added: NonLinModelDAE and TrapezoidalCollocation support in MovingHorizonEstimator

[franckgaga]

This PR bring the support of NonLinModelDAE objects in the MovingHorizonEstimator transcribed with a TrapezoidalCollocation. The OrthogonalCollocation support will comes in a separate PR.

[codecov-commenter]

Codecov Report

❌ Patch coverage is 97.06840% with 9 lines in your changes missing coverage. Please review.
✅ Project coverage is 97.22%. Comparing base (029a16c) to head (d826ab1).
⚠️ Report is 23 commits behind head on main.

Files with missing lines	Patch %	Lines
src/estimator/mhe/transcription.jl	97.22%	4 Missing ⚠️
src/estimator/execute.jl	80.00%	3 Missing ⚠️
src/model/nonlinmodeldae.jl	84.61%	2 Missing ⚠️

Additional details and impacted files

@@            Coverage Diff             @@
##             main     #450      +/-   ##
==========================================
+ Coverage   96.92%   97.22%   +0.30%     
==========================================
  Files          28       28              
  Lines        6657     6811     +154     
==========================================
+ Hits         6452     6622     +170     
+ Misses        205      189      -16     

Flag	Coverage Δ
unittests	97.22% <97.06%> (+0.30%)	⬆️

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Benchmark Results (Julia v1)

Time benchmarks

	main	d826ab1...	main / d826ab1...
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/DAQP/SingleShooting	5.87 ± 0.83 ms	5.97 ± 0.84 ms	0.983 ± 0.2
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/MultipleShooting	11.3 ± 0.74 ms	11.7 ± 0.76 ms	0.971 ± 0.09
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/SingleShooting	1.91 ± 0.039 ms	1.94 ± 0.069 ms	0.981 ± 0.04
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/DAQP/SingleShooting	5.72 ± 0.86 ms	5.64 ± 0.77 ms	1.01 ± 0.21
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/MultipleShooting	7.8 ± 0.98 ms	7.77 ± 0.94 ms	1 ± 0.17
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/SingleShooting	1.96 ± 0.034 ms	1.95 ± 0.03 ms	1.01 ± 0.023
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/DAQP/SingleShooting	10.2 ± 1.9 ms	10.3 ± 2 ms	0.99 ± 0.27
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/MultipleShooting	0.121 ± 0.01 s	0.123 ± 0.032 s	0.982 ± 0.27
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/SingleShooting	14.6 ± 2.3 ms	14.8 ± 1.9 ms	0.985 ± 0.2
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/MultipleShooting	0.565 ± 0.0039 s	0.561 ± 0.0024 s	1.01 ± 0.0082
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/MultipleShooting (Hessian)	1.1 ± 0.021 s	1.1 ± 0.0093 s	1 ± 0.021
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/SingleShooting	1.67 ± 0.011 s	1.66 ± 0.01 s	1.01 ± 0.0088
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/TrapezoidalCollocation	0.889 ± 0.0046 s	0.901 ± 0.0042 s	0.986 ± 0.0069
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/TrapezoidalCollocation (Hessian)	0.889 ± 0.0054 s	0.912 ± 0.014 s	0.974 ± 0.016
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/MultipleShooting	0.367 ± 0.0033 s	0.377 ± 0.0033 s	0.974 ± 0.012
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/MultipleShooting (Hessian)	0.328 ± 0.0023 s	0.339 ± 0.0042 s	0.968 ± 0.014
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/OrthogonalCollocation	0.531 ± 0.0049 s	0.546 ± 0.0039 s	0.972 ± 0.011
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/OrthogonalCollocation (Hessian)	0.531 ± 0.0061 s	0.536 ± 0.0022 s	0.991 ± 0.012
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/SingleShooting	0.551 ± 0.0077 s	0.561 ± 0.0016 s	0.982 ± 0.014
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/SingleShooting (Hessian)	0.194 ± 0.0023 s	0.194 ± 0.0048 s	1 ± 0.028
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/TrapezoidalCollocation	0.36 ± 0.0033 s	0.346 ± 0.0031 s	1.04 ± 0.013
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/TrapezoidalCollocation (Hessian)	0.301 ± 0.0057 s	0.293 ± 0.0035 s	1.02 ± 0.023
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/MadNLP/SingleShooting (Hessian)	0.089 ± 0.0017 s	0.0875 ± 0.0016 s	1.02 ± 0.027
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Uno/MultipleShooting (Hessian)	0.124 ± 0.002 s	0.121 ± 0.00076 s	1.02 ± 0.018
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting	0.347 ± 0.0032 s	0.366 ± 0.0054 s	0.951 ± 0.017
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (Hessian)	0.32 ± 0.0014 s	0.329 ± 0.0071 s	0.972 ± 0.021
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (threaded)	0.375 ± 0.0032 s	0.389 ± 0.0068 s	0.962 ± 0.019
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/OrthogonalCollocation	0.602 ± 0.0061 s	0.621 ± 0.012 s	0.969 ± 0.021
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/OrthogonalCollocation (Hessian)	1.8 ± 0.026 s	1.84 ± 0.031 s	0.979 ± 0.022
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting	0.54 ± 0.0041 s	0.562 ± 0.016 s	0.961 ± 0.028
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting (Hessian)	0.191 ± 0.0018 s	0.194 ± 0.0014 s	0.982 ± 0.012
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation	0.348 ± 0.0041 s	0.348 ± 0.0046 s	1 ± 0.018
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation (Hessian)	0.268 ± 0.0029 s	0.27 ± 0.0014 s	0.995 ± 0.012
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation (threaded)	0.367 ± 0.0039 s	0.382 ± 0.011 s	0.962 ± 0.03
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/MadNLP/MultipleShooting (Hessian)	0.207 ± 0.0019 s	0.203 ± 0.0023 s	1.02 ± 0.015
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/MadNLP/SingleShooting (Hessian)	0.0827 ± 0.00062 s	0.0834 ± 0.00083 s	0.992 ± 0.012
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Uno/MultipleShooting (Hessian)	0.104 ± 0.0011 s	0.105 ± 0.0019 s	0.992 ± 0.02
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Current form	0.0868 ± 0.012 s	0.0842 ± 0.012 s	1.03 ± 0.21
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Prediction form	0.0601 ± 0.015 s	0.0591 ± 0.0094 s	1.02 ± 0.3
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Current form	0.0828 ± 0.012 s	0.0819 ± 0.013 s	1.01 ± 0.21
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/MultipleShooting	0.0704 ± 0.023 s	0.0738 ± 0.022 s	0.954 ± 0.42
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Prediction form	0.056 ± 0.014 s	0.0558 ± 0.0079 s	1 ± 0.28
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Current form (Hessian)	0.091 ± 0.00084 s	0.095 ± 0.00088 s	0.958 ± 0.013
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Current form (Hessian, MultipleShooting)	0.111 ± 0.0013 s	0.11 ± 0.0013 s	1 ± 0.017
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Prediction form (Hessian)	0.0869 ± 0.00084 s	0.0884 ± 0.0011 s	0.983 ± 0.016
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Prediction form (Hessian, MultipleShooting)	0.107 ± 0.00069 s	0.106 ± 0.00076 s	1.02 ± 0.0098
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Current form (Hessian)	0.0504 ± 0.00079 s	0.0507 ± 0.00053 s	0.995 ± 0.019
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Prediction form (Hessian)	0.0479 ± 0.00046 s	0.0469 ± 0.00044 s	1.02 ± 0.014
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Uno/Current form (Hessian)	17.4 ± 0.69 ms	17.3 ± 0.38 ms	1 ± 0.046
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Uno/Current form (Hessian, MultipleShooting)	22.6 ± 0.98 ms	22.5 ± 0.26 ms	1.01 ± 0.045
UNIT TESTS/PredictiveController/ExplicitMPC/moveinput!	3.74 ± 0.04 μs	3.46 ± 0.039 μs	1.08 ± 0.017
UNIT TESTS/PredictiveController/LinMPC/getinfo!	0.117 ± 0.0029 ms	0.118 ± 0.0033 ms	0.989 ± 0.037
UNIT TESTS/PredictiveController/LinMPC/moveinput!/MultipleShooting	0.136 ± 0.01 ms	0.134 ± 0.011 ms	1.02 ± 0.11
UNIT TESTS/PredictiveController/LinMPC/moveinput!/SingleShooting	15.2 ± 0.28 μs	15.1 ± 0.31 μs	1.01 ± 0.028
UNIT TESTS/PredictiveController/NonLinMPC/getinfo!/LinModel	0.177 ± 0.025 ms	0.178 ± 0.025 ms	0.995 ± 0.2
UNIT TESTS/PredictiveController/NonLinMPC/getinfo!/NonLinModel	0.265 ± 0.057 ms	0.256 ± 0.038 ms	1.03 ± 0.27
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/MultipleShooting	0.9 ± 0.21 ms	0.906 ± 0.21 ms	0.993 ± 0.33
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/SingleShooting	0.47 ± 0.025 ms	0.475 ± 0.026 ms	0.989 ± 0.076
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShooting	10.5 ± 0.32 ms	10.5 ± 0.28 ms	0.995 ± 0.04
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShootingHessian	10.8 ± 0.38 ms	10.7 ± 0.31 ms	1.01 ± 0.046
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/OrthogonalCollocation	9.61 ± 0.2 ms	9.68 ± 0.17 ms	0.992 ± 0.027
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/OrthogonalCollocationHessian	9.49 ± 0.32 ms	9.4 ± 0.28 ms	1.01 ± 0.045
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShooting	6.43 ± 0.14 ms	6.14 ± 0.083 ms	1.05 ± 0.026
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShootingHessian	6.57 ± 0.13 ms	6.17 ± 0.09 ms	1.06 ± 0.026
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/TrapezoidalCollocation	7.45 ± 0.35 ms	7.6 ± 0.4 ms	0.98 ± 0.069
UNIT TESTS/SimModel/LinModel/evaloutput	0.14 ± 0.01 μs	0.13 ± 0.001 μs	1.08 ± 0.077
UNIT TESTS/SimModel/LinModel/updatestate!	0.21 ± 0.001 μs	0.201 ± 0.01 μs	1.04 ± 0.052
UNIT TESTS/SimModel/NonLinModel/evaloutput	0.19 ± 0.011 μs	0.19 ± 0.001 μs	1 ± 0.058
UNIT TESTS/SimModel/NonLinModel/linearize!	1.24 ± 0.029 μs	1.3 ± 0.021 μs	0.954 ± 0.027
UNIT TESTS/SimModel/NonLinModel/updatestate!	0.27 ± 0.011 μs	0.27 ± 0.01 μs	1 ± 0.055
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/evaloutput/LinModel	0.22 ± 0.011 μs	0.22 ± 0.01 μs	1 ± 0.068
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/evaloutput/NonLinModel	0.661 ± 0.01 μs	0.721 ± 0.02 μs	0.917 ± 0.029
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/preparestate!/LinModel	0.14 ± 0.001 μs	0.14 ± 0 μs	1 ± 0.0071
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/preparestate!/NonLinModel	0.431 ± 0.01 μs	0.441 ± 0.01 μs	0.977 ± 0.032
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/updatestate!/LinModel	3.5 ± 0.04 μs	3.4 ± 0.04 μs	1.03 ± 0.017
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/updatestate!/NonLinModel	5.94 ± 0.09 μs	6.04 ± 0.071 μs	0.983 ± 0.019
UNIT TESTS/StateEstimator/InternalModel/evaloutput/LinModel	0.16 ± 0.001 μs	0.161 ± 0.01 μs	0.994 ± 0.062
UNIT TESTS/StateEstimator/InternalModel/evaloutput/NonLinModel	0.261 ± 0.01 μs	0.27 ± 0.01 μs	0.967 ± 0.052
UNIT TESTS/StateEstimator/InternalModel/preparestate!/LinModel	0.241 ± 0.01 μs	0.24 ± 0.01 μs	1 ± 0.059
UNIT TESTS/StateEstimator/InternalModel/preparestate!/NonLinModel	0.471 ± 0.02 μs	0.491 ± 0.01 μs	0.959 ± 0.045
UNIT TESTS/StateEstimator/InternalModel/updatestate!/LinModel	0.431 ± 0.001 μs	0.441 ± 0.009 μs	0.977 ± 0.02
UNIT TESTS/StateEstimator/InternalModel/updatestate!/NonLinModel	0.922 ± 0.011 μs	0.962 ± 0.01 μs	0.958 ± 0.015
UNIT TESTS/StateEstimator/KalmanFilter/evaloutput	0.18 ± 0.01 μs	0.171 ± 0.01 μs	1.05 ± 0.085
UNIT TESTS/StateEstimator/KalmanFilter/preparestate!	0.07 ± 0.01 μs	0.08 ± 0.009 μs	0.875 ± 0.16
UNIT TESTS/StateEstimator/KalmanFilter/updatestate!	2.55 ± 0.03 μs	2.52 ± 0.039 μs	1.01 ± 0.02
UNIT TESTS/StateEstimator/Luenberger/evaloutput	0.171 ± 0.01 μs	0.181 ± 0.01 μs	0.945 ± 0.076
UNIT TESTS/StateEstimator/Luenberger/preparestate!	0.22 ± 0.011 μs	0.22 ± 0.001 μs	1 ± 0.05
UNIT TESTS/StateEstimator/Luenberger/updatestate!	0.361 ± 0.019 μs	0.361 ± 0.011 μs	1 ± 0.061
UNIT TESTS/StateEstimator/MovingHorizonEstimator/getinfo!/LinModel	0.303 ± 0.019 ms	0.674 ± 0.03 ms	0.45 ± 0.035
UNIT TESTS/StateEstimator/MovingHorizonEstimator/getinfo!/NonLinModel	0.437 ± 0.028 ms	0.473 ± 0.028 ms	0.924 ± 0.081
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Constant arr. cov.	25.9 ± 3 ms	25.4 ± 2.9 ms	1.02 ± 0.17
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Current form	26 ± 2.9 ms	25.5 ± 3 ms	1.02 ± 0.17
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/MultipleShooting	9.62 ± 10 ms	9.57 ± 9.8 ms	1.01 ± 1.5
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/Current form	0.324 ± 0.024 ms	0.326 ± 0.024 ms	0.993 ± 0.1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/MultipleShooting	0.737 ± 0.027 ms	0.738 ± 0.023 ms	0.999 ± 0.048
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Prediction form	23.1 ± 1.2 ms	22.8 ± 1.3 ms	1.01 ± 0.078
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/NonLinModel/Prediction form	0.343 ± 0.024 ms	0.333 ± 0.024 ms	1.03 ± 0.1
UNIT TESTS/StateEstimator/SteadyKalmanFilter/evaloutput	0.19 ± 0.011 μs	0.19 ± 0.011 μs	1 ± 0.082
UNIT TESTS/StateEstimator/SteadyKalmanFilter/preparestate!	0.23 ± 0.01 μs	0.24 ± 0.01 μs	0.958 ± 0.058
UNIT TESTS/StateEstimator/SteadyKalmanFilter/updatestate!	0.371 ± 0.01 μs	0.381 ± 0.02 μs	0.974 ± 0.057
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/evaloutput/LinModel	0.24 ± 0.011 μs	0.23 ± 0.001 μs	1.04 ± 0.048
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/evaloutput/NonLinModel	0.45 ± 0.01 μs	0.44 ± 0.011 μs	1.02 ± 0.034
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/preparestate!/LinModel	3.6 ± 0.05 μs	3.58 ± 0.019 μs	1.01 ± 0.015
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/preparestate!/NonLinModel	4.81 ± 0.031 μs	4.66 ± 0.11 μs	1.03 ± 0.025
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/updatestate!/LinModel	3.91 ± 0.021 μs	3.88 ± 0.02 μs	1.01 ± 0.0075
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/updatestate!/NonLinModel	5.95 ± 0.04 μs	5.86 ± 0.04 μs	1.02 ± 0.0097
time_to_load	3.72 ± 0.038 s	3.67 ± 0.02 s	1.01 ± 0.012

Memory benchmarks

	main	d826ab1...	main / d826ab1...
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/DAQP/SingleShooting	0.0486 M allocs: 1.86 MB	0.0486 M allocs: 1.86 MB	1
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/MultipleShooting	0.116 M allocs: 2.86 MB	0.116 M allocs: 2.86 MB	1
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/SingleShooting	11.9 k allocs: 0.333 MB	11.9 k allocs: 0.333 MB	1
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/DAQP/SingleShooting	0.0485 M allocs: 1.85 MB	0.0485 M allocs: 1.85 MB	1
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/MultipleShooting	0.0812 M allocs: 2.02 MB	0.0812 M allocs: 2.02 MB	1
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/SingleShooting	11.7 k allocs: 0.327 MB	11.7 k allocs: 0.327 MB	1
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/DAQP/SingleShooting	0.128 M allocs: 6.8 MB	0.128 M allocs: 6.8 MB	1
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/MultipleShooting	5.56 M allocs: 0.292 GB	5.56 M allocs: 0.292 GB	1
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/SingleShooting	0.158 M allocs: 8.65 MB	0.158 M allocs: 8.65 MB	1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/MultipleShooting	0.367 M allocs: 29.6 MB	0.367 M allocs: 29.6 MB	1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/MultipleShooting (Hessian)	2.18 M allocs: 0.295 GB	2.18 M allocs: 0.296 GB	0.996
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/SingleShooting	0.306 M allocs: 0.0697 GB	0.306 M allocs: 0.0697 GB	1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/TrapezoidalCollocation	2.17 M allocs: 0.267 GB	2.17 M allocs: 0.268 GB	0.995
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/TrapezoidalCollocation (Hessian)	2.17 M allocs: 0.267 GB	2.17 M allocs: 0.268 GB	0.995
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/MultipleShooting	0.314 M allocs: 25.7 MB	0.314 M allocs: 25.7 MB	1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/MultipleShooting (Hessian)	0.655 M allocs: 0.0916 GB	0.655 M allocs: 0.0919 GB	0.996
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/OrthogonalCollocation	1.3 M allocs: 0.121 GB	1.3 M allocs: 0.121 GB	0.999
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/OrthogonalCollocation (Hessian)	1.3 M allocs: 0.121 GB	1.3 M allocs: 0.121 GB	0.999
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/SingleShooting	0.0964 M allocs: 30.1 MB	0.0964 M allocs: 30.4 MB	0.989
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/SingleShooting (Hessian)	0.0811 M allocs: 28.3 MB	0.0811 M allocs: 28.5 MB	0.993
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/TrapezoidalCollocation	0.312 M allocs: 25.5 MB	0.312 M allocs: 25.6 MB	0.996
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/TrapezoidalCollocation (Hessian)	0.714 M allocs: 0.0908 GB	0.714 M allocs: 0.0913 GB	0.995
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/MadNLP/SingleShooting (Hessian)	0.0924 M allocs: 30.8 MB	0.0924 M allocs: 31 MB	0.994
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Uno/MultipleShooting (Hessian)	0.337 M allocs: 0.0441 GB	0.337 M allocs: 0.0443 GB	0.997
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting	0.275 M allocs: 22.2 MB	0.275 M allocs: 22.2 MB	1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (Hessian)	0.715 M allocs: 0.0932 GB	0.715 M allocs: 0.0936 GB	0.996
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (threaded)	0.294 M allocs: 31.3 MB	0.294 M allocs: 31.5 MB	0.995
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/OrthogonalCollocation	1.4 M allocs: 0.13 GB	1.4 M allocs: 0.13 GB	0.999
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/OrthogonalCollocation (Hessian)	6.56 M allocs: 0.875 GB	6.56 M allocs: 0.877 GB	0.998
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting	0.0753 M allocs: 22.6 MB	0.0753 M allocs: 22.9 MB	0.99
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting (Hessian)	0.0807 M allocs: 28.2 MB	0.0807 M allocs: 28.4 MB	0.993
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation	0.274 M allocs: 22.1 MB	0.274 M allocs: 22.2 MB	0.996
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation (Hessian)	0.718 M allocs: 0.0848 GB	0.718 M allocs: 0.0852 GB	0.995
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation (threaded)	0.293 M allocs: 31.4 MB	0.293 M allocs: 31.5 MB	0.997
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/MadNLP/MultipleShooting (Hessian)	0.576 M allocs: 0.0864 GB	0.576 M allocs: 0.0867 GB	0.997
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/MadNLP/SingleShooting (Hessian)	0.0925 M allocs: 30.8 MB	0.0925 M allocs: 31 MB	0.994
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Uno/MultipleShooting (Hessian)	0.332 M allocs: 0.0404 GB	0.332 M allocs: 0.0405 GB	0.996
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Current form	1.45 M allocs: 0.225 GB	1.45 M allocs: 0.225 GB	1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Prediction form	1.33 M allocs: 0.146 GB	1.33 M allocs: 0.146 GB	1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Current form	1.32 M allocs: 0.222 GB	1.32 M allocs: 0.222 GB	1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/MultipleShooting	3.55 M allocs: 0.198 GB	3.55 M allocs: 0.198 GB	1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Prediction form	1.24 M allocs: 0.143 GB	1.24 M allocs: 0.143 GB	1
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Current form (Hessian)	0.0841 M allocs: 21.7 MB	0.0849 M allocs: 22.1 MB	0.985
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Current form (Hessian, MultipleShooting)	0.172 M allocs: 0.0319 GB	0.173 M allocs: 0.0323 GB	0.986
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Prediction form (Hessian)	0.0843 M allocs: 21.7 MB	0.0851 M allocs: 22.1 MB	0.985
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Prediction form (Hessian, MultipleShooting)	0.167 M allocs: 31.6 MB	0.168 M allocs: 0.0313 GB	0.986
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Current form (Hessian)	0.104 M allocs: 25.2 MB	0.104 M allocs: 25.6 MB	0.987
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Prediction form (Hessian)	0.102 M allocs: 24.6 MB	0.103 M allocs: 24.9 MB	0.987
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Uno/Current form (Hessian)	0.0363 M allocs: 8.44 MB	0.0366 M allocs: 8.56 MB	0.985
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Uno/Current form (Hessian, MultipleShooting)	0.0709 M allocs: 10.9 MB	0.0713 M allocs: 11.1 MB	0.987
UNIT TESTS/PredictiveController/ExplicitMPC/moveinput!	0 allocs: 0 B	0 allocs: 0 B
UNIT TESTS/PredictiveController/LinMPC/getinfo!	0.312 k allocs: 15.2 kB	0.312 k allocs: 15.2 kB	1
UNIT TESTS/PredictiveController/LinMPC/moveinput!/MultipleShooting	1.49 k allocs: 0.0363 MB	1.49 k allocs: 0.0363 MB	1
UNIT TESTS/PredictiveController/LinMPC/moveinput!/SingleShooting	0.104 k allocs: 2.67 kB	0.104 k allocs: 2.67 kB	1
UNIT TESTS/PredictiveController/NonLinMPC/getinfo!/LinModel	0.4 k allocs: 0.0579 MB	0.4 k allocs: 0.0581 MB	0.997
UNIT TESTS/PredictiveController/NonLinMPC/getinfo!/NonLinModel	0.566 k allocs: 0.0772 MB	0.566 k allocs: 0.0774 MB	0.998
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/MultipleShooting	1.72 k allocs: 0.103 MB	1.72 k allocs: 0.103 MB	1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/SingleShooting	0.251 k allocs: 10 kB	0.251 k allocs: 10 kB	1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShooting	5.28 k allocs: 0.537 MB	5.28 k allocs: 0.541 MB	0.994
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShootingHessian	5.08 k allocs: 0.495 MB	5.08 k allocs: 0.498 MB	0.994
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/OrthogonalCollocation	8.71 k allocs: 0.644 MB	8.71 k allocs: 0.645 MB	0.998
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/OrthogonalCollocationHessian	0.0433 M allocs: 5.25 MB	0.0433 M allocs: 5.27 MB	0.996
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShooting	0.952 k allocs: 0.413 MB	0.952 k allocs: 0.418 MB	0.987
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShootingHessian	0.952 k allocs: 0.413 MB	0.952 k allocs: 0.418 MB	0.987
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/TrapezoidalCollocation	3.54 k allocs: 0.303 MB	3.54 k allocs: 0.305 MB	0.995
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/getinfo!/LinModel	1.35 k allocs: 0.0508 MB	1.35 k allocs: 0.0508 MB	1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/getinfo!/NonLinModel	2.4 k allocs: 0.293 MB	2.42 k allocs: 0.294 MB	0.997
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Constant arr. cov.	9.03 k allocs: 0.674 MB	9.03 k allocs: 0.674 MB	1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Current form	9.03 k allocs: 0.674 MB	9.03 k allocs: 0.674 MB	1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/MultipleShooting	19.5 k allocs: 1 MB	19.5 k allocs: 1 MB	1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/Current form	0.955 k allocs: 24.8 kB	0.955 k allocs: 24.8 kB	1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/MultipleShooting	1.85 k allocs: 0.0467 MB	1.85 k allocs: 0.0467 MB	1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Prediction form	8.33 k allocs: 0.513 MB	8.33 k allocs: 0.513 MB	1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/NonLinModel/Prediction form	0.955 k allocs: 24.8 kB	0.955 k allocs: 24.8 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	0.201 k allocs: 11.8 kB	0.201 k allocs: 11.8 kB	1

[franckgaga]

Alright! Low impact on the MHE performance with current SimModel type. It generalizes great! (i.e.: no code duplication is needed with two distinct methods for NonLinModel and NonLinModelDAE in the MHE)

[franckgaga]

There are lot of commit behind this PR boat the boat is finally sailing 🚢🥳