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changed: hessian=true default to dense ForwardDiff for MovingHorizonEstimation#369

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changed: hessian=true default to dense ForwardDiff for MovingHorizonEstimation#369
franckgaga wants to merge 2 commits into
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mhe_default_hessain_dense

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@franckgaga franckgaga commented Jun 4, 2026

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Following discussion at #368, I'm testing if the performances of dense ForwardDiff.jl backend is a more appropriate default when hessian=true for the MovingHorizonEstimator. Let's benchmark this.

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Codecov Report

✅ All modified and coverable lines are covered by tests.
✅ Project coverage is 98.58%. Comparing base (7ef8400) to head (f21ba7c).
⚠️ Report is 6 commits behind head on main.

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@@           Coverage Diff           @@
##             main     #369   +/-   ##
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  Coverage   98.58%   98.58%           
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@franckgaga franckgaga changed the title changed: hessian=true to dense ForwardDiff for MovingHorizonEstimation changed: hessian=true default to dense ForwardDiff for MovingHorizonEstimation Jun 4, 2026
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Benchmark Results (Julia v1)

Time benchmarks
main f21ba7c... main / f21ba7c...
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/DAQP/SingleShooting 5.62 ± 0.47 ms 5.84 ± 0.49 ms 0.963 ± 0.12
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/MultipleShooting 11.6 ± 0.71 ms 12.1 ± 0.71 ms 0.956 ± 0.081
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/SingleShooting 1.92 ± 0.1 ms 2.02 ± 0.12 ms 0.951 ± 0.075
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/DAQP/SingleShooting 5.58 ± 0.51 ms 5.78 ± 0.56 ms 0.965 ± 0.13
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/MultipleShooting 8.09 ± 0.49 ms 8.25 ± 0.49 ms 0.981 ± 0.084
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/SingleShooting 2.08 ± 0.11 ms 2.16 ± 0.11 ms 0.966 ± 0.071
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/DAQP/SingleShooting 9.95 ± 1.4 ms 10.2 ± 1.4 ms 0.979 ± 0.19
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/MultipleShooting 0.107 ± 0.021 s 0.107 ± 0.021 s 1.01 ± 0.28
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/SingleShooting 14.9 ± 1.9 ms 15.1 ± 1.8 ms 0.99 ± 0.17
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/MultipleShooting 0.542 ± 0.0039 s 0.542 ± 0.0023 s 1 ± 0.0084
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/MultipleShooting (Hessian) 1.29 ± 0.0078 s 1.29 ± 0.0053 s 1 ± 0.0074
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/SingleShooting 1.62 ± 0.0045 s 1.62 ± 0.0034 s 0.998 ± 0.0035
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/TrapezoidalCollocation 1 ± 0.0084 s 0.985 ± 0.0049 s 1.02 ± 0.01
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/TrapezoidalCollocation (Hessian) 0.997 ± 0.0063 s 0.986 ± 0.0056 s 1.01 ± 0.0085
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/MultipleShooting 0.368 ± 0.0039 s 0.367 ± 0.0041 s 1 ± 0.015
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/MultipleShooting (Hessian) 0.417 ± 0.0038 s 0.412 ± 0.0027 s 1.01 ± 0.011
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/OrthogonalCollocation 0.538 ± 0.0026 s 0.536 ± 0.0019 s 1 ± 0.006
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/OrthogonalCollocation (Hessian) 0.55 ± 0.0024 s 0.538 ± 0.0035 s 1.02 ± 0.0081
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/SingleShooting 0.538 ± 0.0033 s 0.538 ± 0.0019 s 1 ± 0.007
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/SingleShooting (Hessian) 0.186 ± 0.0017 s 0.184 ± 0.0014 s 1.01 ± 0.012
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/TrapezoidalCollocation 0.338 ± 0.0028 s 0.339 ± 0.0021 s 0.999 ± 0.01
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/TrapezoidalCollocation (Hessian) 0.328 ± 0.0032 s 0.327 ± 0.0032 s 1 ± 0.014
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/MadNLP/SingleShooting (Hessian) 0.0853 ± 0.0013 s 0.0843 ± 0.00099 s 1.01 ± 0.019
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Uno/MultipleShooting (Hessian) 0.197 ± 0.01 s 0.199 ± 0.01 s 0.992 ± 0.072
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting 0.352 ± 0.0021 s 0.346 ± 0.0022 s 1.02 ± 0.0089
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (Hessian) 0.362 ± 0.0024 s 0.363 ± 0.0024 s 0.999 ± 0.0095
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (threaded) 0.371 ± 0.0052 s 0.369 ± 0.0035 s 1 ± 0.017
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/OrthogonalCollocation 0.601 ± 0.0035 s 0.602 ± 0.0036 s 0.998 ± 0.0083
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/OrthogonalCollocation (Hessian) 1.73 ± 0.024 s 1.73 ± 0.025 s 0.997 ± 0.02
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting 0.534 ± 0.0026 s 0.534 ± 0.0015 s 1 ± 0.0056
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting (Hessian) 0.184 ± 0.0011 s 0.183 ± 0.0011 s 1.01 ± 0.0085
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation 0.341 ± 0.0013 s 0.34 ± 0.0015 s 1 ± 0.0058
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation (Hessian) 0.282 ± 0.0021 s 0.281 ± 0.0021 s 1.01 ± 0.01
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation (threaded) 0.364 ± 0.0037 s 0.365 ± 0.0019 s 0.998 ± 0.011
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/MadNLP/MultipleShooting (Hessian) 0.246 ± 0.0017 s 0.245 ± 0.0023 s 1.01 ± 0.012
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/MadNLP/SingleShooting (Hessian) 0.08 ± 0.00077 s 0.0809 ± 0.00084 s 0.99 ± 0.014
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Uno/MultipleShooting (Hessian) 0.176 ± 0.0029 s 0.178 ± 0.0024 s 0.992 ± 0.021
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Uno/OrthogonalCollocation (Hessian) 0.823 ± 0.014 s 0.82 ± 0.0078 s 1 ± 0.019
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Current form 0.0707 ± 0.0046 s 0.069 ± 0.003 s 1.02 ± 0.08
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Prediction form 0.0516 ± 0.0029 s 0.0511 ± 0.0022 s 1.01 ± 0.071
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Current form 0.0674 ± 0.0055 s 0.0652 ± 0.0054 s 1.03 ± 0.12
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Prediction form 0.0485 ± 0.0054 s 0.0468 ± 0.0047 s 1.04 ± 0.16
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Current form 0.0938 ± 0.00047 s 0.097 ± 0.00064 s 0.967 ± 0.008
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Current form (Hessian) 0.0937 ± 0.0011 s 0.0958 ± 0.0009 s 0.978 ± 0.015
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Prediction form 0.0708 ± 0.00037 s 0.0731 ± 0.00029 s 0.968 ± 0.0064
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Prediction form (Hessian) 0.0926 ± 0.0018 s 0.0976 ± 0.00051 s 0.949 ± 0.019
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Current form (Hessian) 0.0527 ± 0.0011 s 0.0526 ± 0.0013 s 1 ± 0.032
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Prediction form (Hessian) 0.0462 ± 0.00083 s 0.0491 ± 0.00066 s 0.942 ± 0.021
UNIT TESTS/PredictiveController/ExplicitMPC/moveinput! 3.85 ± 0.05 μs 4.12 ± 0.06 μs 0.934 ± 0.018
UNIT TESTS/PredictiveController/LinMPC/getinfo! 0.109 ± 0.0024 ms 0.108 ± 0.0025 ms 1.01 ± 0.032
UNIT TESTS/PredictiveController/LinMPC/moveinput!/MultipleShooting 0.142 ± 0.0093 ms 0.135 ± 0.009 ms 1.05 ± 0.098
UNIT TESTS/PredictiveController/LinMPC/moveinput!/SingleShooting 16.7 ± 0.32 μs 17 ± 0.36 μs 0.98 ± 0.028
UNIT TESTS/PredictiveController/NonLinMPC/getinfo!/LinModel 0.167 ± 0.011 ms 0.168 ± 0.011 ms 0.994 ± 0.096
UNIT TESTS/PredictiveController/NonLinMPC/getinfo!/NonLinModel 0.261 ± 0.052 ms 0.246 ± 0.038 ms 1.06 ± 0.27
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/MultipleShooting 1.07 ± 0.21 ms 1.07 ± 0.2 ms 0.995 ± 0.27
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/SingleShooting 0.467 ± 0.028 ms 0.472 ± 0.028 ms 0.991 ± 0.083
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShooting 10.5 ± 0.34 ms 10.6 ± 0.36 ms 0.998 ± 0.047
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShootingHessian 10.5 ± 0.35 ms 10.5 ± 0.29 ms 0.996 ± 0.043
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/OrthogonalCollocation 11.5 ± 1.7 ms 11.8 ± 1.6 ms 0.976 ± 0.19
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/OrthogonalCollocationHessian 10.4 ± 0.58 ms 10.6 ± 0.52 ms 0.985 ± 0.073
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShooting 7.84 ± 0.38 ms 7.65 ± 0.38 ms 1.03 ± 0.071
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShootingHessian 7.58 ± 0.4 ms 7.45 ± 0.29 ms 1.02 ± 0.066
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/TrapezoidalCollocation 7.42 ± 0.34 ms 7.45 ± 0.35 ms 0.996 ± 0.066
UNIT TESTS/SimModel/LinModel/evaloutput 0.13 ± 0.001 μs 0.13 ± 0.001 μs 1 ± 0.011
UNIT TESTS/SimModel/LinModel/updatestate! 0.18 ± 0.001 μs 0.18 ± 0.001 μs 1 ± 0.0079
UNIT TESTS/SimModel/NonLinModel/evaloutput 0.391 ± 0.01 μs 0.401 ± 0.01 μs 0.975 ± 0.035
UNIT TESTS/SimModel/NonLinModel/linearize! 1.97 ± 0.021 μs 2.09 ± 0.02 μs 0.942 ± 0.013
UNIT TESTS/SimModel/NonLinModel/updatestate! 0.451 ± 0.001 μs 0.451 ± 0 μs 1 ± 0.0022
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/evaloutput/LinModel 0.511 ± 0.011 μs 0.511 ± 0.01 μs 1 ± 0.029
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/evaloutput/NonLinModel 1.75 ± 0.019 μs 1.76 ± 0.011 μs 0.994 ± 0.012
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/preparestate!/LinModel 0.261 ± 0.001 μs 0.261 ± 0.01 μs 1 ± 0.039
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/preparestate!/NonLinModel 1.41 ± 0.001 μs 1.41 ± 0.001 μs 1 ± 0.001
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/updatestate!/LinModel 3.94 ± 0.041 μs 4.01 ± 0.04 μs 0.983 ± 0.014
UNIT TESTS/StateEstimator/ExtendedKalmanFilter/updatestate!/NonLinModel 8.53 ± 0.08 μs 8.63 ± 0.089 μs 0.988 ± 0.014
UNIT TESTS/StateEstimator/InternalModel/evaloutput/LinModel 0.23 ± 0.011 μs 0.241 ± 0.01 μs 0.954 ± 0.06
UNIT TESTS/StateEstimator/InternalModel/evaloutput/NonLinModel 0.571 ± 0.01 μs 0.851 ± 0.29 μs 0.671 ± 0.23
UNIT TESTS/StateEstimator/InternalModel/preparestate!/LinModel 0.301 ± 0.001 μs 0.301 ± 0.001 μs 1 ± 0.0047
UNIT TESTS/StateEstimator/InternalModel/preparestate!/NonLinModel 0.721 ± 0.01 μs 0.722 ± 0.01 μs 0.999 ± 0.02
UNIT TESTS/StateEstimator/InternalModel/updatestate!/LinModel 0.441 ± 0.01 μs 0.441 ± 0.001 μs 1 ± 0.023
UNIT TESTS/StateEstimator/InternalModel/updatestate!/NonLinModel 1.23 ± 0.01 μs 1.23 ± 0.019 μs 1 ± 0.017
UNIT TESTS/StateEstimator/KalmanFilter/evaloutput 0.241 ± 0.02 μs 0.25 ± 0.01 μs 0.964 ± 0.089
UNIT TESTS/StateEstimator/KalmanFilter/preparestate! 0.14 ± 0.001 μs 0.13 ± 0 μs 1.08 ± 0.0077
UNIT TESTS/StateEstimator/KalmanFilter/updatestate! 2.5 ± 0.03 μs 2.48 ± 0.039 μs 1.01 ± 0.02
UNIT TESTS/StateEstimator/Luenberger/evaloutput 0.24 ± 0.011 μs 0.24 ± 0.01 μs 1 ± 0.062
UNIT TESTS/StateEstimator/Luenberger/preparestate! 0.24 ± 0.001 μs 0.24 ± 0.01 μs 1 ± 0.042
UNIT TESTS/StateEstimator/Luenberger/updatestate! 0.33 ± 0.01 μs 0.341 ± 0.01 μs 0.968 ± 0.041
UNIT TESTS/StateEstimator/MovingHorizonEstimator/getinfo!/LinModel 0.29 ± 0.025 ms 0.275 ± 0.021 ms 1.06 ± 0.12
UNIT TESTS/StateEstimator/MovingHorizonEstimator/getinfo!/NonLinModel 0.354 ± 0.022 ms 0.361 ± 0.022 ms 0.981 ± 0.085
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Constant arr. cov. 31.5 ± 2.9 ms 29 ± 3 ms 1.09 ± 0.15
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Current form 31.3 ± 2.9 ms 29.4 ± 3 ms 1.06 ± 0.14
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Prediction form 0.501 ± 0.01 μs 0.501 ± 0.009 μs 1 ± 0.027
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/Current form 0.308 ± 0.022 ms 0.317 ± 0.023 ms 0.97 ± 0.097
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/Prediction form 1.42 ± 0.01 μs 1.43 ± 0.019 μs 0.992 ± 0.015
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Constant arr. cov. 11.8 ± 1.6 μs 11.4 ± 1.8 μs 1.04 ± 0.21
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Current form 31.4 ± 4.8 μs 30.2 ± 4.9 μs 1.04 ± 0.23
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Prediction form 28.4 ± 3.9 ms 27.6 ± 2.5 ms 1.03 ± 0.17
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/NonLinModel/Current form 16.8 ± 0.56 μs 17.1 ± 0.47 μs 0.982 ± 0.042
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/NonLinModel/Prediction form 0.32 ± 0.022 ms 0.322 ± 0.023 ms 0.995 ± 0.1
UNIT TESTS/StateEstimator/SteadyKalmanFilter/evaloutput 0.26 ± 0.019 μs 0.26 ± 0.01 μs 1 ± 0.083
UNIT TESTS/StateEstimator/SteadyKalmanFilter/preparestate! 0.261 ± 0.01 μs 0.27 ± 0.01 μs 0.967 ± 0.052
UNIT TESTS/StateEstimator/SteadyKalmanFilter/updatestate! 0.351 ± 0.011 μs 0.371 ± 0.01 μs 0.946 ± 0.039
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/evaloutput/LinModel 0.31 ± 0.01 μs 0.301 ± 0.01 μs 1.03 ± 0.048
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/evaloutput/NonLinModel 0.921 ± 0.011 μs 0.902 ± 0.01 μs 1.02 ± 0.017
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/preparestate!/LinModel 3.66 ± 0.05 μs 3.58 ± 0.04 μs 1.02 ± 0.018
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/preparestate!/NonLinModel 4.91 ± 0.04 μs 4.81 ± 0.03 μs 1.02 ± 0.01
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/updatestate!/LinModel 3.48 ± 0.03 μs 3.53 ± 0.039 μs 0.986 ± 0.014
UNIT TESTS/StateEstimator/UnscentedKalmanFilter/updatestate!/NonLinModel 6.12 ± 0.09 μs 6.29 ± 0.06 μs 0.973 ± 0.017
time_to_load 5.96 ± 0.01 s 5.97 ± 0.023 s 0.998 ± 0.0043
Memory benchmarks
main f21ba7c... main / f21ba7c...
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/DAQP/SingleShooting 0.0489 M allocs: 1.86 MB 0.0489 M allocs: 1.86 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/MultipleShooting 0.126 M allocs: 3.16 MB 0.126 M allocs: 3.16 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/With feedforward/OSQP/SingleShooting 12.6 k allocs: 0.356 MB 12.6 k allocs: 0.356 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/DAQP/SingleShooting 0.0487 M allocs: 1.85 MB 0.0487 M allocs: 1.85 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/MultipleShooting 0.0879 M allocs: 2.23 MB 0.0879 M allocs: 2.23 MB 1
CASE STUDIES/PredictiveController/CSTR/LinMPC/Without feedforward/OSQP/SingleShooting 12.5 k allocs: 0.35 MB 12.5 k allocs: 0.35 MB 1
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/DAQP/SingleShooting 0.119 M allocs: 6.37 MB 0.119 M allocs: 6.37 MB 1
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/MultipleShooting 4.76 M allocs: 0.257 GB 4.76 M allocs: 0.257 GB 1
CASE STUDIES/PredictiveController/Pendulum/LinMPC/Successive linearization/OSQP/SingleShooting 0.148 M allocs: 8.23 MB 0.148 M allocs: 8.23 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/MultipleShooting 0.369 M allocs: 25.5 MB 0.369 M allocs: 25.5 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/MultipleShooting (Hessian) 2.2 M allocs: 0.244 GB 2.2 M allocs: 0.244 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/SingleShooting 0.306 M allocs: 0.0435 GB 0.306 M allocs: 0.0435 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/TrapezoidalCollocation 2.17 M allocs: 0.212 GB 2.17 M allocs: 0.212 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Custom constraints/Ipopt/TrapezoidalCollocation (Hessian) 2.17 M allocs: 0.212 GB 2.17 M allocs: 0.212 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/MultipleShooting 0.316 M allocs: 22 MB 0.316 M allocs: 22 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/MultipleShooting (Hessian) 0.741 M allocs: 0.0843 GB 0.741 M allocs: 0.0843 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/OrthogonalCollocation 1.33 M allocs: 0.119 GB 1.33 M allocs: 0.119 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/OrthogonalCollocation (Hessian) 1.33 M allocs: 0.119 GB 1.33 M allocs: 0.119 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/SingleShooting 0.0965 M allocs: 17.6 MB 0.0965 M allocs: 17.6 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/SingleShooting (Hessian) 0.0812 M allocs: 16.9 MB 0.0812 M allocs: 16.9 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/TrapezoidalCollocation 0.314 M allocs: 21.9 MB 0.314 M allocs: 21.9 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Ipopt/TrapezoidalCollocation (Hessian) 0.757 M allocs: 0.0765 GB 0.757 M allocs: 0.0765 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/MadNLP/SingleShooting (Hessian) 0.0926 M allocs: 20 MB 0.0926 M allocs: 20 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Economic/Uno/MultipleShooting (Hessian) 0.311 M allocs: 0.0327 GB 0.311 M allocs: 0.0327 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting 0.277 M allocs: 19 MB 0.277 M allocs: 19 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (Hessian) 0.709 M allocs: 0.0739 GB 0.709 M allocs: 0.0739 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/MultipleShooting (threaded) 0.296 M allocs: 28 MB 0.296 M allocs: 28 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/OrthogonalCollocation 1.43 M allocs: 0.128 GB 1.43 M allocs: 0.128 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/OrthogonalCollocation (Hessian) 5.12 M allocs: 0.601 GB 5.12 M allocs: 0.601 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting 0.0754 M allocs: 13.3 MB 0.0754 M allocs: 13.3 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/SingleShooting (Hessian) 0.0808 M allocs: 16.9 MB 0.0808 M allocs: 16.9 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation 0.276 M allocs: 19 MB 0.276 M allocs: 19 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation (Hessian) 0.72 M allocs: 0.0656 GB 0.72 M allocs: 0.0656 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Ipopt/TrapezoidalCollocation (threaded) 0.295 M allocs: 28.1 MB 0.295 M allocs: 28.1 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/MadNLP/MultipleShooting (Hessian) 0.587 M allocs: 0.0728 GB 0.587 M allocs: 0.0728 GB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/MadNLP/SingleShooting (Hessian) 0.0927 M allocs: 20 MB 0.0927 M allocs: 20 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Uno/MultipleShooting (Hessian) 0.307 M allocs: 30.3 MB 0.307 M allocs: 30.3 MB 1
CASE STUDIES/PredictiveController/Pendulum/NonLinMPC/Noneconomic/Uno/OrthogonalCollocation (Hessian) 2.13 M allocs: 0.243 GB 2.13 M allocs: 0.243 GB 1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Current form 1.25 M allocs: 0.213 GB 1.25 M allocs: 0.213 GB 1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/DAQP/Prediction form 1.16 M allocs: 0.136 GB 1.16 M allocs: 0.136 GB 1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Current form 1.13 M allocs: 0.21 GB 1.13 M allocs: 0.21 GB 1
CASE STUDIES/StateEstimator/CSTR/MovingHorizonEstimator/OSQP/Prediction form 1.07 M allocs: 0.134 GB 1.07 M allocs: 0.134 GB 0.999
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Current form 0.0691 M allocs: 12.3 MB 0.0693 M allocs: 16.6 MB 0.739
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Current form (Hessian) 0.0682 M allocs: 12.2 MB 0.0682 M allocs: 16.4 MB 0.741
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Prediction form 0.0521 M allocs: 8.63 MB 0.0516 M allocs: 11.7 MB 0.74
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/Ipopt/Prediction form (Hessian) 0.0684 M allocs: 12.2 MB 0.0685 M allocs: 16.5 MB 0.74
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Current form (Hessian) 0.0902 M allocs: 16.2 MB 0.0899 M allocs: 21 MB 0.769
CASE STUDIES/StateEstimator/Pendulum/MovingHorizonEstimator/MadNLP/Prediction form (Hessian) 0.0851 M allocs: 14.8 MB 0.085 M allocs: 19.2 MB 0.771
UNIT TESTS/PredictiveController/ExplicitMPC/moveinput! 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/PredictiveController/LinMPC/getinfo! 0.326 k allocs: 15.6 kB 0.326 k allocs: 15.6 kB 1
UNIT TESTS/PredictiveController/LinMPC/moveinput!/MultipleShooting 1.62 k allocs: 0.0403 MB 1.62 k allocs: 0.0403 MB 1
UNIT TESTS/PredictiveController/LinMPC/moveinput!/SingleShooting 0.114 k allocs: 2.98 kB 0.114 k allocs: 2.98 kB 1
UNIT TESTS/PredictiveController/NonLinMPC/getinfo!/LinModel 0.408 k allocs: 0.0579 MB 0.408 k allocs: 0.0579 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/getinfo!/NonLinModel 0.571 k allocs: 0.077 MB 0.571 k allocs: 0.077 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/MultipleShooting 1.79 k allocs: 0.105 MB 1.79 k allocs: 0.105 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/LinModel/SingleShooting 0.254 k allocs: 10.1 kB 0.254 k allocs: 10.1 kB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShooting 4.76 k allocs: 0.368 MB 4.76 k allocs: 0.368 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/MultipleShootingHessian 5.34 k allocs: 0.423 MB 5.34 k allocs: 0.423 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/OrthogonalCollocation 9.58 k allocs: 0.609 MB 9.58 k allocs: 0.609 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/OrthogonalCollocationHessian 0.0459 M allocs: 4.44 MB 0.0459 M allocs: 4.44 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShooting 0.957 k allocs: 0.233 MB 0.957 k allocs: 0.233 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/SingleShootingHessian 0.957 k allocs: 0.233 MB 0.957 k allocs: 0.233 MB 1
UNIT TESTS/PredictiveController/NonLinMPC/moveinput!/NonLinModel/TrapezoidalCollocation 3.42 k allocs: 0.241 MB 3.42 k allocs: 0.241 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/getinfo!/LinModel 1.41 k allocs: 0.0526 MB 1.41 k allocs: 0.0526 MB 1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/getinfo!/NonLinModel 1.27 k allocs: 0.167 MB 1.27 k allocs: 0.167 MB 1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Constant arr. cov. 0.159 M allocs: 0.117 GB 0.158 M allocs: 0.117 GB 0.998
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Current form 0.159 M allocs: 0.115 GB 0.159 M allocs: 0.118 GB 0.974
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/LinModel/Prediction form 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/Current form 0.977 k allocs: 25.3 kB 0.977 k allocs: 25.3 kB 1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/preparestate!/NonLinModel/Prediction form 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Constant arr. cov. 0 allocs: 0 B 0 allocs: 0 B
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Current form 2 allocs: 0.0469 kB 2 allocs: 0.0469 kB 1
UNIT TESTS/StateEstimator/MovingHorizonEstimator/updatestate!/LinModel/Prediction form 7.57 k allocs: 0.472 MB 7.57 k allocs: 0.472 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 0.977 k allocs: 25.3 kB 0.977 k allocs: 25.3 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 commented Jun 4, 2026

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Nope not worth it, let's close this PR!

@franckgaga franckgaga closed this Jun 4, 2026
@franckgaga franckgaga deleted the mhe_default_hessain_dense branch June 8, 2026 17:42
@franckgaga franckgaga restored the mhe_default_hessain_dense branch June 24, 2026 13:38
@franckgaga franckgaga reopened this Jun 24, 2026
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@franckgaga @codecov-commenter