openscvx 2.dev5__py3-none-any.whl → 2.dev6__py3-none-any.whl

openscvx/__init__.py

@@ -12,6 +12,7 @@ import openscvx.symbolic.expr.spatial as spatial
 import openscvx.symbolic.expr.stl as stl
 import openscvx.symbolic.expr.stljax as stljax
 from openscvx.algorithms import (
+    AdaptiveProximalWeight,
     AugmentedLagrangian,
     ConstantProximalWeight,
     PenalizedTrustRegion,
@@ -190,6 +191,7 @@ __all__ = [
     # Algorithm & Autotuning
     "PenalizedTrustRegion",
     "AugmentedLagrangian",
+    "AdaptiveProximalWeight",
     "ConstantProximalWeight",
     "RampProximalWeight",
 ]

openscvx/_version.py

@@ -18,7 +18,7 @@ version_tuple: tuple[int | str, ...]
 commit_id: str | None
 __commit_id__: str | None
 
-__version__ = version = '2.dev5'
-__version_tuple__ = version_tuple = (2, 'dev5')
+__version__ = version = '2.dev6'
+__version_tuple__ = version_tuple = (2, 'dev6')
 
 __commit_id__ = commit_id = None

openscvx/algorithms/__init__.py

@@ -82,12 +82,19 @@ from typing import Annotated, Any, Dict, List, Optional, Union
 
 from pydantic import BaseModel, ConfigDict, Field, field_validator
 
-from .augmented_lagrangian import AugmentedLagrangian, AugmentedLagrangianSpec
+from .autotuner import (
+    AdaptiveProximalWeight,
+    AdaptiveProximalWeightSpec,
+    AugmentedLagrangian,
+    AugmentedLagrangianSpec,
+    ConstantProximalWeight,
+    ConstantProximalWeightSpec,
+    RampProximalWeight,
+    RampProximalWeightSpec,
+)
 from .base import Algorithm, AlgorithmState, AutotuningBase, DiscretizationResult
-from .constant_proximal_weight import ConstantProximalWeight, ConstantProximalWeightSpec
 from .optimization_results import OptimizationResults
-from .penalized_trust_region import PenalizedTrustRegion
-from .ramp_proximal_weight import RampProximalWeight, RampProximalWeightSpec
+from .scvx import PenalizedTrustRegion
 from .weights import Weights
 
 # ---------------------------------------------------------------------------
@@ -97,6 +104,7 @@ from .weights import Weights
 AutotunerConfig = Annotated[
     Union[
         AugmentedLagrangianSpec,
+        AdaptiveProximalWeightSpec,
         RampProximalWeightSpec,
         ConstantProximalWeightSpec,
     ],
@@ -173,6 +181,7 @@ __all__ = [
     "PenalizedTrustRegion",
     "AutotuningBase",
     "AugmentedLagrangian",
+    "AdaptiveProximalWeight",
     "ConstantProximalWeight",
     "RampProximalWeight",
     # Config models

openscvx/algorithms/autotuner/__init__.py

@@ -0,0 +1,17 @@
+"""SCP weight autotuning strategies."""
+
+from .adaptive_proximal_weight import AdaptiveProximalWeight, AdaptiveProximalWeightSpec
+from .augmented_lagrangian import AugmentedLagrangian, AugmentedLagrangianSpec
+from .constant_proximal_weight import ConstantProximalWeight, ConstantProximalWeightSpec
+from .ramp_proximal_weight import RampProximalWeight, RampProximalWeightSpec
+
+__all__ = [
+    "AdaptiveProximalWeight",
+    "AdaptiveProximalWeightSpec",
+    "AugmentedLagrangian",
+    "AugmentedLagrangianSpec",
+    "ConstantProximalWeight",
+    "ConstantProximalWeightSpec",
+    "RampProximalWeight",
+    "RampProximalWeightSpec",
+]

openscvx/algorithms/autotuner/adaptive_proximal_weight.py

@@ -0,0 +1,190 @@
+"""Autotuning functions for SCP (Successive Convex Programming) parameters."""
+
+from copy import deepcopy
+from typing import TYPE_CHECKING, Literal
+
+import numpy as np
+from pydantic import BaseModel, ConfigDict
+
+from openscvx.config import Config
+
+from ..base import AutotuningBase
+from .augmented_lagrangian import AugmentedLagrangian
+
+if TYPE_CHECKING:
+    from openscvx.lowered import LoweredJaxConstraints
+
+    from ..base import AlgorithmState, CandidateIterate
+    from ..weights import Weights
+
+
+class AdaptiveProximalWeight(AutotuningBase):
+    """PTR-style proximal adaptation with fixed virtual penalty weights.
+
+    Same acceptance-ratio logic as :class:`AugmentedLagrangian` for ``lam_prox``,
+    but ``lam_vc`` and ``lam_vb_*`` are held constant at their current state values.
+    """
+
+    COLUMNS = AugmentedLagrangian.COLUMNS
+
+    def __init__(
+        self,
+        gamma_1: float = 2.0,
+        gamma_2: float = 0.5,
+        eta_0: float = 1e-2,
+        eta_1: float = 1e-1,
+        eta_2: float = 0.8,
+        lam_prox_min: float = 1e-3,
+        lam_prox_max: float = 1e4,
+        lam_cost_drop: int = -1,
+        lam_cost_relax: float = 1.0,
+    ):
+        self.gamma_1 = gamma_1
+        self.gamma_2 = gamma_2
+        self.eta_0 = eta_0
+        self.eta_1 = eta_1
+        self.eta_2 = eta_2
+        self.lam_prox_min = lam_prox_min
+        self.lam_prox_max = lam_prox_max
+        self.lam_cost_drop = lam_cost_drop
+        self.lam_cost_relax = lam_cost_relax
+
+    @staticmethod
+    def _copy_virtual_weights(
+        candidate: "CandidateIterate",
+        state: "AlgorithmState",
+    ) -> None:
+        candidate.lam_vc = state.lam_vc
+        candidate.lam_vb_nodal = state.lam_vb_nodal
+        candidate.lam_vb_cross = state.lam_vb_cross
+
+    def update_weights(
+        self,
+        state: "AlgorithmState",
+        candidate: "CandidateIterate",
+        nodal_constraints: "LoweredJaxConstraints",
+        settings: Config,
+        params: dict,
+        weights: "Weights",
+    ) -> str:
+        """Update SCP proximal weight based on acceptance ratio; keep VC/VB fixed."""
+        candidate_x_prop = (
+            candidate.x_prop_plus[1:] if candidate.x_prop_plus is not None else candidate.x_prop
+        )
+        (
+            nonlinear_cost,
+            nonlinear_penalty,
+            nodal_penalty,
+        ) = self.calculate_nonlinear_penalty(
+            candidate_x_prop,
+            candidate.x,
+            candidate.u,
+            state.lam_vc,
+            state.lam_vb_nodal,
+            state.lam_vb_cross,
+            state.lam_cost,
+            nodal_constraints,
+            params,
+            settings,
+        )
+
+        candidate.J_nonlin = nonlinear_cost + nonlinear_penalty + nodal_penalty
+
+        if state.k > self.lam_cost_drop:
+            candidate.lam_cost = state.lam_cost * self.lam_cost_relax
+        else:
+            candidate.lam_cost = weights.lam_cost
+
+        lam_prox_k = deepcopy(state.lam_prox)
+
+        if state.k > 1:
+            state_x_prop_plus = state.x_prop_plus()
+            state_x_prop = (
+                state_x_prop_plus[1:] if state_x_prop_plus is not None else state.x_prop()
+            )
+            (
+                prev_nonlinear_cost,
+                prev_nonlinear_penalty,
+                prev_nodal_penalty,
+            ) = self.calculate_nonlinear_penalty(
+                state_x_prop,
+                state.x,
+                state.u,
+                state.lam_vc,
+                state.lam_vb_nodal,
+                state.lam_vb_cross,
+                state.lam_cost,
+                nodal_constraints,
+                params,
+                settings,
+            )
+
+            J_nonlin_prev = prev_nonlinear_cost + prev_nonlinear_penalty + prev_nodal_penalty
+
+            actual_reduction = J_nonlin_prev - candidate.J_nonlin
+            predicted_reduction = J_nonlin_prev - candidate.J_lin
+
+            if predicted_reduction == 0:
+                raise ValueError("Predicted reduction is 0.")
+
+            rho = actual_reduction / predicted_reduction
+
+            state.pred_reduction_history.append(predicted_reduction)
+            state.actual_reduction_history.append(actual_reduction)
+            state.acceptance_ratio_history.append(rho)
+
+            if rho < self.eta_0:
+                lam_prox_k1 = np.minimum(self.lam_prox_max, self.gamma_1 * lam_prox_k)
+                candidate.lam_prox = lam_prox_k1
+                state.reject_solution(candidate)
+                adaptive_state = "Reject Higher"
+            elif rho >= self.eta_0 and rho < self.eta_1:
+                lam_prox_k1 = np.minimum(self.lam_prox_max, self.gamma_1 * lam_prox_k)
+                candidate.lam_prox = lam_prox_k1
+                self._copy_virtual_weights(candidate, state)
+                state.accept_solution(candidate)
+                adaptive_state = "Accept Higher"
+            elif rho >= self.eta_1 and rho < self.eta_2:
+                candidate.lam_prox = lam_prox_k
+                self._copy_virtual_weights(candidate, state)
+                state.accept_solution(candidate)
+                adaptive_state = "Accept Constant"
+            else:
+                lam_prox_k1 = np.maximum(self.lam_prox_min, self.gamma_2 * lam_prox_k)
+                candidate.lam_prox = lam_prox_k1
+                self._copy_virtual_weights(candidate, state)
+                state.accept_solution(candidate)
+                adaptive_state = "Accept Lower"
+
+        else:
+            candidate.lam_prox = lam_prox_k
+            self._copy_virtual_weights(candidate, state)
+            state.accept_solution(candidate)
+            adaptive_state = "Initial"
+
+        return adaptive_state
+
+
+# =============================================================================
+# Pydantic spec for dict / YAML validation
+# =============================================================================
+
+
+class AdaptiveProximalWeightSpec(BaseModel):
+    """Validates AdaptiveProximalWeight configuration from dict/YAML input."""
+
+    type: Literal["AdaptiveProximalWeight"] = "AdaptiveProximalWeight"
+    gamma_1: float = 2.0
+    gamma_2: float = 0.5
+    eta_0: float = 1e-2
+    eta_1: float = 1e-1
+    eta_2: float = 0.8
+    lam_prox_min: float = 1e-3
+    lam_prox_max: float = 1e4
+    lam_cost_drop: int = -1
+    lam_cost_relax: float = 1.0
+
+    model_config = ConfigDict(extra="forbid")
+
+    def build(self) -> AdaptiveProximalWeight:
+        return AdaptiveProximalWeight(**self.model_dump(exclude={"type"}, exclude_unset=True))

openscvx/algorithms/{augmented_lagrangian.py → autotuner/augmented_lagrangian.py}

@@ -14,13 +14,13 @@ from openscvx.utils.printing import (
     color_adaptive_state,
 )
 
-from .base import AutotuningBase
+from ..base import AutotuningBase
 
 if TYPE_CHECKING:
     from openscvx.lowered import LoweredJaxConstraints
 
-    from .base import AlgorithmState, CandidateIterate
-    from .weights import Weights
+    from ..base import AlgorithmState, CandidateIterate
+    from ..weights import Weights
 
 
 class AugmentedLagrangian(AutotuningBase):
@@ -86,8 +86,12 @@ class AugmentedLagrangian(AutotuningBase):
             eta_2: Threshold above which solution is accepted with lower weight.
                 Defaults to 0.8.
             ep: Threshold for virtual control weight update (nu > ep vs nu <= ep).
-                Defaults to 0.5.
-            eta_lambda: Step size for virtual control weight update. Defaults to 1e0.
+                Must lie in (0, 1). Defaults to 0.99; when tuning, try 1e-1 if needed.
+                Typically tuned together with ``eta_lambda`` (often the first
+                parameters adjusted).
+            eta_lambda: Step size for virtual control weight update. Defaults to 1e1.
+                Typically tuned together with ``ep`` (often the first parameters
+                adjusted).
             lam_vc_max: Maximum virtual control penalty weight. Defaults to 1e5.
             lam_prox_min: Minimum trust region (proximal) weight. Defaults to 1e-3.
             lam_prox_max: Maximum trust region (proximal) weight. Defaults to 2e5.

openscvx/algorithms/{constant_proximal_weight.py → autotuner/constant_proximal_weight.py}

@@ -6,13 +6,13 @@ from pydantic import BaseModel, ConfigDict
 
 from openscvx.config import Config
 
-from .base import AutotuningBase
+from ..base import AutotuningBase
 
 if TYPE_CHECKING:
     from openscvx.lowered import LoweredJaxConstraints
 
-    from .base import AlgorithmState, CandidateIterate
-    from .weights import Weights
+    from ..base import AlgorithmState, CandidateIterate
+    from ..weights import Weights
 
 
 class ConstantProximalWeight(AutotuningBase):

openscvx/algorithms/{ramp_proximal_weight.py → autotuner/ramp_proximal_weight.py}

@@ -7,13 +7,13 @@ from pydantic import BaseModel, ConfigDict
 
 from openscvx.config import Config
 
-from .base import AutotuningBase
+from ..base import AutotuningBase
 
 if TYPE_CHECKING:
     from openscvx.lowered import LoweredJaxConstraints
 
-    from .base import AlgorithmState, CandidateIterate
-    from .weights import Weights
+    from ..base import AlgorithmState, CandidateIterate
+    from ..weights import Weights
 
 
 class RampProximalWeight(AutotuningBase):

openscvx/algorithms/scvx/__init__.py

@@ -0,0 +1,5 @@
+"""Successive convexification algorithm implementations."""
+
+from .penalized_trust_region import PenalizedTrustRegion
+
+__all__ = ["PenalizedTrustRegion"]

openscvx/algorithms/{penalized_trust_region.py → scvx/penalized_trust_region.py}

@@ -22,11 +22,11 @@ from openscvx.utils.printing import (
     color_prob_stat,
 )
 
-from .augmented_lagrangian import AugmentedLagrangian
-from .base import Algorithm, AlgorithmState, CandidateIterate
-from .constant_proximal_weight import ConstantProximalWeight
-from .ramp_proximal_weight import RampProximalWeight
-from .weights import Weights
+from ..autotuner.augmented_lagrangian import AugmentedLagrangian
+from ..autotuner.constant_proximal_weight import ConstantProximalWeight
+from ..autotuner.ramp_proximal_weight import RampProximalWeight
+from ..base import Algorithm, AlgorithmState, CandidateIterate
+from ..weights import Weights
 
 if TYPE_CHECKING:
     from openscvx.lowered import LoweredJaxConstraints
@@ -34,7 +34,7 @@ if TYPE_CHECKING:
     from openscvx.symbolic.expr.control import Control
     from openscvx.symbolic.expr.state import State
 
-    from .base import AutotuningBase
+    from ..base import AutotuningBase
 
 warnings.filterwarnings("ignore")
 

{openscvx-2.dev5.dist-info → openscvx-2.dev6.dist-info}/METADATA

@@ -1,6 +1,6 @@
 Metadata-Version: 2.4
 Name: openscvx
-Version: 2.dev5
+Version: 2.dev6
 Summary: A general Python-based successive convexification implementation which uses a JAX backend.
 Author-email: Chris Hayner and Griffin Norris <haynec@uw.edu>
 License: Apache Software License

{openscvx-2.dev5.dist-info → openscvx-2.dev6.dist-info}/RECORD

@@ -1,17 +1,20 @@
-openscvx/__init__.py,sha256=xmpOTuaULy4YJFhqUpXGSSMu-vjTBJnFIhohXdi8ttc,3688
+openscvx/__init__.py,sha256=a_aE1InLyrFrx4mrOAsvBvnxbExXjZOSNK9UdfRgz_g,3746
 openscvx/__main__.py,sha256=Hwm7mtVg3tLdvoUPkpcQv8KF3wxl72PNLBp9axFu8GY,2991
-openscvx/_version.py,sha256=weTnVwzOsaNm5p3YrseycYmlTphq5sEq-JrqG3LXouM,523
+openscvx/_version.py,sha256=_vMjYm42122ybxhtL6w7zoTQ8XvZX87uR27CauIPs7I,523
 openscvx/config.py,sha256=qfDDYoCe6WqJglKsx5b2W48YOglXenKr-PVRRdCFhYE,9898
 openscvx/loader.py,sha256=FvKLkkXd4ihd5FqLFF8Cd9VnPbPwTV_azBRnEipi28c,7654
 openscvx/problem.py,sha256=GlCxYFhpacIt6Sxte3-K-d_GbGxVL9F9Qzy4y8-hrGc,47675
-openscvx/algorithms/__init__.py,sha256=f5VhjFb40JyVPgJJh6fUxRbmyQIglUyiNYL22nOMrgs,5632
-openscvx/algorithms/augmented_lagrangian.py,sha256=liEHtqONbpmw7CZJJCkAluPOEbFslFsvCElWHusHpn4,15807
+openscvx/algorithms/__init__.py,sha256=_jbRLwhiHQGCqs3mide1UTj7AzxJlELnDkqSySNCTIM,5688
 openscvx/algorithms/base.py,sha256=JsaVfS-hyHeGU1GUuQV9i-EpKQ1HBE0RHABIBGrEonM,30205
-openscvx/algorithms/constant_proximal_weight.py,sha256=UopFJHFHaFRTUnpeBEc_wYsSDvmxS9-bSKpI8JGYQII,2846
 openscvx/algorithms/optimization_results.py,sha256=Fk7tiW8IuMZa8Ri9-SHq9kmw3BPxXl1mc0yXy11w_-c,13416
-openscvx/algorithms/penalized_trust_region.py,sha256=2UDZMYshpn0Z52JFjqPji5ececD0SGjZqhSrAT1DbD0,30164
-openscvx/algorithms/ramp_proximal_weight.py,sha256=19A-oerRMJjajQpHxeUeXdyTV0_Onr9cw1ttlwbY5_w,3383
 openscvx/algorithms/weights.py,sha256=DQV9NOR_-59lISv6d_el3cpQ-EcFasSGb1oZr4ma-yA,20682
+openscvx/algorithms/autotuner/__init__.py,sha256=xGO4PrYNQU9cITgigb_ud3p8Zy1P1FCwvT-DtP7j7XU,632
+openscvx/algorithms/autotuner/adaptive_proximal_weight.py,sha256=Gg3BQ3qn_2G5SlLs3_1HbRN8OtM4jLTuDiBEuR20fqw,6512
+openscvx/algorithms/autotuner/augmented_lagrangian.py,sha256=SiIet0-yMFydMpSIyIXT8vval432SksJY_r5sbpzF0U,16088
+openscvx/algorithms/autotuner/constant_proximal_weight.py,sha256=1GVFQ-dRpKX6QmyjCx8DcqSlZHya8XwbFpufU4OeZpY,2849
+openscvx/algorithms/autotuner/ramp_proximal_weight.py,sha256=U6cQcSGMv4G7gdmtiaVGFDQcuc7yqOR244J4rXKAQ7I,3386
+openscvx/algorithms/scvx/__init__.py,sha256=uhMalFKvygm7s7LGYwKKg_a8qeKioM92E74o-b8nN2U,154
+openscvx/algorithms/scvx/penalized_trust_region.py,sha256=xk_ZYWncG0mxPKqbCAtSN1rIXEdmzWlRiw0P0mKUVPs,30200
 openscvx/discretization/__init__.py,sha256=lDMVvJMuaP3s78IqwQ2N-BmPPp7_vnll-TX5cU3ezlo,2799
 openscvx/discretization/base.py,sha256=90sbQmMCBPaZ0i0s3nnun7_q6eQZWTB7UmNg1hLhzbQ,9673
 openscvx/discretization/discretize_linearize.py,sha256=1iXgrdtwpw17A1nX3IPXJCclAEmLeUIygMSYzwPkxHw,16912
@@ -138,9 +141,9 @@ openscvx/utils/caching.py,sha256=BPkT_IbmYT-i-BZ-himdWUc_4oBcwXWJxeUMwQWnSNc,934
 openscvx/utils/printing.py,sha256=zl3IxnKhwITqB5dK0Ru2IlORPqB61Y3DgsTryqMNu9M,13360
 openscvx/utils/profiling.py,sha256=k2x-i0CpG_kRe6dNcNBGu-ylrOtQw4B4C1UaOTjUMfU,1678
 openscvx/utils/utils.py,sha256=M25RHE_7DSr3Reaca0xCXnDSY9KHuqYvXdh5m1ZotEc,3047
-openscvx-2.dev5.dist-info/licenses/LICENSE,sha256=xx0jnfkXJvxRnG63LTGOxlggYnIysveWIZ6H3PNdCrQ,11357
-openscvx-2.dev5.dist-info/METADATA,sha256=-i1S5BQH7E22WfWRdoGoe1dUnRoWiwt9DK8YfVVPAp4,10662
-openscvx-2.dev5.dist-info/WHEEL,sha256=aeYiig01lYGDzBgS8HxWXOg3uV61G9ijOsup-k9o1sk,91
-openscvx-2.dev5.dist-info/entry_points.txt,sha256=1Oqek8Sy28hmAZFgZXDxFXYVf56YLYWlHjhh9RYJ7wE,52
-openscvx-2.dev5.dist-info/top_level.txt,sha256=nUT4Ybefzh40H8tVXqc1RzKESy_MAowElb-CIvAbd4Q,9
-openscvx-2.dev5.dist-info/RECORD,,
+openscvx-2.dev6.dist-info/licenses/LICENSE,sha256=xx0jnfkXJvxRnG63LTGOxlggYnIysveWIZ6H3PNdCrQ,11357
+openscvx-2.dev6.dist-info/METADATA,sha256=oVbcoS-ikeTajYCE_jmyk9xoAsTwQ5v39Zc6qsAOxC4,10662
+openscvx-2.dev6.dist-info/WHEEL,sha256=aeYiig01lYGDzBgS8HxWXOg3uV61G9ijOsup-k9o1sk,91
+openscvx-2.dev6.dist-info/entry_points.txt,sha256=1Oqek8Sy28hmAZFgZXDxFXYVf56YLYWlHjhh9RYJ7wE,52
+openscvx-2.dev6.dist-info/top_level.txt,sha256=nUT4Ybefzh40H8tVXqc1RzKESy_MAowElb-CIvAbd4Q,9
+openscvx-2.dev6.dist-info/RECORD,,