[upstream_utils] Upgrade Sleipnir (#7512)

It now uses SQP for problems without inequality constraints, which is
faster.

main:
```
[ RUN      ] Ellipse2dTest.DistanceToPoint
0.203 ms
[       OK ] Ellipse2dTest.DistanceToPoint (0 ms)
[ RUN      ] Ellipse2dTest.FindNearestPoint
0.019 ms
[       OK ] Ellipse2dTest.FindNearestPoint (0 ms)
```

upgrade:
```
[ RUN      ] Ellipse2dTest.DistanceToPoint
0.197 ms
[       OK ] Ellipse2dTest.DistanceToPoint (0 ms)
[ RUN      ] Ellipse2dTest.FindNearestPoint
0.015 ms
[       OK ] Ellipse2dTest.FindNearestPoint (0 ms)
```
This commit is contained in:
Tyler Veness
2024-12-07 23:02:39 -08:00
committed by GitHub
parent e08fdeba21
commit d5edb4060d
10 changed files with 968 additions and 73 deletions

View File

@@ -4,22 +4,23 @@ Date: Sun, 16 Jun 2024 12:08:49 -0700
Subject: [PATCH 2/3] Use wpi::SmallVector
---
include/.styleguide | 1 +
include/sleipnir/autodiff/Expression.hpp | 13 +++++++------
include/sleipnir/autodiff/ExpressionGraph.hpp | 15 ++++++++-------
include/sleipnir/autodiff/Hessian.hpp | 4 ++--
include/sleipnir/autodiff/Jacobian.hpp | 10 +++++-----
include/sleipnir/autodiff/Variable.hpp | 10 +++++-----
include/sleipnir/autodiff/VariableMatrix.hpp | 4 ++--
include/sleipnir/optimization/Multistart.hpp | 7 ++++---
.../sleipnir/optimization/OptimizationProblem.hpp | 8 ++++----
include/sleipnir/util/Pool.hpp | 7 ++++---
include/sleipnir/util/Spy.hpp | 4 ++--
src/.styleguide | 1 +
src/optimization/solver/InteriorPoint.cpp | 4 ++--
.../solver/util/FeasibilityRestoration.hpp | 10 +++++-----
src/optimization/solver/util/Filter.hpp | 4 ++--
15 files changed, 54 insertions(+), 48 deletions(-)
include/.styleguide | 1 +
include/sleipnir/autodiff/Expression.hpp | 13 +++++++------
include/sleipnir/autodiff/ExpressionGraph.hpp | 15 ++++++++-------
include/sleipnir/autodiff/Hessian.hpp | 4 ++--
include/sleipnir/autodiff/Jacobian.hpp | 10 +++++-----
include/sleipnir/autodiff/Variable.hpp | 10 +++++-----
include/sleipnir/autodiff/VariableMatrix.hpp | 4 ++--
include/sleipnir/optimization/Multistart.hpp | 7 ++++---
.../optimization/OptimizationProblem.hpp | 8 ++++----
include/sleipnir/util/Pool.hpp | 7 ++++---
include/sleipnir/util/Spy.hpp | 4 ++--
src/.styleguide | 1 +
src/optimization/solver/InteriorPoint.cpp | 4 ++--
src/optimization/solver/SQP.cpp | 4 ++--
.../solver/util/FeasibilityRestoration.hpp | 18 +++++++++---------
src/optimization/solver/util/Filter.hpp | 4 ++--
16 files changed, 60 insertions(+), 54 deletions(-)
diff --git a/include/.styleguide b/include/.styleguide
index 6a7f8ed28f9cb037c9746a7e0ef5e110481d9825..efa36cee1fb593ae810032340c64f1854fbbc523 100644
@@ -334,7 +335,7 @@ index 8055713a2492a9c8473f047a2fb9fe7ca57753c3..09b1b2f3bf33c35ae0aeddb9b5d47c0d
for (auto& future : futures) {
diff --git a/include/sleipnir/optimization/OptimizationProblem.hpp b/include/sleipnir/optimization/OptimizationProblem.hpp
index 28b2943f5842229335e79eae14abbda6ff5b7000..e812fa5e3454903d4dfb8572539ebf1b506bdf11 100644
index 569dcdee507881ceb412585ca811927072552c15..66883fed98ad087010fb153bd91effce6e047928 100644
--- a/include/sleipnir/optimization/OptimizationProblem.hpp
+++ b/include/sleipnir/optimization/OptimizationProblem.hpp
@@ -11,6 +11,7 @@
@@ -345,15 +346,15 @@ index 28b2943f5842229335e79eae14abbda6ff5b7000..e812fa5e3454903d4dfb8572539ebf1b
#include "sleipnir/autodiff/Variable.hpp"
#include "sleipnir/autodiff/VariableMatrix.hpp"
@@ -21,7 +22,6 @@
#include "sleipnir/optimization/solver/InteriorPoint.hpp"
@@ -22,7 +23,6 @@
#include "sleipnir/optimization/solver/SQP.hpp"
#include "sleipnir/util/Print.hpp"
#include "sleipnir/util/SymbolExports.hpp"
-#include "sleipnir/util/small_vector.hpp"
namespace sleipnir {
@@ -358,16 +358,16 @@ class SLEIPNIR_DLLEXPORT OptimizationProblem {
@@ -364,16 +364,16 @@ class SLEIPNIR_DLLEXPORT OptimizationProblem {
private:
// The list of decision variables, which are the root of the problem's
// expression tree
@@ -434,7 +435,7 @@ index f3b2f0cf9e60b3a86b9654ff2b381f9c48734ff6..ad739cea6dce6f6cb586f538d1d30b92
+ ^wpi/
}
diff --git a/src/optimization/solver/InteriorPoint.cpp b/src/optimization/solver/InteriorPoint.cpp
index dcd8b56dc08516b80f89550c43cb7002745b93d8..892d2dd20f7fe92c2c91518a4ecb487425643585 100644
index a09d9866d05731c8ce53122b3d1a850803883df4..d3981c59d163927e3e5ba602c3323f6e1429c475 100644
--- a/src/optimization/solver/InteriorPoint.cpp
+++ b/src/optimization/solver/InteriorPoint.cpp
@@ -9,6 +9,7 @@
@@ -462,8 +463,37 @@ index dcd8b56dc08516b80f89550c43cb7002745b93d8..892d2dd20f7fe92c2c91518a4ecb4874
RegularizedLDLT solver;
diff --git a/src/optimization/solver/SQP.cpp b/src/optimization/solver/SQP.cpp
index 77b9632e1da37361c995a8579d1d83a2756d6d88..662abc2fb6e311767b0fbb3a61121ce78549a3f6 100644
--- a/src/optimization/solver/SQP.cpp
+++ b/src/optimization/solver/SQP.cpp
@@ -9,6 +9,7 @@
#include <limits>
#include <Eigen/SparseCholesky>
+#include <wpi/SmallVector.h>
#include "optimization/RegularizedLDLT.hpp"
#include "optimization/solver/util/ErrorEstimate.hpp"
@@ -22,7 +23,6 @@
#include "sleipnir/optimization/SolverExitCondition.hpp"
#include "sleipnir/util/Print.hpp"
#include "sleipnir/util/Spy.hpp"
-#include "sleipnir/util/small_vector.hpp"
#include "util/ScopeExit.hpp"
#include "util/ToMilliseconds.hpp"
@@ -155,7 +155,7 @@ void SQP(std::span<Variable> decisionVariables,
Filter filter{f};
// Kept outside the loop so its storage can be reused
- small_vector<Eigen::Triplet<double>> triplets;
+ wpi::SmallVector<Eigen::Triplet<double>> triplets;
RegularizedLDLT solver;
diff --git a/src/optimization/solver/util/FeasibilityRestoration.hpp b/src/optimization/solver/util/FeasibilityRestoration.hpp
index c324ef093cc7dc8ce93af2cba337042a65b28475..0f13676aea0e80549ef1ef43e4972d5498acaa18 100644
index feefe137adf0832b094a36d61201b15962138ded..79b5d99ae27de6049ba098888a965291e6b677fa 100644
--- a/src/optimization/solver/util/FeasibilityRestoration.hpp
+++ b/src/optimization/solver/util/FeasibilityRestoration.hpp
@@ -8,6 +8,7 @@
@@ -482,16 +512,16 @@ index c324ef093cc7dc8ce93af2cba337042a65b28475..0f13676aea0e80549ef1ef43e4972d54
namespace sleipnir {
@@ -65,7 +65,7 @@ inline void FeasibilityRestoration(
@@ -57,7 +57,7 @@ inline void FeasibilityRestoration(
constexpr double ρ = 1000.0;
double μ = config.tolerance / 10.0;
- small_vector<Variable> fr_decisionVariables;
+ wpi::SmallVector<Variable> fr_decisionVariables;
fr_decisionVariables.reserve(decisionVariables.size() +
2 * equalityConstraints.size() +
2 * inequalityConstraints.size());
@@ -81,7 +81,7 @@ inline void FeasibilityRestoration(
2 * equalityConstraints.size());
@@ -70,7 +70,7 @@ inline void FeasibilityRestoration(
fr_decisionVariables.emplace_back();
}
@@ -500,7 +530,7 @@ index c324ef093cc7dc8ce93af2cba337042a65b28475..0f13676aea0e80549ef1ef43e4972d54
VariableMatrix xAD{std::span{it, it + decisionVariables.size()}};
it += decisionVariables.size();
@@ -157,7 +157,7 @@ inline void FeasibilityRestoration(
@@ -128,7 +128,7 @@ inline void FeasibilityRestoration(
}
// cₑ(x) - pₑ + nₑ = 0
@@ -509,7 +539,43 @@ index c324ef093cc7dc8ce93af2cba337042a65b28475..0f13676aea0e80549ef1ef43e4972d54
fr_equalityConstraints.assign(equalityConstraints.begin(),
equalityConstraints.end());
for (size_t row = 0; row < fr_equalityConstraints.size(); ++row) {
@@ -166,7 +166,7 @@ inline void FeasibilityRestoration(
@@ -137,7 +137,7 @@ inline void FeasibilityRestoration(
}
// cᵢ(x) - s - pᵢ + nᵢ = 0
- small_vector<Variable> fr_inequalityConstraints;
+ wpi::SmallVector<Variable> fr_inequalityConstraints;
// pₑ ≥ 0
std::copy(p_e.begin(), p_e.end(),
@@ -227,7 +227,7 @@ inline void FeasibilityRestoration(
constexpr double ρ = 1000.0;
- small_vector<Variable> fr_decisionVariables;
+ wpi::SmallVector<Variable> fr_decisionVariables;
fr_decisionVariables.reserve(decisionVariables.size() +
2 * equalityConstraints.size() +
2 * inequalityConstraints.size());
@@ -243,7 +243,7 @@ inline void FeasibilityRestoration(
fr_decisionVariables.emplace_back();
}
- auto it = fr_decisionVariables.cbegin();
+ auto it = fr_decisionVariables.begin();
VariableMatrix xAD{std::span{it, it + decisionVariables.size()}};
it += decisionVariables.size();
@@ -319,7 +319,7 @@ inline void FeasibilityRestoration(
}
// cₑ(x) - pₑ + nₑ = 0
- small_vector<Variable> fr_equalityConstraints;
+ wpi::SmallVector<Variable> fr_equalityConstraints;
fr_equalityConstraints.assign(equalityConstraints.begin(),
equalityConstraints.end());
for (size_t row = 0; row < fr_equalityConstraints.size(); ++row) {
@@ -328,7 +328,7 @@ inline void FeasibilityRestoration(
}
// cᵢ(x) - s - pᵢ + nᵢ = 0
@@ -519,7 +585,7 @@ index c324ef093cc7dc8ce93af2cba337042a65b28475..0f13676aea0e80549ef1ef43e4972d54
inequalityConstraints.end());
for (size_t row = 0; row < fr_inequalityConstraints.size(); ++row) {
diff --git a/src/optimization/solver/util/Filter.hpp b/src/optimization/solver/util/Filter.hpp
index 3fbb849edc4a6b3336f94b5af9e018a37b07b123..02bdb5a8db5c80dd86d17ea4421ec564d7e0a2c7 100644
index f19236928c59623bc0a3ce87b659f0756997f821..0c14efd7b8afa6cef398f5a7d383c54dbf64ec68 100644
--- a/src/optimization/solver/util/Filter.hpp
+++ b/src/optimization/solver/util/Filter.hpp
@@ -8,9 +8,9 @@
@@ -531,12 +597,12 @@ index 3fbb849edc4a6b3336f94b5af9e018a37b07b123..02bdb5a8db5c80dd86d17ea4421ec564
#include "sleipnir/autodiff/Variable.hpp"
-#include "sleipnir/util/small_vector.hpp"
namespace sleipnir {
// See docs/algorithms.md#Works_cited for citation definitions.
@@ -177,7 +177,7 @@ class Filter {
@@ -182,7 +182,7 @@ class Filter {
private:
Variable* m_f = nullptr;
double m_μ = 0.0;
- small_vector<FilterEntry> m_filter;
+ wpi::SmallVector<FilterEntry> m_filter;
};