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Solution sensitivities with respect to parameters #1055

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Merged
merged 114 commits into from
Apr 3, 2024
Merged

Solution sensitivities with respect to parameters #1055

merged 114 commits into from
Apr 3, 2024

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@FreyJo
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@FreyJo FreyJo commented Mar 19, 2024 •
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This PR implements two functionalities:

  1. the computation of the solution sensitivity with respect to parameters.
  • Usage in Python: Set ocp.solver_options.with_solution_sens_wrt_params = True, call ocp_solver.eval_solution_sensitivity(, with_respect_to='params_global').
  • Demonstrated in examples/acados_python/pendulum_on_cart/solution_sensitivities/policy_gradient_example.py
  • Implementation:
  • a) Compute derivative of right hand side of QP wrt parameters ocp_nlp_params_jac_compute
  • b) Perform vector Riccati sweep via ocp_nlp_common_eval_param_sens.
  1. the computation of the derivative of the optimal cost with respect to parameters.
  • Usage in Python: Set ocp.solver_options.with_solution_sens_wrt_params = True, call ocp_solver.get_optimal_value_gradient(with_respect_to = "params_global")
  • Demonstrated in examples/acados_python/pendulum_on_cart/solution_sensitivities/value_gradient_example.py
  • Implementation: compute Lagrange gradient of cost function wrt parameters, new external functions added.

Limitations:

  • Parametric sensitivities where constraints depend on parameters not supported
  • Parametric sensitivities only supported with discrete dynamics and external cost module

sandmaennchen and others added 30 commits March 5, 2024 16:59
@sandmaennchen
add some todos for params sens computation
3148490
@sandmaennchen
add np dimension to nlp_common, cost and dynamics (constraints still …
57221c7 
…missing)
@sandmaennchen
new interface for solution sensitivities
f06f576
@sandmaennchen
discrete dynamics: add casadi function dyn_disc_phi_params_jac provid…
dc2e76f 
…ing jacobian of model wrt p
@sandmaennchen
mino cleanup
e5af88c
@sandmaennchen
adapt interface
7d83d23
@sandmaennchen
add parametric model and sensitivity test
74b99b5
@sandmaennchen
eval senstivities of discrete dynamics wrt p and set rhs
94d6c61
@sandmaennchen
fix example
f79d8b8
@sandmaennchen
add lagr contribution as second output
ae33419
@sandmaennchen
fix lagr contribution and cleanup
cd3bbb3
@sandmaennchen
ckeanup example
e204372
@sandmaennchen
cleanup interface, get dims from c
b82a990
@sandmaennchen
setter for p dim
851c90d
@sandmaennchen
set input and output types of ocp_nlp_dims_get_from_attr only once
6b3d672
@sandmaennchen
add new functions also to continuous dynamics module
450a6fc
@sandmaennchen
update example to use new interface
3524adc
@sandmaennchen
update examples to use new interface
1f19ecc
@sandmaennchen
add extra test
416ac85
@dirkpr
Start with original chain example.
3f39f9f
@dirkpr
Vary mass, spring constant, rest length for each mass/link.
0ccddd8
@dirkpr
Add damping for each link.
d837fd7
@dirkpr
Make spring constant, damping, and rest length non-istropic.
db34f99
@FreyJo
move eval_param_sens functionality to ocp_nlp_common, #abstraction
6a56e7f
@sandmaennchen
add missing return type
35c94e7
@sandmaennchen
adapt example to use external cost which depends on the parameter
df65583
@sandmaennchen
add external function for jacobian of cost wrt params
52415b0
@sandmaennchen
add params jac evaluation
33f1a62
@dirkpr
Parametrize spring constant, damping, rest length, and mass.
22821c1
@dirkpr
Some cleanup.
9f2ded9
@FreyJo FreyJo changed the title [WIP] Solution sensitivities with respect to parameters Solution sensitivities with respect to parameters Mar 26, 2024
sandmaennchen
sandmaennchen reviewed Apr 2, 2024
View reviewed changes
@sandmaennchen sandmaennchen merged commit 66bd329 into acados:master Apr 3, 2024
sandmaennchen pushed a commit that referenced this pull request Apr 10, 2024
@FreyJo
Renaming follow up on #1055 (#1070)
700db94
@dirkpr dirkpr mentioned this pull request Apr 23, 2024
Merged
FreyJo added a commit that referenced this pull request Apr 23, 2024
@dirkpr @FreyJo
Minor cleanup of chain_mass/solution_sensitivity_example.py (#1080)
08772c3 
Additional cleanup after #1055

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Co-authored-by: Jonathan Frey <[email protected]>
@sandmaennchen sandmaennchen deleted the param_sens branch October 29, 2024 18:22
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@FreyJo @sandmaennchen @dirkpr