mju_boxQP only reads from the lower triangle of the input Hessian.
- Before this change, an asymmetric Hessian would lead to solver failure. After this change the Hessian is symmetric by definition (upper triangle is ignored). - API documentation was updated to reflect this contract. PiperOrigin-RevId: 477135411 Change-Id: I60d011d36853afebac26c359771c217baf101360
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@@ -779,6 +779,7 @@ int mju_QCQP(mjtNum* res, const mjtNum* Ain, const mjtNum* bin,
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// the initial value of res is used to warmstart the solver
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// R must have allocatd size n*(n+7), but only nfree*nfree values are used in output
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// index (if given) must have allocated size n, but only nfree values are used in output
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// only lower triangles of H and R and read from and written to, respectively
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int mju_boxQP(mjtNum* res, mjtNum* R, int* index, // outputs
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const mjtNum* H, const mjtNum* g, int n, // QP definition
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const mjtNum* lower, const mjtNum* upper) // bounds
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@@ -834,6 +835,17 @@ enum mjtStatusBoxQP {
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};
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// multiply symmetric matrix with vector on both sides: return vec'*mat*vec
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// assumes symmetry of mat, ignores upper triangle
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static mjtNum mulVecMatVecSym(const mjtNum* vec, const mjtNum* mat, int n) {
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mjtNum res = 0;
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for (int i=0; i<n; i++) {
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res += vec[i] * mat[n*i+i] * vec[i]; // diagonal
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res += 2 * vec[i] * mju_dot(mat+n*i, vec, i); // off-diagonal
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}
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return res;
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}
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// minimize 0.5*x'*H*x + x'*g s.t. lower <= x <=upper, explicit options
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// additional arguments to mju_boxQP (see mju_boxQP documentation):
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@@ -934,7 +946,7 @@ int mju_boxQPoption(mjtNum* res, mjtNum* R, int* index, // outputs
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}
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// compute objective: value = 0.5*res'*H*res + res'*g
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value = 0.5 * mju_mulVecMatVec(res, H, res, n) + mju_dot(res, g, n);
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value = 0.5 * mulVecMatVecSym(res, H, n) + mju_dot(res, g, n);
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// save last value
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oldvalue = value;
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@@ -994,7 +1006,7 @@ int mju_boxQPoption(mjtNum* res, mjtNum* R, int* index, // outputs
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// R = compress_free(H)
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if (factorize) {
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for (int i=0; i<nfree; i++) {
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for (int j=0; j<nfree; j++) {
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for (int j=0; j<i+1; j++) {
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R[i*nfree+j] = H[index[i]*n+index[j]];
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}
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}
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@@ -1055,7 +1067,7 @@ int mju_boxQPoption(mjtNum* res, mjtNum* R, int* index, // outputs
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}
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// new objective value
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value = 0.5 * mju_mulVecMatVec(candidate, H, candidate, n) + mju_dot(candidate, g, n);
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value = 0.5 * mulVecMatVecSym(candidate, H, n) + mju_dot(candidate, g, n);
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// increment and break if step is too small
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nstep++;
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