QPSParser.cpp
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1 /* ----------------------------------------------------------------------------
2 
3  * GTSAM Copyright 2010, Georgia Tech Research Corporation,
4  * Atlanta, Georgia 30332-0415
5  * All Rights Reserved
6  * Authors: Frank Dellaert, et al. (see THANKS for the full author list)
7 
8  * See LICENSE for the license information
9 
10  * -------------------------------------------------------------------------- */
11 
18 #define BOOST_SPIRIT_USE_PHOENIX_V3 1
19 
20 #include <gtsam/base/Matrix.h>
21 #include <gtsam/inference/Key.h>
22 #include <gtsam/inference/Symbol.h>
26 
27 #include <boost/fusion/include/vector.hpp>
28 #include <boost/fusion/sequence.hpp>
29 #include <boost/lambda/lambda.hpp>
30 #include <boost/phoenix/bind.hpp>
31 #include <boost/spirit/include/classic.hpp>
32 #include <boost/spirit/include/qi.hpp>
33 
34 #include <algorithm>
35 #include <iostream>
36 #include <map>
37 #include <string>
38 #include <unordered_map>
39 #include <vector>
40 
41 using boost::fusion::at_c;
42 using namespace std::placeholders;
43 using namespace std;
44 
45 namespace bf = boost::fusion;
46 namespace qi = boost::spirit::qi;
47 
48 using Chars = std::vector<char>;
49 
50 // Get a string from a fusion vector of Chars
51 template <size_t I, class FusionVector>
52 static string fromChars(const FusionVector &vars) {
53  const Chars &chars = at_c<I>(vars);
54  return string(chars.begin(), chars.end());
55 }
56 
57 namespace gtsam {
58 
64 class QPSVisitor {
65  private:
66  typedef std::unordered_map<Key, Matrix11> coefficient_v;
67  typedef std::unordered_map<std::string, coefficient_v> constraint_v;
68 
69  std::unordered_map<std::string, constraint_v *>
70  row_to_constraint_v; // Maps QPS ROWS to Variable-Matrix pairs
71  constraint_v E; // Equalities
72  constraint_v IG; // Inequalities >=
73  constraint_v IL; // Inequalities <=
74  unsigned int numVariables;
75  std::unordered_map<std::string, double>
76  b; // maps from constraint name to b value for Ax = b equality
77  // constraints
78  std::unordered_map<std::string, double>
79  ranges; // Inequalities can be specified as ranges on a variable
80  std::unordered_map<Key, Vector1> g; // linear term of quadratic cost
81  std::unordered_map<std::string, Key>
82  varname_to_key; // Variable QPS string name to key
83  std::unordered_map<Key, std::unordered_map<Key, Matrix11>>
84  H; // H from hessian
85  double f = 0; // Constant term of quadratic cost
86  std::string obj_name; // the objective function has a name in the QPS
87  std::string name_; // the quadratic program has a name in the QPS
88  std::unordered_map<Key, double>
89  up; // Upper Bound constraints on variable where X < MAX
90  std::unordered_map<Key, double>
91  lo; // Lower Bound constraints on variable where MIN < X
92  std::unordered_map<Key, double>
93  fx; // Equalities specified as FX in BOUNDS part of QPS
94  KeyVector free; // Variables can be specified as free (to which no
95  // constraints apply)
96  const bool debug = false;
97 
98  public:
99  QPSVisitor() : numVariables(1) {}
100 
101  void setName(boost::fusion::vector<Chars, Chars, Chars> const &name) {
102  name_ = fromChars<1>(name);
103  if (debug) {
104  cout << "Parsing file: " << name_ << endl;
105  }
106  }
107 
108  void addColumn(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars,
109  double, Chars> const &vars) {
110  string var_ = fromChars<1>(vars);
111  string row_ = fromChars<3>(vars);
112  Matrix11 coefficient = at_c<5>(vars) * I_1x1;
113  if (debug) {
114  cout << "Added Column for Var: " << var_ << " Row: " << row_
115  << " Coefficient: " << coefficient << endl;
116  }
117  if (!varname_to_key.count(var_))
118  varname_to_key[var_] = Symbol('X', numVariables++);
119  if (row_ == obj_name) {
120  g[varname_to_key[var_]] = coefficient;
121  return;
122  }
123  (*row_to_constraint_v[row_])[row_][varname_to_key[var_]] = coefficient;
124  }
125 
127  boost::fusion::vector<Chars, Chars, Chars, Chars, double, Chars, Chars,
128  Chars, double> const &vars) {
129  string var_ = fromChars<0>(vars);
130  string row1_ = fromChars<2>(vars);
131  string row2_ = fromChars<6>(vars);
132  Matrix11 coefficient1 = at_c<4>(vars) * I_1x1;
133  Matrix11 coefficient2 = at_c<8>(vars) * I_1x1;
134  if (!varname_to_key.count(var_))
135  varname_to_key.insert({var_, Symbol('X', numVariables++)});
136  if (row1_ == obj_name)
137  g[varname_to_key[var_]] = coefficient1;
138  else
139  (*row_to_constraint_v[row1_])[row1_][varname_to_key[var_]] = coefficient1;
140  if (row2_ == obj_name)
141  g[varname_to_key[var_]] = coefficient2;
142  else
143  (*row_to_constraint_v[row2_])[row2_][varname_to_key[var_]] = coefficient2;
144  }
145 
146  void addRangeSingle(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars,
147  double, Chars> const &vars) {
148  string var_ = fromChars<1>(vars);
149  string row_ = fromChars<3>(vars);
150  double range = at_c<5>(vars);
151  ranges[row_] = range;
152  if (debug) {
153  cout << "SINGLE RANGE ADDED" << endl;
154  cout << "VAR:" << var_ << " ROW: " << row_ << " RANGE: " << range << endl;
155  }
156  }
158  boost::fusion::vector<Chars, Chars, Chars, Chars, Chars, double, Chars,
159  Chars, Chars, double> const &vars) {
160  string var_ = fromChars<1>(vars);
161  string row1_ = fromChars<3>(vars);
162  string row2_ = fromChars<7>(vars);
163  double range1 = at_c<5>(vars);
164  double range2 = at_c<9>(vars);
165  ranges[row1_] = range1;
166  ranges[row2_] = range2;
167  if (debug) {
168  cout << "DOUBLE RANGE ADDED" << endl;
169  cout << "VAR: " << var_ << " ROW1: " << row1_ << " RANGE1: " << range1
170  << " ROW2: " << row2_ << " RANGE2: " << range2 << endl;
171  }
172  }
173 
174  void addRHS(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars, double,
175  Chars> const &vars) {
176  string var_ = fromChars<1>(vars);
177  string row_ = fromChars<3>(vars);
178  double coefficient = at_c<5>(vars);
179  if (row_ == obj_name) {
180  f = -coefficient;
181  } else {
182  b[row_] = coefficient;
183  }
184 
185  if (debug) {
186  cout << "Added RHS for Var: " << var_ << " Row: " << row_
187  << " Coefficient: " << coefficient << endl;
188  }
189  }
190 
192  boost::fusion::vector<Chars, Chars, Chars, Chars, Chars, double, Chars,
193  Chars, Chars, double> const &vars) {
194  string var_ = fromChars<1>(vars);
195  string row1_ = fromChars<3>(vars);
196  string row2_ = fromChars<7>(vars);
197  double coefficient1 = at_c<5>(vars);
198  double coefficient2 = at_c<9>(vars);
199  if (row1_ == obj_name) {
200  f = -coefficient1;
201  } else {
202  b[row1_] = coefficient1;
203  }
204 
205  if (row2_ == obj_name) {
206  f = -coefficient2;
207  } else {
208  b[row2_] = coefficient2;
209  }
210 
211  if (debug) {
212  cout << "Added RHS for Var: " << var_ << " Row: " << row1_
213  << " Coefficient: " << coefficient1 << endl;
214  cout << " "
215  << "Row: " << row2_ << " Coefficient: " << coefficient2 << endl;
216  }
217  }
218 
219  void addRow(
220  boost::fusion::vector<Chars, char, Chars, Chars, Chars> const &vars) {
221  string name_ = fromChars<3>(vars);
222  char type = at_c<1>(vars);
223  switch (type) {
224  case 'N':
225  obj_name = name_;
226  break;
227  case 'L':
228  row_to_constraint_v[name_] = &IL;
229  break;
230  case 'G':
231  row_to_constraint_v[name_] = &IG;
232  break;
233  case 'E':
234  row_to_constraint_v[name_] = &E;
235  break;
236  default:
237  cout << "invalid type: " << type << endl;
238  break;
239  }
240  if (debug) {
241  cout << "Added Row Type: " << type << " Name: " << name_ << endl;
242  }
243  }
244 
245  void addBound(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars, Chars,
246  Chars, double> const &vars) {
247  string type_ = fromChars<1>(vars);
248  string var_ = fromChars<5>(vars);
249  double number = at_c<7>(vars);
250  if (type_.compare(string("UP")) == 0)
251  up[varname_to_key[var_]] = number;
252  else if (type_.compare(string("LO")) == 0)
253  lo[varname_to_key[var_]] = number;
254  else if (type_.compare(string("FX")) == 0)
255  fx[varname_to_key[var_]] = number;
256  else
257  cout << "Invalid Bound Type: " << type_ << endl;
258 
259  if (debug) {
260  cout << "Added Bound Type: " << type_ << " Var: " << var_
261  << " Amount: " << number << endl;
262  }
263  }
264 
265  void addFreeBound(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars,
266  Chars, Chars> const &vars) {
267  string type_ = fromChars<1>(vars);
268  string var_ = fromChars<5>(vars);
269  free.push_back(varname_to_key[var_]);
270  if (debug) {
271  cout << "Added Free Bound Type: " << type_ << " Var: " << var_
272  << " Amount: " << endl;
273  }
274  }
275 
276  void addQuadTerm(boost::fusion::vector<Chars, Chars, Chars, Chars, Chars,
277  double, Chars> const &vars) {
278  string var1_ = fromChars<1>(vars);
279  string var2_ = fromChars<3>(vars);
280  Matrix11 coefficient = at_c<5>(vars) * I_1x1;
281 
282  H[varname_to_key[var1_]][varname_to_key[var2_]] = coefficient;
283  H[varname_to_key[var2_]][varname_to_key[var1_]] = coefficient;
284  if (debug) {
285  cout << "Added QuadTerm for Var: " << var1_ << " Row: " << var2_
286  << " Coefficient: " << coefficient << endl;
287  }
288  }
289 
290  QP makeQP() {
291  // Create the keys from the variable names
292  KeyVector keys;
293  for (auto kv : varname_to_key) {
294  keys.push_back(kv.second);
295  }
296 
297  // Fill the G matrices and g vectors from
298  vector<Matrix> Gs;
299  vector<Vector> gs;
300  sort(keys.begin(), keys.end());
301  for (size_t i = 0; i < keys.size(); ++i) {
302  for (size_t j = i; j < keys.size(); ++j) {
303  if (H.count(keys[i]) > 0 && H[keys[i]].count(keys[j]) > 0) {
304  Gs.emplace_back(H[keys[i]][keys[j]]);
305  } else {
306  Gs.emplace_back(Z_1x1);
307  }
308  }
309  }
310  for (Key key1 : keys) {
311  if (g.count(key1) > 0) {
312  gs.emplace_back(-g[key1]);
313  } else {
314  gs.emplace_back(Z_1x1);
315  }
316  }
317 
318  // Construct the quadratic program
319  QP madeQP;
320  auto obj = HessianFactor(keys, Gs, gs, 2 * f);
321  madeQP.cost.push_back(obj);
322 
323  // Add equality and inequality constraints into the QP
324  size_t dual_key_num = keys.size() + 1;
325  for (auto kv : E) {
326  map<Key, Matrix11> keyMatrixMapPos;
327  map<Key, Matrix11> keyMatrixMapNeg;
328  if (ranges.count(kv.first) == 1) {
329  for (auto km : kv.second) {
330  keyMatrixMapPos.insert(km);
331  km.second = -km.second;
332  keyMatrixMapNeg.insert(km);
333  }
334  if (ranges[kv.first] > 0) {
335  madeQP.inequalities.push_back(
336  LinearInequality(keyMatrixMapNeg, -b[kv.first], dual_key_num++));
338  keyMatrixMapPos, b[kv.first] + ranges[kv.first], dual_key_num++));
339  } else if (ranges[kv.first] < 0) {
340  madeQP.inequalities.push_back(
341  LinearInequality(keyMatrixMapPos, b[kv.first], dual_key_num++));
343  keyMatrixMapNeg, ranges[kv.first] - b[kv.first], dual_key_num++));
344  } else {
345  cerr << "ERROR: CANNOT ADD A RANGE OF ZERO" << endl;
346  throw;
347  }
348  continue;
349  }
350  map<Key, Matrix11> keyMatrixMap;
351  for (auto km : kv.second) {
352  keyMatrixMap.insert(km);
353  }
354  madeQP.equalities.push_back(
355  LinearEquality(keyMatrixMap, b[kv.first] * I_1x1, dual_key_num++));
356  }
357 
358  for (auto kv : IG) {
359  map<Key, Matrix11> keyMatrixMapNeg;
360  map<Key, Matrix11> keyMatrixMapPos;
361  for (auto km : kv.second) {
362  keyMatrixMapPos.insert(km);
363  km.second = -km.second;
364  keyMatrixMapNeg.insert(km);
365  }
366  madeQP.inequalities.push_back(
367  LinearInequality(keyMatrixMapNeg, -b[kv.first], dual_key_num++));
368  if (ranges.count(kv.first) == 1) {
370  keyMatrixMapPos, b[kv.first] + ranges[kv.first], dual_key_num++));
371  }
372  }
373 
374  for (auto kv : IL) {
375  map<Key, Matrix11> keyMatrixMapPos;
376  map<Key, Matrix11> keyMatrixMapNeg;
377  for (auto km : kv.second) {
378  keyMatrixMapPos.insert(km);
379  km.second = -km.second;
380  keyMatrixMapNeg.insert(km);
381  }
382  madeQP.inequalities.push_back(
383  LinearInequality(keyMatrixMapPos, b[kv.first], dual_key_num++));
384  if (ranges.count(kv.first) == 1) {
386  keyMatrixMapNeg, ranges[kv.first] - b[kv.first], dual_key_num++));
387  }
388  }
389 
390  for (Key k : keys) {
391  if (find(free.begin(), free.end(), k) != free.end()) continue;
392  if (fx.count(k) == 1)
393  madeQP.equalities.push_back(
394  LinearEquality(k, I_1x1, fx[k] * I_1x1, dual_key_num++));
395  if (up.count(k) == 1)
396  madeQP.inequalities.push_back(
397  LinearInequality(k, I_1x1, up[k], dual_key_num++));
398  if (lo.count(k) == 1)
399  madeQP.inequalities.push_back(
400  LinearInequality(k, -I_1x1, -lo[k], dual_key_num++));
401  else
402  madeQP.inequalities.push_back(
403  LinearInequality(k, -I_1x1, 0, dual_key_num++));
404  }
405  return madeQP;
406  }
407 };
408 
409 typedef qi::grammar<boost::spirit::basic_istream_iterator<char>> base_grammar;
410 
412  typedef std::vector<char> Chars;
414  std::function<void(bf::vector<Chars, Chars, Chars> const &)> setName;
415  std::function<void(bf::vector<Chars, char, Chars, Chars, Chars> const &)>
417  std::function<void(
418  bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars> const &)>
420  std::function<void(bf::vector<Chars, Chars, Chars, Chars, Chars, double,
421  Chars, Chars, Chars, double>)>
423  std::function<void(
424  bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars> const &)>
426  std::function<void(bf::vector<Chars, Chars, Chars, Chars, Chars, double,
427  Chars, Chars, Chars, double>)>
429  std::function<void(
430  bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars>)>
432  std::function<void(bf::vector<Chars, Chars, Chars, Chars, double, Chars,
433  Chars, Chars, double> const &)>
435  std::function<void(
436  bf::vector<Chars, Chars, Chars, Chars, Chars, double, Chars> const &)>
438  std::function<void(bf::vector<Chars, Chars, Chars, Chars, Chars, Chars,
439  Chars, double> const &)>
441  std::function<void(
442  bf::vector<Chars, Chars, Chars, Chars, Chars, Chars, Chars> const &)>
445  : base_grammar(start),
446  rqp_(rqp),
447  setName(std::bind(&QPSVisitor::setName, rqp, std::placeholders::_1)),
448  addRow(std::bind(&QPSVisitor::addRow, rqp, std::placeholders::_1)),
449  rhsSingle(std::bind(&QPSVisitor::addRHS, rqp, std::placeholders::_1)),
450  rhsDouble(std::bind(&QPSVisitor::addRHSDouble, rqp, std::placeholders::_1)),
451  rangeSingle(std::bind(&QPSVisitor::addRangeSingle, rqp, std::placeholders::_1)),
452  rangeDouble(std::bind(&QPSVisitor::addRangeDouble, rqp, std::placeholders::_1)),
453  colSingle(std::bind(&QPSVisitor::addColumn, rqp, std::placeholders::_1)),
454  colDouble(std::bind(&QPSVisitor::addColumnDouble, rqp, std::placeholders::_1)),
455  addQuadTerm(std::bind(&QPSVisitor::addQuadTerm, rqp, std::placeholders::_1)),
456  addBound(std::bind(&QPSVisitor::addBound, rqp, std::placeholders::_1)),
457  addFreeBound(std::bind(&QPSVisitor::addFreeBound, rqp, std::placeholders::_1)) {
458  using namespace boost::spirit;
459  using namespace boost::spirit::qi;
460  character = lexeme[alnum | '_' | '-' | '.'];
461  title = lexeme[character >> *(blank | character)];
462  word = lexeme[+character];
463  name = lexeme[lit("NAME") >> *blank >> title >> +space][setName];
464  row = lexeme[*blank >> character >> +blank >> word >> *blank][addRow];
465  rhs_single = lexeme[*blank >> word >> +blank >> word >> +blank >> double_ >>
466  *blank][rhsSingle];
467  rhs_double =
468  lexeme[(*blank >> word >> +blank >> word >> +blank >> double_ >>
469  +blank >> word >> +blank >> double_)[rhsDouble] >>
470  *blank];
471  range_single = lexeme[*blank >> word >> +blank >> word >> +blank >>
472  double_ >> *blank][rangeSingle];
473  range_double =
474  lexeme[(*blank >> word >> +blank >> word >> +blank >> double_ >>
475  +blank >> word >> +blank >> double_)[rangeDouble] >>
476  *blank];
477  col_single = lexeme[*blank >> word >> +blank >> word >> +blank >> double_ >>
478  *blank][colSingle];
479  col_double =
480  lexeme[*blank >> (word >> +blank >> word >> +blank >> double_ >>
481  +blank >> word >> +blank >> double_)[colDouble] >>
482  *blank];
483  quad_l = lexeme[*blank >> word >> +blank >> word >> +blank >> double_ >>
484  *blank][addQuadTerm];
485  bound = lexeme[(*blank >> word >> +blank >> word >> +blank >> word >>
486  +blank >> double_)[addBound] >>
487  *blank];
488  bound_fr = lexeme[*blank >> word >> +blank >> word >> +blank >> word >>
489  *blank][addFreeBound];
490  rows = lexeme[lit("ROWS") >> *blank >> eol >> +(row >> eol)];
491  rhs = lexeme[lit("RHS") >> *blank >> eol >>
492  +((rhs_double | rhs_single) >> eol)];
493  cols = lexeme[lit("COLUMNS") >> *blank >> eol >>
494  +((col_double | col_single) >> eol)];
495  quad = lexeme[lit("QUADOBJ") >> *blank >> eol >> +(quad_l >> eol)];
496  bounds = lexeme[lit("BOUNDS") >> +space >> *((bound | bound_fr) >> eol)];
497  ranges = lexeme[lit("RANGES") >> +space >>
498  *((range_double | range_single) >> eol)];
499  end = lexeme[lit("ENDATA") >> *space];
500  start =
501  lexeme[name >> rows >> cols >> rhs >> -ranges >> bounds >> quad >> end];
502  }
503 
504  qi::rule<boost::spirit::basic_istream_iterator<char>, char()> character;
505  qi::rule<boost::spirit::basic_istream_iterator<char>, Chars()> word, title;
506  qi::rule<boost::spirit::basic_istream_iterator<char>> row, end, col_single,
507  col_double, rhs_single, rhs_double, range_single, range_double, ranges,
508  bound, bound_fr, bounds, quad, quad_l, rows, cols, rhs, name, start;
509 };
510 
511 QP QPSParser::Parse() {
512  QPSVisitor rawData;
513  std::fstream stream(fileName_.c_str());
514  stream.unsetf(std::ios::skipws);
515  boost::spirit::basic_istream_iterator<char> begin(stream);
516  boost::spirit::basic_istream_iterator<char> last;
517 
518  if (!parse(begin, last, MPSGrammar(&rawData)) || begin != last) {
519  throw QPSParserException();
520  }
521 
522  return rawData.makeQP();
523 }
524 
525 } // namespace gtsam
key1
const Symbol key1('v', 1)
gtsam::base_grammar
qi::grammar< boost::spirit::basic_istream_iterator< char > > base_grammar
Definition: QPSParser.cpp:409
gtsam::QPSParser::MPSGrammar::rangeDouble
std::function< void(bf::vector< Chars, Chars, Chars, Chars, Chars, double, Chars, Chars, Chars, double >)> rangeDouble
Definition: QPSParser.cpp:428
gtsam::QPSVisitor::addColumn
void addColumn(boost::fusion::vector< Chars, Chars, Chars, Chars, Chars, double, Chars > const &vars)
Definition: QPSParser.cpp:108
H
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Definition: gnuplot_common_settings.hh:74
gtsam::QPSVisitor::addRow
void addRow(boost::fusion::vector< Chars, char, Chars, Chars, Chars > const &vars)
Definition: QPSParser.cpp:219
name
Annotation for function names.
Definition: attr.h:51
pybind11.setup_helpers.bound
bound
Definition: setup_helpers.py:349
gtsam::QPSVisitor::addQuadTerm
void addQuadTerm(boost::fusion::vector< Chars, Chars, Chars, Chars, Chars, double, Chars > const &vars)
Definition: QPSParser.cpp:276
gtsam::QPSVisitor::fx
std::unordered_map< Key, double > fx
Definition: QPSParser.cpp:93
Chars
std::vector< char > Chars
Definition: QPSParser.cpp:48
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type
Definition: DogLegOptimizerExample.py:111
gtsam::HessianFactor
A Gaussian factor using the canonical parameters (information form)
Definition: HessianFactor.h:100
range2
static double range2(const Camera &camera, const Camera2 &camera2)
Definition: testPinholeCamera.cpp:309
gtsam::QPSParser::MPSGrammar::start
qi::rule< boost::spirit::basic_istream_iterator< char > > start
Definition: QPSParser.cpp:508
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