export_gauss_newton_condensed.hpp

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/*
 *    This file is part of ACADO Toolkit.
 *
 *    ACADO Toolkit -- A Toolkit for Automatic Control and Dynamic Optimization.
 *    Copyright (C) 2008-2014 by Boris Houska, Hans Joachim Ferreau,
 *    Milan Vukov, Rien Quirynen, KU Leuven.
 *    Developed within the Optimization in Engineering Center (OPTEC)
 *    under supervision of Moritz Diehl. All rights reserved.
 *
 *    ACADO Toolkit is free software; you can redistribute it and/or
 *    modify it under the terms of the GNU Lesser General Public
 *    License as published by the Free Software Foundation; either
 *    version 3 of the License, or (at your option) any later version.
 *
 *    ACADO Toolkit is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *    Lesser General Public License for more details.
 *
 *    You should have received a copy of the GNU Lesser General Public
 *    License along with ACADO Toolkit; if not, write to the Free Software
 *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */

#ifndef ACADO_TOOLKIT_EXPORT_GAUSS_NEWTON_CONDENSED_HPP
#define ACADO_TOOLKIT_EXPORT_GAUSS_NEWTON_CONDENSED_HPP

#include <acado/code_generation/export_nlp_solver.hpp>
#include <acado/code_generation/linear_solvers/export_cholesky_solver.hpp>

BEGIN_NAMESPACE_ACADO

class ExportGaussNewtonCondensed : public ExportNLPSolver
{
public:

        ExportGaussNewtonCondensed(     UserInteraction* _userInteraction = 0,
                                                                const std::string& _commonHeaderName = ""
                                                                );

        virtual ~ExportGaussNewtonCondensed( )
        {}

        virtual returnValue setup( );

        virtual returnValue getDataDeclarations(        ExportStatementBlock& declarations,
                                                                                                ExportStruct dataStruct = ACADO_ANY
                                                                                                ) const;

        virtual returnValue getFunctionDeclarations(    ExportStatementBlock& declarations
                                                                                                        ) const;


        virtual returnValue getCode(    ExportStatementBlock& code
                                                                        );


        unsigned getNumQPvars( ) const;

        virtual unsigned getNumStateBounds( ) const;

protected:

        virtual returnValue setupObjectiveEvaluation( void );

        virtual returnValue setupConstraintsEvaluation( void );

        virtual returnValue setupVariables( );

        virtual returnValue setupMultiplicationRoutines( );

        virtual returnValue setupEvaluation( );

        virtual returnValue setupQPInterface( );

        virtual returnValue setupCondensing( );

        bool performFullCondensing( ) const;

private:

        ExportVariable x0;
        ExportVariable Dx0;

        ExportFunction evaluateObjective;
        ExportFunction setObjQ1Q2;
        ExportFunction setObjR1R2;
        ExportFunction setObjQN1QN2;
        ExportFunction condensePrep;
        ExportFunction condenseFdb;
        ExportFunction expand;

        ExportVariable T, E, QE, QGx, QDy, Qd;

        ExportVariable H00, H10, H11;
        ExportVariable g0, g1;

        ExportCholeskySolver cholSolver;

        std::vector< unsigned > xBoundsIdx;
        ExportVariable lbValues, ubValues;
        ExportVariable lbAValues, ubAValues;
        ExportFunction multGxd;
        ExportFunction moveGxT;
        ExportFunction multGxGx;
        ExportFunction multGxGu;
        ExportFunction moveGuE;
        ExportFunction setBlockH11;
        ExportFunction setBlockH11_R1;
        ExportFunction zeroBlockH11;
        ExportFunction copyHTH;
        ExportFunction multQ1d;
        ExportFunction multQN1d;
        ExportFunction multRDy;
        ExportFunction multQDy;
        ExportFunction multEQDy;
        ExportFunction multQETGx;
        ExportFunction zeroBlockH10;
        ExportFunction multEDu;
        ExportFunction multQ1Gx;
        ExportFunction multQN1Gx;
        ExportFunction multQ1Gu;
        ExportFunction multQN1Gu;
        ExportFunction zeroBlockH00;
        ExportFunction multCTQC;

        ExportFunction macCTSlx;
        ExportFunction macETSlu;

        ExportFunction multHxC;
        ExportFunction multHxE;
        ExportFunction macHxd;
        ExportVariable A10;
        ExportVariable A20;
        ExportVariable pacA01Dx0;
        ExportVariable pocA02Dx0;
        ExportFunction preparation;
        ExportFunction feedback;

        ExportFunction getKKT;
        ExportVariable CEN, sigmaTmp, sigma, sigmaN;
        ExportFunction calculateCovariance;
        ExportVariable H;
        ExportVariable R;
        ExportVariable A;
        ExportVariable g;
        ExportVariable lb;
        ExportVariable ub;
        ExportVariable lbA;
        ExportVariable ubA;
        ExportVariable xVars;
        ExportVariable yVars;
};

CLOSE_NAMESPACE_ACADO

#endif  // ACADO_TOOLKIT_EXPORT_GAUSS_NEWTON_CONDENSED_HPP