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Merged
franckgaga merged 1 commit into from
Jun 21, 2026
Merged

bench: removed all LinMPC and MHE with Ipopt #383

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20 changes: 0 additions & 20 deletions benchmark/2_bench_state_estim.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -272,18 +272,6 @@ mhe_cstr_daqp_pred = MovingHorizonEstimator(model; He, nint_u, σQint_u, optim,
mhe_cstr_daqp_pred = setconstraint!(mhe_cstr_daqp_pred; v̂min, v̂max)
JuMP.set_attribute(mhe_cstr_daqp_pred.optim, "eps_prox", 1e-6) # needed to support hessians H≥0

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
direct = true
mhe_cstr_ipopt_curr = MovingHorizonEstimator(model; He, nint_u, σQint_u, optim, direct)
mhe_cstr_ipopt_curr = setconstraint!(mhe_cstr_ipopt_curr; v̂min, v̂max)
JuMP.unset_time_limit_sec(mhe_cstr_ipopt_curr.optim)

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
direct = false
mhe_cstr_ipopt_pred = MovingHorizonEstimator(model; He, nint_u, σQint_u, optim, direct)
mhe_cstr_ipopt_pred = setconstraint!(mhe_cstr_ipopt_pred; v̂min, v̂max)
JuMP.unset_time_limit_sec(mhe_cstr_ipopt_pred.optim)

samples, evals = 10000, 1
CASE_ESTIM["CSTR"]["MovingHorizonEstimator"]["OSQP"]["Current form"] =
@benchmarkable(test_mhe($mhe_cstr_osqp_curr, $plant);
Expand All @@ -301,14 +289,6 @@ CASE_ESTIM["CSTR"]["MovingHorizonEstimator"]["DAQP"]["Prediction form"] =
@benchmarkable(test_mhe($mhe_cstr_daqp_pred, $plant);
samples=samples, evals=evals
)
CASE_ESTIM["CSTR"]["MovingHorizonEstimator"]["Ipopt"]["Current form"] =
@benchmarkable(test_mhe($mhe_cstr_ipopt_curr, $plant);
samples=samples, evals=evals
)
CASE_ESTIM["CSTR"]["MovingHorizonEstimator"]["Ipopt"]["Prediction form"] =
@benchmarkable(test_mhe($mhe_cstr_ipopt_pred, $plant);
samples=samples, evals=evals
)

## ---------------------- Case study: pendulum -------------------------------------------
model, p = pendulum_model, pendulum_p
Expand Down
58 changes: 0 additions & 58 deletions benchmark/3_bench_predictive_control.jl
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Expand Up @@ -202,16 +202,6 @@ mpc_daqp_ss = setconstraint!(LinMPC(model; optim, transcription), ymin=[45, -Inf
# mpc_daqp_ms = setconstraint!(LinMPC(model; optim, transcription), ymin=[45, -Inf])
# JuMP.set_attribute(mpc_daqp_ms.optim, "eps_prox", 1e-6)

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
transcription = SingleShooting()
mpc_ipopt_ss = setconstraint!(LinMPC(model; optim, transcription), ymin=[45, -Inf])
JuMP.unset_time_limit_sec(mpc_ipopt_ss.optim)

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
transcription = MultipleShooting()
mpc_ipopt_ms = setconstraint!(LinMPC(model; optim, transcription), ymin=[45, -Inf])
JuMP.unset_time_limit_sec(mpc_ipopt_ms.optim)

samples, evals = 10000, 1
CASE_MPC["CSTR"]["LinMPC"]["Without feedforward"]["OSQP"]["SingleShooting"] =
@benchmarkable(test_mpc($mpc_osqp_ss, $plant);
Expand All @@ -225,14 +215,6 @@ CASE_MPC["CSTR"]["LinMPC"]["Without feedforward"]["DAQP"]["SingleShooting"] =
@benchmarkable(test_mpc($mpc_daqp_ss, $plant);
samples=samples, evals=evals
)
CASE_MPC["CSTR"]["LinMPC"]["Without feedforward"]["Ipopt"]["SingleShooting"] =
@benchmarkable(test_mpc($mpc_ipopt_ss, $plant);
samples=samples, evals=evals
)
CASE_MPC["CSTR"]["LinMPC"]["Without feedforward"]["Ipopt"]["MultipleShooting"] =
@benchmarkable(test_mpc($mpc_ipopt_ms, $plant);
samples=samples, evals=evals
)

## ----------------- Case study: CSTR with feedforward -------------------------
model_d = CSTR_model_d
Expand Down Expand Up @@ -271,16 +253,6 @@ mpc_d_daqp_ss = setconstraint!(LinMPC(model_d; optim, transcription), ymin=[45,
# Skip DAQP with MultipleShooting, it is not designed for sparse Hessians. Kind of works
# with "eps_prox" configured to 1e-6, but not worth it.

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
transcription = SingleShooting()
mpc_d_ipopt_ss = setconstraint!(LinMPC(model_d; optim, transcription), ymin=[45, -Inf])
JuMP.unset_time_limit_sec(mpc_d_ipopt_ss.optim)

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
transcription = MultipleShooting()
mpc_d_ipopt_ms = setconstraint!(LinMPC(model_d; optim, transcription), ymin=[45, -Inf])
JuMP.unset_time_limit_sec(mpc_d_ipopt_ms.optim)

samples, evals = 10000, 1
CASE_MPC["CSTR"]["LinMPC"]["With feedforward"]["OSQP"]["SingleShooting"] =
@benchmarkable(test_mpc_d($mpc_d_osqp_ss, $plant);
Expand All @@ -294,14 +266,6 @@ CASE_MPC["CSTR"]["LinMPC"]["With feedforward"]["DAQP"]["SingleShooting"] =
@benchmarkable(test_mpc_d($mpc_d_daqp_ss, $plant);
samples=samples, evals=evals
)
CASE_MPC["CSTR"]["LinMPC"]["With feedforward"]["Ipopt"]["SingleShooting"] =
@benchmarkable(test_mpc_d($mpc_d_ipopt_ss, $plant);
samples=samples, evals=evals
)
CASE_MPC["CSTR"]["LinMPC"]["With feedforward"]["Ipopt"]["MultipleShooting"] =
@benchmarkable(test_mpc_d($mpc_d_ipopt_ms, $plant);
samples=samples, evals=evals
)

# ----------------- Case study: Pendulum noneconomic -----------------------------
model, p = pendulum_model, pendulum_p
Expand Down Expand Up @@ -727,18 +691,6 @@ mpc3_daqp_ss = setconstraint!(mpc3_daqp_ss; umin, umax)
# skip DAQP with MultipleShooting, it is not designed for sparse Hessians
# did not found any settings that works well here (always reach the iteration limit).

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
transcription = SingleShooting()
mpc3_ipopt_ss = LinMPC(kf; Hp, Hc, Mwt, Nwt, Cwt, optim, transcription)
mpc3_ipopt_ss = setconstraint!(mpc3_ipopt_ss; umin, umax)
JuMP.unset_time_limit_sec(mpc3_ipopt_ss.optim)

optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
transcription = MultipleShooting()
mpc3_ipopt_ms = LinMPC(kf; Hp, Hc, Mwt, Nwt, Cwt, optim, transcription)
mpc3_ipopt_ms = setconstraint!(mpc3_ipopt_ms; umin, umax)
JuMP.unset_time_limit_sec(mpc3_ipopt_ms.optim)

samples, evals = 10000, 1
CASE_MPC["Pendulum"]["LinMPC"]["Successive linearization"]["OSQP"]["SingleShooting"] =
@benchmarkable(
Expand All @@ -755,13 +707,3 @@ CASE_MPC["Pendulum"]["LinMPC"]["Successive linearization"]["DAQP"]["SingleShooti
sim2!($mpc3_daqp_ss, $model, $N, $ry, $plant, $x_0, $x̂_0, $y_step),
samples=samples, evals=evals
)
CASE_MPC["Pendulum"]["LinMPC"]["Successive linearization"]["Ipopt"]["SingleShooting"] =
@benchmarkable(
sim2!($mpc3_ipopt_ss, $model, $N, $ry, $plant, $x_0, $x̂_0, $y_step),
samples=samples, evals=evals
)
CASE_MPC["Pendulum"]["LinMPC"]["Successive linearization"]["Ipopt"]["MultipleShooting"] =
@benchmarkable(
sim2!($mpc3_ipopt_ms, $model, $N, $ ry, $plant, $x_0, $x̂_0, $y_step),
samples=samples, evals=evals
)
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