test_example4.cpp

Go to the documentation of this file.

/*
 *      This file is part of qpOASES.
 *
 *      qpOASES -- An Implementation of the Online Active Set Strategy.
 *      Copyright (C) 2007-2015 by Hans Joachim Ferreau, Andreas Potschka,
 *      Christian Kirches et al. All rights reserved.
 *
 *      qpOASES is free software; you can redistribute it and/or
 *      modify it under the terms of the GNU Lesser General Public
 *      License as published by the Free Software Foundation; either
 *      version 2.1 of the License, or (at your option) any later version.
 *
 *      qpOASES is distributed in the hope that it will be useful,
 *      but WITHOUT ANY WARRANTY; without even the implied warranty of
 *      MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
 *      See the GNU Lesser General Public License for more details.
 *
 *      You should have received a copy of the GNU Lesser General Public
 *      License along with qpOASES; if not, write to the Free Software
 *      Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */


#include <stdlib.h>

#include <qpOASES.hpp>
#include "../../examples/example4CP.cpp"
#include <qpOASES/UnitTesting.hpp>


int main( )
{
        USING_NAMESPACE_QPOASES

        int_t i,j;

        /* Setup data of first QP... */
        real_t H[7*7];
        real_t A[50*7];
        real_t g[7];
        real_t lbA[50];

        /*          ( 1.0 0.5 |                    )
         *          ( 0.5 2.0 |                    )
         *          ( --------+------------------- )
         *      H = (         | 1e-6               )
         *          (         |      1e-6          )
         *          (         |           ...      )
         *          (         |               1e-6 ) */
        for( i=0; i<7*7; ++i )
                H[i] = 0.0;
        for( i=2; i<7; ++i )
                H[i*7+i] = 1.0e-6;
        H[0] = 1.0;
        H[1] = 0.5;
        H[7] = 0.5;
        H[8] = 2.0;

        /*          ( x.x x.x | 1.0             )
         *          ( x.x x.x | ...             )
         *          ( x.x x.x | 1.0             )
         *          ( x.x x.x |     1.0         )
         *      A = ( x.x x.x |     ...         )
         *          ( x.x x.x |     1.0         )
         *          ( x.x x.x |         ...     )
         *          ( x.x x.x |             1.0 )
         *          ( x.x x.x |             ... )
         *          ( x.x x.x |             1.0 ) */
        for( i=0; i<50*7; ++i )
                A[i] = 0.0;
        for( i=0; i<50; ++i )
        {
                for( j=0; j<2; ++j )
                        A[i*7+j] = (real_t)rand() / (real_t)RAND_MAX;

                A[i*7 + (i/10)+2] = 1.0;
        }

        /*          ( -1.0 )
         *          ( -0.5 )
         *          ( ---- )
         *      g = (      )
         *          (      )
         *          (      )
         *          (      ) */
        for( i=0; i<7; ++i )
                g[i] = 0.0;
        g[0] = -1.0;
        g[1] = -0.5;

        for( i=0; i<50; ++i )
                lbA[i] = 1.0;

        /* ... and setting up user-defined constraint product function. */
        MyConstraintProduct myCP( 7,50,A );


        /* Setting up QProblem object and set construct product function. */
        QProblem exampleCP( 7,50 );
        exampleCP.setPrintLevel( PL_NONE );
        
        exampleCP.setConstraintProduct( &myCP );


        /* Solve first QP. */
        real_t cputime = 1.0;
        int_t nWSR = 100;
        exampleCP.init( H,g,A,0,0,lbA,0, nWSR,&cputime );


        /* Solve second QP using a modified gradient. */
        g[0] = -2.0;
        g[1] =  0.5;

        cputime = 1.0;
        nWSR = 100;
        exampleCP.hotstart( g,0,0,lbA,0, nWSR,&cputime );

        /* Get and print solution of second QP. */
        real_t xOptCP[7];
        real_t yOptCP[7+50];
        exampleCP.getPrimalSolution( xOptCP );
        exampleCP.getDualSolution( yOptCP );
        printf( "\nxOpt = [ %e, %e, %e ... ];  objVal = %e\n", xOptCP[0],xOptCP[1],xOptCP[2],exampleCP.getObjVal() );
        printf( "CPU time:  %.3f microseconds\n\n", cputime*1.0e6 ); 

        /* Compute KKT tolerances */
        real_t stat, feas, cmpl;
        SolutionAnalysis analyzerCP;

        analyzerCP.getKktViolation( &exampleCP, &stat,&feas,&cmpl );
        printf( "stat = %e\nfeas = %e\ncmpl = %e\n", stat,feas,cmpl );

        QPOASES_TEST_FOR_TOL( stat,1e-15 );
        QPOASES_TEST_FOR_TOL( feas,1e-15 );
        QPOASES_TEST_FOR_TOL( cmpl,1e-15 );
        
        
        /* Do the same without specifying constraint product. */
        QProblem example( 7,50 );
        example.setPrintLevel( PL_NONE );
        
        /* Solve first QP. */
        g[0] = -1.0;
        g[1] = -0.5;
        
        cputime = 1.0;
        nWSR = 100;
        example.init( H,g,A,0,0,lbA,0, nWSR,&cputime );
        
        /* Solve second QP using a modified gradient. */
        g[0] = -2.0;
        g[1] =  0.5;

        cputime = 1.0;
        nWSR = 100;
        example.hotstart( g,0,0,lbA,0, nWSR,&cputime );

        /* Get and print solution of second QP. */
        real_t xOpt[7];
        real_t yOpt[7+50];
        example.getPrimalSolution( xOpt );
        example.getDualSolution( yOpt );
        printf( "\nxOpt = [ %e, %e, %e ... ];  objVal = %e\n", xOpt[0],xOpt[1],xOpt[2],example.getObjVal() );
        printf( "CPU time:  %.3f microseconds\n\n", cputime*1.0e6 ); 

        /* Compute KKT tolerances */
        SolutionAnalysis analyzer;

        analyzer.getKktViolation( &example, &stat,&feas,&cmpl );
        printf( "stat = %e\nfeas = %e\ncmpl = %e\n", stat,feas,cmpl );

        QPOASES_TEST_FOR_TOL( stat,1e-15 );
        QPOASES_TEST_FOR_TOL( feas,1e-15 );
        QPOASES_TEST_FOR_TOL( cmpl,1e-15 );

        for( int_t ii=0; ii<7; ++ii )
                QPOASES_TEST_FOR_NEAR( xOptCP[ii],xOpt[ii] );

        for( int_t ii=0; ii<7+50; ++ii )
                QPOASES_TEST_FOR_NEAR( yOptCP[ii],yOpt[ii] );

        QPOASES_TEST_FOR_NEAR( exampleCP.getObjVal(),example.getObjVal() );

        return TEST_PASSED;
}


/*
 *      end of file
 */