From d8ea4ff1eb4e2bfc904bce214f4ea73a06f8c56a Mon Sep 17 00:00:00 2001 From: Joris Gillis Date: Fri, 17 May 2024 10:08:07 +0200 Subject: [PATCH] matlab coder post --- content/blog/matlab-coder/fun_intermediate.m | 2 +- content/blog/matlab-coder/index.md | 310 +++++++++++-------- 2 files changed, 189 insertions(+), 123 deletions(-) diff --git a/content/blog/matlab-coder/fun_intermediate.m b/content/blog/matlab-coder/fun_intermediate.m index 3cad85611..457788c3a 100644 --- a/content/blog/matlab-coder/fun_intermediate.m +++ b/content/blog/matlab-coder/fun_intermediate.m @@ -26,7 +26,7 @@ opti.solver('ipopt'); -% Vreate a CasADi Function +% Create a CasADi Function F = opti.to_function('F',{p},{radius, center}); [radius_sol,center_sol] = F(p_value); diff --git a/content/blog/matlab-coder/index.md b/content/blog/matlab-coder/index.md index 486e50df3..82748d7ba 100644 --- a/content/blog/matlab-coder/index.md +++ b/content/blog/matlab-coder/index.md @@ -1,162 +1,228 @@ --- title: Matlab coder meets CasADi codegen author: jg -tags: MPC simulink -date: 2024-05-15 -image: simulink_block.png +tags: matlab +date: 2024-05-17 +image: matlab-coder.png --- In this post we show how CasADi codegen can be integrated seemlessly with Matlab Coder. +Matlab Coder is capable of transforming a Matlab function into C code. +CasADi codegen is somewhat similar: it generates C code out of a CasADi Function. -As a staring point, we will take an [earlier post on MPC in Simulink](https://web.casadi.org/blog/mpc-simulink/) that featured an interpreted 'Matlab system' block in the simulink diagram. +# Some context +Running CasADi generated code inside a mex file is nothing new. +Indeed, it has been [featured in the user guide](https://web.casadi.org/docs/#syntax-for-generating-code) for many years. +Calls to such a mex file would play nicely with Matlab Coder out-of-the-box. +# Rationale -CasADi is not a monolithic tool. We can easily couple it to other software to have more fun. -Today we'll be exploring a _simple_ coupling with Simulink. We'll be showing off nonlinear MPC (NMPC). +Keeping related pieces of code together one m-script may make your code project more maintainable. +Here is an example piece of code that mixes CasADi and regular matlab operations, inspired by [the Ipopt codegen demo](https://github.com/casadi/micro_demo_ipopt_codegen) +```matlab +function [area_sol, center_sol] = fun_interpreted(a) - +opti = casadi.Opti(); -{{% figure src="simulink_block.png" title="Simulink block diagram" %}} +center = opti.variable(2); +radius = opti.variable(); -# The details +opti.minimize(-radius); -For plant model, we'll be using the familiar [Van der Pol oscillator](https://en.wikipedia.org/wiki/Van_der_Pol_oscillator) ode: +% Sample edge vertices +ts = linspace(0, 2*pi, 1000); +v_x = radius*cos(ts)+center(1); +v_y = radius*sin(ts)+center(2); -$$ -\frac{d\begin{bmatrix}x_1\\\\ x_2\end{bmatrix}}{dt} = \begin{bmatrix}(1-x_2^2)\\, x_1-x_2+u\\\\ x_1\end{bmatrix}. -$$ +opti.subject_to(v_x>=0); +p = interp1([0,1,2],[0,3,9],a); +opti.subject_to(v_y>=p*sqrt(v_x)); +opti.subject_to(v_x.^2+v_y.^2<=1); + +opti.set_initial(center, [0.5, 0.5]); + +opti.solver('ipopt'); + +sol = opti.solve(); + +area_sol = sol.value(pi*radius^2); +center_sol = sol.value(center); -In the above Simulink block diagram, the `rhs` MATLAB function block encodes this ode: -```matlab -function y = rhs(x,u) - y = [(1-x(2)^2)*x(1) - x(2) + u; x(1)]; end ``` -The `casadi_block` computes the discrete control signal by solving an Optimal Control Problem (OCP). -The act of closing the loop with the continuous plant makes our setup effectively an MPC controller. - -The OCP problem here simply drives the states to zero: - -$$ -\begin{align} - \underset{\begin{array}{c}x(\cdot), u(\cdot)\end{array}} - {\text{minimize}}\quad & \int_{0}^{T}{ \left( x_1(t)^2 + x_2(t)^2 + u(t)^2 \right) \\, dt} \newline - \text{subject to} \\, \quad - & \left\\{\begin{array}{l} - \dot{x}_1(t) = (1-x_2(t)^2) \\, x_1(t) - x_2(t) + u(t) \newline - \dot{x}_2(t) = x_1(t) \newline - -1.0 \le u(t) \le 1.0, \quad x_1(t) \ge -0.25 - \end{array}\right. - \quad t \in [0,T] \newline - & x_1(0)=\bar{x}_1, \quad x_2(0)=\bar{x}_2 -\end{align} -$$ - -We will use the [multiple shooting transcription from the CasADi examples](https://github.com/casadi/casadi/blob/3.1.0/docs/examples/matlab/direct_multiple_shooting.m) to cast the OCP to an NLP problem. In short, the multiple shooting code reads like: +Wouldn't it be nice if we could just ask Matlab Coder to generate the mex file for us? ```matlab -w = {}; % decision variables -g = {}; % cosntraints -J = 0; % objective - -% Initial conditions -X0 = MX.sym('X0', 2); - -% Formulate the NLP -Xk = X0; -for k=0:N-1 - % New NLP variable for the control - Uk = MX.sym('U'); - w = {w{:}, Uk}; - - % Integrate till the end of the interval - Fk = F('x0', Xk, 'p', Uk); - Xk_end = Fk.xf; - J=J+Fk.qf; - - % New NLP variable for state at end of interval - Xk = MX.sym('X', 2); - w = {w{:}, Xk}; - - % Add equality constraint - g = {g{:}, Xk_end-Xk}; -end +codegen fun_interpreted -args {zeros(1,1)} +``` +Unfortunately, we are greeted by a somewhat cryptic error message: -% Create an NLP solver -prob = struct('f', J, 'x', vertcat(w{:}), 'g', vertcat(g{:})); -solver = nlpsol('solver', 'ipopt', prob); ``` +??? Diamond-shape inheritance is not supported in code generation. Class 'casadi.Opti' inherits from base class 'SwigRef' via two or more +paths. +Error in ==> Opti Line: 1460 Column: 7 +Code generation failed: View Error Report +``` +Matlab coder is trying (and failing) to dump the entire CasADi class hierarchy into C. -Recall from that example the solution plot: +How do we fix this? -{{% figure src="reference.png" title="Reference solution from multiple shooting example" %}} +# Step 1 -As we all know, CasADi makes an important distinction between _initialisation_ and _evaluation_ steps. -We would not want to construct an NLP afresh at every sampling time! -Rather, we'd like to construct the NLP once, and simply evaluate it repeatedly using slightly different numerical inputs. -For this purpose, we chose a `MATLAB System` block in Simulink. +The first step we need to do is to make sure we get our hands on a CasADi Function `F` which we can later code-generate: -In abbreviated form, the code in that block reads: -```matlab -classdef casadi_block < matlab.System - properties (Access = private) - casadi_solver - lbx - ubx - end - methods (Access = protected) - function setupImpl(obj,~,~) - obj.casadi_solver = nlpsol('solver', 'ipopt', prob, options); - obj.lbx = lbw; - obj.ubx = ubw; - end - - function u = stepImpl(obj,x,t) - lbw = obj.lbx; - ubw = obj.ubx; - solver = obj.casadi_solver; - lbw(1:2) = x; - ubw(1:2) = x; - sol = solver('x0', w0, 'lbx', lbw, 'ubx', ubw,... - 'lbg', obj.lbg, 'ubg', obj.ubg); - - u = full(sol.x(3)); - end +``` +function [area_sol, center_sol] = fun_intermediate(a) + +% Any pre-processing using pure Matlab operations can go here +p_value = interp1([0,1,2],[0,3,9],a); + +% Anything CasADi related goes here +opti = casadi.Opti(); + +center = opti.variable(2); +radius = opti.variable(); + +p = opti.parameter(); + +opti.minimize(-radius); + +% Sample edge vertices +ts = linspace(0, 2*pi, 1000); +v_x = radius*cos(ts)+center(1); +v_y = radius*sin(ts)+center(2); + +opti.subject_to(v_x>=0); +opti.subject_to(v_y>=p*sqrt(v_x)); +opti.subject_to(v_x.^2+v_y.^2<=1); + +opti.set_initial(center, [0.5, 0.5]); + +opti.solver('ipopt'); + +% Vreate a CasADi Function +F = opti.to_function('F',{p},{radius, center}); + +[radius_sol,center_sol] = F(p_value); + +% Any post-processing using pure Matlab operations can go here + +area_sol = pi*radius_sol^2; - end end ``` -As you can see, `setupImpl` takes care of constructing the NLP, and `stepImpl` solves the actual NLP while constraining $x_1(0)$ and $x_2(0)$ to the state _measurement_ coming in from Simulink. +At the same time, we also moved some code around to get a split-up between pure Matlab portions of code (pre-processing and post-processing) and CasADi portions of code. +# Step 2 +In the next step, we introduce a `coder.target('MATLAB')` if-test around any CasADi portion of code. +Most of the code below can just be copy-pasted for your project. +The most important project-specific part is marked with '% Adapt'. +```matlab +function [area_sol, center_sol] = fun_codable(a) + +% Any pre-processing using pure Matlab operations can go here +p_value = interp1([0,1,2],[0,3,9],a); + +% Make sure data-types and sizes are known +radius_sol = 0; +center_sol = zeros(2,1); + +% Anything CasADi related goes here +if coder.target('MATLAB') + % Normal CasADi usage + CasADi codegen + + opti = casadi.Opti(); + + ... + + % Codegen via a CasADi Function + F = opti.to_function('F',{p},{radius, center}); + [radius_sol,center_sol] = F(p_value); + + % Generate C code + F.generate('F.c',struct('unroll_args',true,'with_header',true)); + + % Generate meta-data + config = struct; + config.sz_arg = F.sz_arg(); + config.sz_res = F.sz_res(); + config.sz_iw = F.sz_iw(); + config.sz_w = F.sz_w(); + config.include_path = casadi.GlobalOptions.getCasadiIncludePath; + config.path = casadi.GlobalOptions.getCasadiPath; + if ismac + config.link_library_suffix = '.dylib'; + config.link_library_prefix = 'lib'; + elseif isunix + config.link_library_suffix = '.so'; + config.link_library_prefix = 'lib'; + elseif ispc + config.link_library_suffix = '.lib'; + config.link_library_prefix = ''; + end + save('F_config.mat','-struct','config'); +else + % This gets executed when Matlab Coder is parsing the file + % Hooks up Matlab Coder with CasADi generated C code + + % Connect .c and .h file + coder.cinclude('F.h'); + coder.updateBuildInfo('addSourceFiles','F.c'); + + % Set link and include path + config = coder.load('F_config.mat'); + coder.updateBuildInfo('addIncludePaths',config.include_path) + + % Link with IPOPT + coder.updateBuildInfo('addLinkObjects', [config.link_library_prefix 'ipopt' config.link_library_suffix], config.path, '', true, true); + + % Setting up working space + arg = coder.opaque('const casadi_real*'); + res = coder.opaque('casadi_real*'); + iw = coder.opaque('casadi_int'); + w = coder.opaque('casadi_real'); + + + arg = coder.nullcopy(cast(zeros(config.sz_arg,1),'like',arg)); + res = coder.nullcopy(cast(zeros(config.sz_res,1),'like',res)); + iw = coder.nullcopy(cast(zeros(config.sz_iw,1),'like',iw)); + w = coder.nullcopy(cast(zeros(config.sz_w,1),'like',w)); + + mem = int32(0); + flag= int32(0); + mem = coder.ceval('F_checkout'); + + % Call the generated CasADi code + flag=coder.ceval('F_unrolled',... + coder.rref(p_value), ... % Adapt to as many inputs arguments as your CasADi Function has + coder.wref(radius_sol), coder.wref(center_sol), ... % Adapt to as many outputs as your CasADi Function has + arg, res, iw, w, mem); % + coder.ceval('F_release', mem); +end + +% Any post-processing using pure Matlab operations can go here +area_sol = pi*radius_sol^2; -In general, you may distinguish several approaches to bring CasADi computations into simulink: - 1. write CasADi-Matlab code, and use an `interpreted Matlab code` in Simulink - 2. write CasADi-Matlab code, and use CasADi's codegenerator to spit out a pure c function (or mex file). Then, interface that pure c function in simulink - 3. write a mex file from scratch using CasADi-C++ code +end +``` +Please see the inline comments for explanations of the various parts. -We used option 1 here. It's the most simple way. Obviously this is not the most efficient way, -but since all of CasADi's number-crunching happens in compiled libraries, `interpreted Matlab code` is not as bad as it sounds perhaps. -Anyway, make sure that you indicate to Simulink that the code is `interpreted`: +# Results -{{% figure src="interpreted.png" title="Simulink block diagram" %}} +The result is a Matlab function that can be handled by Matlab Coder: +```matlab +codegen fun_codable -args {zeros(1,1)} -Let's jump to results. +% Call the geneated mex function +fun_codable_mex(0.5) +``` -# The results -MPC control signal: -{{% figure src="simulink_control.png" title="MPC control signal" %}} +At the same time, the code can stil be run/debugged in interpreted mode and is still close to the original `fun_interpreted.m` file. -State evolution: -{{% figure src="simulink_state.png" title="State evolution"%}} +Using `coder.target('MATLAB')`, the Simulink system block of [the MPC blog post](https://web.casadi.org/blog/mpc-simulink/]) could be modified and made compatible with embedded targets. -Note how the control trajectory (up to t=10s) matches the reference solution further up in this post. -The state trajectory matches too, but Simulink shows you more detail: you see the smooth time-evolution of the system in-between the sampling times. -Pretty neat, huh? -Just for fun, I dropped in some noised at around t=10s. The MPC controller manages to recover from this. +Downloads: [demo.m](demo.m), [fun_codable.m](fun_codable.m), [fun_interpreted.m](fun_interpreted.m), [fun_intermediate.m](fun_intermediate.m) -This post showed a quick way to drop your CasADi code into Simulink. -We're curious what you'll cook up based on this example. Enjoy! -Downloads: [casadi_block.m](casadi_block.m), [mpc_demo.slx](mpc_demo.slx)