feat(osqp_interface): add interface to give csc matrix directly to enable warm start for computation time improvement. #346

takayuki5168 · 2022-02-07T02:52:51Z

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Add a new interface in osqp_interface to enable warm-start which improves the computation time of the optimization. Details are below.

added initializer of osqp_interface with csc matrix, and matrix update functions with csc matrix
added a function to validate the size of P, q, A, l, u.
fixed the existing test and added test for new functions

NOTE: we do not have to care about the existing applications which use osqp_interface since the existing member functions' behavior of osqp_interface will not change.

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run test

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Signed-off-by: Takayuki Murooka <takayuki5168@gmail.com>

takayuki5168 · 2022-02-07T02:55:55Z

common/osqp_interface/include/osqp_interface/osqp_interface.hpp

@@ -57,7 +57,7 @@ class OSQP_INTERFACE_PUBLIC OSQPInterface
  int64_t m_exitflag;

  // Runs the solver on the stored problem.
-  std::tuple<std::vector<float64_t>, std::vector<float64_t>, int64_t, int64_t> solve();
+  std::tuple<std::vector<float64_t>, std::vector<float64_t>, int64_t, int64_t, int64_t> solve();


add iteration, which I guess an important value to the application

takayuki5168 · 2022-02-07T02:58:01Z

common/osqp_interface/src/osqp_interface.cpp

+  // check if arguments are valid
+  std::stringstream ss;
+  if (P.rows() != P.cols()) {
+    ss << "P.rows() and P.cols() are not the same. P.rows() = " << P.rows()
+       << ", P.cols() = " << P.cols();
+    throw std::invalid_argument(ss.str());
+  }
+  if (P.rows() != static_cast<int>(q.size())) {
+    ss << "P.rows() and q.size() are not the same. P.rows() = " << P.rows()
+       << ", q.size() = " << q.size();
+    throw std::invalid_argument(ss.str());
+  }
+  if (P.rows() != A.cols()) {
+    ss << "P.rows() and A.cols() are not the same. P.rows() = " << P.rows()
+       << ", A.cols() = " << A.cols();
+    throw std::invalid_argument(ss.str());
+  }
+  if (A.rows() != static_cast<int>(l.size())) {
+    ss << "A.rows() and l.size() are not the same. A.rows() = " << A.rows()
+       << ", l.size() = " << l.size();
+    throw std::invalid_argument(ss.str());
+  }
+  if (A.rows() != static_cast<int>(u.size())) {
+    ss << "A.rows() and u.size() are not the same. A.rows() = " << A.rows()
+       << ", u.size() = " << u.size();
+    throw std::invalid_argument(ss.str());
+  }


check if rols and cols of matrix, vector among P, q, A u, l have no conflict. (Once this checking function was in autoware, but dropped during .universe porting.)

takayuki5168 · 2022-02-07T02:58:30Z

common/osqp_interface/src/osqp_interface.cpp

+  std::tuple<std::vector<float64_t>, std::vector<float64_t>, int64_t, int64_t, int64_t> result =
+    std::make_tuple(sol_primal, sol_lagrange_multiplier, status_polish, status_solution, status_iteration);


(add iteration)

takayuki5168 · 2022-02-07T02:58:54Z

common/osqp_interface/test/test_osqp_interface.cpp

    };

  {
    // Define problem during optimization
    autoware::common::osqp::OSQPInterface osqp;
    Eigen::MatrixXd P(2, 2);
    P << 4, 1, 1, 2;
-    Eigen::MatrixXd A(2, 4);
+    Eigen::MatrixXd A(4, 2);


"A" matrix size was wrong.

takayuki5168 · 2022-02-07T02:59:25Z

common/osqp_interface/test/test_osqp_interface.cpp

      EXPECT_EQ(std::get<2>(result), 1);
      EXPECT_EQ(std::get<3>(result), 1);
      ASSERT_EQ(std::get<0>(result).size(), size_t(2));
      ASSERT_EQ(std::get<1>(result).size(), size_t(2));
      EXPECT_DOUBLE_EQ(std::get<0>(result)[0], 0.3);
      EXPECT_DOUBLE_EQ(std::get<0>(result)[1], 0.7);
      EXPECT_DOUBLE_EQ(std::get<1>(result)[0], -2.9);
-      EXPECT_NEAR(std::get<1>(result)[1], 0.2, 1e-6);
+      EXPECT_NEAR(std::get<1>(result)[1], 0.0, 1e-6);


Without this change, the test failed, which I'm not sure why now.

@rej55 Do you have any idea about this change (from 0.2 to 0.0)? For the code, I just changed from Eigen::MatrixXd A(2, 4); to Eigen::MatrixXd A(4, 2); as following diffs on this page.

@takayuki5168
Since the problem has changed, I think it is proper to change the solution.
However, I wonder why the previous code was working.... 🤔

In this problem, the size of Lagrange multiplier should be 4 because the row size of the constraint matrix A is 4.
However, in this test code, it expects the size of Lagrange multiplier as 2.
Could you tell me the size of the resultant Lagrange multiplier?

autoware.universe/common/osqp_interface/test/test_osqp_interface.cpp

Line 34 in f108d12

ASSERT_EQ(std::get<1>(result).size(), size_t(2));

@rej55
The size of lagrange multiplier does not change, and it is 2. Not 4 as you pointed 🤔

autoware.universe/common/osqp_interface/test/test_osqp_interface.cpp

Line 34 in f108d12

ASSERT_EQ(std::get<1>(result).size(), size_t(2));

Seems this problem occurs like below:

CSC matrix does not check the dimension consistency.

Then, the A(2, 4) matrix was considered as A(2, 2) and the half of the A matrix was ignored in the optimization.

But the optimal solution of the prime problem was accidentally unchanged. This is because the optimal solution does not on the ignored constraints.

The dual variable had a different dimension from the original solution, but this was not checked in the test.

So this will be solved by adding the full evaluation of the dual variables.

And this part may be wrong.
https://github.com/autowarefoundation/autoware.universe/blob/tier4/proposal/common/osqp_interface/src/osqp_interface.cpp/#L243

This must be m_param_m, not m_param_n.

I push some fix and changes here.
https://github.com/tier4/autoware.universe/tree/feature/osqp-add-functions

codecov · 2022-02-07T03:11:58Z

Codecov Report

Merging #346 (a694806) into tier4/proposal (312753a) will increase coverage by 9.59%.
The diff coverage is 14.08%.

@@                Coverage Diff                 @@
##           tier4/proposal     #346      +/-   ##
==================================================
+ Coverage            9.33%   18.92%   +9.59%     
==================================================
  Files                 701       68     -633     
  Lines               48726     8485   -40241     
  Branches             5807     1967    -3840     
==================================================
- Hits                 4549     1606    -2943     
+ Misses              40366     5196   -35170     
+ Partials             3811     1683    -2128

Impacted Files	Coverage Δ
...ity_smoother/src/motion_velocity_smoother_node.cpp	`0.00% <0.00%> (ø)`
common/osqp_interface/test/test_osqp_interface.cpp	`5.63% <2.70%> (-3.90%)`	⬇️
common/osqp_interface/src/osqp_interface.cpp	`35.03% <27.27%> (-2.18%)`	⬇️
...usion_spot/scene_occlusion_spot_in_public_road.hpp
...ocessor/include/pointcloud_preprocessor/filter.hpp
...mon/autoware_auto_common/test/test_angle_utils.cpp
...em_error_monitor/src/system_error_monitor_core.cpp
...rc/livox_tag_filter_node/livox_tag_filter_node.cpp
...ion/include/fault_injection/diagnostic_storage.hpp
...y_planner/src/scene_module/traffic_light/debug.cpp
... and 627 more

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Signed-off-by: Takayuki Murooka <takayuki5168@gmail.com>

takayuki5168 · 2022-02-07T05:00:24Z

@rej55 @tkimura4 @TakaHoribe This is ready for review. 🙏 (This is a part of obstacle_avoidance_planner improvement)

takayuki5168 · 2022-02-14T01:58:26Z

replaced with #378

* release v0.4.0 * Modify to use projection matrix with undistorted 2D result (autowarefoundation#722) Signed-off-by: Akihito Ohasto <aohsato@gmail.com> * remove ROS1 packages temporarily Signed-off-by: mitsudome-r <ryohsuke.mitsudome@tier4.jp> * Revert "remove ROS1 packages temporarily" This reverts commit 6e1593f7d630fc1e670df40fe1723890fc238f17. Signed-off-by: mitsudome-r <ryohsuke.mitsudome@tier4.jp> * add COLCON_IGNORE to ros1 packages Signed-off-by: mitsudome-r <ryohsuke.mitsudome@tier4.jp> * Rename launch files to launch.xml (autowarefoundation#28) * Rename h files to hpp (autowarefoundation#142) * Change includes * Rename files * Adjustments to make things compile * Other packages * Adjust copyright notice on 532 out of 699 source files (autowarefoundation#143) * Use quotes for includes where appropriate (autowarefoundation#144) * Use quotes for includes where appropriate * Fix lint tests * Make tests pass hopefully * ported roi_cluster_fusion from ROS1 to ROS2 (autowarefoundation#118) compiles succesfully. Getting some undefined reference error while launching the node. * Port euclidean cluster (autowarefoundation#120) * porting CmakeLists.txt and package.xml in progress * ported CMakeLists.txt and package.xml to ROS2 * Ported euclidean_cluster from ROS1 to ROS2 * deleted unnecesary files * fixed transient_local Co-authored-by: Takamasa Horibe <horibe.takamasa@gmail.com> * hotfix roi_cluster_fusion (autowarefoundation#239) * Fix perception launches (autowarefoundation#240) * fix roi_cluster_fusion launch Signed-off-by: Takamasa Horibe <takamasa.horib@gmail.com> * add comment on launch Signed-off-by: Takamasa Horibe <takamasa.horib@gmail.com> Co-authored-by: Takamasa Horibe <takamasa.horib@gmail.com> * Ros2 v0.8.0 roi cluster fusion (autowarefoundation#321) * restore v0.5.0 * Feature/fusion debug (autowarefoundation#1051) * add debuger * change param * add publisher * Compatible with opencv4 (autowarefoundation#1156) Signed-off-by: wep21 <border_goldenmarket@yahoo.co.jp> * refactor for 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<border_goldenmarket@yahoo.co.jp> * Add pre-commit (autowarefoundation#1560) * add pre-commit * add pre-commit-config * add additional settings for private repository * use default pre-commit-config * update pre-commit setting * Ignore whitespace for line breaks in markdown * Update .github/workflows/pre-commit.yml Co-authored-by: Kazuki Miyahara <kmiya@outlook.com> * exclude svg * remove pretty-format-json * add double-quote-string-fixer * consider COLCON_IGNORE file when seaching modified package * format file * pre-commit fixes * Update pre-commit.yml * Update .pre-commit-config.yaml Co-authored-by: Kazuki Miyahara <kmiya@outlook.com> Co-authored-by: pre-commit <pre-commit@example.com> Co-authored-by: Kenji Miyake <31987104+kenji-miyake@users.noreply.github.com> * Fix -Wunused-parameter (autowarefoundation#1836) * Fix -Wunused-parameter Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * Fix mistake Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * fix spell * Fix lint issues Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * Ignore flake8 warnings Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> Co-authored-by: Hiroki OTA <hiroki.ota@tier4.jp> * add sort-package-xml hook in pre-commit (autowarefoundation#1881) * add sort xml hook in pre-commit * change retval to exit_status * rename * add prettier plugin-xml * use early return * add license note * add tier4 license * restore prettier * change license order * move local hooks to public repo * move prettier-xml to pre-commit-hooks-ros * update version for bug-fix * apply pre-commit * [roi_cluster_fusion]: Fix poting mistake (autowarefoundation#1624) Signed-off-by: wep21 <border_goldenmarket@yahoo.co.jp> * fix typo & check debugger (autowarefoundation#1511) (autowarefoundation#1625) Co-authored-by: Yusuke Muramatsu <yukke42@users.noreply.github.com> * Use set_remap for if tag (autowarefoundation#1800) Signed-off-by: wep21 <border_goldenmarket@yahoo.co.jp> * Apply format (autowarefoundation#1999) Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> Fix cpplint Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * Detection by tracker (autowarefoundation#1910) * initial commit * backup * apply format * cosmetic change * implement divided under segmenterd clusters * cosmetic change * bug fix * bug fix * bug fix * modify launch * add debug and bug fix * bug fix * bug fix * add no found tracked object * modify parameters and cmake * bug fix * remove debug info * add readme * modify clustering launch * run pre-commit * cosmetic change * cosmetic change * cosmetic change * apply markdownlint * modify launch * modify for cpplint * modify qos * change int to size_T * bug fix * change perception qos * Update perception/object_recognition/detection/detection_by_tracker/package.xml Co-authored-by: Daisuke Nishimatsu <42202095+wep21@users.noreply.github.com> * cosmetic change * cosmetic change * fix launch * Update perception/object_recognition/detection/detection_by_tracker/src/utils.cpp Co-authored-by: Daisuke Nishimatsu <42202095+wep21@users.noreply.github.com> * modify header include order * change include order * Update perception/object_recognition/detection/detection_by_tracker/src/detection_by_tracker_core.cpp Co-authored-by: Daisuke Nishimatsu <42202095+wep21@users.noreply.github.com> * change to std::optional * cosmetic change * Update perception/object_recognition/detection/detection_by_tracker/src/detection_by_tracker_core.cpp Co-authored-by: Daisuke Nishimatsu <42202095+wep21@users.noreply.github.com> * Update perception/object_recognition/detection/detection_by_tracker/src/detection_by_tracker_core.cpp Co-authored-by: Daisuke Nishimatsu <42202095+wep21@users.noreply.github.com> * bug fix * modify readme Co-authored-by: Daisuke Nishimatsu <42202095+wep21@users.noreply.github.com> * sync rc rc/v0.23.0 (autowarefoundation#2219) * Fix qos in roi cluster fusion (autowarefoundation#2218) * fix confidence (autowarefoundation#2220) Co-authored-by: Daisuke Nishimatsu <42202095+wep21@users.noreply.github.com> Co-authored-by: Yukihiro Saito <yukky.saito@gmail.com> * Change formatter to clang-format and black (autowarefoundation#2332) * Revert "Temporarily comment out pre-commit hooks" This reverts commit 748e9cdb145ce12f8b520bcbd97f5ff899fc28a3. * Replace ament_lint_common with autoware_lint_common Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * Remove ament_cmake_uncrustify and ament_clang_format Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * Apply Black Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * Apply clang-format Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * Fix build errors Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * Fix for cpplint * Fix include double quotes to angle brackets Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * Apply clang-format Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * Fix build errors Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * Add COLCON_IGNORE (autowarefoundation#500) Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * port roi cluster fusion (autowarefoundation#536) * remove COLCON_IGNORE * use DetectedObjectsWithFeature * fix topic type * update overwrite condition * add README of roi_cluster_fusion (autowarefoundation#653) * add README of roi_cluster_fusion * fix typo Co-authored-by: Kazuki Miyahara <kmiya@outlook.com> * add image Co-authored-by: Kazuki Miyahara <kmiya@outlook.com> Co-authored-by: mitsudome-r <ryohsuke.mitsudome@tier4.jp> Co-authored-by: Akihito Ohsato <aohsato@gmail.com> Co-authored-by: Nikolai Morin <nnmmgit@gmail.com> Co-authored-by: nik-tier4 <71747268+nik-tier4@users.noreply.github.com> Co-authored-by: Takamasa Horibe <horibe.takamasa@gmail.com> Co-authored-by: Takamasa Horibe <takamasa.horib@gmail.com> Co-authored-by: taikitanaka3 <65527974+taikitanaka3@users.noreply.github.com> Co-authored-by: Yukihiro Saito <yukky.saito@gmail.com> Co-authored-by: Daisuke Nishimatsu 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Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp>

* feat(docker image): add no-CUDA images Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp> * fix ref Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp>

…ndation#346) Signed-off-by: Muhammad Zulfaqar <zulfaqar.azmi@tier4.jp>

takayuki5168 added 2 commits February 7, 2022 11:53

add osqp initialization with csc matrix

87f5052

Signed-off-by: Takayuki Murooka <takayuki5168@gmail.com>

fix test

f108d12

Signed-off-by: Takayuki Murooka <takayuki5168@gmail.com>

takayuki5168 force-pushed the feature/osqp-add-functions branch from 6b22389 to f108d12 Compare February 7, 2022 02:54

takayuki5168 commented Feb 7, 2022

View reviewed changes

takayuki5168 added 2 commits February 7, 2022 12:17

remove unnecessary includes

8f85fc1

Signed-off-by: Takayuki Murooka <takayuki5168@gmail.com>

add test for new functions

a694806

Signed-off-by: Takayuki Murooka <takayuki5168@gmail.com>

takayuki5168 requested review from rej55 and TakaHoribe February 7, 2022 03:19

takayuki5168 marked this pull request as ready for review February 7, 2022 03:25

takayuki5168 requested a review from tkimura4 February 7, 2022 10:33

takayuki5168 changed the title ~~feat: osqp add functions~~ feat(osqp_interface): add functions to give csc matrix directly to osqp_interface Feb 8, 2022

takayuki5168 mentioned this pull request Feb 9, 2022

feat(obstacle avoidance planner): fix out curve, make calculation cost low, make optimization stable, refactor, etc. #233

Merged

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TakaHoribe changed the title ~~feat(osqp_interface): add functions to give csc matrix directly to osqp_interface~~ feat(osqp_interface): add interface to give csc matrix directly to enable warm start. Feb 12, 2022

TakaHoribe changed the title ~~feat(osqp_interface): add interface to give csc matrix directly to enable warm start.~~ feat(osqp_interface): add interface to give csc matrix directly to enable warm start for computation time improvement. Feb 12, 2022

takayuki5168 mentioned this pull request Feb 14, 2022

feat(osqp_interface): add interface to give csc matrix directly to enable warm start for computation time improvement. #378

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7 tasks

takayuki5168 closed this Feb 14, 2022

takayuki5168 deleted the feature/osqp-add-functions branch February 14, 2022 01:58

TomohitoAndo pushed a commit to TomohitoAndo/autoware.universe that referenced this pull request Oct 5, 2022

Change CI docker images to setup-ros-docker (autowarefoundation#346)

a96b013

Signed-off-by: Kenji Miyake <kenji.miyake@tier4.jp>

keiota pushed a commit to keiota/autoware.universe that referenced this pull request Aug 17, 2023

fix(planning_launch): add backward_path_length_parameter (autowarefou…

e8af33c

…ndation#346) Signed-off-by: Muhammad Zulfaqar <zulfaqar.azmi@tier4.jp>

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feat(osqp_interface): add interface to give csc matrix directly to enable warm start for computation time improvement. #346

feat(osqp_interface): add interface to give csc matrix directly to enable warm start for computation time improvement. #346

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		std::tuple<std::vector<float64_t>, std::vector<float64_t>, int64_t, int64_t, int64_t> result =
		std::make_tuple(sol_primal, sol_lagrange_multiplier, status_polish, status_solution, status_iteration);

feat(osqp_interface): add interface to give csc matrix directly to enable warm start for computation time improvement. #346

feat(osqp_interface): add interface to give csc matrix directly to enable warm start for computation time improvement. #346

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