Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

Shrink trust region if convex solver fails #256

Merged
merged 1 commit into from
Apr 20, 2021
Merged

Shrink trust region if convex solver fails #256

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
2 changes: 2 additions & 0 deletions trajopt_sco/include/trajopt_sco/optimizers.hpp
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -100,6 +100,8 @@ struct BasicTrustRegionSQPParameters
// constraint violation is less than this, we're done
/** @brief Max number of times that the constraints' cost will be increased */
double max_merit_coeff_increases;
/** @brief Max number of times the QP solver can fail before optimization is aborted*/
int max_qp_solver_failures;

double merit_coeff_increase_ratio; // ratio that we increate coeff each time
/** @brief Max time in seconds that the optimizer will run*/
Expand Down
10 changes: 10 additions & 0 deletions trajopt_sco/src/optimizers.cpp
View file
Open in desktop
Original file line number Diff line number Diff line change
Expand Up @@ -174,6 +174,7 @@ BasicTrustRegionSQPParameters::BasicTrustRegionSQPParameters()
trust_expand_ratio = 1.5;
cnt_tolerance = 1e-4;
max_merit_coeff_increases = 5;
max_qp_solver_failures = 3;
merit_coeff_increase_ratio = 10;
max_time = static_cast<double>(INFINITY);
initial_merit_error_coeff = 10;
Expand Down Expand Up @@ -588,6 +589,7 @@ OptStatus BasicTrustRegionSQP::optimize()
using Clock = std::chrono::high_resolution_clock;
auto start_time = Clock::now();

int qp_solver_failures = 0;
for (int merit_increases = 0; merit_increases < param_.max_merit_coeff_increases; ++merit_increases)
{ /* merit adjustment loop */
for (int iter = 1;; ++iter)
Expand Down Expand Up @@ -666,6 +668,14 @@ OptStatus BasicTrustRegionSQP::optimize()
"/tmp/fail.ilp");
model_->writeToFile("/tmp/fail.lp");
model_->writeToFile("/tmp/fail.ilp");
if (qp_solver_failures < param_.max_qp_solver_failures)
{
adjustTrustRegion(param_.trust_shrink_ratio);
LOG_INFO("shrunk trust region. new box size: %.4f", param_.trust_box_size);
qp_solver_failures++;
break;
}
LOG_ERROR("The convex solver failed you one too many times.");
retval = OPT_FAILED;
goto cleanup;
}
Expand Down