VISP_HAVE_DISPLAY
199 if (opt_display) {
200 if (opt_click_allowed) {
201 std::cout << "Click in the graph to exit..." << std::endl;
202 plot->wait();
203 }
204 delete plot;
205 }
206#endif
207}
208#elif !(VISP_CXX_STANDARD >= VISP_CXX_STANDARD_11)
209int main()
210{
211 std::cout << "You did not build ViSP with c++11 or higher compiler flag" << std::endl;
212 std::cout << "Tip:" << std::endl;
213 std::cout << "- Configure ViSP again using cmake -DUSE_CXX_STANDARD=11, and build again this example" << std::endl;
214 return EXIT_SUCCESS;
215}
216#else
217int main()
218{
219 std::cout << "You did not build ViSP with Lapack support" << std::endl;
220 return EXIT_SUCCESS;
221}
222#endif
Implementation of column vector and the associated operations.
Definition: vpColVector.h:131
Implementation of a matrix and operations on matrices.
Definition: vpMatrix.h:154
void solveBySVD(const vpColVector &B, vpColVector &x) const
Definition: vpMatrix.cpp:1908
This class provides a solver for Quadratic Programs.
Definition: vpQuadProg.h:75
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:373
bool solveQPe(const vpMatrix &Q, const vpColVector &r, vpColVector &x, const double &tol=1e-6) const
Definition: vpQuadProg.cpp:244
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:443
VISP_EXPORT double measureTimeMs()