Implements the online active set strategy for QPs with varying matrices. More...

#include <SQProblem.hpp>

Inheritance diagram for SQProblem:

Public Member Functions
returnValue	hotstart (const real_t const H_new, const real_t const g_new, const real_t const A_new, const real_t const lb_new, const real_t const ub_new, const real_t const lbA_new, const real_t const ubA_new, int &nWSR, real_t const cputime)
returnValue	hotstart (const char const H_file, const char const g_file, const char const A_file, const char const lb_file, const char const ub_file, const char const lbA_file, const char const ubA_file, int &nWSR, real_t const cputime)
returnValue	hotstart (SymmetricMatrix H_new, const real_t const g_new, Matrix A_new, const real_t const lb_new, const real_t const ub_new, const real_t const lbA_new, const real_t const ubA_new, int &nWSR, real_t const cputime)
returnValue	hotstart (const real_t const g_new, const real_t const lb_new, const real_t const ub_new, const real_t const lbA_new, const real_t const ubA_new, int &nWSR, real_t const cputime)
returnValue	hotstart (const char const g_file, const char const lb_file, const char const ub_file, const char const lbA_file, const char const ubA_file, int &nWSR, real_t const cputime)
returnValue	hotstart (const real_t const g_new, const real_t const lb_new, const real_t const ub_new, const real_t const lbA_new, const real_t const ubA_new, int &nWSR, real_t const cputime, const Bounds const guessedBounds, const Constraints const guessedConstraints)
returnValue	hotstart (const char const g_file, const char const lb_file, const char const ub_file, const char const lbA_file, const char const ubA_file, int &nWSR, real_t const cputime, const Bounds const guessedBounds, const Constraints const guessedConstraints)
SQProblem &	operator= (const SQProblem &rhs)
	SQProblem ()
	SQProblem (int _nV, int _nC, HessianType _hessianType=HST_UNKNOWN)
	SQProblem (const SQProblem &rhs)
virtual	~SQProblem ()
Protected Member Functions
virtual returnValue	setupAuxiliaryQP (const real_t const H_new, const real_t const A_new)
virtual returnValue	setupAuxiliaryQP (SymmetricMatrix H_new, Matrix A_new)
Friends
class	SolutionAnalysis

Detailed Description

Implements the online active set strategy for QPs with varying matrices.

A class for setting up and solving quadratic programs with varying QP matrices. The main feature is the possibily to use the newly developed online active set strategy for parametric quadratic programming.

Author:: Hans Joachim Ferreau, Andreas Potschka, Christian Kirches

Version:: 3.0beta

Date:: 2007-2011

Definition at line 59 of file SQProblem.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_QPOASES SQProblem::SQProblem ( )

Default constructor.

Definition at line 51 of file SQProblem.cpp.

SQProblem::SQProblem	(	int	_nV,
		int	_nC,
		HessianType	_hessianType = `HST_UNKNOWN`
	)

Constructor which takes the QP dimension and Hessian type information. If the Hessian is the zero (i.e. HST_ZERO) or the identity matrix (i.e. HST_IDENTITY), respectively, no memory is allocated for it and a NULL pointer can be passed for it to the init() functions.

Parameters:

_nV	Number of variables.
_nC	Number of constraints.
_hessianType	Type of Hessian matrix.

Definition at line 59 of file SQProblem.cpp.

SQProblem::SQProblem ( const SQProblem & rhs )

Copy constructor (deep copy).

Parameters:

rhs	Rhs object.

Definition at line 67 of file SQProblem.cpp.

SQProblem::~SQProblem ( ) [virtual]

Destructor.

Definition at line 75 of file SQProblem.cpp.

Member Function Documentation

returnValue SQProblem::hotstart	(	const real_t *const	H_new,
		const real_t *const	g_new,
		const real_t *const	A_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		int &	nWSR,
		real_t *const	cputime
	)

Solves an initialised SQProblem using online active set strategy.

Returns:: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_MATRIX_SHIFT_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_SETUP_AUXILIARYQP_FAILED

Parameters:

H_new	Hessian matrix of neighbouring QP to be solved. If Hessian matrix is trivial, a NULL pointer can be passed.
g_new	Gradient of neighbouring QP to be solved.
A_new	Constraint matrix of neighbouring QP to be solved. If QP sequence does not involve constraints, a NULL pointer can be passed.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spend for QP solution (or to perform nWSR iterations).

Definition at line 97 of file SQProblem.cpp.

returnValue SQProblem::hotstart	(	const char *const	H_file,
		const char *const	g_file,
		const char *const	A_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file,
		int &	nWSR,
		real_t *const	cputime
	)

Solves an initialised SQProblem using online active set strategy reading QP data from files.

Returns:: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_MATRIX_SHIFT_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_SETUP_AUXILIARYQP_FAILED
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS

Parameters:

H_file	Name of file where Hessian matrix is stored. If Hessian matrix is trivial, a NULL pointer can be passed.
g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
A_file	Name of file where constraint matrix is stored. If QP sequence does not involve constraints, a NULL pointer can be passed.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spend for QP solution (or to perform nWSR iterations).

Definition at line 140 of file SQProblem.cpp.

returnValue SQProblem::hotstart	(	SymmetricMatrix *	H_new,
		const real_t *const	g_new,
		Matrix *	A_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		int &	nWSR,
		real_t *const	cputime
	)

Solves an initialised SQProblem using online active set strategy.

Returns:: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_MATRIX_SHIFT_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_SETUP_AUXILIARYQP_FAILED

Parameters:

H_new	Hessian matrix of neighbouring QP to be solved. If Hessian matrix is trivial, a NULL pointer can be passed.
g_new	Gradient of neighbouring QP to be solved.
A_new	Constraint matrix of neighbouring QP to be solved. If QP sequence does not involve constraints, a NULL pointer can be passed.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spend for QP solution (or to perform nWSR iterations).

Definition at line 226 of file SQProblem.cpp.

returnValue SQProblem::hotstart	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		int &	nWSR,
		real_t *const	cputime
	)

Solves an initialised SQProblem (without matrix shift) using online active set strategy. Note: This functions just forwards to the corresponding QProblem::hotstart member function.

Returns:: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS

Parameters:

g_new	Gradient of neighbouring QP to be solved.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spend for QP solution (or to perform nWSR iterations).

Reimplemented from QProblem.

Definition at line 275 of file SQProblem.cpp.

returnValue SQProblem::hotstart	(	const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file,
		int &	nWSR,
		real_t *const	cputime
	)

Solves an initialised SQProblem (without matrix shift) using online active set strategy reading QP data from files. Note: This functions just forwards to the corresponding QProblem::hotstart member function.

Returns:: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_UNABLE_TO_READ_FILE

Parameters:

g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spend for QP solution (or to perform nWSR iterations).

Reimplemented from QProblem.

Definition at line 289 of file SQProblem.cpp.

returnValue SQProblem::hotstart	(	const real_t *const	g_new,
		const real_t *const	lb_new,
		const real_t *const	ub_new,
		const real_t *const	lbA_new,
		const real_t *const	ubA_new,
		int &	nWSR,
		real_t *const	cputime,
		const Bounds *const	guessedBounds,
		const Constraints *const	guessedConstraints
	)

Solves an initialised SQProblem (without matrix shift) using online active set strategy (using an initialised homotopy). Note: This functions just forwards to the corresponding QProblem::hotstart member function.

Returns:: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_WORKINGSET_UPDATE_FAILED

Parameters:

g_new	Gradient of neighbouring QP to be solved.
lb_new	Lower bounds of neighbouring QP to be solved. If no lower bounds exist, a NULL pointer can be passed.
ub_new	Upper bounds of neighbouring QP to be solved. If no upper bounds exist, a NULL pointer can be passed.
lbA_new	Lower constraints' bounds of neighbouring QP to be solved. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_new	Upper constraints' bounds of neighbouring QP to be solved. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spend for QP solution (or to perform nWSR iterations).
guessedBounds	Initial guess for working set of bounds. A null pointer corresponds to an empty working set!
guessedConstraints	Initial guess for working set of constraints. A null pointer corresponds to an empty working set!

Reimplemented from QProblem.

Definition at line 303 of file SQProblem.cpp.

returnValue SQProblem::hotstart	(	const char *const	g_file,
		const char *const	lb_file,
		const char *const	ub_file,
		const char *const	lbA_file,
		const char *const	ubA_file,
		int &	nWSR,
		real_t *const	cputime,
		const Bounds *const	guessedBounds,
		const Constraints *const	guessedConstraints
	)

Solves an initialised SQProblem (without matrix shift) using online active set strategy (using an initialised homotopy) reading QP data from files. Note: This functions just forwards to the corresponding QProblem::hotstart member function.

Returns:: SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_WORKINGSET_UPDATE_FAILED
RET_UNABLE_TO_READ_FILE

Parameters:

g_file	Name of file where gradient, of neighbouring QP to be solved, is stored.
lb_file	Name of file where lower bounds, of neighbouring QP to be solved, is stored. If no lower bounds exist, a NULL pointer can be passed.
ub_file	Name of file where upper bounds, of neighbouring QP to be solved, is stored. If no upper bounds exist, a NULL pointer can be passed.
lbA_file	Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. If no lower constraints' bounds exist, a NULL pointer can be passed.
ubA_file	Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. If no upper constraints' bounds exist, a NULL pointer can be passed.
nWSR	Input: Maximum number of working set recalculations; Output: Number of performed working set recalculations.
cputime	Input: Maximum CPU time allowed for QP solution. Output: CPU time spend for QP solution (or to perform nWSR iterations).
guessedBounds	Initial guess for working set of bounds. A null pointer corresponds to an empty working set!
guessedConstraints	Initial guess for working set of constraints. A null pointer corresponds to an empty working set!

Reimplemented from QProblem.

Definition at line 318 of file SQProblem.cpp.

SQProblem & SQProblem::operator= ( const SQProblem & rhs )

Assignment operator (deep copy).

Parameters:

rhs	Rhs object.

Definition at line 83 of file SQProblem.cpp.

returnValue SQProblem::setupAuxiliaryQP	(	const real_t *const	H_new,
		const real_t *const	A_new
	)		`[protected, virtual]`

Sets new matrices and calculates their factorisations. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one. Afterwards, all QP vectors are transformed in order to start from an optimal solution.

Returns:: SUCCESSFUL_RETURN
RET_MATRIX_FACTORISATION_FAILED
RET_NO_HESSIAN_SPECIFIED

Parameters:

H_new	New Hessian matrix. If Hessian matrix is trivial, a NULL pointer can be passed.
A_new	New constraint matrix. If QP sequence does not involve constraints, a NULL pointer can be passed.

Definition at line 350 of file SQProblem.cpp.

returnValue SQProblem::setupAuxiliaryQP	(	SymmetricMatrix *	H_new,
		Matrix *	A_new
	)		`[protected, virtual]`

Sets new matrices and calculates their factorisations. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one. Afterwards, all QP vectors are transformed in order to start from an optimal solution.

Returns:: SUCCESSFUL_RETURN
RET_MATRIX_FACTORISATION_FAILED
RET_NO_HESSIAN_SPECIFIED

Parameters:

H_new	New Hessian matrix. If Hessian matrix is trivial, a NULL pointer can be passed.
A_new	New constraint matrix. If QP sequence does not involve constraints, a NULL pointer can be passed.

Definition at line 371 of file SQProblem.cpp.

Friends And Related Function Documentation

friend class SolutionAnalysis [friend]

Reimplemented from QProblem.

Definition at line 62 of file SQProblem.hpp.

The documentation for this class was generated from the following files:

Public Member Functions

Protected Member Functions

Friends

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation