Numerical Algorithms -- used internally or by developers to solve numerical problems

Classes
class	AdjointERKExport
	Allows to export a tailored explicit Runge-Kutta integrator with adjoint first order sensitivity propagation for fast model predictive control. More...
class	BFGSupdate
	Implements BFGS updates for approximating second-order derivatives within NLPsolvers. More...
class	CollocationMethod
	Discretizes a DifferentialEquation by means of a collocation scheme. More...
class	ConjugateGradientMethod
	Implements a conjugate gradient method as sparse linear algebra solver. More...
class	ConstantHessian
	Implements a constant Hessian as approximation of second-order derivatives within NLPsolvers. More...
class	DiagonallyImplicitRKExport
	Allows to export a tailored diagonally implicit Runge-Kutta integrator for fast model predictive control. More...
class	DiagonallyIRK3Export
	Allows to export a tailored diagonally implicit 2-stage Runge-Kutta method of order 3 for fast model predictive control. More...
class	DiagonallyIRK4Export
	Allows to export a tailored diagonally implicit 3-stage Runge-Kutta method of order 4 for fast model predictive control. More...
class	DiagonallyIRK5Export
	Allows to export a tailored diagonally implicit 5-stage Runge-Kutta method of order 5 for fast model predictive control. More...
class	DiscreteTimeExport
	Allows to export a tailored discrete-time 'integrator' for fast model predictive control. More...
class	DynamicDiscretization
	Base class for discretizing a DifferentialEquation for use in optimal control algorithms. More...
class	ExactHessian
	Implements an exact Hessian computation for obtaining second-order derivatives within NLPsolvers. More...
class	ExplicitEulerExport
	Allows to export a tailored explicit Euler method for fast model predictive control. More...
class	ExplicitRungeKutta2Export
	Allows to export a tailored explicit Runge-Kutta integrator of order 2 for fast model predictive control. More...
class	ExplicitRungeKutta3Export
	Allows to export a tailored explicit Runge-Kutta integrator of order 3 for fast model predictive control. More...
class	ExplicitRungeKutta4Export
	Allows to export a tailored explicit Runge-Kutta integrator of order 4 for fast model predictive control. More...
class	ExplicitRungeKuttaExport
	Allows to export a tailored explicit Runge-Kutta integrator for fast model predictive control. More...
class	ExportAlgorithm
	Allows to export automatically generated algorithms for fast model predictive control. More...
class	ExportCholeskyDecomposition
	A class for exporting a function for calculation of the Cholesky decomposition. More...
class	ExportCholeskySolver
	Allows to export linear solver based on Cholesky factorization. More...
class	ExportExactHessianCN2
	TBD. More...
class	ExportExactHessianQpDunes
	A class for export of an OCP solver using sparse QP solver qpDUNES. More...
class	ExportFile
	Allows to export files containing automatically generated algorithms for fast model predictive control. More...
class	ExportGaussElim
	Allows to export Gaussian elimination for solving linear systems of specific dimensions. More...
class	ExportGaussNewtonCN2
	An OCP solver based on the N^2 condensing algorithm. More...
class	ExportGaussNewtonCn2Factorization
	TBD. More...
class	ExportGaussNewtonCondensed
	A class for export of Gauss-Newton condensed OCP solver. More...
class	ExportGaussNewtonForces
	A class for export of an OCP solver using sparse QP solver FORCES. More...
class	ExportGaussNewtonHpmpc
	TBD. More...
class	ExportGaussNewtonQpDunes
	A class for export of an OCP solver using sparse QP solver qpDUNES. More...
class	ExportGaussNewtonQpDunes2
	A class for export of an OCP solver using sparse QP solver qpDUNES. More...
class	ExportHouseholderQR
	Allows to export Householder QR Factorization for solving linear systems of specific dimensions. More...
class	ExportLinearSolver
	Allows to export automatically generated algorithms for solving linear systems of specific dimensions. More...
class	ExportNLPSolver
	Base class for export of NLP/OCP solvers. More...
class	ForwardIRKExport
	Allows to export a tailored implicit Runge-Kutta integrator with forward sensitivity generation for fast model predictive control. More...
class	ForwardOverBackwardERKExport
	Allows to export a tailored explicit Runge-Kutta integrator with forward-over-backward second order sensitivity propagation for fast model predictive control. More...
class	GaussLegendre2Export
	Allows to export a tailored Gauss-Legendre method of order 2 for fast model predictive control. More...
class	GaussLegendre4Export
	Allows to export a tailored Gauss-Legendre method of order 4 for fast model predictive control. More...
class	GaussLegendre6Export
	Allows to export a tailored Gauss-Legendre method of order 6 for fast model predictive control. More...
class	GaussLegendre8Export
	Allows to export a tailored Gauss-Legendre method of order 8 for fast model predictive control. More...
class	GaussNewtonApproximation
	Implements a Gauss-Newton approximation as second-order derivatives within NLPsolvers. More...
class	GaussNewtonApproximationWithBFGS
	Implements a Gauss-Newton approximation with block BFGS updates as second-order derivatives within NLPsolvers. More...
class	ImplicitRungeKuttaExport
	Allows to export a tailored implicit Runge-Kutta integrator for fast model predictive control. More...
class	IntegratorBDF
	Implements the backward-differentiation formula for integrating DAEs. More...
class	IntegratorDiscretizedODE
	Implements a scheme for evaluating discretized ODEs. More...
class	IntegratorExport
	Allows to export a tailored integrator for fast model predictive control. More...
class	IntegratorLYAPUNOV
	Base class for all kinds of Runge-Kutta schemes for integrating ODEs. More...
class	IntegratorLYAPUNOV45
	Implements the Runge-Kutta-45 scheme for integrating ODEs. More...
class	IntegratorRK
	Abstract base class for all kinds of Runge-Kutta schemes for integrating ODEs. More...
class	IntegratorRK12
	Implements the Runge-Kutta-12 scheme for integrating ODEs. More...
class	IntegratorRK23
	Implements the Runge-Kutta-23 scheme for integrating ODEs. More...
class	IntegratorRK45
	Implements the Runge-Kutta-45 scheme for integrating ODEs. More...
class	IntegratorRK78
	Implements the Runge-Kutta-78 scheme for integrating ODEs. More...
class	IPmethod
	Implements different interior-point methods for solving NLPs. More...
class	NARXExport
	Allows to export a tailored polynomial NARX integrator for fast model predictive control. More...
class	NormalConjugateGradientMethod
	Implements a conjugate gradient method as sparse linear algebra solver for non-symmetric linear systems. More...
class	RadauIIA1Export
	Allows to export a tailored Radau IIA method of order 1 for fast model predictive control. More...
class	RadauIIA3Export
	Allows to export a tailored Radau IIA method of order 3 for fast model predictive control. More...
class	RadauIIA5Export
	Allows to export a tailored Radau IIA method of order 5 for fast model predictive control. More...
class	RKSensitivitiesExport
	Allows to export a tailored Runge-Kutta sensitivity propagation for fast model predictive control. More...
class	RungeKuttaExport
	Allows to export a tailored Runge-Kutta integrator for fast model predictive control. More...
class	SCPevaluation
	Base class for different ways to evaluate functions and derivatives within an SCPmethod for solving NLPs. More...
class	SCPmeritFunction
	Allows to evaluate a merit function within an SCPmethod for solving NLPs. More...
class	SCPmethod
	Implements different sequential convex programming methods for solving NLPs. More...
class	SCPstep
	Base class for different ways to perform a step of an SCPmethod for solving NLPs. More...
class	SCPstepFullstep
	Implements a fullstep to perform a step of an SCPmethod for solving NLPs. More...
class	SCPstepLinesearch
	Implements linesearch techniques to perform a globalized step of an SCPmethod for solving NLPs. More...
class	ShootingMethod
	Discretizes a DifferentialEquation by means of single or multiple shooting. More...
class	SymmetricConjugateGradientMethod
	Implements a conjugate gradient method as sparse linear algebra solver for symmetric linear systems. More...
class	ThreeSweepsERKExport
	Allows to export a tailored explicit Runge-Kutta integrator with three-sweeps second order sensitivity propagation for fast model predictive control. More...