debug: only update objective linear coef q̃ before solving LinMPC

Author: franckgaga

docs/src/public/predictive_control.md

@@ -25,7 +25,7 @@ over the prediction horizon ``H_p`` are defined as:
     \end{bmatrix} \: , \quad
     \mathbf{Ŷ} = \begin{bmatrix}
         \mathbf{ŷ}(k+1)   \\ \mathbf{ŷ}(k+2)   \\ \vdots  \\ \mathbf{ŷ}(k+H_p)
-    \end{bmatrix} \: \text{and} \quad
+    \end{bmatrix} \quad \text{and} \quad
     \mathbf{R̂_y} = \begin{bmatrix}
         \mathbf{r̂_y}(k+1) \\ \mathbf{r̂_y}(k+2) \\ \vdots  \\ \mathbf{r̂_y}(k+H_p)
     \end{bmatrix}
@@ -36,7 +36,7 @@ The vectors for the manipulated input ``\mathbf{u}`` are shifted by one time ste
 ```math
     \mathbf{U} = \begin{bmatrix}
         \mathbf{u}(k+0) \\ \mathbf{u}(k+1) \\ \vdots  \\ \mathbf{u}(k+H_p-1)
-    \end{bmatrix} \: \text{and} \quad
+    \end{bmatrix} \quad \text{and} \quad
     \mathbf{R̂_u} = \begin{bmatrix}
         \mathbf{r_u}    \\ \mathbf{r_u}    \\ \vdots  \\ \mathbf{r_u}
     \end{bmatrix}

example/juMPC.jl

@@ -10,7 +10,7 @@ using Preferences
 set_preferences!(ModelPredictiveControl, "precompile_workload" => false; force=true)
 
 
-#using JuMP, DAQP
+using JuMP, DAQP
 #using JuMP, HiGHS
 using JuMP, Ipopt
 using LinearAlgebra

src/controller/linmpc.jl

@@ -217,8 +217,8 @@ function init_optimization!(mpc::LinMPC)
     return nothing
 end
 
-"Set quadratic programming `q̃` vector just before optimization."
-function set_objective!(mpc::LinMPC, ΔŨ)
-    set_objective_function(mpc.optim, obj_quadprog(ΔŨ, mpc.P̃, mpc.q̃))
+"For [`LinMPC`](@ref), set the QP linear coefficient `q̃` just before optimization."
+function set_objective_linear_coef!(mpc::LinMPC, ΔŨvar)
+    set_objective_coefficient.(mpc.optim, ΔŨvar, mpc.q̃)
     return nothing
 end

src/predictive_control.jl

@@ -525,18 +525,18 @@ function optim_objective!(mpc::PredictiveController)
     # if soft constraints, append the last slack value ϵ_{k-1}:
     !isinf(mpc.C) && (ΔŨ0 = [ΔŨ0; lastΔŨ[end]])
     set_start_value.(ΔŨvar, ΔŨ0)
-    set_objective!(mpc, ΔŨvar)
-    #try
+    set_objective_linear_coef!(mpc, ΔŨvar)
+    try
         optimize!(optim)
-    #catch err
-    #    if isa(err, MOI.UnsupportedAttribute{MOI.VariablePrimalStart})
-    #        # reset_optimizer to unset warm-start, set_start_value.(nothing) seems buggy
-    #        MOIU.reset_optimizer(optim) 
-    #        optimize!(optim)
-    #    else
-    #        rethrow(err)
-    #    end
-    #end
+    catch err
+        if isa(err, MOI.UnsupportedAttribute{MOI.VariablePrimalStart})
+            # reset_optimizer to unset warm-start, set_start_value.(nothing) seems buggy
+            MOIU.reset_optimizer(optim)
+            optimize!(optim)
+        else
+            rethrow(err)
+        end
+    end
     status = termination_status(optim)
     if !(status == OPTIMAL || status == LOCALLY_SOLVED)
         @warn "MPC termination status not OPTIMAL or LOCALLY_SOLVED ($status)"
@@ -546,8 +546,8 @@ function optim_objective!(mpc::PredictiveController)
     return mpc.ΔŨ
 end
 
-"By default, no change to the objective function."
-set_objective!(::PredictiveController, _ ) = nothing
+"By default, no need to modify the objective function."
+set_objective_linear_coef!(::PredictiveController, _ ) = nothing
 
 @doc raw"""
     init_ΔUtoU(nu, Hp, Hc, C, c_Umin, c_Umax)