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GNRK: Gauss-Newton Runge-Kutta: IRK with nonlinear-least squares #698

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merged 31 commits into from
Aug 29, 2023

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@FreyJo FreyJo commented Mar 5, 2021

Implements efficient cost integration for nonlinear-least squares cost terms within IRK integrator with Gauss-Newton Hessian.
More details in upcoming preprint!

Python: add setter qp_warm_start

docs: install j4

C: globalization: implement ocp_nlp_compute_merit_gradient, WIP, inequalities missing

C: globalization: remove old version

C: globalization: initialize merit weights > 0

C: globalization: add Armijo sufficient descent condition

Python: add check on globalization type

Python: use isinstance in setters

C: globalization: add option to do full step in dual variables

C: globalization: implement ocp_nlp_compute_merit_gradient, WIP on inequalities

Python: add check on shooting_nodes, time_steps

globalization: mostly comments

C: globalization: fix error in merit_fun grad dyn

C: globalization: finish ineq contribution WIP

C: globalization: implement ocp_nlp_compute_merit_gradient, all inequalities

Python: AcadosOcpSolver: store status, implement getter for residuals

C: comments on globalization

C: make SQP loop more readable

C: removed fields from ocp_nlp_out that are in memory

C: add ocp_nlp_alias_memory_to_submodules to simplify SQP[_RTI]

C: simplify SQP loop

C: add globalization comment

Python: dont use LIFTED_IRK in standalone integrator generated from OCP

Python/templates: add cost_discetization option ['EULER', 'INTEGRATOR']

C: add option cost_propagation in integrator

C: IRK add option to integrate NLS cost term

template: add option for cost discretization

C: cost computation compatibility of other integrators

C: integrator cost computation interfacing

C: IRK add option to integrate NLS cost term - rework

C: NLS cost: add option to partially compute cost in integrator

template: add option for cost discretization

C: IRK add option to integrate NLS cost term - working version with Euler tableau

MEX templating: make compatible with cost_discretization option

C: GNRK evaluate cost function at correct x

C: GNRK: fix for multiple steps

C: GNRK: simplify cost propagation

C: GNRK: reduce memory and avoid transpose - tmp_ny_nux

Python: add setter for xdot_guess

WIP: Python: on load / store iterate

templates: add ext_qp_res

C: globalization: only print final alpha
@FreyJo FreyJo changed the title [WIP] GNRK GNRK: Gauss-Newton Runge-Kutta: IRK with nonlinear-least squares Aug 11, 2023
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was lange währt .. 🥂

@FreyJo FreyJo merged commit 7a827b9 into acados:master Aug 29, 2023
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@FreyJo FreyJo deleted the GNRK branch August 29, 2023 12:28
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2 participants