CondensingBasedCPsolver Class Reference

Solves banded conic programs arising in optimal control using condensing. More...

#include <condensing_based_cp_solver.hpp>

Inheritance diagram for CondensingBasedCPsolver:

List of all members.

Public Member Functions
BooleanType	areRealTimeParametersDefined () const
virtual BandedCPsolver *	clone () const
	CondensingBasedCPsolver ()
	CondensingBasedCPsolver (UserInteraction *_userInteraction, uint nConstraints_, const DVector &blockDims_)
	CondensingBasedCPsolver (const CondensingBasedCPsolver &rhs)
virtual returnValue	finalizeSolve (BandedCP &cp)
virtual returnValue	freezeCondensing ()
virtual returnValue	getFirstControl (DVector &u0_) const
uint	getNA () const
uint	getNC () const
uint	getNF () const
uint	getNP () const
uint	getNU () const
uint	getNumPoints () const
uint	getNW () const
uint	getNX () const
uint	getNXA () const
virtual returnValue	getParameters (DVector &p_) const
virtual returnValue	getVarianceCovariance (DMatrix &var)
virtual returnValue	init (const OCPiterate &iter_)
CondensingBasedCPsolver &	operator= (const CondensingBasedCPsolver &rhs)
virtual returnValue	prepareSolve (BandedCP &cp)
virtual returnValue	setRealTimeParameters (const DVector &DeltaX, const DVector &DeltaP=emptyConstVector)
virtual returnValue	solve (BandedCP &cp)
virtual returnValue	unfreezeCondensing ()
virtual	~CondensingBasedCPsolver ()
Protected Member Functions
returnValue	computeCondensingOperator (BandedCP &cp)
returnValue	condense (BandedCP &cp)
returnValue	expand (BandedCP &cp)
returnValue	generateBoundVectors ()
returnValue	generateConstraintBlockLine (uint nn, uint rowOffset, uint &rowOffset1)
returnValue	generateConstraintVectors (uint nn, uint rowOffset, uint &rowOffset1)
returnValue	generateHessianBlockLine (uint nn, uint rowOffset, uint &rowOffset1)
returnValue	generateObjectiveGradient ()
returnValue	generateStateBoundBlockLine (uint nn, uint rowOffset, uint &rowOffset1)
returnValue	generateStateBoundVectors (uint nn, uint rowOffset, uint &rowOffset1)
returnValue	initializeCondensingOperator ()
virtual returnValue	initializeCPsolver (InfeasibleQPhandling infeasibleQPhandling)
returnValue	projectHessian (DMatrix &H_, double dampingFactor)
virtual returnValue	setupRelaxedQPdata (InfeasibleQPhandling infeasibleQPhandling, DenseCP &_denseCPrelaxed) const
virtual returnValue	setupRelaxedQPdataL1 (DenseCP &_denseCPrelaxed) const
virtual returnValue	setupRelaxedQPdataL2 (DenseCP &_denseCPrelaxed) const
virtual returnValue	solveCPsubproblem ()
virtual returnValue	solveQP (uint maxIter, InfeasibleQPhandling infeasibleQPhandling=IQH_UNDEFINED)
Protected Attributes
BlockMatrix	ADense
DVector	blockDims
CondensingStatus	condensingStatus
DenseCPsolver *	cpSolver
DenseQPsolver *	cpSolverRelaxed
BlockMatrix	d
DVector	deltaP
DVector	deltaX
DenseCP	denseCP
BlockMatrix	gDense
BlockMatrix	HDense
BlockMatrix	hT
OCPiterate	iter
BlockMatrix	lbADense
BlockMatrix	lbDense
uint	nConstraints
BlockMatrix	T
BlockMatrix	ubADense
BlockMatrix	ubDense

---

Detailed Description

Solves banded conic programs arising in optimal control using condensing.

The class condensing based CP solver is a special solver for band structured conic programs that can be solved via a condensing technique.

Author:

Boris Houska, Hans Joachim Ferreau

Definition at line 59 of file condensing_based_cp_solver.hpp.

---

Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO CondensingBasedCPsolver::CondensingBasedCPsolver

(

)

Default constructor.

Definition at line 46 of file condensing_based_cp_solver.cpp.

CondensingBasedCPsolver::CondensingBasedCPsolver	(	UserInteraction *	_userInteraction,
		uint	nConstraints_,
		const DVector &	blockDims_
	)

Definition at line 58 of file condensing_based_cp_solver.cpp.

CondensingBasedCPsolver::CondensingBasedCPsolver

(

const CondensingBasedCPsolver &

rhs

)

Copy constructor (deep copy).

Definition at line 73 of file condensing_based_cp_solver.cpp.

CondensingBasedCPsolver::~CondensingBasedCPsolver

(

)

[virtual]

Destructor.

Definition at line 94 of file condensing_based_cp_solver.cpp.

---

Member Function Documentation

BooleanType CondensingBasedCPsolver::areRealTimeParametersDefined

(

)

const [inline]

BandedCPsolver * CondensingBasedCPsolver::clone

(

)

const [virtual]

Assignment operator (deep copy).

Implements BandedCPsolver.

Definition at line 130 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::computeCondensingOperator

(

BandedCP &

cp

)

[protected]

Definition at line 1375 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::condense

(

BandedCP &

cp

)

[protected]

Performes the condensing of the dynamic system if necessary.

Definition at line 510 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::expand

(

BandedCP &

cp

)

[protected]

Expands the KKT system if necessary.

Definition at line 1076 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::finalizeSolve

(

BandedCP &

cp

)

[virtual]

Solves a given banded conic program

Reimplemented from BandedCPsolver.

Definition at line 248 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::freezeCondensing

(

)

[virtual]

Reimplemented from BandedCPsolver.

Definition at line 329 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::generateBoundVectors

(

)

[protected]

Definition at line 938 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::generateConstraintBlockLine	(	uint	nn,
		uint	rowOffset,
		uint &	rowOffset1
	)		[protected]

Definition at line 762 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::generateConstraintVectors	(	uint	nn,
		uint	rowOffset,
		uint &	rowOffset1
	)		[protected]

Definition at line 898 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::generateHessianBlockLine	(	uint	nn,
		uint	rowOffset,
		uint &	rowOffset1
	)		[protected]

Definition at line 694 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::generateObjectiveGradient

(

)

[protected]

Definition at line 1014 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::generateStateBoundBlockLine	(	uint	nn,
		uint	rowOffset,
		uint &	rowOffset1
	)		[protected]

Definition at line 830 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::generateStateBoundVectors	(	uint	nn,
		uint	rowOffset,
		uint &	rowOffset1
	)		[protected]

Definition at line 918 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::getFirstControl

(

DVector &

u0_

)

const [virtual]

Implements BandedCPsolver.

Definition at line 292 of file condensing_based_cp_solver.cpp.

uint CondensingBasedCPsolver::getNA

(

)

const [inline]

uint CondensingBasedCPsolver::getNC

(

)

const [inline]

uint CondensingBasedCPsolver::getNF

(

)

const [inline]

uint CondensingBasedCPsolver::getNP

(

)

const [inline]

uint CondensingBasedCPsolver::getNU

(

)

const [inline]

uint CondensingBasedCPsolver::getNumPoints

(

)

const [inline]

uint CondensingBasedCPsolver::getNW

(

)

const [inline]

uint CondensingBasedCPsolver::getNX

(

)

const [inline]

uint CondensingBasedCPsolver::getNXA

(

)

const [inline]

returnValue CondensingBasedCPsolver::getParameters

(

DVector &

p_

)

const [virtual]

Implements BandedCPsolver.

Definition at line 278 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::getVarianceCovariance

(

DMatrix &

var

)

[virtual]

Returns a variance-covariance estimate if possible or an error message otherwise.

Returns:

SUCCESSFUL_RETURN RET_MEMBER_NOT_INITIALISED

Reimplemented from BandedCPsolver.

Definition at line 307 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::init

(

const OCPiterate &

iter_

)

[virtual]

initializes the banded conic solver

Implements BandedCPsolver.

Definition at line 137 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::initializeCondensingOperator

(

)

[protected]

Definition at line 1345 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::initializeCPsolver

(

InfeasibleQPhandling

infeasibleQPhandling

)

[protected, virtual]

Initializes QP objects.

Returns:

SUCCESSFUL_RETURN
RET_QP_INIT_FAILED

Definition at line 1616 of file condensing_based_cp_solver.cpp.

CondensingBasedCPsolver & CondensingBasedCPsolver::operator=

(

const CondensingBasedCPsolver &

rhs

)

Assignment operator (deep copy).

Definition at line 101 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::prepareSolve

(

BandedCP &

cp

)

[virtual]

Solves a given banded conic program

Reimplemented from BandedCPsolver.

Definition at line 162 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::projectHessian	(	DMatrix &	H_,
		double	dampingFactor
	)		[protected]

Checks whether the Hessian is positive definite and projects
the Hessian based on a heuristic damping factor. If this
damping factor is smaller than 0, the routine does nothing.

Returns:

SUCCESSFUL_RETURN.

Definition at line 354 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::setRealTimeParameters	(	const DVector &	DeltaX,
		const DVector &	DeltaP = emptyConstVector
	)		[virtual]

Reimplemented from BandedCPsolver.

Definition at line 317 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::setupRelaxedQPdata	(	InfeasibleQPhandling	infeasibleQPhandling,
		DenseCP &	_denseCPrelaxed
	)		const [protected, virtual]

Determines relaxed (constraints') bounds of an infeasible QP.

Parameters:

_denseCPrelaxed

OUTPUT: Relaxed QP data.

Definition at line 1481 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::setupRelaxedQPdataL1

(

DenseCP &

_denseCPrelaxed

)

const [protected, virtual]

Determines relaxed (constraints') bounds of an infeasible QP.

Parameters:

_denseCPrelaxed

OUTPUT: Relaxed QP data.

Definition at line 1499 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::setupRelaxedQPdataL2

(

DenseCP &

_denseCPrelaxed

)

const [protected, virtual]

Determines relaxed (constraints') bounds of an infeasible QP.

Parameters:

_denseCPrelaxed

OUTPUT: Relaxed QP data.

Definition at line 1558 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::solve

(

BandedCP &

cp

)

[virtual]

Solves a given banded conic program in feedback mode:

Parameters:

cp	the banded conic program to be solved
DeltaX	difference between state estimate and previous prediction
DeltaP	difference between current and previous parameter value

Returns:

SUCCESSFUL_RETURN (if successful)
or a specific error message from the dense CP solver.

Implements BandedCPsolver.

Definition at line 192 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::solveCPsubproblem

(

)

[protected, virtual]

Definition at line 387 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::solveQP	(	uint	maxIter,
		InfeasibleQPhandling	infeasibleQPhandling = IQH_UNDEFINED
	)		[protected, virtual]

Solves current QP (or relaxation) using not more than the given number of iterations.

Returns:

SUCCESSFUL_RETURN
RET_QP_INIT_FAILED

Parameters:

maxIter

Maximum number of iterations.

Definition at line 1639 of file condensing_based_cp_solver.cpp.

returnValue CondensingBasedCPsolver::unfreezeCondensing

(

)

[virtual]

Reimplemented from BandedCPsolver.

Definition at line 340 of file condensing_based_cp_solver.cpp.

---

Member Data Documentation

BlockMatrix CondensingBasedCPsolver::ADense [protected]

Constraint matrix

Definition at line 263 of file condensing_based_cp_solver.hpp.

DVector CondensingBasedCPsolver::blockDims [protected]

Definition at line 243 of file condensing_based_cp_solver.hpp.

CondensingStatus CondensingBasedCPsolver::condensingStatus [protected]

Definition at line 246 of file condensing_based_cp_solver.hpp.

DenseCPsolver* CondensingBasedCPsolver::cpSolver [protected]

Definition at line 271 of file condensing_based_cp_solver.hpp.

DenseQPsolver* CondensingBasedCPsolver::cpSolverRelaxed [protected]

Definition at line 272 of file condensing_based_cp_solver.hpp.

BlockMatrix CondensingBasedCPsolver::d [protected]

the condensing offset

Definition at line 252 of file condensing_based_cp_solver.hpp.

DVector CondensingBasedCPsolver::deltaP [protected]

Definition at line 277 of file condensing_based_cp_solver.hpp.

DVector CondensingBasedCPsolver::deltaX [protected]

Definition at line 276 of file condensing_based_cp_solver.hpp.

DenseCP CondensingBasedCPsolver::denseCP [protected]

Definition at line 274 of file condensing_based_cp_solver.hpp.

BlockMatrix CondensingBasedCPsolver::gDense [protected]

Objective gradient after condensing

Definition at line 262 of file condensing_based_cp_solver.hpp.

BlockMatrix CondensingBasedCPsolver::HDense [protected]

Hessian after condensing

Definition at line 261 of file condensing_based_cp_solver.hpp.

BlockMatrix CondensingBasedCPsolver::hT [protected]

Definition at line 254 of file condensing_based_cp_solver.hpp.

OCPiterate CondensingBasedCPsolver::iter [protected]

Definition at line 242 of file condensing_based_cp_solver.hpp.

BlockMatrix CondensingBasedCPsolver::lbADense [protected]

Constraint lower bounds

Definition at line 264 of file condensing_based_cp_solver.hpp.

BlockMatrix CondensingBasedCPsolver::lbDense [protected]

Simple lower bounds

Definition at line 266 of file condensing_based_cp_solver.hpp.

uint CondensingBasedCPsolver::nConstraints [protected]

Definition at line 244 of file condensing_based_cp_solver.hpp.

BlockMatrix CondensingBasedCPsolver::T [protected]

the condensing operator

Definition at line 251 of file condensing_based_cp_solver.hpp.

BlockMatrix CondensingBasedCPsolver::ubADense [protected]

Constraint upper bounds

Definition at line 265 of file condensing_based_cp_solver.hpp.

BlockMatrix CondensingBasedCPsolver::ubDense [protected]

Simple upper bounds

Definition at line 267 of file condensing_based_cp_solver.hpp.

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

• condensing_based_cp_solver.hpp
• condensing_based_cp_solver.cpp