Visual Servoing Platform version 3.6.0
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quadprog.cpp
1/****************************************************************************
2 *
3 * ViSP, open source Visual Servoing Platform software.
4 * Copyright (C) 2005 - 2023 by Inria. All rights reserved.
5 *
6 * This software is free software; you can redistribute it and/or modify
7 * it under the terms of the GNU General Public License as published by
8 * the Free Software Foundation; either version 2 of the License, or
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.
12 *
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.
16 *
17 * See https://visp.inria.fr for more information.
18 *
19 * This software was developed at:
20 * Inria Rennes - Bretagne Atlantique
21 * Campus Universitaire de Beaulieu
22 * 35042 Rennes Cedex
23 * France
24 *
25 * If you have questions regarding the use of this file, please contact
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
33 *
34*****************************************************************************/
47#include <iostream>
48#include <visp3/core/vpConfig.h>
49
50#if (VISP_CXX_STANDARD >= VISP_CXX_STANDARD_11) && defined(VISP_HAVE_LAPACK)
51
52#include <visp3/core/vpQuadProg.h>
53#include <visp3/core/vpTime.h>
54
55#include "qp_plot.h"
56
57int main(int argc, char **argv)
58{
59 const int n = 20; // x dim
60 const int m = 10; // equality m < n
61 const int p = 30; // inequality
62 const int o = 16; // cost function
63#ifdef VISP_HAVE_DISPLAY
64 bool opt_display = true;
65 bool opt_click_allowed = true;
66#endif
67
68 for (int i = 0; i < argc; i++) {
69#ifdef VISP_HAVE_DISPLAY
70 if (std::string(argv[i]) == "-d")
71 opt_display = false;
72 else if (std::string(argv[i]) == "-c")
73 opt_click_allowed = false;
74 else
75#endif
76 if (std::string(argv[i]) == "-h" || std::string(argv[i]) == "--help") {
77 std::cout << "\nUsage: " << argv[0] << " [-d] [-c] [-h] [--help]" << std::endl;
78 std::cout << "\nOptions: \n"
79#ifdef VISP_HAVE_DISPLAY
80 " -d \n"
81 " Disable the image display. This can be useful \n"
82 " for automatic tests using crontab under Unix or \n"
83 " using the task manager under Windows.\n"
84 "\n"
85 " -c \n"
86 " Disable the mouse click. Useful to automate the \n"
87 " execution of this program without human intervention.\n"
88 "\n"
89#endif
90 " -h, --help\n"
91 " Print the help.\n"
92 << std::endl;
93
94 return EXIT_SUCCESS;
95 }
96 }
97 std::srand((long)vpTime::measureTimeMs());
98
99 vpMatrix A, Q, C;
100 vpColVector b, d, r;
101
102 A = randM(m, n) * 5;
103 b = randV(m) * 5;
104 Q = randM(o, n) * 5;
105 r = randV(o) * 5;
106 C = randM(p, n) * 5;
107
108 // make sure Cx <= d has a solution within Ax = b
109 vpColVector x = A.solveBySVD(b);
110 d = C * x;
111 for (int i = 0; i < p; ++i)
112 d[i] += (5. * rand()) / RAND_MAX;
113
114 // solver with warm start
115 vpQuadProg qp_WS;
116
117 // timing
118 int total = 100;
119 double t_WS(0), t_noWS(0);
120 const double eps = 1e-2;
121
122#ifdef VISP_HAVE_DISPLAY
123 QPlot *plot = NULL;
124 if (opt_display)
125 plot = new QPlot(1, total, { "time to solveQP", "warm start" });
126#endif
127
128 for (int k = 0; k < total; ++k) {
129 // reset active set at some point
130 if (k == total / 2)
131 qp_WS.resetActiveSet();
132
133 // small change on QP data
134 Q += eps * randM(o, n);
135 r += eps * randV(o);
136 A += eps * randM(m, n);
137 b += eps * randV(m);
138 C += eps * randM(p, n);
139 d += eps * randV(p);
140
141 // solver without warm start
142 vpQuadProg qp;
143 x = 0;
144 double t = vpTime::measureTimeMs();
145 qp.solveQP(Q, r, A, b, C, d, 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 warm start
154 x = 0;
156 qp_WS.solveQP(Q, r, A, b, C, d, 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
165 std::cout.precision(3);
166 std::cout << "Warm start: t = " << t_WS << " ms (for 1 QP = " << t_WS / total << " ms)\n";
167 std::cout << "No warm start: t = " << t_noWS << " ms (for 1 QP = " << t_noWS / total << " ms)" << std::endl;
168
169#ifdef VISP_HAVE_DISPLAY
170 if (opt_display) {
171 if (opt_click_allowed) {
172 std::cout << "Click in the graph to exit..." << std::endl;
173 plot->wait();
174 }
175 delete plot;
176 }
177#endif
178 return EXIT_SUCCESS;
179}
180#elif !(VISP_CXX_STANDARD >= VISP_CXX_STANDARD_11)
181int main()
182{
183 std::cout << "You did not build ViSP with c++11 or higher compiler flag" << std::endl;
184 std::cout << "Tip:" << std::endl;
185 std::cout << "- Configure ViSP again using cmake -DUSE_CXX_STANDARD=11, and build again this example" << std::endl;
186 return EXIT_SUCCESS;
187}
188#else
189int main()
190{
191 std::cout << "You did not build ViSP with Lapack support" << std::endl;
192 return EXIT_SUCCESS;
193}
194#endif
Implementation of column vector and the associated operations.
Implementation of a matrix and operations on matrices.
Definition vpMatrix.h:152
void solveBySVD(const vpColVector &B, vpColVector &x) const
This class provides a solver for Quadratic Programs.
Definition vpQuadProg.h:70
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)
void resetActiveSet()
Definition vpQuadProg.h:90
VISP_EXPORT double measureTimeMs()