Stores and evaluates the objective function of optimal control problems. More...

#include <objective.hpp>

Inheritance diagram for Objective:

Public Member Functions
returnValue	addLSQ (const MatrixVariablesGrid S_, const Function &h, const VariablesGrid r_)
returnValue	addLSQ (const DMatrix &S, const Function &h)
returnValue	addLSQ (const DMatrix &S, const std::string &h)
returnValue	addLSQ (const BMatrix &S, const Function &h)
returnValue	addLSQ (const BMatrix &S, const std::string &h)
returnValue	addLSQEndTerm (const DMatrix &S, const Function &m, const DVector &r)
returnValue	addLSQEndTerm (const DMatrix &S, const Function &h)
returnValue	addLSQEndTerm (const DMatrix &S, const std::string &h)
returnValue	addLSQEndTerm (const BMatrix &S, const Function &h)
returnValue	addLSQEndTerm (const BMatrix &S, const std::string &h)
returnValue	addLSQLinearTerms (const DVector &Slx, const DVector &Slu)
returnValue	addLSQLinearTerms (const BVector &Slx, const BVector &Slu)
returnValue	addMayerTerm (const Expression &arg)
returnValue	addMayerTerm (const Function &arg)
returnValue	evaluate (const OCPiterate &x)
returnValue	evaluateSensitivities ()
returnValue	evaluateSensitivities (BlockMatrix &hessian)
returnValue	evaluateSensitivitiesGN (BlockMatrix &hessian)
virtual returnValue	getBackwardSensitivities (BlockMatrix &D, int order)
virtual returnValue	getForwardSensitivities (BlockMatrix &D, int order)
returnValue	getLagrangeTerm (uint index, Function &lagrangeTerm) const
returnValue	getMayerTerm (uint index, Function &mayerTerm) const
int	getNP () const
int	getNU () const
uint	getNumLagrangeTerms () const
uint	getNumMayerTerms () const
int	getNW () const
int	getNX () const
int	getNXA () const
virtual returnValue	getObjectiveValue (double &objectiveValue)
BooleanType	hasLSQform ()
returnValue	init (const Grid &grid_)
returnValue	init (const int nStages, const int nTransitions, DifferentialEquation *fcn, Transition transitions, Constraint *constraint_)
BooleanType	isAffine ()
BooleanType	isConvex ()
BooleanType	isEmpty () const
BooleanType	isQuadratic ()
	Objective ()
	Objective (const Grid &grid_)
	Objective (const Objective &rhs)
Objective &	operator= (const Objective &rhs)
virtual returnValue	setBackwardSeed (BlockMatrix *seed, int order)
virtual returnValue	setForwardSeed (BlockMatrix xSeed_, BlockMatrix xaSeed_, BlockMatrix pSeed_, BlockMatrix uSeed_, BlockMatrix *wSeed_, int order)
returnValue	setReference (const VariablesGrid &ref)
virtual returnValue	setUnitBackwardSeed ()
virtual	~Objective ()
Code generation related functions.
returnValue	getLSQTerms (LsqElements &_elements) const
returnValue	getLSQEndTerms (LsqElements &_elements) const
returnValue	getLSQTerms (LsqExternElements &_elements) const
returnValue	getLSQEndTerms (LsqExternElements &_elements) const
returnValue	getLSQLinearTerms (LsqLinearElements &_elements) const
Protected Attributes
LsqExternElements	cgExternLsqElements
LsqExternElements	cgExternLsqEndTermElements
LsqElements	cgLsqElements
LsqElements	cgLsqEndTermElements
LsqLinearElements	cgLsqLinearElements
LSQEndTerm **	lsqEndTerm
LSQTerm **	lsqTerm
MayerTerm **	mayerTerm
uint	nEndLSQ
uint	nLSQ
uint	nMayer

Detailed Description

Stores and evaluates the objective function of optimal control problems.

The class Objective is class is designed to formulate objecive functionals that can be part of an optimal control problem (OCP). Mainly, an objective can have additive terms with different structures that can be added by using various routines that are implemented in this class

Note that a this class is derived from the class LagrangeTerm while it has Mayer and LSQ-Terms as a member. The reason for this assymmetry is that a Lagrange - term will be reformulated as a Mayer term as soon as the function init( ... ) is called. (I.e. the class LagrangeTerm is only used a kind of temporary memory to store Expressions that are added by the user.)

Author:: Boris Houska, Hans Joachim Ferreau, Milan Vukov

Definition at line 123 of file objective.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO Objective::Objective ( )

Default constructor.

Definition at line 49 of file objective.cpp.

Objective::Objective ( const Grid & grid_ )

Default constructor.

Definition at line 62 of file objective.cpp.

Objective::Objective ( const Objective & rhs )

Copy constructor (deep copy).

Definition at line 84 of file objective.cpp.

Objective::~Objective ( ) [virtual]

Destructor.

Definition at line 124 of file objective.cpp.

Member Function Documentation

returnValue Objective::addLSQ	(	const MatrixVariablesGrid *	S_,
		const Function &	h,
		const VariablesGrid *	r_
	)

Adds an Least Square term of the general form

0.5* sum_i || h(t_i,x(t_i),u(t_i),p(t_i),...) - r_i ||^2_S_i

Here, the matrices S_i and the reference vectors r_i should be given
in MatrixVariablesGrid and VariablesGrid format respectively. If S_ is
a NULL-pointer the matrices S_i will be unit matrices. If r_ is a
a NULL-pointer the reference will be equal to zero by default.

Returns:: SUCCESSFUL_RETURN

Parameters:

S_	the weighting matrix
h	the LSQ function
r_	the reference vectors

Definition at line 155 of file objective.cpp.

returnValue Objective::addLSQ	(	const DMatrix &	S,
		const Function &	h
	)

Definition at line 644 of file objective.cpp.

returnValue Objective::addLSQ	(	const DMatrix &	S,
		const std::string &	h
	)

Definition at line 658 of file objective.cpp.

returnValue Objective::addLSQ	(	const BMatrix &	S,
		const Function &	h
	)

Definition at line 672 of file objective.cpp.

returnValue Objective::addLSQ	(	const BMatrix &	S,
		const std::string &	h
	)

Definition at line 686 of file objective.cpp.

returnValue Objective::addLSQEndTerm	(	const DMatrix &	S,
		const Function &	m,
		const DVector &	r
	)

Adds an Least Square term that is only evaluated at the end:

0.5* || m(T,x(T),p,...) - r ||^2_S

where S is a weighting matrix, r a reference vector and T the time
at the last objective grid point.

Returns:: SUCCESSFUL_RETURN

Parameters:

S	a weighting matrix
m	the LSQ-Function
r	the reference

Definition at line 175 of file objective.cpp.

returnValue Objective::addLSQEndTerm	(	const DMatrix &	S,
		const Function &	h
	)

Definition at line 651 of file objective.cpp.

returnValue Objective::addLSQEndTerm	(	const DMatrix &	S,
		const std::string &	h
	)

Definition at line 665 of file objective.cpp.

returnValue Objective::addLSQEndTerm	(	const BMatrix &	S,
		const Function &	h
	)

Definition at line 679 of file objective.cpp.

returnValue Objective::addLSQEndTerm	(	const BMatrix &	S,
		const std::string &	h
	)

Definition at line 693 of file objective.cpp.

returnValue Objective::addLSQLinearTerms	(	const DVector &	Slx,
		const DVector &	Slu
	)

Definition at line 700 of file objective.cpp.

returnValue Objective::addLSQLinearTerms	(	const BVector &	Slx,
		const BVector &	Slu
	)

Definition at line 707 of file objective.cpp.

returnValue Objective::addMayerTerm ( const Expression & arg ) [inline]

Adds an expression for the Mayer term.

Returns:: SUCCESSFUL_RETURN

returnValue Objective::addMayerTerm ( const Function & arg ) [inline]

returnValue Objective::evaluate ( const OCPiterate & x )

Evaluates the objective with all its terms.

Returns:: SUCCESSFUL_RETURN if the evaluation was successful.
of an error message if unsuccessful.

Definition at line 254 of file objective.cpp.

returnValue Objective::evaluateSensitivities ( )

Evaluates the objective gradient. (please use evaluate to specify
the evaluation point)

Returns:: SUCCESSFUL_RETURN

Definition at line 271 of file objective.cpp.

returnValue Objective::evaluateSensitivities ( BlockMatrix & hessian )

Evaluates the objective gradient and the associated Hessian.
(please use evaluate to specify the evaluation point)

Returns:: SUCCESSFUL_RETURN

Definition at line 295 of file objective.cpp.

returnValue Objective::evaluateSensitivitiesGN ( BlockMatrix & hessian )

Evaluates the objective gradient. (please use evaluate to specify
the evaluation point)
in addition a Gauss-Newton hessian approximation is provided

Returns:: SUCCESSFUL_RETURN
RET_GAUSS_NEWTON_APPROXIMATION_NOT_SUPPORTED

Definition at line 319 of file objective.cpp.

returnValue Objective::getBackwardSensitivities	(	BlockMatrix &	D,
		int	order
	)		`[virtual]`

Returns the result for the backward sensitivities in BlockMatrix form.

Returns:: SUCCESSFUL_RETURN
RET_INPUT_OUT_OF_RANGE

Parameters:

D	the result for the forward sensitivi- ties
order	the order

Definition at line 472 of file objective.cpp.

returnValue Objective::getForwardSensitivities	(	BlockMatrix &	D,
		int	order
	)		`[virtual]`

Returns the result for the forward sensitivities in BlockMatrix form.

Returns:: SUCCESSFUL_RETURN
RET_INPUT_OUT_OF_RANGE

Parameters:

D	the result for the forward sensitivi- ties
order	the order

Definition at line 433 of file objective.cpp.

returnValue Objective::getLagrangeTerm	(	uint	index,
		Function &	lagrangeTerm
	)		const

Definition at line 633 of file objective.cpp.

returnValue Objective::getLSQEndTerms ( LsqElements & _elements ) const

Definition at line 586 of file objective.cpp.

returnValue Objective::getLSQEndTerms ( LsqExternElements & _elements ) const

Definition at line 600 of file objective.cpp.

returnValue Objective::getLSQLinearTerms ( LsqLinearElements & _elements ) const

Definition at line 607 of file objective.cpp.

returnValue Objective::getLSQTerms ( LsqElements & _elements ) const

Definition at line 579 of file objective.cpp.

returnValue Objective::getLSQTerms ( LsqExternElements & _elements ) const

Definition at line 593 of file objective.cpp.

returnValue Objective::getMayerTerm	(	uint	index,
		Function &	mayerTerm
	)		const

Definition at line 620 of file objective.cpp.

int Objective::getNP ( ) const [inline]

Returns the number of parameters

Returns:: The requested number of parameters.

int Objective::getNU ( ) const [inline]

Returns the number of controls

Returns:: The requested number of controls.

uint Objective::getNumLagrangeTerms ( ) const

Definition at line 627 of file objective.cpp.

uint Objective::getNumMayerTerms ( ) const

Definition at line 614 of file objective.cpp.

int Objective::getNW ( ) const [inline]

Returns the number of disturbances

Returns:: The requested number of disturbances.

int Objective::getNX ( ) const [inline]

Returns the number of differential states

Returns:: The requested number of differential states.

int Objective::getNXA ( ) const [inline]

Returns the number of algebraic states

Returns:: The requested number of algebraic states.

returnValue Objective::getObjectiveValue ( double & objectiveValue ) [virtual]

Returns the result for the residuum of the bounds.

Returns:: SUCCESSFUL_RETURN

Definition at line 402 of file objective.cpp.

BooleanType Objective::hasLSQform ( ) [inline]

Asks the objective whether all terms have Least-Square form. If the
returned answer is "BT_TRUE", the computation of Gauss-Newton hessian
approximation is supported.

Returns:: BT_TRUE if all objective terms have LSQ form.

returnValue Objective::init ( const Grid & grid_ )

Sets the discretization grid.

Returns:: SUCCESSFUL_RETURN

Reimplemented from LagrangeTerm.

Definition at line 77 of file objective.cpp.

returnValue Objective::init	(	const int	nStages,
		const int	nTransitions,
		DifferentialEquation **	fcn,
		Transition *	transitions,
		Constraint *	constraint_
	)

Initializes the objective and reformulates Lagrange-Terms if
there are any. The RHS function that is passed in the argument
will be augmented by one component if there is a Lagrange term. If
the RHS function is NULL but there is Lagrange term then the
routine will allocate memory for fcn and add one component !!

Parameters:

nStages	the number of stages
nTransitions	the number of transitions
fcn	the right-hand side functions
transitions	the transition functions
constraint_	the constraint (to be reformulated)

Returns:: SUCCESSFUL_RETURN

Definition at line 511 of file objective.cpp.

BooleanType Objective::isAffine ( ) [inline]

returns whether the constraint element is affine.

BooleanType Objective::isConvex ( ) [inline]

returns whether the objective is convex.

BooleanType Objective::isEmpty ( ) const

Returns whether or not the objective is empty.

Returns:: BT_TRUE if no objective is specified yet.
BT_FALSE otherwise.

Definition at line 571 of file objective.cpp.

BooleanType Objective::isQuadratic ( ) [inline]

returns whether the objective is quadratic.

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

Assignment operator (deep copy).

Definition at line 190 of file objective.cpp.

returnValue Objective::setBackwardSeed	(	BlockMatrix *	seed,
		int	order
	)		`[virtual]`

Define a backward seed in form of a block matrix.

Returns:: SUCCESFUL_RETURN
RET_INPUT_OUT_OF_RANGE

Parameters:

seed	the seed matrix
order	the order of the seed.

Definition at line 370 of file objective.cpp.

returnValue Objective::setForwardSeed	(	BlockMatrix *	xSeed_,
		BlockMatrix *	xaSeed_,
		BlockMatrix *	pSeed_,
		BlockMatrix *	uSeed_,
		BlockMatrix *	wSeed_,
		int	order
	)		`[virtual]`

Define a forward seed in form of a block matrix.

Returns:: SUCCESFUL RETURN
RET_INPUT_OUT_OF_RANGE

Parameters:

xSeed_	the seed in x -direction
xaSeed_	the seed in xa-direction
pSeed_	the seed in p -direction
uSeed_	the seed in u -direction
wSeed_	the seed in w -direction
order	the order of the seed.