Pure Riccati solvers

sotaro · November 12, 2021, 7:19am

HI,

If I do not make mistake, there are no pure Riccati solvers (that is, hpipm_ocp_qp) for the nonlinear optimal control problems.
It seems that hpipm_ocp_qp is available for solving QP but is not for the QP subproblem of SQP.
Do you have a plan to implement such methods?

Thank you very much,
Sotaro Katayama

FreyJo · November 17, 2021, 2:04pm

Hi,

actually HPIPM_OCP_QP is the default QP solver within the SQP method in acados.
It is for example used here.

github.com

acados/acados/blob/534f164ccdd5ba7b8bd1f82e88eb260260d7268d/examples/acados_python/getting_started/ocp/minimal_example_ocp.py

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sotaro · November 18, 2021, 4:23am

Hi FreyJo,

Thank you for replying!
I thought that the partial condensing routine, hpipm_d_part_cond, is used in PARTIAL_CONDENSING_HPIPM option.
But actually, hpipm_d_ocp_qp is used within the option.
Is my understanding correct?

Best,
Sotaro Katayama

FreyJo · November 19, 2021, 6:55am

Hi,

you are right.
But it depends on the partial condensing horizon qp_solver_cond_N (QP solver: New horizon after partial condensing. Set to N by default → no condensing., see Python API — acados documentation)

So if you don’t set qp_solver_cond_N partial condensing is basically doing nothing and solving the QP using hpipm_d_ocp_qp.

Cheers!