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ADMM-based solvers only accept non-diagonal Q and R #22

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pablokrupa opened this issue Sep 3, 2021 · 2 comments
Open

ADMM-based solvers only accept non-diagonal Q and R #22

pablokrupa opened this issue Sep 3, 2021 · 2 comments
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@pablokrupa
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The functions that compute the ingredients (for instance, compute_ellipMPC_ADMM_ingredients.m) currently assume that Q and R are diagonal, which is not necessary. It should be changed so that they can be non-diagonal.

This change will also require changing the part of the C code of each solver where vector q is updated (see for instance code_ellipMPC_ADMM_C.c).
@pablokrupa pablokrupa added the fix Things that need to be fixed label Sep 3, 2021
@pablokrupa
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Right now they need to be diagonal in the laxMPC, equMPC and ellipMPC solvers due to the way in which z_k is computed (I assume that the inverse of the Hessian is diagonal to speed up computations).

I have started working on making a version for non-diagonal matrices in the branch dev/non_diag, but I will not continue pursuing this line for now.

@pablokrupa
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Support for non-diagonal Q and R matrices was added to the MPCT/EADMM solver in f030de1. A similar approach could probably be used in the other ADMM-based solvers.

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