comparaison test between JuMP and OptimalControl Models

Project.toml

@@ -16,6 +16,6 @@ OptimalControlModels = "OptimalControl"
 
 [compat]
 CTBase = "0.16"
-JuMP = "1.25"
-OptimalControl = "1.0"
+JuMP = "1.28"
+OptimalControl = "1.1"
 julia = "1.10"

docs/Project.toml

@@ -8,10 +8,10 @@ OptimalControl = "5f98b655-cc9a-415a-b60e-744165666948"
 TOML = "fa267f1f-6049-4f14-aa54-33bafae1ed76"
 
 [compat]
-Documenter = "1.10"
-Ipopt = "1.9"
-JuMP = "1.25"
+Documenter = "1.14"
+Ipopt = "1.10"
+JuMP = "1.28"
 Markdown = "1.11"
 NLPModelsIpopt = "0.10"
-OptimalControl = "1.0"
+OptimalControl = "1.1"
 TOML = "1.0"

docs/src/list_of_problems.md

@@ -24,33 +24,249 @@ OptimalControlProblems.metadata[:chain]
 
 The table below summarizes the names and status of the each problem:
 
-| Problem                       | With JuMP | With OptimalControl |
-| ---                           | ---       | ---                 | 
-| beam                          | ✅        | ✅    |
-| bioreactor                    | ✅        | ✅    |
-| cart_pendulum                 | ❌        | ✅    |
-| chain                         | ✅        | ✅    |
-| dielectrophoretic_particle    | ✅        | ✅    | 
-| double_oscillator             | ✅        | ✅    |
-| ducted_fan                    | ✅        | ✅    |
-| electrical_vehicle            | ✅        | ✅    |
-| glider                        | ✅        | ❌    |
-| insurance                     | ✅        | ✅    |
-| jackson                       | ✅        | ✅    |
-| moonlander                    | ✅        | ✅    |
-| quadrotor                     | 🟠        | ✅    |
-| robbins                       | ✅        | ✅    |
-| robot                         | ✅        | ✅    |
-| rocket                        | ✅        | ✅    |
-| space_shuttle                 | ✅        | 🟠    |
-| steering                      | ✅        | ✅    |
-| truck_trailer                 | 🟠        | 🟠    |
-| vanderpol                     | ✅        | ✅    |
+<table>
+<tr>
+  <th rowspan="2">Problem</th>
+  <th colspan="2">Convergence</th>
+  <th colspan="2">Objective Value</th>
+  <th colspan="3">Comparison</th>
+  <th rowspan="2">Available Problems</th>
+</tr>
+<tr>
+  <th>JuMP</th>
+  <th>OptimalControl</th>
+  <th>JuMP</th>
+  <th>OptimalControl</th>
+  <th>Init</th>
+  <th>Objective</th>
+  <th>||.||<sub>L<sup>2</sup></sub></th>
+</tr>
+<tr>
+  <td>beam</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>9.1213</td>
+  <td>8.8986</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>bioreactor</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>19.053</td>
+  <td>19.077</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>cart_pendulum</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>1.7439</td>
+  <td>1.7444</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>chain</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>5.0698</td>
+  <td>5.0698</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+</tr>
+<tr>
+  <td>dielectrophoretic_particle</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>7.8113</td>
+  <td>7.8113</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+</tr>
+<tr>
+  <td>double_oscillator</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>0.0009</td>
+  <td>0.0009</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>ducted_fan</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>1831.8</td>
+  <td>1832.9</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>electric_vehicle</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>4.0246e5</td>
+  <td>1.2287e6</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>glider</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>1254.6</td>
+  <td>1254.6</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+</tr>
+<tr>
+  <td>insurance</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>2.0879</td>
+  <td>2.0578</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>jackson</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>0.1920</td>
+  <td>0.1920</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+</tr>
+<tr>
+  <td>moonlander</td>
+  <td>🟠</td>
+  <td>✅</td>
+  <td>1.4148</td>
+  <td>0.9621</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>quadrotor</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>1.4928</td>
+  <td>1.4925</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>robbins</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>20.628</td>
+  <td>20.204</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>robot</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>9.1427</td>
+  <td>9.1427</td>
+  <td>🟠</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>rocket</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>1.0128</td>
+  <td>1.0128</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+</tr>
+<tr>
+  <td>space_shuttle</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>0.5959</td>
+  <td>0.5959</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>✅</td>
+</tr>
+<tr>
+  <td>steering</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>0.5546</td>
+  <td>0.5546</td>
+  <td>🟠</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>truck_trailer</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>59.211</td>
+  <td>59.259</td>
+  <td>🟠</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+<tr>
+  <td>vanderpol</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>1.0480</td>
+  <td>1.0480</td>
+  <td>✅</td>
+  <td>✅</td>
+  <td>🟠</td>
+  <td>🟠</td>
+</tr>
+</table>
 
 **Legend**
 
 The problems are solved with Ipopt and the parameters:
-
+- Convergence
 ```julia
 tol = 1e-8
 constr_viol_tol = 1e-6
@@ -60,8 +276,25 @@ linear_solver = "mumps"
 max_wall_time = 500
 sb = "yes"
 ```
+- Comparison
+```julia
+ε_rel = 1e-1
+ε_abs = 1e-8
+p = 2
+```
 The symbols in the table means:
 
-- ✅ locally solved
-- 🟠 locally infeasible or maximum of iterations
-- ❌ error during execution
+- Convergence
+  - ✅ locally solved
+  - 🟠 locally infeasible or maximum of iterations
+  - ❌ error during execution
+
+- Comparison
+  - ✅ relative comparison is less than ```ε_rel```
+  - 🟠 relative comparison is greater or equal than ```ε_rel```
+  - ❌ error during execution
+
+- Available Problems
+  - ✅ current problem has no issue 
+  - 🟠 current problem has at least one issue
+  - ❌ error during execution

ext/JuMPModels/beam.jl

@@ -2,14 +2,16 @@
 The Beam Problem:
     The problem is formulated as a JuMP model and can be found [here](https://github.com/control-toolbox/bocop/tree/main/bocop)
 """
-function OptimalControlProblems.beam(::JuMPBackend; nh::Int=100)
-    # Parameters
+function OptimalControlProblems.beam(::JuMPBackend; nh::Int=500)
+
+    # parameters
     tf = 1
     step = tf / nh
 
-    # Model
+    # model
     model = JuMP.Model()
 
+    # variables and initial guess
     @variables(
         model,
         begin
@@ -19,7 +21,7 @@ function OptimalControlProblems.beam(::JuMPBackend; nh::Int=100)
         end
     )
 
-    # Boundary constraints
+    # boundary constraints
     @constraints(
         model,
         begin
@@ -30,7 +32,7 @@ function OptimalControlProblems.beam(::JuMPBackend; nh::Int=100)
         end
     )
 
-    # Dynamics
+    # dynamics
     @constraints(
         model,
         begin
@@ -39,7 +41,8 @@ function OptimalControlProblems.beam(::JuMPBackend; nh::Int=100)
         end
     )
 
-    @objective(model, Min, sum(u[t]^2 for t in 0:nh))
+    # objective
+    @objective(model, Min, 0.5 * step * sum(u[t]^2 + u[t-1]^2 for t in 1:nh))
 
     return model
 end