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Including formulas for Alpha and Beta #28

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merged 26 commits into from
May 25, 2023
Merged

Including formulas for Alpha and Beta #28

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4d21b49
Added time_varying to tutorial
VictorManuelGracia Mar 2, 2023
386d192
Changes from review pulled
VictorManuelGracia Mar 2, 2023
40a2d01
Adding box constraints as input parameters of the generated function
VictorManuelGracia Mar 15, 2023
d58fbbb
Adding some comments for documentation
VictorManuelGracia Mar 15, 2023
252263d
Adding box constraints as input parameters in laxMPC with FISTA
VictorManuelGracia Mar 15, 2023
e19255e
Fixing error for the case of time_varying
VictorManuelGracia Mar 15, 2023
65e9882
Fixing error for the case of time_varying
VictorManuelGracia Mar 15, 2023
0cdfb4c
Adding LB and UB as inputs for the equMPC solvers (ADMM and FISTA)
VictorManuelGracia Mar 16, 2023
d902111
avoiding ingredients LB and UB as they are inputs now
VictorManuelGracia May 3, 2023
47f0d56
Merge branch 'GepocUS:develop' into develop
VictorManuelGracia May 22, 2023
95f0f21
Creating AQiAt and BRiBt variables
VictorManuelGracia May 22, 2023
0576a5f
Separating Beta_0 and Alpha_0 from Beta_i and Alpha_i loop
VictorManuelGracia May 22, 2023
197d838
Efficiency enhanced by avoiding unnecessary recalculations
VictorManuelGracia May 22, 2023
9d3a9c8
Efficiency of computation of Beta_0 enhanced
VictorManuelGracia May 22, 2023
7f6eba0
Merge branch 'develop' of https://github.com/VictorManuelGracia/Spcie…
VictorManuelGracia May 22, 2023
455388e
Using pointer_A and pointer_B instead of A and B
VictorManuelGracia May 23, 2023
c2ecd37
Reverting change in debug
VictorManuelGracia May 23, 2023
415d3de
Fixing comment
VictorManuelGracia May 23, 2023
de919aa
Fixing minor error in variable declaration
VictorManuelGracia May 23, 2023
002c845
Improving efficiency of update of ingredients with laxMPC and FISTA
VictorManuelGracia May 23, 2023
82b369d
Improving efficiency of update of ingredients of equMPC with ADMM
VictorManuelGracia May 23, 2023
e2e1f3d
Avoiding the use of intermediate variables for pointer_A and pointer_B
VictorManuelGracia May 23, 2023
dafca87
Avoiding intermediate variables for pointer_A and pointer_B
VictorManuelGracia May 23, 2023
6af030b
Fixing minor error in debug
VictorManuelGracia May 23, 2023
d431c98
Improved efficiency of update of ingredients with equMPC and FISTA
VictorManuelGracia May 23, 2023
9a7ee04
Changes in some comments
VictorManuelGracia May 23, 2023
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299 changes: 129 additions & 170 deletions types/+equMPC/code_equMPC_ADMM_C.c
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298 changes: 134 additions & 164 deletions types/+equMPC/code_equMPC_FISTA_C.c
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4 changes: 2 additions & 2 deletions types/+equMPC/compute_equMPC_ADMM_ingredients.m
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Original file line number Diff line number Diff line change
Expand Up @@ -111,8 +111,8 @@
vars.Q = -diag(Q);
vars.R = -diag(R);
end
vars.UB = UB;
vars.LB = LB;
% vars.UB = UB;
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I wouldn't comment this line. Having it in the vars variable is useful. In your code right now it is not used, but it will probably be used for default values of the bounds. I would add UB and LB back to the vars structure.

% vars.LB = LB;

% rho
if (vars.rho_is_scalar)
Expand Down
4 changes: 2 additions & 2 deletions types/+equMPC/compute_equMPC_FISTA_ingredients.m
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Expand Up @@ -91,8 +91,8 @@
vars.R = -diag(R);
vars.QRi = -[1./diag(Q); 1./diag(R)];
end
vars.UB = UB;
vars.LB = LB;
% vars.UB = UB;
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Same here. Add UB and LB back to vars.

% vars.LB = LB;

% Scaling vectors and operating point
if isa(controller, 'EqualityMPC')
Expand Down
23 changes: 12 additions & 11 deletions types/+equMPC/cons_equMPC_ADMM_C.m
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Expand Up @@ -96,17 +96,17 @@

% Constants
constCell = [];
if size(vars.LB, 2) > 1
% Different constraints for each prediction step
constCell = add_line(constCell, 'LB0', vars.LB(n+1:end, 1), 1, precision, var_options);
constCell = add_line(constCell, 'UB0', vars.UB(n+1:end, 1), 1, precision, var_options);
constCell = add_line(constCell, 'LB', vars.LB(:, 2:end)', 1, precision, var_options);
constCell = add_line(constCell, 'UB', vars.UB(:, 2:end)', 1, precision, var_options);
defCell = add_line(defCell, 'VAR_BOUNDS', 1, 1, 'int', 'define');
else
constCell = add_line(constCell, 'LB', vars.LB, 1, precision, var_options);
constCell = add_line(constCell, 'UB', vars.UB, 1, precision, var_options);
end
% if size(vars.LB, 2) > 1
% % Different constraints for each prediction step
% constCell = add_line(constCell, 'LB0', vars.LB(n+1:end, 1), 1, precision, var_options);
% constCell = add_line(constCell, 'UB0', vars.UB(n+1:end, 1), 1, precision, var_options);
% constCell = add_line(constCell, 'LB', vars.LB(:, 2:end)', 1, precision, var_options);
% constCell = add_line(constCell, 'UB', vars.UB(:, 2:end)', 1, precision, var_options);
% defCell = add_line(defCell, 'VAR_BOUNDS', 1, 1, 'int', 'define');
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Your changes have disabled the option of having different bounds for each prediction step, which was determined before by the VAR_BOUNDS variable. I'll have to include this option back in the future, since it is useful for robust MPC, for example. I will see how it can be done at the same time as letting the user modify the bounds online.

% else
% constCell = add_line(constCell, 'LB', vars.LB, 1, precision, var_options);
% constCell = add_line(constCell, 'UB', vars.UB, 1, precision, var_options);
% end
if ~solver_options.time_varying
constCell = add_line(constCell, 'Hi', vars.Hi, 1, precision, var_options);
constCell = add_line(constCell, 'Hi_0', vars.Hi_0, 1, precision, var_options);
Expand All @@ -116,6 +116,7 @@
constCell = add_line(constCell, 'Alpha', vars.Alpha, 1, precision, var_options);
constCell = add_line(constCell, 'Beta', vars.Beta, 1, precision, var_options);
end
constCell = add_line(constCell, 'dummy', 5, 1, precision, var_options);
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I imagine the point of this dummy variable is to have at least one variable in consCell, because if it is empty then its associated flag is never deleted, so you get a compilation-time error.

Is this correct? If it is, then we can leave it for now and I will create an Issue to work on solving this bug (because we want to avoid having a dummy variable in our code....).

if solver_options.in_engineering
constCell = add_line(constCell, 'scaling_x', vars.scaling_x, 1, precision, var_options);
constCell = add_line(constCell, 'scaling_u', vars.scaling_u, 1, precision, var_options);
Expand Down
23 changes: 12 additions & 11 deletions types/+equMPC/cons_equMPC_FISTA_C.m
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Expand Up @@ -94,17 +94,17 @@

% Constants
constCell = [];
if size(vars.LB, 2) > 1
% Different constraints for each prediction step
constCell = add_line(constCell, 'LB0', vars.LB(n+1:end, 1), 1, precision, var_options);
constCell = add_line(constCell, 'UB0', vars.UB(n+1:end, 1), 1, precision, var_options);
constCell = add_line(constCell, 'LB', vars.LB(:, 2:end)', 1, precision, var_options);
constCell = add_line(constCell, 'UB', vars.UB(:, 2:end)', 1, precision, var_options);
defCell = add_line(defCell, 'VAR_BOUNDS', 1, 1, 'int', 'define');
else
constCell = add_line(constCell, 'LB', vars.LB, 1, precision, var_options);
constCell = add_line(constCell, 'UB', vars.UB, 1, precision, var_options);
end
% if size(vars.LB, 2) > 1
% % Different constraints for each prediction step
% constCell = add_line(constCell, 'LB0', vars.LB(n+1:end, 1), 1, precision, var_options);
% constCell = add_line(constCell, 'UB0', vars.UB(n+1:end, 1), 1, precision, var_options);
% constCell = add_line(constCell, 'LB', vars.LB(:, 2:end)', 1, precision, var_options);
% constCell = add_line(constCell, 'UB', vars.UB(:, 2:end)', 1, precision, var_options);
% defCell = add_line(defCell, 'VAR_BOUNDS', 1, 1, 'int', 'define');
% else
% constCell = add_line(constCell, 'LB', vars.LB, 1, precision, var_options);
% constCell = add_line(constCell, 'UB', vars.UB, 1, precision, var_options);
% end
if ~solver_options.time_varying
constCell = add_line(constCell, 'AB', vars.AB, 1, precision, var_options);
constCell = add_line(constCell, 'Alpha', vars.Alpha, 1, precision, var_options);
Expand All @@ -113,6 +113,7 @@
constCell = add_line(constCell, 'R', vars.R, 1, precision, var_options);
constCell = add_line(constCell, 'QRi', vars.QRi, 1, precision, var_options);
end
constCell = add_line(constCell, 'dummy', 5, 1, precision, var_options);
if solver_options.in_engineering
constCell = add_line(constCell, 'scaling_x', vars.scaling_x, 1, precision, var_options);
constCell = add_line(constCell, 'scaling_u', vars.scaling_u, 1, precision, var_options);
Expand Down
8 changes: 4 additions & 4 deletions types/+equMPC/header_equMPC_ADMM_C.h
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Expand Up @@ -16,18 +16,18 @@ typedef struct {
#ifdef CONF_MATLAB

#if time_varying == 0
void equMPC_ADMM(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *u_opt, double *pointer_k, double *e_flag, double *z_opt, double *v_opt, double *lambda_opt, double *update_time, double *solve_time, double *polish_time, double *run_time);
void equMPC_ADMM(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_LB, double *pointer_UB, double *u_opt, double *pointer_k, double *e_flag, double *z_opt, double *v_opt, double *lambda_opt, double *update_time, double *solve_time, double *polish_time, double *run_time);
#else
void equMPC_ADMM(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_A, double *pointer_B, double *pointer_Q, double *pointer_R, double *u_opt, double *pointer_k, double *e_flag, double *z_opt, double *v_opt, double *lambda_opt, double *update_time, double *solve_time, double *polish_time, double *run_time);
void equMPC_ADMM(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_A, double *pointer_B, double *pointer_Q, double *pointer_R, double *pointer_LB, double *pointer_UB, double *u_opt, double *pointer_k, double *e_flag, double *z_opt, double *v_opt, double *lambda_opt, double *update_time, double *solve_time, double *polish_time, double *run_time);
#endif


#else

#if time_varying == 0
void equMPC_ADMM(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *u_opt, int *pointer_k, int *e_flag, solution *sol);
void equMPC_ADMM(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_LB, double *pointer_UB, double *u_opt, int *pointer_k, int *e_flag, solution *sol);
#else
void equMPC_ADMM(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_A, double *pointer_B, double *pointer_Q, double *pointer_R, double *u_opt, int *pointer_k, int *e_flag, solution *sol);
void equMPC_ADMM(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_A, double *pointer_B, double *pointer_Q, double *pointer_R, double *pointer_LB, double *pointer_UB, double *u_opt, int *pointer_k, int *e_flag, solution *sol);
#endif

#endif
Expand Down
8 changes: 4 additions & 4 deletions types/+equMPC/header_equMPC_FISTA_C.h
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Expand Up @@ -15,17 +15,17 @@ typedef struct {
#ifdef CONF_MATLAB

#if time_varying == 0
void equMPC_FISTA(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *u_opt, double *pointer_k, double *e_flag, double *z_opt, double *lambda_opt, double *update_time, double *solve_time, double *polish_time, double *run_time);
void equMPC_FISTA(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_LB, double *pointer_UB, double *u_opt, double *pointer_k, double *e_flag, double *z_opt, double *lambda_opt, double *update_time, double *solve_time, double *polish_time, double *run_time);
#else
void equMPC_FISTA(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_A, double *pointer_B, double *pointer_Q, double *pointer_R, double *u_opt, double *pointer_k, double *e_flag, double *z_opt, double *lambda_opt, double *update_time, double *solve_time, double *polish_time, double *run_time);
void equMPC_FISTA(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_A, double *pointer_B, double *pointer_Q, double *pointer_R, double *pointer_LB, double *pointer_UB, double *u_opt, double *pointer_k, double *e_flag, double *z_opt, double *lambda_opt, double *update_time, double *solve_time, double *polish_time, double *run_time);
#endif

#else

#if time_varying == 0
void equMPC_FISTA(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *u_opt, int *pointer_k, int *e_flag, sol_equMPC_FISTA *sol);
void equMPC_FISTA(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_LB, double *pointer_UB, double *u_opt, int *pointer_k, int *e_flag, sol_equMPC_FISTA *sol);
#else
void equMPC_FISTA(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_A, double *pointer_B, double *pointer_Q, double *pointer_R, double *u_opt, int *pointer_k, int *e_flag, sol_equMPC_FISTA *sol);
void equMPC_FISTA(double *pointer_x0, double *pointer_xr, double *pointer_ur, double *pointer_A, double *pointer_B, double *pointer_Q, double *pointer_R, double *pointer_LB, double *pointer_UB, double *u_opt, int *pointer_k, int *e_flag, sol_equMPC_FISTA *sol);
#endif

#endif
Expand Down
69 changes: 64 additions & 5 deletions types/+equMPC/struct_equMPC_ADMM_C_Matlab.c
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Expand Up @@ -19,6 +19,8 @@ void mexFunction(int nlhs, mxArray *plhs[],
double *Q;
double *R;
#endif
double *LB; // Local LB
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We will want to make these optional inputs, so that the user can call the solver as solver(x, xr, ur);, instead of having to do it as solver(x, xr, ur, [LBx ; LBu], [UBx ; UBu]);. The default values will be taken from the system model passed to the toolbox when generating the solver.

Also, it might be better to change it so that the function is called like solver(x, xr, ur, LBx, UBx, LBu, UBu);, or maybe some structure, i.e., solver(x, xr, ur, constraints);, where constraints is a struct containing the fields LBx, UBx, LBu and UBu.

double *UB; // Local UB
double *u_opt; // Local u_opt
double *k; // Local k
double *e_flag; // Local e_flag
Expand All @@ -34,12 +36,12 @@ void mexFunction(int nlhs, mxArray *plhs[],

// Check number of inputs
#if time_varying == 1
if(nrhs != 7){
if(nrhs != 9){
mexErrMsgIdAndTxt("Spcies:equMPC:nrhs:number",
"Not enough inputs");
}
#else
if(nrhs != 3){
if(nrhs != 5){
mexErrMsgIdAndTxt("Spcies:equMPC:nrhs:number",
"Not enough inputs");
}
Expand Down Expand Up @@ -68,25 +70,56 @@ void mexFunction(int nlhs, mxArray *plhs[],
}

#if time_varying == 1
// Check that A is of the correct dimension
if( !mxIsDouble(prhs[3]) || mxGetNumberOfElements(prhs[3]) != nn*nn ){
mexErrMsgIdAndTxt("Spcies:laxMPC:nrhs:A",
"A must be of dimension nn by nn");
}

// Check that B is of the correct dimension
if( !mxIsDouble(prhs[4]) || mxGetNumberOfElements(prhs[4]) != nn*mm_ ){
mexErrMsgIdAndTxt("Spcies:laxMPC:nrhs:B",
"A must be of dimension nn by mm");
}


// Check that Q is of the correct dimension
if( !mxIsDouble(prhs[5]) || mxGetNumberOfElements(prhs[5]) != nn ){
mexErrMsgIdAndTxt("Spcies:laxMPC:nrhs:Q",
"Q must be a diagonal vector of nn elements");
}

// Check that R is of the correct dimension
if( !mxIsDouble(prhs[6]) || mxGetNumberOfElements(prhs[6]) != mm_ ){
mexErrMsgIdAndTxt("Spcies:laxMPC:nrhs:R",
"R must be a diagonal vector of mm elements");
}

// Check that LB is of the correct dimension
if( !mxIsDouble(prhs[7]) || mxGetNumberOfElements(prhs[7]) != nm ){
mexErrMsgIdAndTxt("Spcies:laxMPC:nrhs:LB",
"LB must be a diagonal vector of nm elements");
}

// Check that UB is of the correct dimension
if( !mxIsDouble(prhs[8]) || mxGetNumberOfElements(prhs[8]) != nm ){
mexErrMsgIdAndTxt("Spcies:laxMPC:nrhs:UB",
"UB must be a diagonal vector of nm elements");
}

#else

// Check that LB is of the correct dimension
if( !mxIsDouble(prhs[3]) || mxGetNumberOfElements(prhs[3]) != nm ){
mexErrMsgIdAndTxt("Spcies:laxMPC:nrhs:LB",
"LB must be a diagonal vector of nm elements");
}

// Check that UB is of the correct dimension
if( !mxIsDouble(prhs[4]) || mxGetNumberOfElements(prhs[4]) != nm ){
mexErrMsgIdAndTxt("Spcies:laxMPC:nrhs:UB",
"UB must be a diagonal vector of nm elements");
}

#endif

// Read input data
Expand Down Expand Up @@ -134,6 +167,32 @@ void mexFunction(int nlhs, mxArray *plhs[],
R = mxGetPr(prhs[6]);
#endif

#if MX_HAS_INTERLEAVED_COMPLEX
LB = mxGetDoubles(prhs[7]);
#else
LB = mxGetPr(prhs[7]);
#endif

#if MX_HAS_INTERLEAVED_COMPLEX
UB = mxGetDoubles(prhs[8]);
#else
UB = mxGetPr(prhs[8]);
#endif

#else

#if MX_HAS_INTERLEAVED_COMPLEX
LB = mxGetDoubles(prhs[3]);
#else
LB = mxGetPr(prhs[3]);
#endif

#if MX_HAS_INTERLEAVED_COMPLEX
UB = mxGetDoubles(prhs[4]);
#else
UB = mxGetPr(prhs[4]);
#endif

#endif

// Prepare output data
Expand Down Expand Up @@ -223,9 +282,9 @@ void mexFunction(int nlhs, mxArray *plhs[],

// Call solver
#if time_varying == 1
equMPC_ADMM(x0, xr, ur, A, B, Q, R, u_opt, k, e_flag, z_opt, v_opt, lambda_opt, update_time_sol, solve_time_sol, polish_time_sol, run_time_sol);
equMPC_ADMM(x0, xr, ur, A, B, Q, R, LB, UB, u_opt, k, e_flag, z_opt, v_opt, lambda_opt, update_time_sol, solve_time_sol, polish_time_sol, run_time_sol);
#else
equMPC_ADMM(x0, xr, ur, u_opt, k, e_flag, z_opt, v_opt, lambda_opt, update_time_sol, solve_time_sol, polish_time_sol, run_time_sol);
equMPC_ADMM(x0, xr, ur, LB, UB, u_opt, k, e_flag, z_opt, v_opt, lambda_opt, update_time_sol, solve_time_sol, polish_time_sol, run_time_sol);
#endif
}

Expand Down
46 changes: 42 additions & 4 deletions types/+equMPC/struct_equMPC_FISTA_C_Matlab.c
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Original file line number Diff line number Diff line change
Expand Up @@ -19,6 +19,8 @@ void mexFunction(int nlhs, mxArray *plhs[],
double *Q;
double *R;
#endif
double *LB;
double *UB;
double *u_opt; // Local u_opt
double *k; // Local k
double *e_flag; // Local e_flag
Expand All @@ -33,12 +35,12 @@ void mexFunction(int nlhs, mxArray *plhs[],

// Check number of inputs
#if time_varying == 1
if(nrhs != 7){
if(nrhs != 9){
mexErrMsgIdAndTxt("Spcies:equMPC:nrhs:number",
"Not enough inputs");
}
#else
if(nrhs != 3){
if(nrhs != 5){
mexErrMsgIdAndTxt("Spcies:equMPC:nrhs:number",
"Not enough inputs");
}
Expand Down Expand Up @@ -86,6 +88,16 @@ void mexFunction(int nlhs, mxArray *plhs[],
mexErrMsgIdAndTxt("Spcies:laxMPC:nrhs:R",
"R must be a diagonal vector of mm elements");
}

if( !mxIsDouble(prhs[7]) || mxGetNumberOfElements(prhs[7]) != nm ){
mexErrMsgIdAndTxt("Spcies:laxMPC:nrhs:LB",
"LB must be a diagonal vector of nm elements");
}

if( !mxIsDouble(prhs[8]) || mxGetNumberOfElements(prhs[8]) != nm ){
mexErrMsgIdAndTxt("Spcies:laxMPC:nrhs:UB",
"UB must be a diagonal vector of nm elements");
}
#endif

// Read input data
Expand Down Expand Up @@ -133,6 +145,32 @@ void mexFunction(int nlhs, mxArray *plhs[],
R = mxGetPr(prhs[6]);
#endif

#if MX_HAS_INTERLEAVED_COMPLEX
LB = mxGetDouble(phrs[7]);
#else
LB = mxGetPr(prhs[7]);
#endif

#if MX_HAS_INTERLEAVED_COMPLEX
UB = mxGetDouble(phrs[8]);
#else
UB = mxGetPr(prhs[8]);
#endif

#else

#if MX_HAS_INTERLEAVED_COMPLEX
LB = mxGetDouble(phrs[3]);
#else
LB = mxGetPr(prhs[3]);
#endif

#if MX_HAS_INTERLEAVED_COMPLEX
UB = mxGetDouble(phrs[4]);
#else
UB = mxGetPr(prhs[4]);
#endif

#endif

// Prepare output data
Expand Down Expand Up @@ -214,9 +252,9 @@ void mexFunction(int nlhs, mxArray *plhs[],

// Call solver
#if time_varying == 1
equMPC_FISTA(x0, xr, ur, A, B, Q, R, u_opt, k, e_flag, z_opt, lambda_opt, update_time_sol, solve_time_sol, polish_time_sol, run_time_sol);
equMPC_FISTA(x0, xr, ur, A, B, Q, R, LB, UB, u_opt, k, e_flag, z_opt, lambda_opt, update_time_sol, solve_time_sol, polish_time_sol, run_time_sol);
#else
equMPC_FISTA(x0, xr, ur, u_opt, k, e_flag, z_opt, lambda_opt, update_time_sol, solve_time_sol, polish_time_sol, run_time_sol);
equMPC_FISTA(x0, xr, ur, LB, UB, u_opt, k, e_flag, z_opt, lambda_opt, update_time_sol, solve_time_sol, polish_time_sol, run_time_sol);
#endif
}

Expand Down
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