254 lines
8.1 KiB
C++
254 lines
8.1 KiB
C++
#include <gtsam_unstable/linear/RawQP.h>
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#include <iostream>
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using boost::fusion::at_c;
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namespace gtsam {
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void RawQP::setName(
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boost::fusion::vector<std::vector<char>, std::vector<char>,
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std::vector<char>> const &name) {
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name_ = std::string(at_c < 1 > (name).begin(), at_c < 1 > (name).end());
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if (debug) {
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std::cout << "Parsing file: " << name_ << std::endl;
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}
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}
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void RawQP::addColumn(
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boost::fusion::vector<std::vector<char>, std::vector<char>,
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std::vector<char>, std::vector<char>, std::vector<char>, double,
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std::vector<char>> const &vars) {
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std::string var_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
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std::string row_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
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Matrix11 coefficient = at_c < 5 > (vars) * ones(1, 1);
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if (!varname_to_key.count(var_))
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varname_to_key[var_] = Symbol('X', varNumber++);
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if (row_ == obj_name) {
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g[varname_to_key[var_]] = coefficient;
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return;
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}
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(*row_to_constraint_v[row_])[row_][varname_to_key[var_]] = coefficient;
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if (debug) {
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std::cout << "Added Column for Var: " << var_ << " Row: " << row_
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<< " Coefficient: " << coefficient << std::endl;
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}
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}
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void RawQP::addColumnDouble(
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boost::fusion::vector<std::vector<char>, std::vector<char>,
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std::vector<char>, std::vector<char>, double, std::vector<char>,
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std::vector<char>, std::vector<char>, double> const &vars) {
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std::string var_(at_c < 0 > (vars).begin(), at_c < 0 > (vars).end());
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std::string row1_(at_c < 2 > (vars).begin(), at_c < 2 > (vars).end());
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std::string row2_(at_c < 6 > (vars).begin(), at_c < 6 > (vars).end());
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Matrix11 coefficient1 = at_c < 4 > (vars) * ones(1, 1);
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Matrix11 coefficient2 = at_c < 8 > (vars) * ones(1, 1);
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if (!varname_to_key.count(var_))
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varname_to_key.insert( { var_, Symbol('X', varNumber++) });
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if (row1_ == obj_name)
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g[varname_to_key[var_]] = coefficient1;
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else
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(*row_to_constraint_v[row1_])[row1_][varname_to_key[var_]] = coefficient1;
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if (row2_ == obj_name)
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g[varname_to_key[var_]] = coefficient2;
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else
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(*row_to_constraint_v[row2_])[row2_][varname_to_key[var_]] = coefficient2;
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}
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void RawQP::addRHS(
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boost::fusion::vector<std::vector<char>, std::vector<char>,
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std::vector<char>, std::vector<char>, std::vector<char>, double,
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std::vector<char>> const &vars) {
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std::string var_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
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std::string row_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
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double coefficient = at_c < 5 > (vars);
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if (row_ == obj_name)
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f = -coefficient;
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else
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b[row_] = coefficient;
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if (debug) {
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std::cout << "Added RHS for Var: " << var_ << " Row: " << row_
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<< " Coefficient: " << coefficient << std::endl;
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}
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}
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void RawQP::addRHSDouble(
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boost::fusion::vector<std::vector<char>, std::vector<char>,
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std::vector<char>, std::vector<char>, std::vector<char>, double,
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std::vector<char>, std::vector<char>, std::vector<char>, double> const &vars) {
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std::string var_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
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std::string row1_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
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std::string row2_(at_c < 7 > (vars).begin(), at_c < 7 > (vars).end());
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double coefficient1 = at_c < 5 > (vars);
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double coefficient2 = at_c < 9 > (vars);
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if (row1_ == obj_name)
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f = -coefficient1;
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else
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b[row1_] = coefficient1;
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if (row2_ == obj_name)
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f = -coefficient2;
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else
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b[row2_] = coefficient2;
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if (debug) {
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std::cout << "Added RHS for Var: " << var_ << " Row: " << row1_
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<< " Coefficient: " << coefficient1 << std::endl;
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std::cout << " " << "Row: " << row2_
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<< " Coefficient: " << coefficient2 << std::endl;
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}
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}
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void RawQP::addRow(
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boost::fusion::vector<std::vector<char>, char, std::vector<char>,
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std::vector<char>, std::vector<char>> const &vars) {
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std::string name_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
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char type = at_c < 1 > (vars);
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switch (type) {
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case 'N':
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obj_name = name_;
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break;
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case 'L':
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row_to_constraint_v[name_] = &IL;
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break;
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case 'G':
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row_to_constraint_v[name_] = &IG;
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break;
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case 'E':
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row_to_constraint_v[name_] = &E;
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break;
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default:
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std::cout << "invalid type: " << type << std::endl;
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break;
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}
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if (debug) {
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std::cout << "Added Row Type: " << type << " Name: " << name_ << std::endl;
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}
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}
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void RawQP::addBound(
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boost::fusion::vector<std::vector<char>, std::vector<char>,
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std::vector<char>, std::vector<char>, std::vector<char>,
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std::vector<char>, std::vector<char>, double> const &vars) {
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std::string type_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
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std::string var_(at_c < 5 > (vars).begin(), at_c < 5 > (vars).end());
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double number = at_c < 7 > (vars);
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if (type_.compare(std::string("UP")) == 0)
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up[varname_to_key[var_]] = number;
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else if (type_.compare(std::string("LO")) == 0)
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lo[varname_to_key[var_]] = number;
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else
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std::cout << "Invalid Bound Type: " << type_ << std::endl;
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if (debug) {
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std::cout << "Added Bound Type: " << type_ << " Var: " << var_
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<< " Amount: " << number << std::endl;
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}
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}
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void RawQP::addBoundFr(
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boost::fusion::vector<std::vector<char>, std::vector<char>,
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std::vector<char>, std::vector<char>, std::vector<char>,
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std::vector<char>, std::vector<char>> const &vars) {
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std::string type_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
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std::string var_(at_c < 5 > (vars).begin(), at_c < 5 > (vars).end());
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Free.push_back(varname_to_key[var_]);
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if (debug) {
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std::cout << "Added Free Bound Type: " << type_ << " Var: " << var_
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<< " Amount: " << std::endl;
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}
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}
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void RawQP::addQuadTerm(
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boost::fusion::vector<std::vector<char>, std::vector<char>,
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std::vector<char>, std::vector<char>, std::vector<char>, double,
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std::vector<char>> const &vars) {
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std::string var1_(at_c < 1 > (vars).begin(), at_c < 1 > (vars).end());
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std::string var2_(at_c < 3 > (vars).begin(), at_c < 3 > (vars).end());
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Matrix11 coefficient = at_c < 5 > (vars) * ones(1, 1);
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H[varname_to_key[var1_]][varname_to_key[var2_]] = coefficient;
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H[varname_to_key[var2_]][varname_to_key[var1_]] = coefficient;
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if (debug) {
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std::cout << "Added QuadTerm for Var: " << var1_ << " Row: " << var2_
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<< " Coefficient: " << coefficient << std::endl;
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}
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}
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QP RawQP::makeQP() {
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std::vector < Key > keys;
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std::vector < Matrix > Gs;
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std::vector < Vector > gs;
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for (auto kv : varname_to_key) {
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keys.push_back(kv.second);
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}
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std::sort(keys.begin(), keys.end());
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for (unsigned int i = 0; i < keys.size(); ++i) {
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for (unsigned int j = i; j < keys.size(); ++j) {
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Gs.push_back(H[keys[i]][keys[j]]);
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}
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}
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for (Key key1 : keys) {
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gs.push_back(g[key1]);
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}
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int dual_key_num = keys.size() + 1;
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QP madeQP;
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auto obj = HessianFactor(keys, Gs, gs, f);
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madeQP.cost.push_back(obj);
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for (auto kv : E) {
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std::vector < std::pair<Key, Matrix11> > KeyMatPair;
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for (auto km : kv.second) {
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KeyMatPair.push_back(km);
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}
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madeQP.equalities.push_back(
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LinearEquality(KeyMatPair, b[kv.first] * ones(1, 1), dual_key_num++));
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}
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for (auto kv : IG) {
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std::vector < std::pair<Key, Matrix11> > KeyMatPair;
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for (auto km : kv.second) {
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km.second = -km.second;
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KeyMatPair.push_back(km);
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}
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madeQP.inequalities.push_back(
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LinearInequality(KeyMatPair, -b[kv.first], dual_key_num++));
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}
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for (auto kv : IL) {
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std::vector < std::pair<Key, Matrix11> > KeyMatPair;
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for (auto km : kv.second) {
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KeyMatPair.push_back(km);
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}
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madeQP.inequalities.push_back(
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LinearInequality(KeyMatPair, b[kv.first], dual_key_num++));
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}
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for (Key k : keys) {
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if (std::find(Free.begin(), Free.end(), k) != Free.end())
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continue;
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if (up.count(k) == 1)
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madeQP.inequalities.push_back(
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LinearInequality(k, ones(1, 1), up[k], dual_key_num++));
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if (lo.count(k) == 1)
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madeQP.inequalities.push_back(
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LinearInequality(k, -ones(1, 1), lo[k], dual_key_num++));
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else
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madeQP.inequalities.push_back(
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LinearInequality(k, -ones(1, 1), 0, dual_key_num++));
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}
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return madeQP;
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}
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}
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