scp_method.hpp
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00001 /*
00002  *    This file is part of ACADO Toolkit.
00003  *
00004  *    ACADO Toolkit -- A Toolkit for Automatic Control and Dynamic Optimization.
00005  *    Copyright (C) 2008-2014 by Boris Houska, Hans Joachim Ferreau,
00006  *    Milan Vukov, Rien Quirynen, KU Leuven.
00007  *    Developed within the Optimization in Engineering Center (OPTEC)
00008  *    under supervision of Moritz Diehl. All rights reserved.
00009  *
00010  *    ACADO Toolkit is free software; you can redistribute it and/or
00011  *    modify it under the terms of the GNU Lesser General Public
00012  *    License as published by the Free Software Foundation; either
00013  *    version 3 of the License, or (at your option) any later version.
00014  *
00015  *    ACADO Toolkit is distributed in the hope that it will be useful,
00016  *    but WITHOUT ANY WARRANTY; without even the implied warranty of
00017  *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
00018  *    Lesser General Public License for more details.
00019  *
00020  *    You should have received a copy of the GNU Lesser General Public
00021  *    License along with ACADO Toolkit; if not, write to the Free Software
00022  *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
00023  *
00024  */
00025 
00026 
00034 #ifndef ACADO_TOOLKIT_SCP_METHOD_HPP
00035 #define ACADO_TOOLKIT_SCP_METHOD_HPP
00036 
00037 
00038 #include <acado/utils/acado_utils.hpp>
00039 
00040 #include <acado/function/ocp_iterate.hpp>
00041 
00042 #include <acado/nlp_solver/nlp_solver.hpp>
00043 #include <acado/conic_solver/dense_qp_solver.hpp>
00044 #include <acado/conic_solver/banded_cp_solver.hpp>
00045 #include <acado/conic_solver/condensing_based_cp_solver.hpp>
00046 
00047 #include <acado/nlp_solver/scp_evaluation.hpp>
00048 #include <acado/nlp_solver/scp_step_linesearch.hpp>
00049 #include <acado/nlp_solver/scp_step_fullstep.hpp>
00050 #include <acado/nlp_derivative_approximation/nlp_derivative_approximation.hpp>
00051 
00052 
00053 
00054 BEGIN_NAMESPACE_ACADO
00055 
00056 
00067 class SCPmethod : public NLPsolver
00068 {
00069 
00070     //
00071     // PUBLIC MEMBER FUNCTIONS:
00072     //
00073     public:
00074 
00076         SCPmethod( );
00077 
00079         SCPmethod(      UserInteraction* _userInteraction,
00080                                         const Objective             *objective_             ,
00081                                         const DynamicDiscretization *dynamic_discretization_,
00082                                         const Constraint            *constraint_,
00083                                         BooleanType _isCP = BT_FALSE
00084                                         );
00085 
00087         SCPmethod( const SCPmethod& rhs );
00088 
00090         virtual ~SCPmethod( );
00091 
00093         SCPmethod& operator=( const SCPmethod& rhs );
00094 
00095         virtual NLPsolver* clone() const;
00096 
00097 
00099                 virtual returnValue init(       VariablesGrid* x_init ,
00100                                                                         VariablesGrid* xa_init,
00101                                                                         VariablesGrid* p_init ,
00102                                                                         VariablesGrid* u_init ,
00103                                                                         VariablesGrid* w_init  );
00104 
00105 
00107         virtual returnValue solve(      const DVector &x0_ = emptyConstVector,
00108                                                                         const DVector &p_ = emptyConstVector
00109                                                                         );
00110 
00112         virtual returnValue step(       const DVector &x0_ = emptyConstVector,
00113                                                                         const DVector &p_ = emptyConstVector
00114                                                                         );
00115 
00117         virtual returnValue feedbackStep(       const DVector &x0_,
00118                                                                                         const DVector &p_ = emptyConstVector
00119                                                                                         );
00120 
00121                 virtual returnValue performCurrentStep( );
00122                 
00123 
00125         virtual returnValue prepareNextStep( );
00126 
00127 
00136         virtual returnValue setReference(       const VariablesGrid &ref
00137                                                                                         );
00138 
00139 //              virtual returnValue enableNeedToReevaluate( );
00140                 
00141                                                                                         
00146                 virtual returnValue shiftVariables(     double timeShift = -1.0,
00147                                                                         DVector  lastX    =  emptyVector,
00148                                                                         DVector lastXA    =  emptyVector,
00149                                                                         DVector lastP     =  emptyVector,
00150                                                                         DVector lastU     =  emptyVector,
00151                                                                         DVector lastW     =  emptyVector  );
00152 
00153                 
00159         virtual returnValue getVarianceCovariance( DMatrix &var );
00160 
00161 
00166         virtual returnValue printRuntimeProfile() const;
00167 
00168 
00169 
00170     //
00171     // PROTECTED MEMBER FUNCTIONS:
00172     //
00173     protected:
00174 
00175                 virtual returnValue setupLogging( );
00176 
00177 
00178                 returnValue setup( );
00179                 
00180 
00183         returnValue printIterate( ) const;
00184 
00185                 returnValue printIteration( );
00186                 
00187         returnValue checkForConvergence( );
00188                 
00189 
00190                 returnValue computeHessianMatrix(       const BlockMatrix& oldLagrangeGradient,
00191                                                                                         const BlockMatrix& newLagrangeGradient
00192                                                                                         );
00193 
00194 
00195         returnValue initializeHessianProjection( );
00196 
00197 
00198                 returnValue checkForRealTimeMode(       const DVector &x0_,
00199                                                                                         const DVector &p_
00200                                                                                         );
00201 
00202                 returnValue setupRealTimeParameters(    const DVector &x0_ = emptyConstVector,
00203                                                                                                 const DVector &p_ = emptyConstVector
00204                                                                                                 );
00205 
00206 
00207                 returnValue stopClockAndPrintRuntimeProfile( );
00208 
00209 
00210         virtual returnValue getDifferentialStates( VariablesGrid &xd_ ) const;
00211         virtual returnValue getAlgebraicStates   ( VariablesGrid &xa_ ) const;
00212         virtual returnValue getParameters        ( VariablesGrid &p_  ) const;
00213                 virtual returnValue getParameters        ( DVector        &p_  ) const;
00214         virtual returnValue getControls          ( VariablesGrid &u_  ) const;
00215                 virtual returnValue getFirstControl      ( DVector        &u0_ ) const;
00216         virtual returnValue getDisturbances      ( VariablesGrid &w_  ) const;
00217         virtual double getObjectiveValue         (                    ) const;
00218 
00219 
00220                 virtual returnValue getSensitivitiesX(  BlockMatrix& _sens
00221                                                                                                 ) const;
00222 
00223                 virtual returnValue getSensitivitiesXA( BlockMatrix& _sens
00224                                                                                                         ) const;
00225 
00226                 virtual returnValue getSensitivitiesP(  BlockMatrix& _sens
00227                                                                                                 ) const;
00228 
00229                 virtual returnValue getSensitivitiesU(  BlockMatrix& _sens
00230                                                                                                         ) const;
00231 
00232                 virtual returnValue getSensitivitiesW(  BlockMatrix& _sens
00233                                                                                                 ) const;
00234 
00235                 virtual returnValue getAnySensitivities(        BlockMatrix& _sens,
00236                                                                                                         uint idx
00237                                                                                                         ) const;
00238                                                                                         
00239 
00240                 inline uint getNumPoints( ) const;
00241 
00242                 inline uint getNX( ) const;
00243                 inline uint getNXA( ) const;
00244                 inline uint getNP( ) const;
00245                 inline uint getNU( ) const;
00246                 inline uint getNW( ) const;
00247 
00248                 inline uint getNC( ) const;
00249 
00250 
00251     //
00252     // DATA MEMBERS:
00253     //
00254     protected:
00255 
00256                 int timeLoggingIdx;
00257                 RealClock clock;
00258                 RealClock clockTotalTime;
00259 
00260                 OCPiterate iter;
00261                 OCPiterate oldIter;
00262 
00263                 SCPevaluation* eval;
00264                 SCPstep* scpStep;
00265                 NLPderivativeApproximation* derivativeApproximation;
00266 
00267                 BandedCP        bandedCP;
00268                 BandedCPsolver* bandedCPsolver;
00269                 
00270                 BlockStatus status;
00271                 BooleanType isCP;
00272                 
00273                 BooleanType hasPerformedStep;
00274                 BooleanType isInRealTimeMode;
00275                 BooleanType needToReevaluate;
00276 };
00277 
00278 
00279 CLOSE_NAMESPACE_ACADO
00280 
00281 
00282 
00283 #include <acado/nlp_solver/scp_method.ipp>
00284 
00285 
00286 #endif  // ACADO_TOOLKIT_SCP_METHOD_HPP
00287 
00288 /*
00289  *  end of file
00290  */


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Thu Aug 27 2015 11:59:57