starting support of sparse Jacobians

Author: franckgaga

Project.toml

@@ -17,6 +17,8 @@ PrecompileTools = "aea7be01-6a6a-4083-8856-8a6e6704d82a"
 ProgressLogging = "33c8b6b6-d38a-422a-b730-caa89a2f386c"
 Random = "9a3f8284-a2c9-5f02-9a11-845980a1fd5c"
 RecipesBase = "3cdcf5f2-1ef4-517c-9805-6587b60abb01"
+SparseConnectivityTracer = "9f842d2f-2579-4b1d-911e-f412cf18a3f5"
+SparseMatrixColorings = "0a514795-09f3-496d-8182-132a7b665d35"
 
 [compat]
 ControlSystemsBase = "1.9"
@@ -32,6 +34,8 @@ PrecompileTools = "1"
 ProgressLogging = "0.1"
 Random = "1.10"
 RecipesBase = "1"
+SparseConnectivityTracer = "0.6.13"
+SparseMatrixColorings = "0.4.14"
 julia = "1.10"
 
 [extras]

src/ModelPredictiveControl.jl

@@ -7,16 +7,12 @@ using Random: randn
 using RecipesBase
 using ProgressLogging
 
-
-
 using DifferentiationInterface: ADTypes.AbstractADType, AutoForwardDiff, AutoSparse
 using DifferentiationInterface: gradient!, jacobian!, prepare_gradient, prepare_jacobian
+using SparseConnectivityTracer: TracerSparsityDetector
+using SparseMatrixColorings: GreedyColoringAlgorithm
 
-import ForwardDiff
-
-
-
-
+import ForwardDiff #TODO: delete this after `linearize!` and `ExtendedKalmanFilter` are updated
 
 import ControlSystemsBase
 import ControlSystemsBase: ss, tf, delay

src/controller/nonlinmpc.jl

@@ -1,6 +1,12 @@
 const DEFAULT_NONLINMPC_TRANSCRIPTION = SingleShooting()
 const DEFAULT_NONLINMPC_OPTIMIZER = optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes")
-const DEFAULT_NONLINMPC_GRADIENT = AutoForwardDiff()
+const DEFAULT_NONLINMPC_GRADIENT  = AutoForwardDiff()
+const DEFAULT_NONLINMPC_JACDENSE  = AutoForwardDiff()
+const DEFAULT_NONLINMPC_JACSPARSE = AutoSparse(
+    AutoForwardDiff();
+    sparsity_detector=TracerSparsityDetector(),
+    coloring_algorithm=GreedyColoringAlgorithm(),
+)
 
 struct NonLinMPC{
     NT<:Real, 
@@ -375,8 +381,8 @@ function NonLinMPC(
     )
 end
 
-default_jacobian(::SingleShooting) = AutoForwardDiff()
-default_jacobian(::TranscriptionMethod) = AutoForwardDiff()
+default_jacobian(::SingleShooting)      = DEFAULT_NONLINMPC_JACDENSE
+default_jacobian(::TranscriptionMethod) = DEFAULT_NONLINMPC_JACSPARSE
 
 """
     validate_JE(NT, JE) -> nothing

src/estimator/mhe/construct.jl

@@ -1196,12 +1196,18 @@ function init_predmat_mhe(
 end
 
 """
-    init_optimization!(estim::MovingHorizonEstimator, model::SimModel, optim, _ , _ )
+    init_optimization!(
+        estim::MovingHorizonEstimator, model::SimModel, optim::JuMP.GenericModel, _ , _ 
+    )
 
 Init the quadratic optimization of [`MovingHorizonEstimator`](@ref).
 """
 function init_optimization!(
-    estim::MovingHorizonEstimator, ::LinModel, optim::JuMP.GenericModel, _ , _
+    estim::MovingHorizonEstimator, 
+    ::LinModel, 
+    optim::JuMP.GenericModel, 
+    ::AbstractADType, 
+    ::AbstractADType
 )
     nZ̃ = length(estim.Z̃)
     JuMP.num_variables(optim) == 0 || JuMP.empty!(optim)