Simple Optimal control problem about nloptcontrol.jl

[huckl3b3rry87]

What is the error

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On Tue, Oct 13, 2020, 3:52 PM azev77 ***@***.***> wrote: @huckl3b3rry87 <https://github.com/huckl3b3rry87> I'm able to get NLOptControl.jl to work now. Thank you! I'm having trouble solving the following seemingly simple problem: [image: image] <https://user-images.githubusercontent.com/7883904/95923957-9dd8b000-0d84-11eb-98ba-f75dbddde9c0.png> using NLOptControl n=define( numStates=1, # b(t) wealth numControls=1, # c(t) consumption X0=[100.0], # b(0)= 100.0 XF=[0.0] # b(10)= 0.0 die w/o assets )states!(n,[:b];descriptions=["b(t)"])controls!(n,[:c];descriptions=["c(t)"]) dx=[:( (0.05) * b[j] - c[j] )]dynamics!(n,dx)configure!(n;(:Nck=>[100]),(:finalTimeDV=>false),(:tf=>10.0));#configure!(n;(:integrationScheme=>:trapezoidal),(:finalTimeDV=>false),(:tf=>10.0));#configure!(n;(:finalTimeDV=>false),(:tf=>10.0));#configure!(n;(:tf=>10.0)); obj=integrate!(n, :( -1.0 * exp(-.01*j) * log(c[j]) ) ***@***.***(n.ocp.mdl,Min,obj)optimize!(n);allPlots(n) — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#32>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB6TAWWP2AI65RZUUALB3ADSKTK4PANCNFSM4SPZ53JQ> .

[azev77]

@huckl3b3rry87
the error message is

┌ Warning: Ipopt finished with status Invalid_Number_Detected
└ @ Ipopt ~/.julia/packages/Ipopt/bYzBL/src/MPB_wrapper.jl:178
┌ Warning: Not solved to optimality, status: Error
└ @ JuMP ~/.julia/packages/JuMP/I7whV/src/nlp.jl:1283
┌ Warning: The solution is not Optimal 
│ 
│                 Setting: n.f.mpc.simFailed = [true, n.r.ocp.status] 
└ @ NLOptControl ~/.julia/packages/NLOptControl/i4KEb/src/utils.jl:406

[huckl3b3rry87]

This is an issue with your formulation. It is likely due to a divide by zero error or something . I would suggest to think about when the formulation is undefined, for instance, try constraining c to be greater than 0.1 or something.

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On Tue, Oct 13, 2020, 6:47 PM azev77 ***@***.***> wrote: @huckl3b3rry87 <https://github.com/huckl3b3rry87> the error message is ┌ Warning: Ipopt finished with status Invalid_Number_Detected └ @ Ipopt ~/.julia/packages/Ipopt/bYzBL/src/MPB_wrapper.jl:178 ┌ Warning: Not solved to optimality, status: Error └ @ JuMP ~/.julia/packages/JuMP/I7whV/src/nlp.jl:1283 ┌ Warning: The solution is not Optimal │ │ Setting: n.f.mpc.simFailed = [true, n.r.ocp.status] └ @ NLOptControl ~/.julia/packages/NLOptControl/i4KEb/src/utils.jl:406 — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#32 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB6TAWWRSEA4ONRY7AQHRZLSKT7KJANCNFSM4SPZ53JQ> .

[azev77]

@huckl3b3rry87
I tried constraining c > 0.1.
No luck unfortunately...

[huckl3b3rry87]

Which version of NLOptControl are you using? For the newest version, I am not sure about pseudospectral methods, try trapezoidal. And please provide full input/output

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On Tue, Oct 13, 2020, 9:04 PM azev77 ***@***.***> wrote: @huckl3b3rry87 <https://github.com/huckl3b3rry87> I tried constraining c > 0.1. No luck unfortunately... — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#32 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB6TAWV6KE4MOCFBCXVXLKDSKUPODANCNFSM4SPZ53JQ> .

[huckl3b3rry87]

Try constraining both the state and the control with upper and lower bounds.

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On Tue, Oct 13, 2020, 9:12 PM Huckleberry Febbo ***@***.***> wrote: Which version of NLOptControl are you using? For the newest version, I am not sure about pseudospectral methods, try trapezoidal. And please provide full input/output On Tue, Oct 13, 2020, 9:04 PM azev77 ***@***.***> wrote: > @huckl3b3rry87 <https://github.com/huckl3b3rry87> > I tried constraining c > 0.1. > No luck unfortunately... > > — > You are receiving this because you were mentioned. > Reply to this email directly, view it on GitHub > <#32 (comment)>, > or unsubscribe > <https://github.com/notifications/unsubscribe-auth/AB6TAWV6KE4MOCFBCXVXLKDSKUPODANCNFSM4SPZ53JQ> > . >

[azev77]

The code I tried:

using NLOptControl
n=define(
    numStates=1,    # b(t) wealth
    numControls=1,  # c(t) cons
    X0=[10.0],     # b(0)= 100.0
    XF=[0.0],      # b(tf)= 0.0 die w/o assets
    CL=[1.1],CU=[100.],      # make sure cons is >0
    XL=[-50.0],XU=[50.0]
    )
states!(n,[:b];descriptions=["b(t)"])
controls!(n,[:c];descriptions=["c(t)"])
dx=[:( (0.05) * b[j] - c[j] )]
dynamics!(n,dx)
# configure!(n;(:Nck=>[1000]),(:finalTimeDV=>false),(:tf=>10.0));
configure!(n;(:integrationScheme=>:trapezoidal),(:finalTimeDV=>false),(:tf=>10.0));
#configure!(n;(:finalTimeDV=>false),(:tf=>1.0));
#configure!(n;(:tf=>1.0));
obj=integrate!(n, :( -1.0 * exp(-.01*j) * log(c[j]) ) )
@NLobjective(n.ocp.mdl, Min, obj)
optimize!(n)

The Error Message:

 Warning: Ipopt finished with status Invalid_Number_Detected
└ @ Ipopt ~/.julia/packages/Ipopt/bYzBL/src/MPB_wrapper.jl:178
┌ Warning: Not solved to optimality, status: Error
└ @ JuMP ~/.julia/packages/JuMP/I7whV/src/nlp.jl:1283
┌ Warning: The solution is not Optimal 
│ 
│                 Setting: n.f.mpc.simFailed = [true, n.r.ocp.status] 
└ @ NLOptControl ~/.julia/packages/NLOptControl/i4KEb/src/utils.jl:406

[huckl3b3rry87]

Try playing with the bounds on state and control, reduce them a bunch

…

On Tue, Oct 13, 2020, 9:36 PM azev77 ***@***.***> wrote: The code I tried: using NLOptControl n=define( numStates=1, # b(t) wealth numControls=1, # c(t) cons X0=[10.0], # b(0)= 100.0 XF=[0.0], # b(tf)= 0.0 die w/o assets CL=[1.1],CU=[100.], # make sure cons is >0 XL=[-50.0],XU=[50.0] ) states!(n,[:b];descriptions=["b(t)"]) controls!(n,[:c];descriptions=["c(t)"]) dx=[:( (0.05) * b[j] - c[j] )] dynamics!(n,dx) # configure!(n;(:Nck=>[1000]),(:finalTimeDV=>false),(:tf=>10.0)); configure!(n;(:integrationScheme=>:trapezoidal),(:finalTimeDV=>false),(:tf=>10.0)); #configure!(n;(:finalTimeDV=>false),(:tf=>1.0)); #configure!(n;(:tf=>1.0)); obj=integrate!(n, :( -1.0 * exp(-.01*j) * log(c[j]) ) ) @NLobjective(n.ocp.mdl, Min, obj) optimize!(n) The Error Message: Warning: Ipopt finished with status Invalid_Number_Detected └ @ Ipopt ~/.julia/packages/Ipopt/bYzBL/src/MPB_wrapper.jl:178 ┌ Warning: Not solved to optimality, status: Error └ @ JuMP ~/.julia/packages/JuMP/I7whV/src/nlp.jl:1283 ┌ Warning: The solution is not Optimal │ │ Setting: n.f.mpc.simFailed = [true, n.r.ocp.status] └ @ NLOptControl ~/.julia/packages/NLOptControl/i4KEb/src/utils.jl:406 — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#32 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB6TAWSGC6CJEYWS7PCYKDLSKUTGHANCNFSM4SPZ53JQ> .

[azev77]

Thanks! I was ready to give up, but now it works!

using NLOptControl
n=define(
    numStates=1, numControls=1,    
    X0=[5.0], XF=[0.0],     # b(0)= 100.0
    CL=[0.0], CU=[50.0],      # make sure cons is >0
    XL=[-50.0],XU=[50.0]
    )
states!(n,[:b];descriptions=["b(t)"])
controls!(n,[:c];descriptions=["c(t)"])
dx=[:( (0.01) * b[j] + 10.0 - c[j] )]
dynamics!(n,dx)
configure!(n;(:integrationScheme=>:trapezoidal),(:finalTimeDV=>false),(:tf=>10.0))
obj=integrate!(n, :( exp(-.04 * j) * log(c[j]) ) );
@NLobjective(n.ocp.mdl, Max, obj)
optimize!(n)
allPlots(n)
#
##########

[huckl3b3rry87]

Awesome 👍

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On Tue, Oct 13, 2020, 10:14 PM azev77 ***@***.***> wrote: Thanks! I was ready to give up, but now it works! using NLOptControl n=define( numStates=1, numControls=1, X0=[5.0], XF=[0.0], # b(0)= 100.0 CL=[0.0], CU=[50.0], # make sure cons is >0 XL=[-50.0],XU=[50.0] )states!(n,[:b];descriptions=["b(t)"])controls!(n,[:c];descriptions=["c(t)"]) dx=[:( (0.01) * b[j] + 10.0 - c[j] )]dynamics!(n,dx)configure!(n;(:integrationScheme=>:trapezoidal),(:finalTimeDV=>false),(:tf=>10.0)) obj=integrate!(n, :( exp(-.04 * j) * log(c[j]) ) ***@***.***(n.ocp.mdl, Max, obj)optimize!(n)allPlots(n)########### — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#32 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB6TAWQBXXI7WWPFKTE3NXTSKUXTBANCNFSM4SPZ53JQ> .

[azev77]

@huckl3b3rry87

1. is it possible to set an inequality constraint so that a control is less than or equal to a state var?
   u1[j] <= 0.25 * x2[j]
2. is it possible to solve an infinite horizon model tf=infinity?

I can't find how in the docs?

[huckl3b3rry87]

1. Yes, use the @NLConstraint JuMP macro 2. No. Finite time only

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On Fri, Oct 16, 2020, 10:07 PM azev77 ***@***.***> wrote: @huckl3b3rry87 <https://github.com/huckl3b3rry87> 1. is it possible to set an inequality constraint so that a control is less than or equal to a state var? u1[j] <= 0.25 * x2[j] 2. is it possible to solve an infinite horizon model tf=infinity? I can't find how in the docs? — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#32 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB6TAWWFPCFLUA5ZJKO6USDSLD34HANCNFSM4SPZ53JQ> .

[azev77]

I can't find examples using @NLConstraint in NLOptControl:

using NLOptControl;
n=define(
    numStates=2, numControls=2,
    X0=[5.0,0.0], XF=[0.01,0.0],
    XL=[0.0,NaN], XU=[100.0,NaN],
    CL=[0.01,-7.0], CU=[50.0,NaN]
    )
states!(n,[:k,:b];descriptions=["k(t)","b(t)"])
controls!(n,[:c,:pmt];descriptions=["c(t)","pmt(t)"])
dx=[
    :( (k[j]^(.75)) - 0.3 * k[j] - c[j] - pmt[j] ),
    :( 0.01 * b[j] - pmt[j] )
    ]
dynamics!(n,dx)
configure!(n;
    (:integrationScheme=>:trapezoidal),
    (:finalTimeDV=>false),(:tf=>100.0))
#
@NLconstraint(n.ocp.NLcon, :( b[j]  <= 0.5 * k[j]) )    # ERROR 
#
obj=integrate!(n, :( exp(-.03 * j) * log(c[j]) ) );
@NLobjective(n.ocp.mdl, Max, obj)
optimize!(n)
allPlots(n)

What is the correct syntax for: @NLconstraint(n.ocp.NLcon, :( b[j] <= 0.5 * k[j]) ) ?

[huckl3b3rry87]

Look through this package https://github.com/JuliaMPC/MichiganAutonomousVehicles.jl for some more complicated examples. For instance https://github.com/JuliaMPC/MichiganAutonomousVehicles.jl/blob/d4764c100e5e9a5d309e3e236b2fc9fadd0f24cb/src/AutonomousControl.jl#L396 Let me know if you figure it out

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On Sat, Oct 17, 2020, 1:06 PM azev77 ***@***.***> wrote: I can't find examples using @NLConstraint in NLOptControl: using NLOptControl; n=define( numStates=2, numControls=2, X0=[5.0,0.0], XF=[0.01,0.0], XL=[0.0,NaN], XU=[100.0,NaN], CL=[0.01,-7.0], CU=[50.0,NaN] )states!(n,[:k,:b];descriptions=["k(t)","b(t)"])controls!(n,[:c,:pmt];descriptions=["c(t)","pmt(t)"]) dx=[ :( (k[j]^(.75)) - 0.3 * k[j] - c[j] - pmt[j] ), :( 0.01 * b[j] - pmt[j] ) ]dynamics!(n,dx)configure!(n; (:integrationScheme=>:trapezoidal), ***@***.***(n.ocp.NLcon, :( b[j] <= 0.5 * k[j]) ) # ERROR # obj=integrate!(n, :( exp(-.03 * j) * log(c[j]) ) ***@***.***(n.ocp.mdl, Max, obj)optimize!(n)allPlots(n) What is the correct syntax for: @NLconstraint(n.ocp.NLcon, :( b[j] <= 0.5 * k[j]) ) — You are receiving this because you were mentioned. Reply to this email directly, view it on GitHub <#32 (comment)>, or unsubscribe <https://github.com/notifications/unsubscribe-auth/AB6TAWSU2DOQC4JYPHGB6ALSLHFH7ANCNFSM4SPZ53JQ> .