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Merged
merged 9 commits into from
Nov 3, 2025
Merged

added: hessian keyword argument for MovingHorizonEstimator #277

merged 9 commits into from
Nov 3, 2025

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@franckgaga
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@franckgaga franckgaga commented Nov 2, 2025 •
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Same comments as #275 also apply here.

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codecov-commenter commented Nov 3, 2025 •
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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 98.50%. Comparing base (23aed06) to head (4ea61b7).
⚠️ Report is 10 commits behind head on main.

Additional details and impacted files 
@@            Coverage Diff             @@
##             main     #277      +/-   ##
==========================================
+ Coverage   98.49%   98.50%   +0.01%     
==========================================
  Files          28       28              
  Lines        4776     4828      +52     
==========================================
+ Hits         4704     4756      +52     
  Misses         72       72

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github-actions bot commented Nov 3, 2025 •
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Benchmark Results (Julia v1)

Time benchmarks
main 4ea61b7... main / 4ea61b7...
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/DAQP/SingleShooting 5.25 ± 0.51 ms 5.13 ± 0.5 ms 1.02 ± 0.14
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/Ipopt/MultipleShooting 0.316 ± 0.0069 s 0.309 ± 0.0039 s 1.02 ± 0.026
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/Ipopt/SingleShooting 0.227 ± 0.013 s 0.222 ± 0.012 s 1.02 ± 0.082
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/MultipleShooting 8.96 ± 0.58 ms 8.83 ± 0.53 ms 1.01 ± 0.09
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/SingleShooting 1.63 ± 0.084 ms 1.62 ± 0.075 ms 1.01 ± 0.07
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/DAQP/SingleShooting 5.2 ± 0.54 ms 5.14 ± 0.51 ms 1.01 ± 0.15
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/Ipopt/MultipleShooting 0.279 ± 0.0031 s 0.269 ± 0.002 s 1.04 ± 0.014
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/Ipopt/SingleShooting 0.244 ± 0.0021 s 0.225 ± 0.0026 s 1.09 ± 0.016
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/MultipleShooting 6.18 ± 0.5 ms 6.13 ± 0.42 ms 1.01 ± 0.11
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/SingleShooting 1.73 ± 0.08 ms 1.72 ± 0.078 ms 1.01 ± 0.065
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/DAQP/SingleShooting 9.28 ± 1.4 ms 8.52 ± 1.3 ms 1.09 ± 0.24
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/Ipopt/MultipleShooting 0.327 ± 0.04 s 0.301 ± 0.039 s 1.09 ± 0.19
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/Ipopt/SingleShooting 0.161 ± 0.0019 s 0.154 ± 0.0011 s 1.05 ± 0.014
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/MultipleShooting 0.105 ± 0.011 s 0.0949 ± 0.01 s 1.1 ± 0.16
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/SingleShooting 12 ± 1.7 ms 11.4 ± 1.6 ms 1.05 ± 0.21
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/MultipleShooting 0.689 ± 0.032 s 0.688 ± 0.023 s 1 ± 0.058
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/SingleShooting 1.75 ± 0.12 s 1.71 ± 0.08 s 1.03 ± 0.083
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/TrapezoidalCollocation 0.697 ± 0.024 s 0.687 ± 0.023 s 1.01 ± 0.048
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/MultipleShooting 0.354 ± 0.0094 s 0.347 ± 0.0071 s 1.02 ± 0.034
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/SingleShooting 0.486 ± 0.0089 s 0.477 ± 0.0071 s 1.02 ± 0.024
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/TrapezoidalCollocation 0.333 ± 0.012 s 0.324 ± 0.0089 s 1.03 ± 0.047
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/MadNLP/SingleShooting 0.152 ± 0.0086 s 0.138 ± 0.0056 s 1.1 ± 0.077
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting 0.346 ± 0.0047 s 0.338 ± 0.0048 s 1.02 ± 0.02
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (Hessian) 0.473 ± 0.019 s 0.451 ± 0.02 s 1.05 ± 0.063
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (threaded) 0.363 ± 0.03 s 0.357 ± 0.028 s 1.02 ± 0.12
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting 0.491 ± 0.0065 s 0.484 ± 0.01 s 1.01 ± 0.025
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting (Hessian) 0.17 ± 0.0077 s 0.168 ± 0.0089 s 1.01 ± 0.07
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation 0.322 ± 0.0084 s 0.32 ± 0.0074 s 1 ± 0.035
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation (threaded) 0.354 ± 0.033 s 0.343 ± 0.03 s 1.03 ± 0.13
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/MadNLP/SingleShooting 0.128 ± 0.0072 s 0.12 ± 0.0046 s 1.06 ± 0.072
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Current form 0.0388 ± 0.0016 s 0.0366 ± 0.0015 s 1.06 ± 0.061
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Prediction form 0.0337 ± 0.008 s 31.1 ± 6.4 ms 1.08 ± 0.34
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/Ipopt/Current form 0.189 ± 0.03 s 0.185 ± 0.032 s 1.02 ± 0.24
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/Ipopt/Prediction form 0.162 ± 0.024 s 0.158 ± 0.025 s 1.02 ± 0.22
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Current form 0.0344 ± 0.0046 s 31.5 ± 4 ms 1.09 ± 0.2
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Prediction form 27.3 ± 1.5 ms 25.8 ± 0.43 ms 1.06 ± 0.062
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Current form 10.2 ± 0.11 s 9.65 ± 0.028 s 1.06 ± 0.012
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Prediction form 3.75 ± 0.029 s 3.59 ± 0.0049 s 1.04 ± 0.0083
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Current form 2.49 ± 0.12 s 2.37 ± 0.014 s 1.05 ± 0.049
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Prediction form 1.4 ± 0.041 s 1.39 ± 0.008 s 1 ± 0.03
UNIT TESTS/PredictiveController/ExplicitMPC/moveinput! 3.82 ± 0.03 μs 3.88 ± 0.03 μs 0.985 ± 0.011
UNIT TESTS/PredictiveController/LinMPC/moveinput!/MultipleShooting 0.105 ± 0.0071 ms 0.11 ± 0.0071 ms 0.953 ± 0.089
UNIT TESTS/PredictiveController/LinMPC/moveinput!/SingleShooting 14.8 ± 0.33 μs 14.8 ± 0.28 μs 1 ± 0.029
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/MultipleShooting 2.55 ± 0.36 ms 2.57 ± 0.36 ms 0.992 ± 0.2
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/SingleShooting 1.85 ± 0.19 ms 1.84 ± 0.2 ms 1.01 ± 0.15
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShooting 3.07 ± 0.13 ms 3.05 ± 0.13 ms 1.01 ± 0.061
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShootingHessian 3.09 ± 0.17 ms 3.05 ± 0.15 ms 1.01 ± 0.075
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShooting 1.76 ± 0.091 ms 1.74 ± 0.094 ms 1.01 ± 0.076
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShootingHessian 1.73 ± 0.025 ms 1.73 ± 0.029 ms 1 ± 0.022
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/TrapezoidalCollocation 2.19 ± 0.1 ms 2.17 ± 0.13 ms 1.01 ± 0.077
UNIT TESTS/SimModel/LinModel/evaloutput 0.15 ± 0.01 μs 0.14 ± 0.001 μs 1.07 ± 0.072
UNIT TESTS/SimModel/LinModel/updatestate! 0.21 ± 0.01 μs 0.201 ± 0.01 μs 1.04 ± 0.072
UNIT TESTS/SimModel/NonLinModel/evaloutput 0.421 ± 0.009 μs 0.421 ± 0.009 μs 1 ± 0.03
UNIT TESTS/SimModel/NonLinModel/linearize! 2.03 ± 0.011 μs 2.01 ± 0.02 μs 1.01 ± 0.011
UNIT TESTS/SimModel/NonLinModel/updatestate! 0.481 ± 0.01 μs 0.491 ± 0.01 μs 0.98 ± 0.029
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/evaloutput/LinModel 0.561 ± 0 μs 0.551 ± 0.01 μs 1.02 ± 0.018
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/evaloutput/NonLinModel 1.79 ± 0.019 μs 1.78 ± 0.02 μs 1.01 ± 0.016
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/preparestate!/LinModel 0.261 ± 0.01 μs 0.27 ± 0.01 μs 0.967 ± 0.052
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/preparestate!/NonLinModel 1.41 ± 0.01 μs 1.42 ± 0.01 μs 0.993 ± 0.0099
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/updatestate!/LinModel 4.08 ± 0.069 μs 4.28 ± 0.09 μs 0.953 ± 0.026
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/updatestate!/NonLinModel 9.21 ± 0.18 μs 9.05 ± 0.08 μs 1.02 ± 0.022
UNIT TESTS/StateEstimator/InternalModel/evaloutput/LinModel 0.231 ± 0.01 μs 0.24 ± 0.01 μs 0.963 ± 0.058
UNIT TESTS/StateEstimator/InternalModel/evaloutput/NonLinModel 0.571 ± 0.001 μs 0.581 ± 0.01 μs 0.983 ± 0.017
UNIT TESTS/StateEstimator/InternalModel/preparestate!/LinModel 0.29 ± 0.01 μs 0.281 ± 0.01 μs 1.03 ± 0.051
UNIT TESTS/StateEstimator/InternalModel/preparestate!/NonLinModel 0.732 ± 0.01 μs 0.742 ± 0.01 μs 0.987 ± 0.019
UNIT TESTS/StateEstimator/InternalModel/updatestate!/LinModel 0.411 ± 0.01 μs 0.421 ± 0.01 μs 0.976 ± 0.033
UNIT TESTS/StateEstimator/InternalModel/updatestate!/NonLinModel 0.912 ± 0.01 μs 0.931 ± 0.02 μs 0.98 ± 0.024
UNIT TESTS/StateEstimator/KalmanFilter/evaloutput 0.261 ± 0.001 μs 0.27 ± 0.01 μs 0.967 ± 0.036
UNIT TESTS/StateEstimator/KalmanFilter/preparestate! 0.131 ± 0.01 μs 0.131 ± 0.01 μs 1 ± 0.11
UNIT TESTS/StateEstimator/KalmanFilter/updatestate! 2.58 ± 0.04 μs 2.52 ± 0.031 μs 1.02 ± 0.02
UNIT TESTS/StateEstimator/Luenberger/evaloutput 0.24 ± 0.001 μs 0.241 ± 0.01 μs 0.996 ± 0.042
UNIT TESTS/StateEstimator/Luenberger/preparestate! 0.28 ± 0.01 μs 0.26 ± 0.001 μs 1.08 ± 0.039
UNIT TESTS/StateEstimator/Luenberger/updatestate! 0.35 ± 0.01 μs 0.351 ± 0.01 μs 0.997 ± 0.04
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Current form 3.51 ± 0.22 ms 3.41 ± 0.12 ms 1.03 ± 0.074
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Prediction form 0.481 ± 0 μs 0.481 ± 0 μs 1 ± 0
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/Current form 0.313 ± 0.017 ms 0.314 ± 0.018 ms 0.997 ± 0.079
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/Prediction form 1.31 ± 0.011 μs 1.32 ± 0.01 μs 0.992 ± 0.011
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Current form 7.55 ± 2.5 μs 6.88 ± 2 μs 1.1 ± 0.49
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Prediction form 3.08 ± 0.13 ms 2.94 ± 0.088 ms 1.05 ± 0.055
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/NonLinModel/Current form 17.3 ± 0.63 μs 16.9 ± 0.23 μs 1.02 ± 0.04
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/NonLinModel/Prediction form 0.317 ± 0.017 ms 0.315 ± 0.018 ms 1.01 ± 0.078
UNIT TESTS/StateEstimator/SteadyKalmanFilter/evaloutput 0.27 ± 0.01 μs 0.27 ± 0.001 μs 1 ± 0.037
UNIT TESTS/StateEstimator/SteadyKalmanFilter/preparestate! 0.3 ± 0.01 μs 0.29 ± 0.01 μs 1.03 ± 0.05
UNIT TESTS/StateEstimator/SteadyKalmanFilter/updatestate! 0.371 ± 0.01 μs 0.371 ± 0.01 μs 1 ± 0.038
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/evaloutput/LinModel 0.301 ± 0.001 μs 0.301 ± 0.01 μs 1 ± 0.033
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/evaloutput/NonLinModel 0.921 ± 0.01 μs 0.922 ± 0.01 μs 0.999 ± 0.015
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/preparestate!/LinModel 3.72 ± 0.04 μs 3.83 ± 0.04 μs 0.971 ± 0.015
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/preparestate!/NonLinModel 4.94 ± 0.03 μs 4.9 ± 0.04 μs 1.01 ± 0.01
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/updatestate!/LinModel 3.52 ± 0.03 μs 3.54 ± 0.04 μs 0.994 ± 0.014
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/updatestate!/NonLinModel 6.28 ± 0.05 μs 6.22 ± 0.07 μs 1.01 ± 0.014
time_to_load 3.5 ± 0.043 s 3.42 ± 0.02 s 1.02 ± 0.014
Memory benchmarks
main 4ea61b7... main / 4ea61b7...
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/DAQP/SingleShooting 0.0424 M allocs: 1.7 MB 0.0424 M allocs: 1.7 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/Ipopt/MultipleShooting 0.162 M allocs: 9.02 MB 0.162 M allocs: 9.02 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/Ipopt/SingleShooting 0.0538 M allocs: 2.4 MB 0.0538 M allocs: 2.4 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/MultipleShooting 0.0758 M allocs: 1.95 MB 0.0758 M allocs: 1.95 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/SingleShooting 7.85 k allocs: 0.249 MB 7.85 k allocs: 0.249 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/DAQP/SingleShooting 0.0422 M allocs: 1.7 MB 0.0422 M allocs: 1.7 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/Ipopt/MultipleShooting 0.127 M allocs: 7.19 MB 0.127 M allocs: 7.19 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/Ipopt/SingleShooting 0.0555 M allocs: 2.44 MB 0.0555 M allocs: 2.44 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/MultipleShooting 0.0532 M allocs: 1.39 MB 0.0532 M allocs: 1.39 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/SingleShooting 7.7 k allocs: 0.243 MB 7.7 k allocs: 0.243 MB 1
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/DAQP/SingleShooting 0.107 M allocs: 5.91 MB 0.107 M allocs: 5.91 MB 1
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/Ipopt/MultipleShooting 4.65 M allocs: 0.25 GB 4.65 M allocs: 0.25 GB 1
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/Ipopt/SingleShooting 0.108 M allocs: 6.34 MB 0.108 M allocs: 6.34 MB 1
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/MultipleShooting 4.68 M allocs: 0.254 GB 4.68 M allocs: 0.254 GB 1
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/SingleShooting 0.119 M allocs: 7.46 MB 0.119 M allocs: 7.46 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/MultipleShooting 0.354 M allocs: 20.7 MB 0.354 M allocs: 20.7 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/SingleShooting 0.357 M allocs: 17.2 MB 0.357 M allocs: 17.2 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/TrapezoidalCollocation 0.537 M allocs: 29.2 MB 0.537 M allocs: 29.2 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/MultipleShooting 0.271 M allocs: 15.6 MB 0.271 M allocs: 15.6 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/SingleShooting 0.0988 M allocs: 4.16 MB 0.0988 M allocs: 4.16 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/TrapezoidalCollocation 0.38 M allocs: 20.6 MB 0.38 M allocs: 20.6 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/MadNLP/SingleShooting 0.297 M allocs: 0.0649 GB 0.297 M allocs: 0.0649 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting 0.23 M allocs: 13.2 MB 0.23 M allocs: 13.2 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (Hessian) 1.75 M allocs: 0.116 GB 1.75 M allocs: 0.116 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (threaded) 0.248 M allocs: 21 MB 0.248 M allocs: 21 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting 0.0778 M allocs: 3.26 MB 0.0778 M allocs: 3.26 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting (Hessian) 0.0846 M allocs: 5.32 MB 0.0846 M allocs: 5.32 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation 0.321 M allocs: 17.3 MB 0.321 M allocs: 17.3 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation (threaded) 0.339 M allocs: 25.3 MB 0.339 M allocs: 25.3 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/MadNLP/SingleShooting 0.255 M allocs: 0.056 GB 0.255 M allocs: 0.056 GB 1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Current form 0.762 M allocs: 0.0802 GB 0.762 M allocs: 0.0802 GB 1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Prediction form 0.682 M allocs: 0.0585 GB 0.682 M allocs: 0.0585 GB 1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/Ipopt/Current form 0.647 M allocs: 0.0785 GB 0.647 M allocs: 0.0785 GB 1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/Ipopt/Prediction form 0.601 M allocs: 0.0562 GB 0.601 M allocs: 0.0562 GB 1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Current form 0.63 M allocs: 0.0764 GB 0.63 M allocs: 0.0764 GB 1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Prediction form 0.585 M allocs: 0.0553 GB 0.585 M allocs: 0.0553 GB 1
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Current form 14.4 M allocs: 2.56 GB 14.4 M allocs: 2.56 GB 1
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Prediction form 2.16 M allocs: 0.371 GB 2.16 M allocs: 0.371 GB 1
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Current form 15.2 M allocs: 2.8 GB 15.2 M allocs: 2.8 GB 1
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Prediction form 8.88 M allocs: 1.63 GB 8.88 M allocs: 1.63 GB 1
UNIT TESTS/PredictiveController/ExplicitMPC/moveinput! 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/PredictiveController/LinMPC/moveinput!/MultipleShooting 0.994 k allocs: 25.5 kB 0.994 k allocs: 25.5 kB 1
UNIT TESTS/PredictiveController/LinMPC/moveinput!/SingleShooting 0.088 k allocs: 2.23 kB 0.088 k allocs: 2.23 kB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/MultipleShooting 2.92 k allocs: 0.149 MB 2.92 k allocs: 0.149 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/SingleShooting 0.519 k allocs: 19.6 kB 0.519 k allocs: 19.6 kB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShooting 3.16 k allocs: 0.168 MB 3.16 k allocs: 0.168 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShootingHessian 3.26 k allocs: 0.186 MB 3.26 k allocs: 0.186 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShooting 0.553 k allocs: 21.2 kB 0.553 k allocs: 21.2 kB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShootingHessian 0.553 k allocs: 21.2 kB 0.553 k allocs: 21.2 kB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/TrapezoidalCollocation 2.27 k allocs: 0.102 MB 2.27 k allocs: 0.102 MB 1
UNIT TESTS/SimModel/LinModel/evaloutput 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/SimModel/LinModel/updatestate! 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/SimModel/NonLinModel/evaloutput 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/SimModel/NonLinModel/linearize! 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/SimModel/NonLinModel/updatestate! 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/evaloutput/LinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/evaloutput/NonLinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/preparestate!/LinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/preparestate!/NonLinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/updatestate!/LinModel 4 allocs: 0.0938 kB 4 allocs: 0.0938 kB 1
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/updatestate!/NonLinModel 4 allocs: 0.0938 kB 4 allocs: 0.0938 kB 1
UNIT TESTS/StateEstimator/InternalModel/evaloutput/LinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/InternalModel/evaloutput/NonLinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/InternalModel/preparestate!/LinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/InternalModel/preparestate!/NonLinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/InternalModel/updatestate!/LinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/InternalModel/updatestate!/NonLinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/KalmanFilter/evaloutput 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/KalmanFilter/preparestate! 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/KalmanFilter/updatestate! 4 allocs: 0.0938 kB 4 allocs: 0.0938 kB 1
UNIT TESTS/StateEstimator/Luenberger/evaloutput 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/Luenberger/preparestate! 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/Luenberger/updatestate! 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Current form 0.0754 M allocs: 14.6 MB 0.0754 M allocs: 14.6 MB 0.998
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Prediction form 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/Current form 0.973 k allocs: 25.4 kB 0.973 k allocs: 25.4 kB 1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/Prediction form 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Current form 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Prediction form 7.05 k allocs: 0.443 MB 7.05 k allocs: 0.443 MB 1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/NonLinModel/Current form 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/NonLinModel/Prediction form 0.973 k allocs: 25.4 kB 0.973 k allocs: 25.4 kB 1
UNIT TESTS/StateEstimator/SteadyKalmanFilter/evaloutput 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/SteadyKalmanFilter/preparestate! 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/SteadyKalmanFilter/updatestate! 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/evaloutput/LinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/evaloutput/NonLinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/preparestate!/LinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/preparestate!/NonLinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/updatestate!/LinModel 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/updatestate!/NonLinModel 0 allocs: 0 B 0 allocs: 0 B
time_to_load 0.149 k allocs: 11.2 kB 0.149 k allocs: 11.2 kB 1

@franckgaga franckgaga linked an issue Nov 3, 2025 that may be closed by this pull request
Support exact Hessian of objective function J in NonLinMPC and MovingHorizonEstimator #193
Closed
@franckgaga franckgaga merged commit 749fbcf into main Nov 3, 2025
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@franckgaga franckgaga deleted the mhe_hessian branch November 3, 2025 19:07
@JuliaControl JuliaControl deleted a comment from JuliaRegistrator Nov 3, 2025
@JuliaControl JuliaControl deleted a comment from JuliaRegistrator Nov 3, 2025
@franckgaga franckgaga mentioned this pull request Nov 4, 2025
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Support exact Hessian of objective function J in NonLinMPC and MovingHorizonEstimator

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@franckgaga @codecov-commenter