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Nov 8, 2025
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bench: add custom constraint tests with hessian=true #284

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39 changes: 36 additions & 3 deletions benchmark/3_bench_predictive_control.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -308,6 +308,12 @@ nmpc_ipopt_tc = NonLinMPC(estim; Hp, Hc, Mwt, Nwt, Cwt, optim, transcription)
nmpc_ipopt_tc = setconstraint!(nmpc_ipopt_tc; umin, umax)
JuMP.unset_time_limit_sec(nmpc_ipopt_tc.optim)

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
transcription, hessian = TrapezoidalCollocation(), true
nmpc_ipopt_tc_hess = NonLinMPC(estim; Hp, Hc, Mwt, Nwt, Cwt, optim, transcription, hessian)
nmpc_ipopt_tc_hess = setconstraint!(nmpc_ipopt_tc_hess; umin, umax)
JuMP.unset_time_limit_sec(nmpc_ipopt_tc_hess.optim)

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
transcription = TrapezoidalCollocation(f_threads=true)
nmpc_ipopt_tct = NonLinMPC(estim; Hp, Hc, Mwt, Nwt, Cwt, optim, transcription)
Expand Down Expand Up @@ -371,6 +377,11 @@ CASE_MPC["Pendulum"]["NonLinMPC"]["Noneconomic"]["Ipopt"]["TrapezoidalCollocatio
sim!($nmpc_ipopt_tc, $N, $ry; plant=$plant, x_0=$x_0, x̂_0=$x̂_0, progress=false),
samples=samples, evals=evals, seconds=seconds
)
CASE_MPC["Pendulum"]["NonLinMPC"]["Noneconomic"]["Ipopt"]["TrapezoidalCollocation (Hessian)"] =
@benchmarkable(
sim!($nmpc_ipopt_tc_hess, $N, $ry; plant=$plant, x_0=$x_0, x̂_0=$x̂_0, progress=false),
samples=samples, evals=evals, seconds=seconds
)
CASE_MPC["Pendulum"]["NonLinMPC"]["Noneconomic"]["Ipopt"]["TrapezoidalCollocation (threaded)"] =
@benchmarkable(
sim!($nmpc_ipopt_tct, $N, $ry; plant=$plant, x_0=$x_0, x̂_0=$x̂_0, progress=false),
Expand Down Expand Up @@ -480,6 +491,14 @@ nmpc2_ipopt_ms = NonLinMPC(estim2;
nmpc2_ipopt_ms = setconstraint!(nmpc2_ipopt_ms; umin, umax)
JuMP.unset_time_limit_sec(nmpc2_ipopt_ms.optim)

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
transcription, hessian = MultipleShooting(), true
nmpc2_ipopt_ms_hess = NonLinMPC(estim2;
Hp, Hc, Nwt=Nwt, Mwt=[0.5, 0], Cwt, gc!, nc, p=Pmax, optim, transcription, hessian
)
nmpc2_ipopt_ms_hess = setconstraint!(nmpc2_ipopt_ms_hess; umin, umax)
JuMP.unset_time_limit_sec(nmpc2_ipopt_ms_hess.optim)

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
transcription = TrapezoidalCollocation()
nmpc2_ipopt_tc = NonLinMPC(estim2;
Expand All @@ -488,9 +507,13 @@ nmpc2_ipopt_tc = NonLinMPC(estim2;
nmpc2_ipopt_tc = setconstraint!(nmpc2_ipopt_tc; umin, umax)
JuMP.unset_time_limit_sec(nmpc2_ipopt_tc.optim)

# TODO: test custom constraints with MadNLP and SingleShooting, see comment above.
# TODO: test custom constraints with MadNLP and MultipleShooting, see comment above.
# TODO: test custom constraints with MadNLP and TrapezoidalCollocation, see comment above.
optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
transcription, hessian = TrapezoidalCollocation(), true
nmpc2_ipopt_tc_hess = NonLinMPC(estim2;
Hp, Hc, Nwt=Nwt, Mwt=[0.5, 0], Cwt, gc!, nc, p=Pmax, optim, transcription, hessian
)
nmpc2_ipopt_tc = setconstraint!(nmpc2_ipopt_tc_hess; umin, umax)
JuMP.unset_time_limit_sec(nmpc2_ipopt_tc_hess.optim)

samples, evals, seconds = 100, 1, 15*60
CASE_MPC["Pendulum"]["NonLinMPC"]["Custom constraints"]["Ipopt"]["SingleShooting"] =
Expand All @@ -503,11 +526,21 @@ CASE_MPC["Pendulum"]["NonLinMPC"]["Custom constraints"]["Ipopt"]["MultipleShooti
sim!($nmpc2_ipopt_ms, $N, $ry; plant=$plant2, x_0=$x_0, x̂_0=$x̂_0, progress=false),
samples=samples, evals=evals, seconds=seconds
)
CASE_MPC["Pendulum"]["NonLinMPC"]["Custom constraints"]["Ipopt"]["MultipleShooting (Hessian)"] =
@benchmarkable(
sim!($nmpc2_ipopt_ms_hess, $N, $ry; plant=$plant2, x_0=$x_0, x̂_0=$x̂_0, progress=false),
samples=samples, evals=evals, seconds=seconds
)
CASE_MPC["Pendulum"]["NonLinMPC"]["Custom constraints"]["Ipopt"]["TrapezoidalCollocation"] =
@benchmarkable(
sim!($nmpc2_ipopt_tc, $N, $ry; plant=$plant2, x_0=$x_0, x̂_0=$x̂_0, progress=false),
samples=samples, evals=evals, seconds=seconds
)
CASE_MPC["Pendulum"]["NonLinMPC"]["Custom constraints"]["Ipopt"]["TrapezoidalCollocation (Hessian)"] =
@benchmarkable(
sim!($nmpc2_ipopt_tc_hess, $N, $ry; plant=$plant2, x_0=$x_0, x̂_0=$x̂_0, progress=false),
samples=samples, evals=evals, seconds=seconds
)

# ----------------- Case study: Pendulum successive linearization -------------------------
linmodel = linearize(model, x=[0, 0], u=[0])
Expand Down
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