bench: new NonLinMPC benchs with Hessian

Author: franckgaga

benchmark/3_bench_predictive_control.jl

@@ -46,10 +46,18 @@ nmpc_nonlin_ss = NonLinMPC(
     nonlinmodel, transcription=SingleShooting(),
     Mwt=[1, 1], Nwt=[0.1, 0.1], Lwt=[0.1, 0.1], Hp=10    
 )
+nmpc_nonlin_ss_hess = NonLinMPC(
+    nonlinmodel_c, transcription=SingleShooting(), hessian=true,
+    Mwt=[1], Nwt=[0.1], Lwt=[0.1], Hp=10    
+)
 nmpc_nonlin_ms = NonLinMPC(
     nonlinmodel, transcription=MultipleShooting(),
     Mwt=[1, 1], Nwt=[0.1, 0.1], Lwt=[0.1, 0.1], Hp=10    
 )
+nmpc_nonlin_ms_hess = NonLinMPC(
+    nonlinmodel_c, transcription=MultipleShooting(), hessian=true,
+    Mwt=[1], Nwt=[0.1], Lwt=[0.1], Hp=10    
+)
 nmpc_nonlin_tc = NonLinMPC(
     nonlinmodel_c, transcription=TrapezoidalCollocation(),
     Mwt=[1], Nwt=[0.1], Lwt=[0.1], Hp=10    
@@ -74,12 +82,24 @@ UNIT_MPC["NonLinMPC"]["moveinput!"]["NonLinModel"]["SingleShooting"] =
         setup=preparestate!($nmpc_nonlin_ss, $y, $d),
         samples=samples, evals=evals, seconds=seconds
     )
+UNIT_MPC["NonLinMPC"]["moveinput!"]["NonLinModel"]["SingleShootingHessian"] =
+    @benchmarkable(
+        moveinput!($nmpc_nonlin_ss, $y, $d),
+        setup=preparestate!($nmpc_nonlin_ss_hess, $y, $d),
+        samples=samples, evals=evals, seconds=seconds
+    )
 UNIT_MPC["NonLinMPC"]["moveinput!"]["NonLinModel"]["MultipleShooting"] =
     @benchmarkable(
         moveinput!($nmpc_nonlin_ms, $y, $d),
         setup=preparestate!($nmpc_nonlin_ms, $y, $d),
         samples=samples, evals=evals, seconds=seconds
     )
+UNIT_MPC["NonLinMPC"]["moveinput!"]["NonLinModel"]["MultipleShootingHessian"] =
+    @benchmarkable(
+        moveinput!($nmpc_nonlin_ms, $y, $d),
+        setup=preparestate!($nmpc_nonlin_ms_hess, $y, $d),
+        samples=samples, evals=evals, seconds=seconds
+    )
 UNIT_MPC["NonLinMPC"]["moveinput!"]["NonLinModel"]["TrapezoidalCollocation"] =
     @benchmarkable(
         moveinput!($nmpc_nonlin_tc, $y_c, $d_c),
@@ -258,12 +278,24 @@ nmpc_ipopt_ss = NonLinMPC(estim; Hp, Hc, Mwt, Nwt, Cwt, optim, transcription)
 nmpc_ipopt_ss = setconstraint!(nmpc_ipopt_ss; umin, umax)
 JuMP.unset_time_limit_sec(nmpc_ipopt_ss.optim)
 
+optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
+transcription, hessian = SingleShooting(), true
+nmpc_ipopt_ss_hess = NonLinMPC(estim; Hp, Hc, Mwt, Nwt, Cwt, optim, transcription, hessian)
+nmpc_ipopt_ss_hess = setconstraint!(nmpc_ipopt_ss_hess; umin, umax)
+JuMP.unset_time_limit_sec(nmpc_ipopt_ss_hess.optim)
+
 optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
 transcription = MultipleShooting()
 nmpc_ipopt_ms = NonLinMPC(estim; Hp, Hc, Mwt, Nwt, Cwt, optim, transcription)
 nmpc_ipopt_ms = setconstraint!(nmpc_ipopt_ms; umin, umax)
 JuMP.unset_time_limit_sec(nmpc_ipopt_ms.optim)
 
+optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
+transcription, hessian = MultipleShooting(), true
+nmpc_ipopt_ms_hess = NonLinMPC(estim; Hp, Hc, Mwt, Nwt, Cwt, optim, transcription, hessian)
+nmpc_ipopt_ms_hess = setconstraint!(nmpc_ipopt_ms_hess; umin, umax)
+JuMP.unset_time_limit_sec(nmpc_nmpc_ipopt_ms_hess.optim)
+
 optim = JuMP.Model(optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes"), add_bridges=false)
 transcription = MultipleShooting(f_threads=true)
 nmpc_ipopt_mst = NonLinMPC(estim; Hp, Hc, Mwt, Nwt, Cwt, optim, transcription)
@@ -308,11 +340,21 @@ CASE_MPC["Pendulum"]["NonLinMPC"]["Noneconomic"]["Ipopt"]["SingleShooting"] =
         sim!($nmpc_ipopt_ss, $N, $ry; plant=$plant, x_0=$x_0, x̂_0=$x̂_0),
         samples=samples, evals=evals, seconds=seconds
     )
+CASE_MPC["Pendulum"]["NonLinMPC"]["Noneconomic"]["Ipopt"]["SingleShooting (Hessian)"] = 
+    @benchmarkable(
+        sim!($nmpc_ipopt_ss_hess, $N, $ry; plant=$plant, x_0=$x_0, x̂_0=$x̂_0),
+        samples=samples, evals=evals, seconds=seconds
+    )
 CASE_MPC["Pendulum"]["NonLinMPC"]["Noneconomic"]["Ipopt"]["MultipleShooting"] =
     @benchmarkable(
         sim!($nmpc_ipopt_ms, $N, $ry; plant=$plant, x_0=$x_0, x̂_0=$x̂_0),
         samples=samples, evals=evals, seconds=seconds
     )
+CASE_MPC["Pendulum"]["NonLinMPC"]["Noneconomic"]["Ipopt"]["MultipleShooting (Hessian)"] =
+    @benchmarkable(
+        sim!($nmpc_ipopt_ms_hess, $N, $ry; plant=$plant, x_0=$x_0, x̂_0=$x̂_0),
+        samples=samples, evals=evals, seconds=seconds
+    )
 CASE_MPC["Pendulum"]["NonLinMPC"]["Noneconomic"]["Ipopt"]["MultipleShooting (threaded)"] =
     @benchmarkable(
         sim!($nmpc_ipopt_mst, $N, $ry; plant=$plant, x_0=$x_0, x̂_0=$x̂_0),