diff --git a/src/estimator/mhe/construct.jl b/src/estimator/mhe/construct.jl index a01208d66..176f8a19b 100644 --- a/src/estimator/mhe/construct.jl +++ b/src/estimator/mhe/construct.jl @@ -2,11 +2,7 @@ const DEFAULT_LINMHE_OPTIMIZER = OSQP.MathOptInterfaceOSQP.Optimizer const DEFAULT_NONLINMHE_OPTIMIZER = optimizer_with_attributes(Ipopt.Optimizer,"sb"=>"yes") const DEFAULT_NONLINMHE_GRADIENT = AutoForwardDiff() const DEFAULT_NONLINMHE_JACOBIAN = AutoForwardDiff() -const DEFAULT_NONLINMHE_HESSIAN = AutoSparse( - AutoForwardDiff(); - sparsity_detector=TracerSparsityDetector(), - coloring_algorithm=GreedyColoringAlgorithm(ALL_COLORING_ORDERS, postprocessing=true), -) +const DEFAULT_NONLINMHE_HESSIAN = AutoForwardDiff() @doc raw""" Include all the data for the constraints of [`MovingHorizonEstimator`](@ref). @@ -449,27 +445,6 @@ MovingHorizonEstimator estimator with a sample time Ts = 10.0 s: for common mistakes when writing these functions. Also, an [`UnscentedKalmanFilter`](@ref) estimates the arrival covariance by default. - One exception about AD: the selected backend for the Hessian of the Lagrangian function - with `hessian=true` options is sparse: - ```julia - AutoSparse( - AutoForwardDiff(); - sparsity_detector = TracerSparsityDetector(), - coloring_algorithm = GreedyColoringAlgorithm( - ( - NaturalOrder(), - LargestFirst(), - SmallestLast(), - IncidenceDegree(), - DynamicLargestFirst(), - RandomOrder(StableRNG(0), 0) - ), - postprocessing = true - ) - ) - ``` - that is, it will test many coloring orders at preparation and keep the best. - Note that if `Cwt≠Inf`, the attribute `nlp_scaling_max_gradient` of `Ipopt` is set to `10/Cwt` (if not already set), to scale the small values of ``ε``. Use the second constructor to specify the arrival covariance estimation method.