PythonLinearNonlinearControl/IOC/mpc_func_with_cvxopt.py

256 lines
8.4 KiB
Python

import numpy as np
import matplotlib.pyplot as plt
import math
import copy
from cvxopt import matrix, solvers
class MpcController():
"""
Attributes
------------
A : numpy.ndarray
system matrix
B : numpy.ndarray
input matrix
Q : numpy.ndarray
evaluation function weight for states
Qs : numpy.ndarray
concatenated evaluation function weight for states
R : numpy.ndarray
evaluation function weight for inputs
Rs : numpy.ndarray
concatenated evaluation function weight for inputs
pre_step : int
prediction step
state_size : int
state size of the plant
input_size : int
input size of the plant
dt_input_upper : numpy.ndarray, shape(input_size, ), optional
constraints of input dt, default is None
dt_input_lower : numpy.ndarray, shape(input_size, ), optional
constraints of input dt, default is None
input_upper : numpy.ndarray, shape(input_size, ), optional
constraints of input, default is None
input_lower : numpy.ndarray, shape(input_size, ), optional
constraints of input, default is None
"""
def __init__(self, A, B, Q, R, pre_step, initial_input=None, dt_input_upper=None, dt_input_lower=None, input_upper=None, input_lower=None):
"""
Parameters
------------
A : numpy.ndarray
system matrix
B : numpy.ndarray
input matrix
Q : numpy.ndarray
evaluation function weight for states
R : numpy.ndarray
evaluation function weight for inputs
pre_step : int
prediction step
dt_input_upper : numpy.ndarray, shape(input_size, ), optional
constraints of input dt, default is None
dt_input_lower : numpy.ndarray, shape(input_size, ), optional
constraints of input dt, default is None
input_upper : numpy.ndarray, shape(input_size, ), optional
constraints of input, default is None
input_lower : numpy.ndarray, shape(input_size, ), optional
constraints of input, default is None
history_us : list
time history of optimal input us(numpy.ndarray)
"""
self.A = np.array(A)
self.B = np.array(B)
self.Q = np.array(Q)
self.R = np.array(R)
self.pre_step = pre_step
self.Qs = None
self.Rs = None
self.state_size = self.A.shape[0]
self.input_size = self.B.shape[1]
self.history_us = [np.zeros(self.input_size)]
# initial state
if initial_input is not None:
self.history_us = [initial_input]
# constraints
self.dt_input_lower = dt_input_lower
self.dt_input_upper = dt_input_upper
self.input_upper = input_upper
self.input_lower = input_lower
# about mpc matrix
self.W = None
self.omega = None
self.F = None
self.f = None
def initialize_controller(self):
"""
make matrix to calculate optimal control input
"""
A_factorials = [self.A]
self.phi_mat = copy.deepcopy(self.A)
for _ in range(self.pre_step - 1):
temp_mat = np.dot(A_factorials[-1], self.A)
self.phi_mat = np.vstack((self.phi_mat, temp_mat))
A_factorials.append(temp_mat) # after we use this factorials
print("phi_mat = \n{0}".format(self.phi_mat))
self.gamma_mat = copy.deepcopy(self.B)
gammma_mat_temp = copy.deepcopy(self.B)
for i in range(self.pre_step - 1):
temp_1_mat = np.dot(A_factorials[i], self.B)
gammma_mat_temp = temp_1_mat + gammma_mat_temp
self.gamma_mat = np.vstack((self.gamma_mat, gammma_mat_temp))
print("gamma_mat = \n{0}".format(self.gamma_mat))
self.theta_mat = copy.deepcopy(self.gamma_mat)
for i in range(self.pre_step - 1):
temp_mat = np.zeros_like(self.gamma_mat)
temp_mat[int((i + 1)*self.state_size): , :] = self.gamma_mat[:-int((i + 1)*self.state_size) , :]
self.theta_mat = np.hstack((self.theta_mat, temp_mat))
print("theta_mat = \n{0}".format(self.theta_mat))
# evaluation function weight
diag_Qs = np.array([np.diag(self.Q) for _ in range(self.pre_step)])
diag_Rs = np.array([np.diag(self.R) for _ in range(self.pre_step)])
self.Qs = np.diag(diag_Qs.flatten())
self.Rs = np.diag(diag_Rs.flatten())
print("Qs = \n{0}".format(self.Qs))
print("Rs = \n{0}".format(self.Rs))
# constraints
# about dt U
if self.input_lower is not None:
# initialize
self.F = np.zeros((self.input_size * 2, self.pre_step * self.input_size))
for i in range(self.input_size):
self.F[i * 2: (i + 1) * 2, i] = np.array([1., -1.])
temp_F = copy.deepcopy(self.F)
print("F = \n{0}".format(self.F))
for i in range(self.pre_step - 1):
temp_F = copy.deepcopy(temp_F)
for j in range(self.input_size):
temp_F[j * 2: (j + 1) * 2, ((i+1) * self.input_size) + j] = np.array([1., -1.])
self.F = np.vstack((self.F, temp_F))
self.F1 = self.F[:, :self.input_size]
temp_f = []
for i in range(self.input_size):
temp_f.append(-1 * self.input_upper[i])
temp_f.append(self.input_lower[i])
self.f = np.array([temp_f for _ in range(self.pre_step)]).flatten()
print("F = \n{0}".format(self.F))
print("F1 = \n{0}".format(self.F1))
print("f = \n{0}".format(self.f))
# about dt_u
if self.dt_input_lower is not None:
self.W = np.zeros((2, self.pre_step * self.input_size))
self.W[:, 0] = np.array([1., -1.])
for i in range(self.pre_step * self.input_size - 1):
temp_W = np.zeros((2, self.pre_step * self.input_size))
temp_W[:, i+1] = np.array([1., -1.])
self.W = np.vstack((self.W, temp_W))
temp_omega = []
for i in range(self.input_size):
temp_omega.append(self.dt_input_upper[i])
temp_omega.append(-1. * self.dt_input_lower[i])
self.omega = np.array([temp_omega for _ in range(self.pre_step)]).flatten()
print("W = \n{0}".format(self.W))
print("omega = \n{0}".format(self.omega))
# about state
print("check the matrix!! if you think rite, plese push enter")
input()
def calc_input(self, states, references):
"""calculate optimal input
Parameters
-----------
states : numpy.ndarray, shape(state length, )
current state of system
references : numpy.ndarray, shape(state length * pre_step, )
reference of the system, you should set this value as reachable goal
References
------------
opt_input : numpy.ndarray, shape(input_length, )
optimal input
"""
temp_1 = np.dot(self.phi_mat, states.reshape(-1, 1))
temp_2 = np.dot(self.gamma_mat, self.history_us[-1].reshape(-1, 1))
error = references.reshape(-1, 1) - temp_1 - temp_2
G = 2. * np.dot(self.theta_mat.T, np.dot(self.Qs, error))
H = np.dot(self.theta_mat.T, np.dot(self.Qs, self.theta_mat)) + self.Rs
# constraints
A = []
b = []
if self.W is not None:
A.append(self.W)
b.append(self.omega.reshape(-1, 1))
if self.F is not None:
b_F = - np.dot(self.F1, self.history_us[-1].reshape(-1, 1)) - self.f.reshape(-1, 1)
A.append(self.F)
b.append(b_F)
A = np.array(A).reshape(-1, self.input_size * self.pre_step)
ub = np.array(b).flatten()
# make cvxpy problem formulation
P = 2*matrix(H)
q = matrix(-1 * G)
A = matrix(A)
b = matrix(ub)
# constraint
if self.W is not None or self.F is not None :
opt_result = solvers.qp(P, q, G=A, h=b)
opt_dt_us = list(opt_result['x'])
opt_u = opt_dt_us[:self.input_size] + self.history_us[-1]
# save
self.history_us.append(opt_u)
return opt_u