Work on solution sensitivities #975

FreyJo · 2023-10-16T11:47:48Z

looked into solution sensitivities
documented requirements for eval_param_sens to work properly
add getters for HPIPM matrices
improve Python docstrings

…ython

acados/ocp_qp/ocp_qp_common.h

acados/ocp_qp/ocp_qp_xcond_solver.c

acados/ocp_qp/ocp_qp_hpipm.c

examples/acados_python/pendulum_on_cart/solution_sensitivities/policy_gradient_example.py

interfaces/acados_c/ocp_nlp_interface.c

giaf · 2023-10-17T15:37:28Z

Up to you if you want to add the additional checks in C too. I find this specific function rather dangerous as e.g. partial condensing is always used and it is enough to change N there to make the solver_get fail in a way that an user would never find about.

Other than that you can merge from my side.

FreyJo and others added 30 commits September 28, 2023 16:26

add option to set reg_epsilon, more clear default regularization in P…

8900896

…ython

integrator doesnt report max iter

6b8355b

const field

3dad44b

remove outdated property ext_qp_res in python

aa8cb93

Python: docstrings in model

dbfcbbf

allow more casadi versions

8c74cbb

more docstrings

41324e3

add main in example

ca79f50

add sensitivity experiment

f9c3f38

some more experimenting

bb9f583

some more experimenting

47b324e

debugging stuff

27484e3

TEMP: set nbxe_0=0 for testing

7110d20

linearized discrete model

2cc747f

allow 0 step length

a18b608

add print_stats_on_failure to solve_for_x0

435aa15

compare solution sensitivities with finite differences

eac2387

comparing 'exact' hessians

cec9746

get qp status via statistics and again eliminate x0_bar

4e8541c

merged!

d866a93

minor

7df26e2

compare hessians

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ahhhh

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get P from acados: very WIP

9d435ff

compute K manually

7e905cb

habemus P, K of HPIPM

627f11e

P in get_from_qp_in for now

85ac503

add documentation and checks to eval_param_sens

757577f

fix K, S dimensions

e19878b

check reduced Hessian

0ce97b4

FreyJo added 14 commits October 16, 2023 11:29

improve sensitivity example

16f16a8

move example

03e1662

refactor sensitivity example

aa41116

rename example and test exact Hessians wrt casai

83a42d6

fix EXACT check

9b35c6e

add policy gradient example: state augmented with parameter M

01932c7

finalize example, test

e9ea1af

fix test

f4c9849

add reg_epsilon in MEX

9ee8923

improve docstrings

882e1a1

polish example

3682492

undo changes to solution sens example

7bbf83f

add warning

3cd047d

update example

f10ed47

FreyJo requested review from giaf and sandmaennchen October 16, 2023 15:11