Merge branch 'SciML:master' into master

Author: fchen121

.github/workflows/benchmark.yml

@@ -0,0 +1,24 @@
+name: Benchmark this PR
+on:
+  pull_request:
+    branches:
+      - master
+    paths-ignore:
+      - 'docs/**'
+
+permissions:
+  pull-requests: write    # needed to post comments
+
+jobs:
+  bench:
+    name: "Benchmarks"
+    strategy:
+      matrix:
+        version:
+          - "1"
+          - "lts"
+    runs-on: ubuntu-latest
+    steps:
+      - uses: MilesCranmer/AirspeedVelocity.jl@action-v1
+        with:
+          julia-version: "${{ matrix.version }}"

Project.toml

@@ -1,7 +1,7 @@
 name = "ModelingToolkit"
 uuid = "961ee093-0014-501f-94e3-6117800e7a78"
 authors = ["Yingbo Ma <mayingbo5@gmail.com>", "Chris Rackauckas <accounts@chrisrackauckas.com> and contributors"]
-version = "10.1.0"
+version = "10.2.0"
 
 [deps]
 ADTypes = "47edcb42-4c32-4615-8424-f2b9edc5f35b"
@@ -73,6 +73,7 @@ DeepDiffs = "ab62b9b5-e342-54a8-a765-a90f495de1a6"
 FMI = "14a09403-18e3-468f-ad8a-74f8dda2d9ac"
 InfiniteOpt = "20393b10-9daf-11e9-18c9-8db751c92c57"
 LabelledArrays = "2ee39098-c373-598a-b85f-a56591580800"
+Pyomo = "0e8e1daf-01b5-4eba-a626-3897743a3816"
 
 [extensions]
 MTKBifurcationKitExt = "BifurcationKit"
@@ -81,6 +82,7 @@ MTKDeepDiffsExt = "DeepDiffs"
 MTKFMIExt = "FMI"
 MTKInfiniteOptExt = "InfiniteOpt"
 MTKLabelledArraysExt = "LabelledArrays"
+MTKPyomoDynamicOptExt = "Pyomo"
 
 [compat]
 ADTypes = "1.14.0"
@@ -140,6 +142,7 @@ OrdinaryDiffEqCore = "1.15.0"
 OrdinaryDiffEqDefault = "1.2"
 OrdinaryDiffEqNonlinearSolve = "1.5.0"
 PrecompileTools = "1"
+Pyomo = "0.1.0"
 REPL = "1"
 RecursiveArrayTools = "3.26"
 Reexport = "0.2, 1"

benchmark/Project.toml

@@ -0,0 +1,3 @@
+[deps]
+ModelingToolkitStandardLibrary = "16a59e39-deab-5bd0-87e4-056b12336739"
+OrdinaryDiffEqDefault = "50262376-6c5a-4cf5-baba-aaf4f84d72d7"

benchmark/benchmarks.jl

@@ -0,0 +1,54 @@
+using ModelingToolkit, BenchmarkTools
+using ModelingToolkitStandardLibrary
+using ModelingToolkitStandardLibrary.Thermal
+using OrdinaryDiffEqDefault
+
+const SUITE = BenchmarkGroup()
+
+@mtkmodel DCMotor begin
+    @structural_parameters begin
+        R = 0.5
+        L = 4.5e-3
+        k = 0.5
+        J = 0.02
+        f = 0.01
+        V_step = 10
+        tau_L_step = -3
+    end
+    @components begin
+        ground = Ground()
+        source = Voltage()
+        voltage_step = Blocks.Step(height = V_step, start_time = 0)
+        R1 = Resistor(R = R)
+        L1 = Inductor(L = L, i = 0.0)
+        emf = EMF(k = k)
+        fixed = Fixed()
+        load = Torque()
+        load_step = Blocks.Step(height = tau_L_step, start_time = 3)
+        inertia = Inertia(J = J)
+        friction = Damper(d = f)
+    end
+    @equations begin
+        connect(fixed.flange, emf.support, friction.flange_b)
+        connect(emf.flange, friction.flange_a, inertia.flange_a)
+        connect(inertia.flange_b, load.flange)
+        connect(load_step.output, load.tau)
+        connect(voltage_step.output, source.V)
+        connect(source.p, R1.p)
+        connect(R1.n, L1.p)
+        connect(L1.n, emf.p)
+        connect(emf.n, source.n, ground.g)
+    end
+end
+
+@named model = DCMotor()
+
+SUITE["mtkcompile"] = @benchmarkable mtkcompile($model)
+
+model = mtkcompile(model)
+u0 = unknowns(model) .=> 0.0
+tspan = (0.0, 6.0)
+SUITE["ODEProblem"] = @benchmarkable ODEProblem($model, $u0, $tspan)
+
+prob = ODEProblem(model, u0, tspan)
+SUITE["init"] = init($prob)

docs/Project.toml

@@ -3,13 +3,18 @@ Attractors = "f3fd9213-ca85-4dba-9dfd-7fc91308fec7"
 BenchmarkTools = "6e4b80f9-dd63-53aa-95a3-0cdb28fa8baf"
 BifurcationKit = "0f109fa4-8a5d-4b75-95aa-f515264e7665"
 CairoMakie = "13f3f980-e62b-5c42-98c6-ff1f3baf88f0"
+CommonSolve = "38540f10-b2f7-11e9-35d8-d573e4eb0ff2"
 ControlSystemsBase = "aaaaaaaa-a6ca-5380-bf3e-84a91bcd477e"
 DataInterpolations = "82cc6244-b520-54b8-b5a6-8a565e85f1d0"
+DiffEqDevTools = "f3b72e0c-5b89-59e1-b016-84e28bfd966d"
 Distributions = "31c24e10-a181-5473-b8eb-7969acd0382f"
 Documenter = "e30172f5-a6a5-5a46-863b-614d45cd2de4"
 DynamicQuantities = "06fc5a27-2a28-4c7c-a15d-362465fb6821"
 FMI = "14a09403-18e3-468f-ad8a-74f8dda2d9ac"
 FMIZoo = "724179cf-c260-40a9-bd27-cccc6fe2f195"
+InfiniteOpt = "20393b10-9daf-11e9-18c9-8db751c92c57"
+Ipopt = "b6b21f68-93f8-5de0-b562-5493be1d77c9"
+JumpProcesses = "ccbc3e58-028d-4f4c-8cd5-9ae44345cda5"
 LinearAlgebra = "37e2e46d-f89d-539d-b4ee-838fcccc9c8e"
 ModelingToolkit = "961ee093-0014-501f-94e3-6117800e7a78"
 ModelingToolkitStandardLibrary = "16a59e39-deab-5bd0-87e4-056b12336739"
@@ -31,12 +36,17 @@ Attractors = "1.24"
 BenchmarkTools = "1.3"
 BifurcationKit = "0.4"
 CairoMakie = "0.13"
+CommonSolve = "0.2"
 DataInterpolations = "6.5, 8"
+DiffEqDevTools = "2"
 Distributions = "0.25"
 Documenter = "1"
 DynamicQuantities = "^0.11.2, 0.12, 1"
 FMI = "0.14"
 FMIZoo = "1"
+InfiniteOpt = "0.5"
+Ipopt = "1"
+JumpProcesses = "9"
 ModelingToolkit = "10"
 ModelingToolkitStandardLibrary = "2.19"
 NonlinearSolve = "3, 4"

docs/make.jl

@@ -1,5 +1,9 @@
 using Documenter, ModelingToolkit
 using ModelingToolkit: SciMLBase
+# To load docstring from extension
+import FMI, CommonSolve, JumpProcesses
+
+MTKFMIExt = Base.get_extension(ModelingToolkit, :MTKFMIExt)
 
 # Make sure that plots don't throw a bunch of warnings / errors!
 ENV["GKSwstype"] = "100"
@@ -22,7 +26,7 @@ mathengine = MathJax3(Dict(:loader => Dict("load" => ["[tex]/require", "[tex]/ma
 
 makedocs(sitename = "ModelingToolkit.jl",
     authors = "Chris Rackauckas",
-    modules = [ModelingToolkit],
+    modules = [ModelingToolkit, MTKFMIExt],
     clean = true, doctest = false, linkcheck = true,
     warnonly = [:docs_block, :missing_docs, :cross_references],
     linkcheck_ignore = [
@@ -35,7 +39,9 @@ makedocs(sitename = "ModelingToolkit.jl",
         assets = ["assets/favicon.ico"],
         mathengine,
         canonical = "https://docs.sciml.ai/ModelingToolkit/stable/",
-        prettyurls = (get(ENV, "CI", nothing) == "true")),
+        prettyurls = (get(ENV, "CI", nothing) == "true"),
+        # This page gets especially big with all the problem docstrings
+        size_threshold_ignore = ["API/problems.md"]),
     pages = pages)
 
 deploydocs(repo = "github.com/SciML/ModelingToolkit.jl.git";

docs/pages.jl

@@ -8,6 +8,7 @@ pages = [
         "tutorials/modelingtoolkitize.md",
         "tutorials/programmatically_generating.md",
         "tutorials/stochastic_diffeq.md",
+        "tutorials/dynamic_optimization.md",
         "tutorials/discrete_system.md",
         "tutorials/parameter_identifiability.md",
         "tutorials/change_independent_variable.md",
@@ -31,6 +32,7 @@ pages = [
         "API/variables.md",
         "API/model_building.md",
         "API/problems.md",
+        "API/dynamic_opt.md",
         "API/codegen.md",
         "API/PDESystem.md"],
     "Basics" => Any[

docs/src/API/System.md

@@ -32,7 +32,7 @@ or analysis points of the hierarchical system.
 ModelingToolkit.has_eqs
 ModelingToolkit.get_eqs
 equations
-equations_toplevel
+ModelingToolkit.equations_toplevel
 full_equations
 ModelingToolkit.has_noise_eqs
 ModelingToolkit.get_noise_eqs
@@ -44,17 +44,17 @@ ModelingToolkit.get_constraints
 constraints
 ModelingToolkit.has_costs
 ModelingToolkit.get_costs
-costs
+cost
 ModelingToolkit.has_consolidate
 ModelingToolkit.get_consolidate
 ModelingToolkit.has_unknowns
 ModelingToolkit.get_unknowns
 unknowns
-unknowns_toplevel
+ModelingToolkit.unknowns_toplevel
 ModelingToolkit.has_ps
 ModelingToolkit.get_ps
 parameters
-parameters_toplevel
+ModelingToolkit.parameters_toplevel
 tunable_parameters
 ModelingToolkit.has_brownians
 ModelingToolkit.get_brownians
@@ -77,19 +77,20 @@ defaults
 ModelingToolkit.has_guesses
 ModelingToolkit.get_guesses
 guesses
+ModelingToolkit.get_systems
 ModelingToolkit.has_initialization_eqs
 ModelingToolkit.get_initialization_eqs
 initialization_equations
 ModelingToolkit.has_continuous_events
 ModelingToolkit.get_continuous_events
 continuous_events
-continuous_events_toplevel
+ModelingToolkit.continuous_events_toplevel
 ModelingToolkit.has_discrete_events
 ModelingToolkit.get_discrete_events
-discrete_events_toplevel
+ModelingToolkit.discrete_events_toplevel
 ModelingToolkit.has_assertions
 ModelingToolkit.get_assertions
-assertions
+ModelingToolkit.assertions
 ModelingToolkit.has_metadata
 ModelingToolkit.get_metadata
 SymbolicUtils.getmetadata(::ModelingToolkit.AbstractSystem, ::DataType, ::Any)
@@ -144,8 +145,8 @@ has_diff_equations
 has_alg_equations
 diff_equations
 alg_equations
-is_alg_equation
-is_diff_equation
+ModelingToolkit.is_alg_equation
+ModelingToolkit.is_diff_equation
 ```
 
 ## String parsing
@@ -167,6 +168,18 @@ ModelingToolkit.dump_parameters
 ModelingToolkit.dump_variable_metadata
 ```
 
+## Inputs and outputs
+
+```@docs
+ModelingToolkit.inputs
+ModelingToolkit.outputs
+ModelingToolkit.bound_inputs
+ModelingToolkit.unbound_inputs
+ModelingToolkit.bound_outputs
+ModelingToolkit.unbound_outputs
+ModelingToolkit.is_bound
+```
+
 ## Debugging utilities
 
 ```@docs

docs/src/API/codegen.md

@@ -8,7 +8,6 @@ ModelingToolkit.generate_rhs
 ModelingToolkit.generate_diffusion_function
 ModelingToolkit.generate_jacobian
 ModelingToolkit.generate_tgrad
-ModelingToolkit.generate_hessian
 ModelingToolkit.generate_W
 ModelingToolkit.generate_dae_jacobian
 ModelingToolkit.generate_history
@@ -21,6 +20,7 @@ ModelingToolkit.generate_constraint_jacobian
 ModelingToolkit.generate_constraint_hessian
 ModelingToolkit.generate_control_jacobian
 ModelingToolkit.build_explicit_observed_function
+ModelingToolkit.generate_control_function
 ```
 
 For functions such as jacobian calculation which require symbolic computation, there
@@ -43,3 +43,9 @@ ModelingToolkit.calculate_constraint_jacobian
 ModelingToolkit.calculate_constraint_hessian
 ModelingToolkit.calculate_control_jacobian
 ```
+
+All code generation eventually calls `build_function_wrapper`.
+
+```@docs
+build_function_wrapper
+```

docs/src/API/dynamic_opt.md

@@ -0,0 +1,41 @@
+### Solvers
+
+Currently 4 backends are exposed for solving dynamic optimization problems using collocation: JuMP, InfiniteOpt, CasADi, and Pyomo.
+
+Please note that there are differences in how to construct the collocation solver for the different cases. For example, the Python based ones, CasADi and Pyomo, expect the solver to be passed in as a string (CasADi and Pyomo come pre-loaded with Ipopt, but other solvers may need to be manually installed using `pip` or `conda`), while JuMP/InfiniteOpt expect the optimizer object to be passed in directly:
+
+```
+JuMPCollocation(Ipopt.Optimizer, constructRK4())
+CasADiCollocation("ipopt", constructRK4())
+```
+
+**JuMP** and **CasADi** collocation require an ODE tableau to be passed in. These can be constructed by calling the `constructX()` functions from DiffEqDevTools. The list of tableaus can be found [here](https://docs.sciml.ai/DiffEqDevDocs/dev/internals/tableaus/). If none is passed in, both solvers will default to using Radau second-order with five collocation points.
+
+**Pyomo** and **InfiniteOpt** each have their own built-in collocation methods.
+
+ 1. **InfiniteOpt**: The list of InfiniteOpt collocation methods can be found [in the table on this page](https://infiniteopt.github.io/InfiniteOpt.jl/stable/guide/derivative/). If none is passed in, the solver defaults to `FiniteDifference(Backward())`, which is effectively implicit Euler.
+ 2. **Pyomo**: The list of Pyomo collocation methods can be found [at the bottom of this page](https://github.com/SciML/Pyomo.jl). If none is passed in, the solver defaults to a `LagrangeRadau(3)`.
+
+Some examples of the latter two collocations:
+
+```julia
+PyomoCollocation("ipopt", LagrangeRadau(2))
+InfiniteOptCollocation(Ipopt.Optimizer, OrthogonalCollocation(3))
+```
+
+```@docs; canonical = false
+JuMPCollocation
+InfiniteOptCollocation
+CasADiCollocation
+PyomoCollocation
+CommonSolve.solve(::AbstractDynamicOptProblem)
+```
+
+### Problem constructors
+
+```@docs; canonical = false
+JuMPDynamicOptProblem
+InfiniteOptDynamicOptProblem
+CasADiDynamicOptProblem
+PyomoDynamicOptProblem
+```