complete CGMRES
This commit is contained in:
Shunichi09
parent
e7f5956fc5
commit
0f36ef2dce
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@ -11,7 +11,7 @@ class SampleSystem():
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"""
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def __init__(self, init_x_1=0., init_x_2=0.):
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"""
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Parameters
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Palameters
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-----------
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"""
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@ -22,7 +22,7 @@ class SampleSystem():
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def update_state(self, u, dt=0.01):
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"""
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Parameters
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Palameters
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------------
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u : float
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input of system in some cases this means the reference
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@ -73,7 +73,7 @@ class SampleSystem():
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------------
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"""
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y_dot = (1 - y_1**2 - y_2**2) * y_2 - y_1 + u
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y_dot = (1. - y_1**2 - y_2**2) * y_2 - y_1 + u
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return y_dot
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@ -102,14 +102,14 @@ class NMPCSimulatorSystem():
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--------
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x_1s :
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x_2s :
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ram_1s :
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ram_2s :
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lam_1s :
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lam_2s :
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"""
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x_1s, x_2s = self._calc_predict_states(x_1, x_2, us, N, dt)
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ram_1s, ram_2s = self._calc_adjoint_states(x_1s, x_2s, us, N, dt)
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lam_1s, lam_2s = self._calc_adjoint_states(x_1s, x_2s, us, N, dt)
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return x_1s, x_2s, ram_1s, ram_2s
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return x_1s, x_2s, lam_1s, lam_2s
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def _calc_predict_states(self, x_1, x_2, us, N, dt):
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"""
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@ -142,15 +142,15 @@ class NMPCSimulatorSystem():
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"""
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# final state
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# final_state_func
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ram_1s = [x_1s[-1]]
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ram_2s = [x_2s[-1]]
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lam_1s = [x_1s[-1]]
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lam_2s = [x_2s[-1]]
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for i in range(N-1, 0, -1):
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temp_ram_1, temp_ram_2 = self._adjoint_state_with_oylar(x_1s[i], x_2s[i], ram_1s[0] ,ram_2s[0], us[i], dt)
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ram_1s.insert(0, temp_ram_1)
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ram_2s.insert(0, temp_ram_2)
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temp_lam_1, temp_lam_2 = self._adjoint_state_with_oylar(x_1s[i], x_2s[i], lam_1s[0] ,lam_2s[0], us[i], dt)
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lam_1s.insert(0, temp_lam_1)
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lam_2s.insert(0, temp_lam_2)
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return ram_1s, ram_2s
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return lam_1s, lam_2s
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def final_state_func(self):
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"""this func usually need
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@ -196,38 +196,38 @@ class NMPCSimulatorSystem():
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------------
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"""
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y_dot = (1 - y_1**2 - y_2**2) * y_2 - y_1 + u
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y_dot = (1. - y_1**2 - y_2**2) * y_2 - y_1 + u
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return y_dot
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def _adjoint_state_with_oylar(self, x_1, x_2, ram_1, ram_2, u, dt):
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def _adjoint_state_with_oylar(self, x_1, x_2, lam_1, lam_2, u, dt):
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"""
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"""
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# for theta 1, theta 1 dot, theta 2, theta 2 dot
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k0 = [0. for _ in range(2)]
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functions = [self._func_ram_1, self._func_ram_2]
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functions = [self._func_lam_1, self._func_lam_2]
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# solve Runge-Kutta
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for i, func in enumerate(functions):
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k0[i] = dt * func(x_1, x_2, ram_1, ram_2, u)
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k0[i] = dt * func(x_1, x_2, lam_1, lam_2, u)
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next_ram_1 = ram_1 + k0[0]
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next_ram_2 = ram_2 + k0[1]
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next_lam_1 = lam_1 + k0[0]
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next_lam_2 = lam_2 + k0[1]
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return next_ram_1, next_ram_2
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return next_lam_1, next_lam_2
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def _func_ram_1(self, y_1, y_2, y_3, y_4, u):
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def _func_lam_1(self, y_1, y_2, y_3, y_4, u):
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"""
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"""
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y_dot = y_1 - 2 * y_1 * y_2 * y_4
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y_dot = y_1 - (2. * y_1 * y_2 + 1.) * y_4
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return y_dot
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def _func_ram_2(self, y_1, y_2, y_3, y_4, u):
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def _func_lam_2(self, y_1, y_2, y_3, y_4, u):
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"""
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"""
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y_dot = y_2 + y_3 + (-3 * (y_2**2) - y_1**2 + 1 ) * y_4
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y_dot = y_2 + y_3 + (-3. * (y_2**2) - y_1**2 + 1. ) * y_4
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return y_dot
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@ -243,27 +243,35 @@ class NMPCController_with_CGMRES():
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-----------
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"""
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# parameters
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self.zeta = 1000. # 安定化ゲイン
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self.ht = 0.001 # 差分近似の幅
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self.tf = 1.0 # 最終時間
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self.zeta = 100. # 安定化ゲイン
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self.ht = 0.01 # 差分近似の幅
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self.tf = 1. # 最終時間
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self.alpha = 0.5 # 時間の上昇ゲイン
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self.N = 10 # 分割数
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self.threshold = 0.001
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self.threshold = 0.001 # break値
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self.input_num = 3 # dummyも合わせた入力の数
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self.input_num = 3 # dummy, 制約条件に対するuにも合わせた入力の数
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self.max_iteration = self.input_num * self.N
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# simulator
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self.simulator = NMPCSimulatorSystem()
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# initial
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self.us = np.zeros(self.N)
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self.dummy_us = np.ones(self.N) * 0.5
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self.raws = np.ones(self.N) * 0.01
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self.dummy_us = np.ones(self.N) * 0.49
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self.raws = np.ones(self.N) * 0.011
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# for fig
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self.history_u = []
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self.history_dummy_u = []
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self.history_raw = []
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self.history_f = []
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def calc_input(self, x_1, x_2, dt):
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def calc_input(self, x_1, x_2, time):
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"""
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"""
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dt = self.tf * (1. - np.exp(-self.alpha * time)) / float(self.N)
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# x_dot
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x_1_dot = self.simulator.func_x_1(x_1, x_2, self.us[0])
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x_2_dot = self.simulator.func_x_2(x_1, x_2, self.us[0])
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@ -271,28 +279,28 @@ class NMPCController_with_CGMRES():
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dx_1 = x_1_dot * self.ht
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dx_2 = x_2_dot * self.ht
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x_1s, x_2s, ram_1s, ram_2s = self.simulator.calc_predict_and_adjoint_state(x_1 + dx_1, x_2 + dx_2, self.us, self.N, dt)
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x_1s, x_2s, lam_1s, lam_2s = self.simulator.calc_predict_and_adjoint_state(x_1 + dx_1, x_2 + dx_2, self.us, self.N, dt)
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# Fxt
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Fxt = self.calc_f(x_1s, x_2s, ram_1s, ram_2s, self.us, self.dummy_us,
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Fxt = self.calc_f(x_1s, x_2s, lam_1s, lam_2s, self.us, self.dummy_us,
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self.raws, self.N, dt)
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# F
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x_1s, x_2s, ram_1s, ram_2s = self.simulator.calc_predict_and_adjoint_state(x_1, x_2, self.us, self.N, dt)
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x_1s, x_2s, lam_1s, lam_2s = self.simulator.calc_predict_and_adjoint_state(x_1, x_2, self.us, self.N, dt)
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F = self.calc_f(x_1s, x_2s, ram_1s, ram_2s, self.us, self.dummy_us,
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F = self.calc_f(x_1s, x_2s, lam_1s, lam_2s, self.us, self.dummy_us,
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self.raws, self.N, dt)
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right = -self.zeta * F - ((Fxt - F) / self.ht)
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# dus
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du = self.us[0] * dt
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ddummy_u = self.dummy_us[0] * self.ht
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draw = self.raws[0] * self.ht
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du = self.us * self.ht
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ddummy_u = self.dummy_us * self.ht
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draw = self.raws * self.ht
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x_1s, x_2s, ram_1s, ram_2s = self.simulator.calc_predict_and_adjoint_state(x_1 + dx_1, x_2 + dx_2, self.us + du, self.N, dt)
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x_1s, x_2s, lam_1s, lam_2s = self.simulator.calc_predict_and_adjoint_state(x_1 + dx_1, x_2 + dx_2, self.us + du, self.N, dt)
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Fuxt = self.calc_f(x_1s, x_2s, ram_1s, ram_2s, self.us + du, self.dummy_us + ddummy_u,
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Fuxt = self.calc_f(x_1s, x_2s, lam_1s, lam_2s, self.us + du, self.dummy_us + ddummy_u,
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self.raws + draw, self.N, dt)
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left = ((Fuxt - Fxt) / self.ht)
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@ -300,40 +308,84 @@ class NMPCController_with_CGMRES():
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# calculationg cgmres
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r0 = right - left
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r0_norm = np.linalg.norm(r0)
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print(r0)
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vs = np.zeros(int(self.N * self.input_num), 2)
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vs = np.zeros((self.max_iteration, self.max_iteration + 1)) # 数×iterarion回数
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# [r0 / r0_norm]
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vs[:, 0] = r0 / r0_norm
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h = []
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hs = np.zeros((self.max_iteration + 1, self.max_iteration + 1))
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e = np.zeros(int(self.N * self.input_num)) # in this case the state is 2(u and dummy_u)
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e = np.zeros((self.max_iteration + 1, 1)) # in this case the state is 3(u and dummy_u)
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e[0] = 1.
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"""
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for i in range(int(N * self.input_num)):
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du = self.vs[i, ::3] * self.dt
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ddummy_u = self.vs[i, 1::3] * self.ht
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draw = self.vs[i, 2::3] * self.ht
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for i in range(self.max_iteration):
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du = vs[::3, i] * self.ht
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ddummy_u = vs[1::3, i] * self.ht
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draw = vs[2::3, i] * self.ht
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x_1s, x_2s, ram_1s, ram_2s = self.simulator.calc_predict_and_adjoint_state(x_1 + dx_1, x_2 + dx_2, self.us + du, self.N, dt)
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x_1s, x_2s, lam_1s, lam_2s = self.simulator.calc_predict_and_adjoint_state(x_1 + dx_1, x_2 + dx_2, self.us + du, self.N, dt)
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Fuxt = self.calc_f(x_1s, x_2s, ram_1s, ram_2s, self.us + du, self.dummy_us + ddummy_u,
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Fuxt = self.calc_f(x_1s, x_2s, lam_1s, lam_2s, self.us + du, self.dummy_us + ddummy_u,
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self.raws + draw, self.N, dt)
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"""
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Av = (( Fuxt - Fxt) / self.ht)
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sum_Av = np.zeros(self.max_iteration)
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for j in range(i + 1):
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hs[j, i] = np.dot(Av, vs[:, j])
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sum_Av = sum_Av + hs[j, i] * vs[:, j]
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v_est = Av - sum_Av
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hs[i+1, i] = np.linalg.norm(v_est)
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vs[:, i+1] = v_est / hs[i+1, i]
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# print("v_est = {0}".format(v_est))
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inv_hs = np.linalg.pinv(hs[:i+1, :i])
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ys = np.dot(inv_hs, r0_norm * e[:i+1])
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# print("ys = {0}".format(ys))
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judge_value = r0_norm * e[:i+1] - np.dot(hs[:i+1, :i], ys[:i])
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if np.linalg.norm(judge_value) < self.threshold or i == self.max_iteration-1:
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update_value = np.dot(vs[:, :i-1], ys_pre[:i-1]).flatten()
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du_new = du + update_value[::3]
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ddummy_u_new = du + update_value[1::3]
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draw_new = du + update_value[2::3]
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break
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ys_pre = ys
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# update
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self.us += du_new * self.ht
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self.dummy_us += ddummy_u_new * self.ht
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self.raws += draw_new * self.ht
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x_1s, x_2s, lam_1s, lam_2s = self.simulator.calc_predict_and_adjoint_state(x_1, x_2, self.us, self.N, dt)
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F = self.calc_f(x_1s, x_2s, lam_1s, lam_2s, self.us, self.dummy_us,
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self.raws, self.N, dt)
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print("check F = {0}".format(np.linalg.norm(F)))
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# for save
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self.history_f.append(np.linalg.norm(F))
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self.history_u.append(self.us[0])
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self.history_dummy_u.append(self.dummy_us[0])
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self.history_raw.append(self.raws[0])
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return self.us
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def calc_f(self, x_1s, x_2s, ram_1s, ram_2s, us, dummy_us, raws, N, dt):
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def calc_f(self, x_1s, x_2s, lam_1s, lam_2s, us, dummy_us, raws, N, dt):
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"""ここはケースによって変えるめっちゃ使う
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"""
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F = []
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for i in range(N):
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F.append(us[i] + ram_2s[i] + 2. * raws[i] * us[i])
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F.append(us[i] + lam_2s[i] + 2. * raws[i] * us[i])
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F.append(-0.01 + 2. * raws[i] * dummy_us[i])
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F.append(us[i]**2 + dummy_us[i]**2 - 0.5**2)
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@ -342,7 +394,7 @@ class NMPCController_with_CGMRES():
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def main():
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# simulation time
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dt = 0.01
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iteration_time = 1.
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iteration_time = 20.
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iteration_num = int(iteration_time/dt)
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# plant
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@ -351,23 +403,32 @@ def main():
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# controller
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controller = NMPCController_with_CGMRES()
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# for i in range(iteration_num):
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x_1 = plant_system.x_1
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x_2 = plant_system.x_2
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us = controller.calc_input(x_1, x_2, dt)
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u = 1.0
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plant_system.update_state(u)
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# for i in range(iteration_num)
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for i in range(1, iteration_num):
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time = float(i) * dt
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x_1 = plant_system.x_1
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x_2 = plant_system.x_2
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# make input
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us = controller.calc_input(x_1, x_2, time)
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# update state
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plant_system.update_state(us[0])
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# figure
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fig = plt.figure()
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x_1_fig = fig.add_subplot(231)
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x_2_fig = fig.add_subplot(232)
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u_fig = fig.add_subplot(233)
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x_1_fig = fig.add_subplot(321)
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x_2_fig = fig.add_subplot(322)
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u_fig = fig.add_subplot(323)
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dummy_fig = fig.add_subplot(324)
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raw_fig = fig.add_subplot(325)
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f_fig = fig.add_subplot(326)
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x_1_fig.plot(np.arange(iteration_num+1)*dt, plant_system.history_x_1)
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x_2_fig.plot(np.arange(iteration_num+1)*dt, plant_system.history_x_2)
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x_1_fig.plot(np.arange(iteration_num)*dt, plant_system.history_x_1)
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x_2_fig.plot(np.arange(iteration_num)*dt, plant_system.history_x_2)
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u_fig.plot(np.arange(iteration_num - 1)*dt, controller.history_u)
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dummy_fig.plot(np.arange(iteration_num - 1)*dt, controller.history_dummy_u)
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raw_fig.plot(np.arange(iteration_num - 1)*dt, controller.history_raw)
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f_fig.plot(np.arange(iteration_num - 1)*dt, controller.history_f)
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plt.show()
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