correct typos (#17)

* Add pypi workflow

* Fix wrong name

.github/workflows/python-publish.yml

@@ -0,0 +1,26 @@
+name: Upload Python Package
+
+on:
+  release:
+    types: [created]
+
+jobs:
+  deploy:
+    runs-on: ubuntu-latest
+    steps:
+    - uses: actions/checkout@v2
+    - name: Set up Python 3.6
+      uses: actions/setup-python@v2
+      with:
+        python-version: '3.6'
+    - name: Install dependencies
+      run: |
+        python -m pip install --upgrade pip
+        pip install setuptools wheel twine
+    - name: Build and publish
+      env:
+        TWINE_USERNAME: ${{ secrets.PYPI_USERNAME }}
+        TWINE_PASSWORD: ${{ secrets.PYPI_PASSWORD }}
+      run: |
+        python setup.py bdist_wheel
+        twine upload dist/*

PythonLinearNonlinearControl/common/utils.py

@@ -116,3 +116,32 @@ def update_state_with_Runge_Kutta(state, u, functions, dt=0.01, batch=True):
             k3[:, i] = dt * func(state + k2, u)
 
         return state + (k0 + 2. * k1 + 2. * k2 + k3) / 6.
+
+
+def line_search(grad, sol, compute_eval_val,
+                init_alpha=0.001, max_iter=100, update_ratio=1.):
+    """ line search
+    Args:
+        grad (numpy.ndarray): gradient
+        sol (numpy.ndarray): sol
+        compute_eval_val (numpy.ndarray): function to compute evaluation value
+
+    Returns: 
+        alpha (float): result of line search 
+    """
+    assert grad.shape == sol.shape
+    base_val = np.inf
+    alpha = init_alpha
+    original_sol = sol.copy()
+
+    for _ in range(max_iter):
+        updated_sol = original_sol - alpha * grad
+        eval_val = compute_eval_val(updated_sol)
+
+        if eval_val < base_val:
+            alpha += init_alpha * update_ratio
+            base_val = eval_val
+        else:
+            break
+
+    return alpha

PythonLinearNonlinearControl/configs/cartpole.py

@@ -148,7 +148,7 @@ class CartPoleConfigModule():
             * CartPoleConfigModule.TERMINAL_WEIGHT
 
     @staticmethod
-    def gradient_cost_fn_with_state(x, g_x, terminal=False):
+    def gradient_cost_fn_state(x, g_x, terminal=False):
         """ gradient of costs with respect to the state
 
         Args:
@@ -177,7 +177,7 @@ class CartPoleConfigModule():
         return cost_dx * CartPoleConfigModule.TERMINAL_WEIGHT
 
     @staticmethod
-    def gradient_cost_fn_with_input(x, u):
+    def gradient_cost_fn_input(x, u):
         """ gradient of costs with respect to the input
 
         Args:
@@ -189,7 +189,7 @@ class CartPoleConfigModule():
         return 2. * u * np.diag(CartPoleConfigModule.R)
 
     @staticmethod
-    def hessian_cost_fn_with_state(x, g_x, terminal=False):
+    def hessian_cost_fn_state(x, g_x, terminal=False):
         """ hessian costs with respect to the state
 
         Args:
@@ -227,7 +227,7 @@ class CartPoleConfigModule():
         return hessian[np.newaxis, :, :] * CartPoleConfigModule.TERMINAL_WEIGHT
 
     @staticmethod
-    def hessian_cost_fn_with_input(x, u):
+    def hessian_cost_fn_input(x, u):
         """ hessian costs with respect to the input
 
         Args:
@@ -242,7 +242,7 @@ class CartPoleConfigModule():
         return np.tile(2.*CartPoleConfigModule.R, (pred_len, 1, 1))
 
     @staticmethod
-    def hessian_cost_fn_with_input_state(x, u):
+    def hessian_cost_fn_input_state(x, u):
         """ hessian costs with respect to the state and input
 
         Args:

PythonLinearNonlinearControl/configs/first_order_lag.py

@@ -115,7 +115,7 @@ class FirstOrderLagConfigModule():
             * np.diag(FirstOrderLagConfigModule.Sf)
 
     @staticmethod
-    def gradient_cost_fn_with_state(x, g_x, terminal=False):
+    def gradient_cost_fn_state(x, g_x, terminal=False):
         """ gradient of costs with respect to the state
 
         Args:
@@ -133,7 +133,7 @@ class FirstOrderLagConfigModule():
                 * np.diag(FirstOrderLagConfigModule.Sf))[np.newaxis, :]
 
     @staticmethod
-    def gradient_cost_fn_with_input(x, u):
+    def gradient_cost_fn_input(x, u):
         """ gradient of costs with respect to the input
 
         Args:
@@ -146,7 +146,7 @@ class FirstOrderLagConfigModule():
         return 2. * u * np.diag(FirstOrderLagConfigModule.R)
 
     @staticmethod
-    def hessian_cost_fn_with_state(x, g_x, terminal=False):
+    def hessian_cost_fn_state(x, g_x, terminal=False):
         """ hessian costs with respect to the state
 
         Args:
@@ -165,7 +165,7 @@ class FirstOrderLagConfigModule():
         return np.tile(2.*FirstOrderLagConfigModule.Sf, (1, 1, 1))
 
     @staticmethod
-    def hessian_cost_fn_with_input(x, u):
+    def hessian_cost_fn_input(x, u):
         """ hessian costs with respect to the input
 
         Args:
@@ -181,7 +181,7 @@ class FirstOrderLagConfigModule():
         return np.tile(2.*FirstOrderLagConfigModule.R, (pred_len, 1, 1))
 
     @staticmethod
-    def hessian_cost_fn_with_input_state(x, u):
+    def hessian_cost_fn_input_state(x, u):
         """ hessian costs with respect to the state and input
 
         Args:

PythonLinearNonlinearControl/configs/make_configs.py

@@ -1,7 +1,7 @@
 from .first_order_lag import FirstOrderLagConfigModule
-from .two_wheeled import TwoWheeledConfigModule
+from .two_wheeled import TwoWheeledConfigModule, TwoWheeledExtendConfigModule
 from .cartpole import CartPoleConfigModule
-from .nonlinear_sample_system import NonlinearSampleSystemConfigModule
+from .nonlinear_sample_system import NonlinearSampleSystemConfigModule, NonlinearSampleSystemExtendConfigModule
 
 
 def make_config(args):
@@ -12,8 +12,12 @@ def make_config(args):
     if args.env == "FirstOrderLag":
         return FirstOrderLagConfigModule()
     elif args.env == "TwoWheeledConst" or args.env == "TwoWheeledTrack":
+        if args.controller_type == "NMPCCGMRES":
+            return TwoWheeledExtendConfigModule()
         return TwoWheeledConfigModule()
     elif args.env == "CartPole":
         return CartPoleConfigModule()
     elif args.env == "NonlinearSample":
+        if args.controller_type == "NMPCCGMRES":
+            return NonlinearSampleSystemExtendConfigModule()
         return NonlinearSampleSystemConfigModule()

PythonLinearNonlinearControl/configs/nonlinear_sample_system.py

@@ -62,18 +62,11 @@ class NonlinearSampleSystemConfigModule():
                 "threshold": 1e-6,
             },
             "NMPC": {
-                "threshold": 1e-5,
-                "max_iters": 1000,
-                "learning_rate": 0.1
-            },
-            "NMPC-CGMRES": {
-                "threshold": 1e-3
-            },
-            "NMPC-Newton": {
-                "threshold": 1e-3,
-                "max_iteration": 500,
-                "learning_rate": 1e-3
-            },
+                "threshold": 0.01,
+                "max_iters": 5000,
+                "learning_rate": 0.01,
+                "optimizer_mode": "conjugate"
+            }
         }
 
     @staticmethod
@@ -133,7 +126,7 @@ class NonlinearSampleSystemConfigModule():
         return 0.5 * (terminal_x[0]**2) + 0.5 * (terminal_x[1]**2)
 
     @staticmethod
-    def gradient_cost_fn_with_state(x, g_x, terminal=False):
+    def gradient_cost_fn_state(x, g_x, terminal=False):
         """ gradient of costs with respect to the state
 
         Args:
@@ -157,7 +150,7 @@ class NonlinearSampleSystemConfigModule():
         return cost_dx
 
     @staticmethod
-    def gradient_cost_fn_with_input(x, u):
+    def gradient_cost_fn_input(x, u):
         """ gradient of costs with respect to the input
 
         Args:
@@ -169,7 +162,7 @@ class NonlinearSampleSystemConfigModule():
         return 2. * u * np.diag(NonlinearSampleSystemConfigModule.R)
 
     @staticmethod
-    def hessian_cost_fn_with_state(x, g_x, terminal=False):
+    def hessian_cost_fn_state(x, g_x, terminal=False):
         """ hessian costs with respect to the state
 
         Args:
@@ -197,7 +190,7 @@ class NonlinearSampleSystemConfigModule():
         return hessian[np.newaxis, :, :]
 
     @staticmethod
-    def hessian_cost_fn_with_input(x, u):
+    def hessian_cost_fn_input(x, u):
         """ hessian costs with respect to the input
 
         Args:
@@ -212,7 +205,7 @@ class NonlinearSampleSystemConfigModule():
         return np.tile(NonlinearSampleSystemConfigModule.R, (pred_len, 1, 1))
 
     @staticmethod
-    def hessian_cost_fn_with_input_state(x, u):
+    def hessian_cost_fn_input_state(x, u):
         """ hessian costs with respect to the state and input
 
         Args:
@@ -294,3 +287,67 @@ class NonlinearSampleSystemConfigModule():
 
         else:
             raise NotImplementedError
+
+
+class NonlinearSampleSystemExtendConfigModule(NonlinearSampleSystemConfigModule):
+    def __init__(self):
+        super().__init__()
+        self.opt_config = {
+            "NMPCCGMRES": {
+                "threshold": 1e-3,
+                "zeta": 100.,
+                "delta": 0.01,
+                "alpha": 0.5,
+                "tf": 1.,
+                "constraint": True
+            },
+            "NMPCNewton": {
+                "threshold": 1e-3,
+                "max_iteration": 500,
+                "learning_rate": 1e-3
+            }
+        }
+
+    @staticmethod
+    def gradient_hamiltonian_input_with_constraint(x, lam, u, g_x, dummy_u, raw):
+        """
+
+        Args:
+            x (numpy.ndarray): shape(pred_len+1, state_size)
+            lam (numpy.ndarray): shape(pred_len, state_size)
+            u (numpy.ndarray): shape(pred_len, input_size)
+            g_xs (numpy.ndarray): shape(pred_len, state_size)
+            dummy_u (numpy.ndarray): shape(pred_len, input_size)
+            raw (numpy.ndarray): shape(pred_len, input_size), Lagrangian for constraints
+
+        Returns:
+            F (numpy.ndarray), shape(pred_len, 3)
+        """
+        if len(x.shape) == 1:
+            vanilla_F = np.zeros(1)
+            extend_F = np.zeros(1)  # 1 is the same as input size
+            extend_C = np.zeros(1)
+
+            vanilla_F[0] = u[0] + lam[1] + 2. * raw[0] * u[0]
+            extend_F[0] = -0.01 + 2. * raw[0] * dummy_u[0]
+            extend_C[0] = u[0]**2 + dummy_u[0]**2 - \
+                NonlinearSampleSystemConfigModule.INPUT_LOWER_BOUND**2
+
+            F = np.concatenate([vanilla_F, extend_F, extend_C])
+
+        elif len(x.shape) == 2:
+            pred_len, _ = u.shape
+            vanilla_F = np.zeros((pred_len, 1))
+            extend_F = np.zeros((pred_len, 1))  # 1 is the same as input size
+            extend_C = np.zeros((pred_len, 1))
+
+            for i in range(pred_len):
+                vanilla_F[i, 0] = \
+                    u[i, 0] + lam[i, 1] + 2. * raw[i, 0] * u[i, 0]
+                extend_F[i, 0] = -0.01 + 2. * raw[i, 0] * dummy_u[i, 0]
+                extend_C[i, 0] = u[i, 0]**2 + dummy_u[i, 0]**2 - \
+                    NonlinearSampleSystemConfigModule.INPUT_LOWER_BOUND**2
+
+            F = np.concatenate([vanilla_F, extend_F, extend_C], axis=1)
+
+        return F

PythonLinearNonlinearControl/configs/two_wheeled.py

@@ -29,10 +29,9 @@ class TwoWheeledConfigModule():
     Sf = np.diag([2.5, 2.5, 0.01])
     """
     # for track goal to NMPC
-    R = np.diag([0.1, 0.1])
-    Q = np.diag([0.1, 0.1, 0.1])
-    Sf = np.diag([0.25, 0.25, 0.25])
-
+    R = np.diag([1., 1.])
+    Q = np.diag([0.001, 0.001, 0.001])
+    Sf = np.diag([1., 1., 0.001])
     # bounds
     INPUT_LOWER_BOUND = np.array([-1.5, -3.14])
     INPUT_UPPER_BOUND = np.array([1.5, 3.14])
@@ -84,9 +83,10 @@ class TwoWheeledConfigModule():
                 "threshold": 1e-6,
             },
             "NMPC": {
-                "threshold": 1e-3,
-                "max_iters": 1000,
-                "learning_rate": 0.1
+                "threshold": 0.01,
+                "max_iters": 5000,
+                "learning_rate": 0.01,
+                "optimizer_mode": "conjugate"
             },
             "NMPC-CGMRES": {
             },
@@ -160,7 +160,7 @@ class TwoWheeledConfigModule():
         return ((terminal_diff)**2) * np.diag(TwoWheeledConfigModule.Sf)
 
     @staticmethod
-    def gradient_cost_fn_with_state(x, g_x, terminal=False):
+    def gradient_cost_fn_state(x, g_x, terminal=False):
         """ gradient of costs with respect to the state
 
         Args:
@@ -180,7 +180,7 @@ class TwoWheeledConfigModule():
                 * np.diag(TwoWheeledConfigModule.Sf))[np.newaxis, :]
 
     @staticmethod
-    def gradient_cost_fn_with_input(x, u):
+    def gradient_cost_fn_input(x, u):
         """ gradient of costs with respect to the input
 
         Args:
@@ -193,7 +193,7 @@ class TwoWheeledConfigModule():
         return 2. * u * np.diag(TwoWheeledConfigModule.R)
 
     @staticmethod
-    def hessian_cost_fn_with_state(x, g_x, terminal=False):
+    def hessian_cost_fn_state(x, g_x, terminal=False):
         """ hessian costs with respect to the state
 
         Args:
@@ -212,7 +212,7 @@ class TwoWheeledConfigModule():
         return np.tile(2.*TwoWheeledConfigModule.Sf, (1, 1, 1))
 
     @staticmethod
-    def hessian_cost_fn_with_input(x, u):
+    def hessian_cost_fn_input(x, u):
         """ hessian costs with respect to the input
 
         Args:
@@ -228,7 +228,7 @@ class TwoWheeledConfigModule():
         return np.tile(2.*TwoWheeledConfigModule.R, (pred_len, 1, 1))
 
     @staticmethod
-    def hessian_cost_fn_with_input_state(x, u):
+    def hessian_cost_fn_input_state(x, u):
         """ hessian costs with respect to the state and input
 
         Args:
@@ -326,3 +326,83 @@ class TwoWheeledConfigModule():
             return lam_dot
         else:
             raise NotImplementedError
+
+
+class TwoWheeledExtendConfigModule(TwoWheeledConfigModule):
+    PRED_LEN = 20
+
+    def __init__(self):
+        super().__init__()
+        self.opt_config = {
+            "NMPCCGMRES": {
+                "threshold": 1e-3,
+                "zeta": 5.,
+                "delta": 0.01,
+                "alpha": 0.5,
+                "tf": 1.,
+                "constraint": True
+            },
+            "NMPCNewton": {
+                "threshold": 1e-3,
+                "max_iteration": 500,
+                "learning_rate": 1e-3
+            }
+        }
+
+    @staticmethod
+    def gradient_hamiltonian_input_with_constraint(x, lam, u, g_x, dummy_u, raw):
+        """
+
+        Args:
+            x (numpy.ndarray): shape(pred_len+1, state_size)
+            lam (numpy.ndarray): shape(pred_len, state_size)
+            u (numpy.ndarray): shape(pred_len, input_size)
+            g_xs (numpy.ndarray): shape(pred_len, state_size)
+            dummy_u (numpy.ndarray): shape(pred_len, input_size)
+            raw (numpy.ndarray): shape(pred_len, input_size), Lagrangian for constraints
+
+        Returns:
+            F (numpy.ndarray), shape(pred_len, 3)
+        """
+        if len(x.shape) == 1:
+            vanilla_F = np.zeros(2)
+            extend_F = np.zeros(2)  # 1 is the same as input size
+            extend_C = np.zeros(2)
+
+            vanilla_F[0] = u[0] + lam[0] * \
+                np.cos(x[2]) + lam[1] * np.sin(x[2]) + 2. * raw[0] * u[0]
+            vanilla_F[1] = u[1] + lam[2] + 2 * raw[1] * u[1]
+
+            extend_F[0] = -0.01 + 2. * raw[0] * dummy_u[0]
+            extend_F[1] = -0.01 + 2. * raw[1] * dummy_u[1]
+
+            extend_C[0] = u[0]**2 + dummy_u[0]**2 - \
+                TwoWheeledConfigModule.INPUT_LOWER_BOUND[0]**2
+            extend_C[1] = u[1]**2 + dummy_u[1]**2 - \
+                TwoWheeledConfigModule.INPUT_LOWER_BOUND[1]**2
+
+            F = np.concatenate([vanilla_F, extend_F, extend_C])
+
+        elif len(x.shape) == 2:
+            pred_len, _ = u.shape
+            vanilla_F = np.zeros((pred_len, 2))
+            extend_F = np.zeros((pred_len, 2))  # 1 is the same as input size
+            extend_C = np.zeros((pred_len, 2))
+
+            for i in range(pred_len):
+                vanilla_F[i, 0] = u[i, 0] + lam[i, 0] * \
+                    np.cos(x[i, 2]) + lam[i, 1] * \
+                    np.sin(x[i, 2]) + 2. * raw[i, 0] * u[i, 0]
+                vanilla_F[i, 1] = u[i, 1] + lam[i, 2] + 2 * raw[i, 1] * u[i, 1]
+
+                extend_F[i, 0] = -0.01 + 2. * raw[i, 0] * dummy_u[i, 0]
+                extend_F[i, 1] = -0.01 + 2. * raw[i, 1] * dummy_u[i, 1]
+
+                extend_C[i, 0] = u[i, 0]**2 + dummy_u[i, 0]**2 - \
+                    TwoWheeledConfigModule.INPUT_LOWER_BOUND[0]**2
+                extend_C[i, 1] = u[i, 1]**2 + dummy_u[i, 1]**2 - \
+                    TwoWheeledConfigModule.INPUT_LOWER_BOUND[1]**2
+
+            F = np.concatenate([vanilla_F, extend_F, extend_C], axis=1)
+
+        return F

PythonLinearNonlinearControl/controllers/controller.py

@@ -55,17 +55,3 @@ class Controller():
                           self.terminal_state_cost_fn)
 
         return costs
-
-    @staticmethod
-    def gradient_hamiltonian_x(x, u, lam):
-        """ gradient of hamitonian with respect to the state, 
-        """
-        raise NotImplementedError(
-            "Implement gradient of hamitonian with respect to the state")
-
-    @staticmethod
-    def gradient_hamiltonian_u(x, u, lam):
-        """  gradient of hamitonian with respect to the input
-        """
-        raise NotImplementedError(
-            "Implement gradient of hamitonian with respect to the input")

PythonLinearNonlinearControl/controllers/ddp.py

@@ -32,12 +32,12 @@ class DDP(Controller):
         self.state_cost_fn = config.state_cost_fn
         self.terminal_state_cost_fn = config.terminal_state_cost_fn
         self.input_cost_fn = config.input_cost_fn
-        self.gradient_cost_fn_with_state = config.gradient_cost_fn_with_state
-        self.gradient_cost_fn_with_input = config.gradient_cost_fn_with_input
-        self.hessian_cost_fn_with_state = config.hessian_cost_fn_with_state
-        self.hessian_cost_fn_with_input = config.hessian_cost_fn_with_input
-        self.hessian_cost_fn_with_input_state = \
-            config.hessian_cost_fn_with_input_state
+        self.gradient_cost_fn_state = config.gradient_cost_fn_state
+        self.gradient_cost_fn_input = config.gradient_cost_fn_input
+        self.hessian_cost_fn_state = config.hessian_cost_fn_state
+        self.hessian_cost_fn_input = config.hessian_cost_fn_input
+        self.hessian_cost_fn_input_state = \
+            config.hessian_cost_fn_input_state
 
         # controller parameters
         self.max_iters = config.opt_config["DDP"]["max_iters"]
@@ -264,31 +264,31 @@ class DDP(Controller):
                 shape(pred_len, input_size, state_size)
         """
         # l_x.shape = (pred_len+1, state_size)
-        l_x = self.gradient_cost_fn_with_state(pred_xs[:-1],
+        l_x = self.gradient_cost_fn_state(pred_xs[:-1],
                                           g_x[:-1], terminal=False)
         terminal_l_x = \
-            self.gradient_cost_fn_with_state(pred_xs[-1],
+            self.gradient_cost_fn_state(pred_xs[-1],
                                         g_x[-1], terminal=True)
 
         l_x = np.concatenate((l_x, terminal_l_x), axis=0)
 
         # l_u.shape = (pred_len, input_size)
-        l_u = self.gradient_cost_fn_with_input(pred_xs[:-1], sol)
+        l_u = self.gradient_cost_fn_input(pred_xs[:-1], sol)
 
         # l_xx.shape = (pred_len+1, state_size, state_size)
-        l_xx = self.hessian_cost_fn_with_state(pred_xs[:-1],
+        l_xx = self.hessian_cost_fn_state(pred_xs[:-1],
                                           g_x[:-1], terminal=False)
         terminal_l_xx = \
-            self.hessian_cost_fn_with_state(pred_xs[-1],
+            self.hessian_cost_fn_state(pred_xs[-1],
                                        g_x[-1], terminal=True)
 
         l_xx = np.concatenate((l_xx, terminal_l_xx), axis=0)
 
         # l_uu.shape = (pred_len, input_size, input_size)
-        l_uu = self.hessian_cost_fn_with_input(pred_xs[:-1], sol)
+        l_uu = self.hessian_cost_fn_input(pred_xs[:-1], sol)
 
         # l_ux.shape = (pred_len, input_size, state_size)
-        l_ux = self.hessian_cost_fn_with_input_state(pred_xs[:-1], sol)
+        l_ux = self.hessian_cost_fn_input_state(pred_xs[:-1], sol)
 
         return l_x, l_xx, l_u, l_uu, l_ux
 

PythonLinearNonlinearControl/controllers/ilqr.py

@@ -30,12 +30,12 @@ class iLQR(Controller):
         self.state_cost_fn = config.state_cost_fn
         self.terminal_state_cost_fn = config.terminal_state_cost_fn
         self.input_cost_fn = config.input_cost_fn
-        self.gradient_cost_fn_with_state = config.gradient_cost_fn_with_state
-        self.gradient_cost_fn_with_input = config.gradient_cost_fn_with_input
-        self.hessian_cost_fn_with_state = config.hessian_cost_fn_with_state
-        self.hessian_cost_fn_with_input = config.hessian_cost_fn_with_input
-        self.hessian_cost_fn_with_input_state = \
-            config.hessian_cost_fn_with_input_state
+        self.gradient_cost_fn_state = config.gradient_cost_fn_state
+        self.gradient_cost_fn_input = config.gradient_cost_fn_input
+        self.hessian_cost_fn_state = config.hessian_cost_fn_state
+        self.hessian_cost_fn_input = config.hessian_cost_fn_input
+        self.hessian_cost_fn_input_state = \
+            config.hessian_cost_fn_input_state
 
         # controller parameters
         self.max_iters = config.opt_config["iLQR"]["max_iters"]
@@ -244,31 +244,31 @@ class iLQR(Controller):
                 shape(pred_len, input_size, state_size)
         """
         # l_x.shape = (pred_len+1, state_size)
-        l_x = self.gradient_cost_fn_with_state(pred_xs[:-1],
+        l_x = self.gradient_cost_fn_state(pred_xs[:-1],
                                           g_x[:-1], terminal=False)
         terminal_l_x = \
-            self.gradient_cost_fn_with_state(pred_xs[-1],
+            self.gradient_cost_fn_state(pred_xs[-1],
                                         g_x[-1], terminal=True)
 
         l_x = np.concatenate((l_x, terminal_l_x), axis=0)
 
         # l_u.shape = (pred_len, input_size)
-        l_u = self.gradient_cost_fn_with_input(pred_xs[:-1], sol)
+        l_u = self.gradient_cost_fn_input(pred_xs[:-1], sol)
 
         # l_xx.shape = (pred_len+1, state_size, state_size)
-        l_xx = self.hessian_cost_fn_with_state(pred_xs[:-1],
+        l_xx = self.hessian_cost_fn_state(pred_xs[:-1],
                                           g_x[:-1], terminal=False)
         terminal_l_xx = \
-            self.hessian_cost_fn_with_state(pred_xs[-1],
+            self.hessian_cost_fn_state(pred_xs[-1],
                                        g_x[-1], terminal=True)
 
         l_xx = np.concatenate((l_xx, terminal_l_xx), axis=0)
 
         # l_uu.shape = (pred_len, input_size, input_size)
-        l_uu = self.hessian_cost_fn_with_input(pred_xs[:-1], sol)
+        l_uu = self.hessian_cost_fn_input(pred_xs[:-1], sol)
 
         # l_ux.shape = (pred_len, input_size, state_size)
-        l_ux = self.hessian_cost_fn_with_input_state(pred_xs[:-1], sol)
+        l_ux = self.hessian_cost_fn_input_state(pred_xs[:-1], sol)
 
         return l_x, l_xx, l_u, l_uu, l_ux
 

PythonLinearNonlinearControl/controllers/make_controllers.py

@@ -6,6 +6,7 @@ from .mppi_williams import MPPIWilliams
 from .ilqr import iLQR
 from .ddp import DDP
 from .nmpc import NMPC
+from .nmpc_cgmres import NMPCCGMRES
 
 
 def make_controller(args, config, model):
@@ -26,5 +27,7 @@ def make_controller(args, config, model):
         return DDP(config, model)
     elif args.controller_type == "NMPC":
         return NMPC(config, model)
+    elif args.controller_type == "NMPCCGMRES":
+        return NMPCCGMRES(config, model)
 
     raise ValueError("No controller: {}".format(args.controller_type))

PythonLinearNonlinearControl/controllers/nmpc.py

@@ -5,6 +5,7 @@ import scipy.stats as stats
 
 from .controller import Controller
 from ..envs.cost import calc_cost
+from ..common.utils import line_search
 
 logger = getLogger(__name__)
 
@@ -27,6 +28,7 @@ class NMPC(Controller):
         self.threshold = config.opt_config["NMPC"]["threshold"]
         self.max_iters = config.opt_config["NMPC"]["max_iters"]
         self.learning_rate = config.opt_config["NMPC"]["learning_rate"]
+        self.optimizer_mode = config.opt_config["NMPC"]["optimizer_mode"]
 
         # general parameters
         self.pred_len = config.PRED_LEN
@@ -46,6 +48,11 @@ class NMPC(Controller):
         """
         sol = self.prev_sol.copy()
         count = 0
+        # use for Conjugate method
+        conjugate_d = None
+        conjugate_prev_d = None
+        conjugate_s = None
+        conjugate_beta = None
 
         while True:
             # shape(pred_len+1, state_size)
@@ -64,7 +71,35 @@ class NMPC(Controller):
                     np.linalg.norm(F_hat)))
                 break
 
-            sol -= self.learning_rate * F_hat
+            if self.optimizer_mode == "conjugate":
+                conjugate_d = F_hat.flatten()
+
+                if conjugate_prev_d is None:  # initial
+                    conjugate_s = conjugate_d
+                    conjugate_prev_d = conjugate_d
+                    F_hat = conjugate_s.reshape(F_hat.shape)
+                else:
+                    prev_d = np.dot(conjugate_prev_d, conjugate_prev_d)
+                    d = np.dot(conjugate_d, conjugate_d - conjugate_prev_d)
+                    conjugate_beta = (d + 1e-6) / (prev_d + 1e-6)
+
+                    conjugate_s = conjugate_d + conjugate_beta * conjugate_s
+                    conjugate_prev_d = conjugate_d
+                    F_hat = conjugate_s.reshape(F_hat.shape)
+
+            def compute_eval_val(u):
+                pred_xs = self.model.predict_traj(curr_x, u)
+                state_cost = np.sum(self.config.state_cost_fn(
+                    pred_xs[1:-1], g_xs[1:-1]))
+                input_cost = np.sum(self.config.input_cost_fn(u))
+                terminal_cost = np.sum(
+                    self.config.terminal_state_cost_fn(pred_xs[-1], g_xs[-1]))
+                return state_cost + input_cost + terminal_cost
+
+            alpha = line_search(F_hat, sol,
+                                compute_eval_val, init_alpha=self.learning_rate)
+
+            sol -= alpha * F_hat
             count += 1
 
         # update us for next optimization

PythonLinearNonlinearControl/controllers/nmpc_cgmres.py

@@ -0,0 +1,167 @@
+from logging import getLogger
+
+import numpy as np
+import scipy.stats as stats
+
+from .controller import Controller
+from ..envs.cost import calc_cost
+from ..common.utils import line_search
+
+logger = getLogger(__name__)
+
+
+class NMPCCGMRES(Controller):
+    def __init__(self, config, model):
+        """ Nonlinear Model Predictive Control using cgmres
+        """
+        super(NMPCCGMRES, self).__init__(config, model)
+
+        # model
+        self.model = model
+
+        # get cost func
+        self.state_cost_fn = config.state_cost_fn
+        self.terminal_state_cost_fn = config.terminal_state_cost_fn
+        self.input_cost_fn = config.input_cost_fn
+
+        # general parameters
+        self.pred_len = config.PRED_LEN
+        self.input_size = config.INPUT_SIZE
+        self.dt = config.DT
+
+        # controller parameters
+        self.threshold = config.opt_config["NMPCCGMRES"]["threshold"]
+        self.zeta = config.opt_config["NMPCCGMRES"]["zeta"]
+        self.delta = config.opt_config["NMPCCGMRES"]["delta"]
+        self.alpha = config.opt_config["NMPCCGMRES"]["alpha"]
+        self.tf = config.opt_config["NMPCCGMRES"]["tf"]
+        self.divide_num = config.PRED_LEN
+        self.with_constraint = config.opt_config["NMPCCGMRES"]["constraint"]
+        if not self.with_constraint:
+            raise NotImplementedError
+        # 3 means u, dummy_u, raw
+        self.max_iters = 3 * self.input_size * self.divide_num
+
+        # initialize
+        self.prev_sol = np.zeros((self.pred_len, self.input_size))
+        self.opt_count = 1
+        # add smaller than constraints value
+        input_constraint = np.abs([config.INPUT_LOWER_BOUND])
+        self.prev_dummy_sol = np.ones(
+            (self.pred_len, self.input_size)) * input_constraint - 1e-3
+        # add bigger than 0.01 to avoid computational error
+        self.prev_raw = np.zeros(
+            (self.pred_len, self.input_size)) + 0.01 + 1e-3
+
+    def _compute_f(self, curr_x, sol, g_xs, dummy_sol=None, raw=None):
+        # shape(pred_len+1, state_size)
+        pred_xs = self.model.predict_traj(curr_x, sol)
+        # shape(pred_len, state_size)
+        pred_lams = self.model.predict_adjoint_traj(pred_xs, sol, g_xs)
+
+        if self.with_constraint:
+            F = self.config.gradient_hamiltonian_input_with_constraint(
+                pred_xs, pred_lams, sol, g_xs, dummy_sol, raw)
+
+            return F
+        else:
+            raise NotImplementedError
+
+    def obtain_sol(self, curr_x, g_xs):
+        """ calculate the optimal inputs
+        Args:
+            curr_x (numpy.ndarray): current state, shape(state_size, )
+            g_xs (numpy.ndarrya): goal trajectory, shape(plan_len, state_size)
+        Returns:
+            opt_input (numpy.ndarray): optimal input, shape(input_size, )
+        """
+        sol = self.prev_sol.copy()
+        dummy_sol = self.prev_dummy_sol.copy()
+        raw = self.prev_raw.copy()
+
+        # compute delta t
+        time = self.dt * self.opt_count
+        dt = self.tf * (1. - np.exp(-self.alpha * time)) / \
+            float(self.divide_num)
+        self.model.dt = dt
+
+        # compute Fxt
+        x_dot = self.model.x_dot(curr_x, sol[0])
+        dx = x_dot * self.delta
+        Fxt = self._compute_f(curr_x+dx, sol, g_xs, dummy_sol, raw).flatten()
+
+        # compute F
+        F = self._compute_f(curr_x, sol, g_xs, dummy_sol, raw).flatten()
+        right = - self.zeta * F - ((Fxt - F) / self.delta)
+
+        # compute Fuxt
+        du = sol * self.delta
+        ddummy_u = dummy_sol * self.delta
+        draw = raw * self.delta
+        Fuxt = self._compute_f(curr_x+dx, sol+du, g_xs,
+                               dummy_sol+ddummy_u, raw+draw).flatten()
+        left = ((Fuxt - Fxt) / self.delta)
+
+        r0 = right - left
+        r0_norm = np.linalg.norm(r0)
+
+        vs = np.zeros((self.max_iters, self.max_iters + 1))
+        vs[:, 0] = r0 / r0_norm
+        hs = np.zeros((self.max_iters + 1, self.max_iters + 1))
+        e = np.zeros((self.max_iters + 1, 1))
+        e[0] = 1.
+
+        for i in range(self.max_iters):
+            reshaped_vs = vs.reshape(
+                (self.divide_num, 3, self.input_size, self.max_iters+1))
+            du = reshaped_vs[:, 0, :, i] * self.delta
+            ddummy_u = reshaped_vs[:, 1, :, i] * self.delta
+            draw = reshaped_vs[:, 2, :, i] * self.delta
+
+            Fuxt = self._compute_f(
+                curr_x+dx, sol+du, g_xs, dummy_sol+ddummy_u, raw+draw).flatten()
+            Av = ((Fuxt - Fxt) / self.delta)
+
+            sum_Av = np.zeros(self.max_iters)
+
+            for j in range(i + 1):
+                hs[j, i] = np.dot(Av, vs[:, j])
+                sum_Av = sum_Av + hs[j, i] * vs[:, j]
+
+            v_est = Av - sum_Av
+
+            hs[i+1, i] = np.linalg.norm(v_est)
+
+            vs[:, i+1] = v_est / hs[i+1, i]
+
+            inv_hs = np.linalg.pinv(hs[:i+1, :i])
+            ys = np.dot(inv_hs, r0_norm * e[:i+1])
+
+            judge_value = r0_norm * e[:i+1] - np.dot(hs[:i+1, :i], ys[:i])
+
+            if np.linalg.norm(judge_value) < self.threshold or i == self.max_iters-1:
+                update_value = np.dot(vs[:, :i-1], ys_pre[:i-1]).flatten()
+
+                update_value = update_value.reshape(
+                    (self.divide_num, 3, self.input_size))
+                du_new = du + update_value[:, 0, :]
+                ddummy_u_new = ddummy_u + update_value[:, 1, :]
+                draw_new = draw + update_value[:, 2, :]
+                break
+
+            ys_pre = ys
+
+        sol += du_new * self.delta
+        dummy_sol += ddummy_u_new * self.delta
+        raw += draw_new * self.delta
+
+        F = self._compute_f(curr_x, sol, g_xs, dummy_sol, raw)
+        logger.debug("check F = {0}".format(np.linalg.norm(F)))
+
+        self.prev_sol = sol.copy()
+        self.prev_dummy_sol = dummy_sol.copy()
+        self.prev_raw = raw.copy()
+
+        self.opt_count += 1
+
+        return sol[0]

PythonLinearNonlinearControl/envs/two_wheeled.py

@@ -59,7 +59,7 @@ class TwoWheeledConstEnv(Env):
         self.step_count = 0
 
         noise = np.clip(np.random.randn(3), -0.1, 0.1)
-        noise *= 0.01
+        noise *= 0.1
         self.curr_x = np.zeros(self.config["state_size"]) + noise
 
         if init_x is not None:

PythonLinearNonlinearControl/models/model.py

@@ -88,6 +88,11 @@ class Model():
         """
         raise NotImplementedError("Implement the model")
 
+    def x_dot(self, curr_x, u):
+        """ compute x dot
+        """
+        raise NotImplementedError("Implement the model")
+
     def predict_adjoint_traj(self, xs, us, g_xs):
         """
         Args:
@@ -111,7 +116,7 @@ class Model():
         for t in range(pred_len-1, 0, -1):
             prev_lam = \
                 self.predict_adjoint_state(lam, xs[t], us[t],
-                                           g_x=g_xs[t], t=t)
+                                           g_x=g_xs[t])
             # update
             lams = np.concatenate((prev_lam[np.newaxis, :], lams), axis=0)
             lam = prev_lam

PythonLinearNonlinearControl/models/nonlinear_sample_system.py

@@ -15,7 +15,7 @@ class NonlinearSampleSystemModel(Model):
         self.dt = config.DT
         self.gradient_hamiltonian_state = config.gradient_hamiltonian_state
         self.gradient_hamiltonian_input = config.gradient_hamiltonian_input
-        self.gradient_cost_fn_with_state = config.gradient_cost_fn_with_state
+        self.gradient_cost_fn_state = config.gradient_cost_fn_state
 
     def predict_next_state(self, curr_x, u):
         """ predict next state
@@ -34,7 +34,7 @@ class NonlinearSampleSystemModel(Model):
             func_2 = self._func_x_2
             functions = [func_1, func_2]
             next_x = update_state_with_Runge_Kutta(
-                curr_x, u, functions, batch=False)
+                curr_x, u, functions, batch=False, dt=self.dt)
             return next_x
 
         elif len(u.shape) == 2:
@@ -42,11 +42,25 @@ class NonlinearSampleSystemModel(Model):
             def func_2(xs, us): return self._func_x_2(xs, us, batch=True)
             functions = [func_1, func_2]
             next_x = update_state_with_Runge_Kutta(
-                curr_x, u, functions, batch=True)
+                curr_x, u, functions, batch=True, dt=self.dt)
 
             return next_x
 
-    def predict_adjoint_state(self, lam, x, u, g_x=None, t=None):
+    def x_dot(self, curr_x, u):
+        """
+        Args:
+            curr_x (numpy.ndarray): current state, shape(state_size, )
+            u (numpy.ndarray): input, shape(input_size, )
+        Returns:
+            x_dot (numpy.ndarray): next state, shape(state_size, )
+        """
+        state_size = curr_x.shape[0]
+        x_dot = np.zeros(state_size)
+        x_dot[0] = self._func_x_1(curr_x, u)
+        x_dot[1] = self._func_x_2(curr_x, u)
+        return x_dot
+
+    def predict_adjoint_state(self, lam, x, u, g_x=None):
         """ predict adjoint states
 
         Args:
@@ -78,7 +92,7 @@ class NonlinearSampleSystemModel(Model):
             terminal_lam (numpy.ndarray): terminal adjoint state,
                 shape(state_size, )
         """
-        terminal_lam = self.gradient_cost_fn_with_state(
+        terminal_lam = self.gradient_cost_fn_state(
             terminal_x, terminal_g_x, terminal=True)  # return in shape[1, state_size]
         return terminal_lam[0]
 

PythonLinearNonlinearControl/models/two_wheeled.py

@@ -14,7 +14,7 @@ class TwoWheeledModel(Model):
         self.dt = config.DT
         self.gradient_hamiltonian_state = config.gradient_hamiltonian_state
         self.gradient_hamiltonian_input = config.gradient_hamiltonian_input
-        self.gradient_cost_fn_with_state = config.gradient_cost_fn_with_state
+        self.gradient_cost_fn_state = config.gradient_cost_fn_state
 
     def predict_next_state(self, curr_x, u):
         """ predict next state
@@ -56,6 +56,20 @@ class TwoWheeledModel(Model):
 
             return next_x
 
+    def x_dot(self, curr_x, u):
+        """ compute x dot
+        Args:
+            curr_x (numpy.ndarray): current state, shape(state_size, )
+            u (numpy.ndarray): input, shape(input_size, )
+        Returns:
+            x_dot (numpy.ndarray): next state, shape(state_size, )
+        """
+        B = np.array([[np.cos(curr_x[-1]), 0.],
+                      [np.sin(curr_x[-1]), 0.],
+                      [0., 1.]])
+        x_dot = np.matmul(B, u[:, np.newaxis])
+        return x_dot.flatten()
+
     def predict_adjoint_state(self, lam, x, u, g_x=None, t=None):
         """ predict adjoint states
 
@@ -88,7 +102,7 @@ class TwoWheeledModel(Model):
             terminal_lam (numpy.ndarray): terminal adjoint state,
                 shape(state_size, )
         """
-        terminal_lam = self.gradient_cost_fn_with_state(
+        terminal_lam = self.gradient_cost_fn_state(
             terminal_x, terminal_g_x, terminal=True)  # return in shape[1, state_size]
         return terminal_lam[0]
 

README.md

@@ -17,8 +17,8 @@ Due to use only basic libralies (scipy, numpy), this library is easy to extend f
 |:----------|:---------------: |:----------------:|:----------------:|:----------------:|:----------------:|
 | Linear Model Predictive Control (MPC) | ✓ | x | x | x | x |
 | Cross Entropy Method (CEM) | ✓ | ✓ | x | x | x |
-| Model Preidictive Path Integral Control of Nagabandi, A. (MPPI) | ✓ | ✓ | x | x | x |
-| Model Preidictive Path Integral Control of Williams, G. (MPPIWilliams) | ✓ | ✓ | x | x | x |
+| Model Predictive Path Integral Control of Nagabandi, A. (MPPI) | ✓ | ✓ | x | x | x |
+| Model Predictive Path Integral Control of Williams, G. (MPPIWilliams) | ✓ | ✓ | x | x | x |
 | Random Shooting Method (Random) | ✓ | ✓ | x | x | x |
 | Iterative LQR (iLQR) | x | ✓ | x | ✓ | x |
 | Differential Dynamic Programming (DDP) | x | ✓ | x | ✓ | ✓ |
@@ -36,10 +36,10 @@ Following algorithms are implemented in PythonLinearNonlinearControl
 - [Cross Entropy Method (CEM)](https://arxiv.org/abs/1805.12114)
   - Ref: Chua, K., Calandra, R., McAllister, R., & Levine, S. (2018). Deep reinforcement learning in a handful of trials using probabilistic dynamics models. In Advances in Neural Information Processing Systems (pp. 4754-4765)
     - [script](PythonLinearNonlinearControl/controllers/cem.py)
-- [Model Preidictive Path Integral Control of Nagabandi, A. (MPPI)](https://arxiv.org/abs/1909.11652)
+- [Model Predictive Path Integral Control of Nagabandi, A. (MPPI)](https://arxiv.org/abs/1909.11652)
   - Ref: Nagabandi, A., Konoglie, K., Levine, S., & Kumar, V. (2019). Deep Dynamics Models for Learning Dexterous Manipulation. arXiv preprint arXiv:1909.11652.
     - [script](PythonLinearNonlinearControl/controllers/mppi.py)
-- [Model Preidictive Path Integral Control of Williams, G. (MPPIWilliams)](https://ieeexplore.ieee.org/abstract/document/7989202)
+- [Model Predictive Path Integral Control of Williams, G. (MPPIWilliams)](https://ieeexplore.ieee.org/abstract/document/7989202)
   - Ref: Williams, G., Wagener, N., Goldfain, B., Drews, P., Rehg, J. M., Boots, B., & Theodorou, E. A. (2017, May). Information theoretic MPC for model-based reinforcement learning. In 2017 IEEE International Conference on Robotics and Automation (ICRA) (pp. 1714-1721). IEEE.
     - [script](PythonLinearNonlinearControl/controllers/mppi_williams.py)
 - [Random Shooting Method (Random)](https://arxiv.org/abs/1805.12114)
@@ -56,7 +56,7 @@ Following algorithms are implemented in PythonLinearNonlinearControl
     - [script](PythonLinearNonlinearControl/controllers/nmpc.py)
 - [Constrained Nonlinear Model Predictive Control -CGMRES- (NMPC-CGMRES)](https://www.sciencedirect.com/science/article/pii/S0005109897000058)
   - Ref: Ohtsuka, T., & Fujii, H. A. (1997). Real-time optimization algorithm for nonlinear receding-horizon control. Automatica, 33(6), 1147-1154.
-    - [script (Coming soon)]()
+    - [script](PythonLinearNonlinearControl/controllers/nmpc_cgmres.py)
 - [Constrained Nonlinear Model Predictive Control -Newton- (NMPC-Newton)](https://www.sciencedirect.com/science/article/pii/S0005109897000058)
   - Ref: Ohtsuka, T., & Fujii, H. A. (1997). Real-time optimization algorithm for nonlinear receding-horizon control. Automatica, 33(6), 1147-1154.
     - [script (Coming soon)]()
@@ -83,25 +83,19 @@ You could know abount our environmets more in [Environments.md](Environments.md)
 ## To install this package
 
 ```
-python setup.py install
-```
-
-or 
-
-```
-pip install .
+$ pip install PythonLinearNonlinearControl
 ```
 
 ## When developing the package
 
 ```
-python setup.py develop
+$ python setup.py develop
 ```
 
 or
 
 ```
-pip install -e .
+$ pip install -e .
 ```
 
 # Basic concepts

scripts/simple_run.py

@@ -40,8 +40,8 @@ def run(args):
 def main():
     parser = argparse.ArgumentParser()
 
-    parser.add_argument("--controller_type", type=str, default="NMPC")
-    parser.add_argument("--env", type=str, default="TwoWheeledTrack")
+    parser.add_argument("--controller_type", type=str, default="NMPCCGMRES")
+    parser.add_argument("--env", type=str, default="TwoWheeledConst")
     parser.add_argument("--save_anim", type=bool_flag, default=0)
     parser.add_argument("--result_dir", type=str, default="./result")
 

setup.py

@@ -14,7 +14,7 @@ setup(
     install_requires=install_requires,
     url='https://github.com/Shunichi09/PythonLinearNonlinearControl',
     license='MIT License',
-    packages=find_packages(exclude=('tests')),
+    packages=find_packages(exclude=('tests', 'scripts')),
     setup_requires=setup_requires,
     test_suite='tests',
     tests_require=tests_require

tests/configs/test_cartpole.py

@@ -4,6 +4,7 @@ import numpy as np
 from PythonLinearNonlinearControl.configs.cartpole \
     import CartPoleConfigModule
 
+
 class TestCalcCost():
     def test_calc_costs(self):
         # make config
@@ -25,17 +26,18 @@ class TestCalcCost():
 
         assert costs.shape == (pop_size, pred_len, 1)
 
-        costs = config.terminal_state_cost_fn(pred_xs[:, -1, :],\
+        costs = config.terminal_state_cost_fn(pred_xs[:, -1, :],
                                               g_xs[:, -1, :])
 
         assert costs.shape == (pop_size, 1)
 
+
 class TestGradient():
     def test_state_gradient(self):
         """
         """
         xs = np.ones((1, 4))
-        cost_grad = CartPoleConfigModule.gradient_cost_fn_with_state(xs, None)
+        cost_grad = CartPoleConfigModule.gradient_cost_fn_state(xs, None)
 
         # numeric grad
         eps = 1e-4
@@ -59,7 +61,7 @@ class TestGradient():
         """
         xs = np.ones(4)
         cost_grad =\
-            CartPoleConfigModule.gradient_cost_fn_with_state(xs, None,
+            CartPoleConfigModule.gradient_cost_fn_state(xs, None,
                                                         terminal=True)
 
         # numeric grad
@@ -83,7 +85,7 @@ class TestGradient():
         """
         """
         us = np.ones((1, 1))
-        cost_grad = CartPoleConfigModule.gradient_cost_fn_with_input(None, us)
+        cost_grad = CartPoleConfigModule.gradient_cost_fn_input(None, us)
 
         # numeric grad
         eps = 1e-4
@@ -106,7 +108,7 @@ class TestGradient():
         """
         """
         xs = np.ones((1, 4))
-        cost_hess = CartPoleConfigModule.hessian_cost_fn_with_state(xs, None)
+        cost_hess = CartPoleConfigModule.hessian_cost_fn_state(xs, None)
 
         # numeric grad
         eps = 1e-4
@@ -115,12 +117,12 @@ class TestGradient():
             tmp_x = xs.copy()
             tmp_x[0, i] = xs[0, i] + eps
             forward = \
-                CartPoleConfigModule.gradient_cost_fn_with_state(
+                CartPoleConfigModule.gradient_cost_fn_state(
                     tmp_x, None, terminal=False)
             tmp_x = xs.copy()
             tmp_x[0, i] = xs[0, i] - eps
             backward = \
-                CartPoleConfigModule.gradient_cost_fn_with_state(
+                CartPoleConfigModule.gradient_cost_fn_state(
                     tmp_x, None, terminal=False)
 
             expected_hess[0, :, i] = (forward - backward) / (2. * eps)
@@ -132,7 +134,7 @@ class TestGradient():
         """
         xs = np.ones(4)
         cost_hess =\
-            CartPoleConfigModule.hessian_cost_fn_with_state(xs, None,
+            CartPoleConfigModule.hessian_cost_fn_state(xs, None,
                                                        terminal=True)
 
         # numeric grad
@@ -142,12 +144,12 @@ class TestGradient():
             tmp_x = xs.copy()
             tmp_x[i] = xs[i] + eps
             forward = \
-                CartPoleConfigModule.gradient_cost_fn_with_state(
+                CartPoleConfigModule.gradient_cost_fn_state(
                     tmp_x, None, terminal=True)
             tmp_x = xs.copy()
             tmp_x[i] = xs[i] - eps
             backward = \
-                CartPoleConfigModule.gradient_cost_fn_with_state(
+                CartPoleConfigModule.gradient_cost_fn_state(
                     tmp_x, None, terminal=True)
 
             expected_hess[0, :, i] = (forward - backward) / (2. * eps)
@@ -159,7 +161,7 @@ class TestGradient():
         """
         us = np.ones((1, 1))
         xs = np.ones((1, 4))
-        cost_hess = CartPoleConfigModule.hessian_cost_fn_with_input(us, xs)
+        cost_hess = CartPoleConfigModule.hessian_cost_fn_input(us, xs)
 
         # numeric grad
         eps = 1e-4
@@ -168,12 +170,12 @@ class TestGradient():
             tmp_u = us.copy()
             tmp_u[0, i] = us[0, i] + eps
             forward = \
-                CartPoleConfigModule.gradient_cost_fn_with_input(
+                CartPoleConfigModule.gradient_cost_fn_input(
                     xs, tmp_u)
             tmp_u = us.copy()
             tmp_u[0, i] = us[0, i] - eps
             backward = \
-                CartPoleConfigModule.gradient_cost_fn_with_input(
+                CartPoleConfigModule.gradient_cost_fn_input(
                     xs, tmp_u)
 
             expected_hess[0, :, i] = (forward - backward) / (2. * eps)

tests/configs/test_two_wheeled.py

@@ -4,6 +4,7 @@ import numpy as np
 from PythonLinearNonlinearControl.configs.two_wheeled \
     import TwoWheeledConfigModule
 
+
 class TestCalcCost():
     def test_calc_costs(self):
         # make config
@@ -27,12 +28,13 @@ class TestCalcCost():
 
         assert costs == pytest.approx(expected_costs**2 * np.diag(config.Q))
 
-        costs = config.terminal_state_cost_fn(pred_xs[:, -1, :],\
+        costs = config.terminal_state_cost_fn(pred_xs[:, -1, :],
                                               g_xs[:, -1, :])
         expected_costs = np.ones((pop_size, state_size))*0.5
 
         assert costs == pytest.approx(expected_costs**2 * np.diag(config.Sf))
 
+
 class TestGradient():
     def test_state_gradient(self):
         """
@@ -40,7 +42,7 @@ class TestGradient():
         xs = np.ones((1, 3))
         g_xs = np.ones((1, 3)) * 0.5
         cost_grad =\
-            TwoWheeledConfigModule.gradient_cost_fn_with_state(xs, g_xs)
+            TwoWheeledConfigModule.gradient_cost_fn_state(xs, g_xs)
 
         # numeric grad
         eps = 1e-4
@@ -66,7 +68,7 @@ class TestGradient():
         """
         us = np.ones((1, 2))
         cost_grad =\
-            TwoWheeledConfigModule.gradient_cost_fn_with_input(None, us)
+            TwoWheeledConfigModule.gradient_cost_fn_input(None, us)
 
         # numeric grad
         eps = 1e-4
@@ -93,7 +95,7 @@ class TestGradient():
         g_xs = np.ones((1, 3)) * 0.5
         xs = np.ones((1, 3))
         cost_hess =\
-            TwoWheeledConfigModule.hessian_cost_fn_with_state(xs, g_xs)
+            TwoWheeledConfigModule.hessian_cost_fn_state(xs, g_xs)
 
         # numeric grad
         eps = 1e-4
@@ -102,12 +104,12 @@ class TestGradient():
             tmp_x = xs.copy()
             tmp_x[0, i] = xs[0, i] + eps
             forward = \
-                TwoWheeledConfigModule.gradient_cost_fn_with_state(
+                TwoWheeledConfigModule.gradient_cost_fn_state(
                     tmp_x, g_xs, terminal=False)
             tmp_x = xs.copy()
             tmp_x[0, i] = xs[0, i] - eps
             backward = \
-                TwoWheeledConfigModule.gradient_cost_fn_with_state(
+                TwoWheeledConfigModule.gradient_cost_fn_state(
                     tmp_x, g_xs, terminal=False)
 
             expected_hess[0, :, i] = (forward - backward) / (2. * eps)
@@ -119,7 +121,7 @@ class TestGradient():
         """
         us = np.ones((1, 2))
         xs = np.ones((1, 3))
-        cost_hess = TwoWheeledConfigModule.hessian_cost_fn_with_input(us, xs)
+        cost_hess = TwoWheeledConfigModule.hessian_cost_fn_input(us, xs)
 
         # numeric grad
         eps = 1e-4
@@ -128,12 +130,12 @@ class TestGradient():
             tmp_u = us.copy()
             tmp_u[0, i] = us[0, i] + eps
             forward = \
-                TwoWheeledConfigModule.gradient_cost_fn_with_input(
+                TwoWheeledConfigModule.gradient_cost_fn_input(
                     xs, tmp_u)
             tmp_u = us.copy()
             tmp_u[0, i] = us[0, i] - eps
             backward = \
-                TwoWheeledConfigModule.gradient_cost_fn_with_input(
+                TwoWheeledConfigModule.gradient_cost_fn_input(
                     xs, tmp_u)
 
             expected_hess[0, :, i] = (forward - backward) / (2. * eps)