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27 changes: 7 additions & 20 deletions src/controller/execute.jl
Original file line number Diff line number Diff line change
Expand Up @@ -155,7 +155,7 @@ function getinfo(mpc::PredictiveController{NT}) where NT<:Real
U .= U0 .+ mpc.Uop
Ŷ .= Ŷ0 .+ mpc.Yop
D̂ .= mpc.D̂0 + mpc.Dop
J = obj_nonlinprog!(Ŷ0, U0, mpc, model, Ue, Ŷe, ΔŨ)
J = obj_nonlinprog!(Ŷ0, U0, mpc, Ue, Ŷe, ΔŨ)
Ŷs = similar(mpc.Yop)
predictstoch!(Ŷs, mpc, mpc.estim)
info[:ΔU] = Z̃[1:mpc.Hc*model.nu]
Expand Down Expand Up @@ -387,33 +387,20 @@ end
iszero_nc(mpc::PredictiveController) = (mpc.con.nc == 0)

"""
obj_nonlinprog!( _ , _ , mpc::PredictiveController, model::LinModel, Ue, Ŷe, _ , Z̃)

Nonlinear programming objective function when `model` is a [`LinModel`](@ref).

The method is called by the nonlinear optimizer of [`NonLinMPC`](@ref) controllers. It can
also be called on any [`PredictiveController`](@ref)s to evaluate the objective function `J`
at specific `Ue`, `Ŷe` and `Z̃`, values. It does not mutate any argument.
"""
function obj_nonlinprog!(
_, _, mpc::PredictiveController, model::LinModel, Ue, Ŷe, _ , Z̃::AbstractVector{NT}
) where NT <: Real
JQP = obj_quadprog(Z̃, mpc.H̃, mpc.q̃) + mpc.r[]
E_JE = obj_econ(mpc, model, Ue, Ŷe)
return JQP + E_JE
end

"""
obj_nonlinprog!(Ȳ, Ū, mpc::PredictiveController, model::SimModel, Ue, Ŷe, ΔŨ)
obj_nonlinprog!(Ȳ, Ū, mpc::PredictiveController, Ue, Ŷe, ΔŨ)

Nonlinear programming objective method when `model` is not a [`LinModel`](@ref). The
function `dot(x, A, x)` is a performant way of calculating `x'*A*x`. This method mutates
`Ȳ` and `Ū` arguments, without assuming any initial values (it recuperates the values in
`Ŷe` and `Ue` arguments).

Note that a specialized version on [`LinModel`](@ref) that uses the Hessian matrix `mpc.H̃`
is actually slower in the [`MultipleShooting`](@ref) case, so only one method is defined.
"""
function obj_nonlinprog!(
Ȳ, Ū, mpc::PredictiveController, model::SimModel, Ue, Ŷe, ΔŨ::AbstractVector{NT}
Ȳ, Ū, mpc::PredictiveController, Ue, Ŷe, ΔŨ::AbstractVector{NT}
) where NT<:Real
model = mpc.estim.model
nu, ny = model.nu, model.ny
# --- output setpoint tracking term ---
if mpc.weights.iszero_M_Hp[]
Expand Down
4 changes: 2 additions & 2 deletions src/controller/nonlinmpc.jl
Original file line number Diff line number Diff line change
Expand Up @@ -584,7 +584,7 @@ function addinfo!(info, mpc::NonLinMPC{NT}) where NT<:Real
)
function J!(Z̃, ΔŨ, x̂0end, Ue, Ŷe, U0, Ŷ0, Û0, K, X̂0, gc, g, geq)
update_predictions!(ΔŨ, x̂0end, Ue, Ŷe, U0, Ŷ0, Û0, K, X̂0, gc, g, geq, mpc, Z̃)
return obj_nonlinprog!(Ŷ0, U0, mpc, model, Ue, Ŷe, ΔŨ)
return obj_nonlinprog!(Ŷ0, U0, mpc, Ue, Ŷe, ΔŨ)
end
if !isnothing(mpc.hessian)
_, ∇J, ∇²J = value_gradient_and_hessian(J!, mpc.hessian, mpc.Z̃, J_cache...)
Expand Down Expand Up @@ -780,7 +780,7 @@ function get_nonlinobj_op(mpc::NonLinMPC, optim::JuMP.GenericModel{JNT}) where J
geq::Vector{JNT} = zeros(JNT, neq)
function J!(Z̃, ΔŨ, x̂0end, Ue, Ŷe, U0, Ŷ0, Û0, K, X̂0, gc, g, geq)
update_predictions!(ΔŨ, x̂0end, Ue, Ŷe, U0, Ŷ0, Û0, K, X̂0, gc, g, geq, mpc, Z̃)
return obj_nonlinprog!(Ŷ0, U0, mpc, model, Ue, Ŷe, ΔŨ)
return obj_nonlinprog!(Ŷ0, U0, mpc, Ue, Ŷe, ΔŨ)
end
Z̃_J = fill(myNaN, nZ̃) # NaN to force update at first call
J_cache = (
Expand Down