objective.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 
00027 
00034 #ifndef ACADO_TOOLKIT_OBJECTIVE_HPP
00035 #define ACADO_TOOLKIT_OBJECTIVE_HPP
00036 
00037 #include <acado/objective/lagrange_term.hpp>
00038 #include <acado/objective/lsq_term.hpp>
00039 #include <acado/objective/lsq_end_term.hpp>
00040 #include <acado/objective/mayer_term.hpp>
00041 #include <acado/constraint/constraint.hpp>
00042 
00043 BEGIN_NAMESPACE_ACADO
00044 
00046 struct LsqData
00047 {
00048         LsqData(const DMatrix& _WW, const Function& _hh, bool _givenW = true)
00049                 : W( _WW ), h( _hh ), givenW( _givenW )
00050         {}
00051 
00054         DMatrix W;
00056         Function h;
00058         bool givenW;
00059 };
00060 
00062 typedef std::vector< LsqData > LsqElements;
00063 
00065 struct LsqExternData
00066 {
00067         LsqExternData(const DMatrix& _WW, const std::string& _hh, bool _givenW = true)
00068                 : W( _WW ), h( _hh ), givenW( _givenW )
00069         {}
00070 
00073         DMatrix W;
00075         std::string h;
00077         bool givenW;
00078 };
00079 
00081 typedef std::vector< LsqExternData > LsqExternElements;
00082 
00084 struct LsqLinearData
00085 {
00086         LsqLinearData(const DVector& _Wlx, const DVector& _Wlu, bool _givenW = true)
00087                 : Wlx( _Wlx ), Wlu( _Wlu ), givenW( _givenW )
00088         {}
00089 
00092         DMatrix Wlx, Wlu;
00094         bool givenW;
00095 };
00096 
00098 typedef std::vector< LsqLinearData > LsqLinearElements;
00099 
00123 class Objective : public LagrangeTerm
00124 {
00125     //
00126     // PUBLIC MEMBER FUNCTIONS:
00127     //
00128     public:
00129 
00131         Objective( );
00132 
00134         Objective( const Grid &grid_ );
00135 
00137         Objective( const Objective& rhs );
00138 
00140         virtual ~Objective( );
00141 
00143         Objective& operator=( const Objective& rhs );
00144 
00145 
00146 
00151         returnValue init( const Grid &grid_ );
00152 
00153 
00154 // =======================================================================================
00155 //
00156 //                                    LOADING ROUTINES
00157 //
00158 // =======================================================================================
00159 
00160 
00164         inline returnValue addMayerTerm( const Expression& arg );
00165         inline returnValue addMayerTerm( const Function& arg );
00166 
00167 
00168 
00180         returnValue addLSQ( const MatrixVariablesGrid *S_,   
00181                             const Function&            h ,   
00182                             const VariablesGrid       *r_     );
00183 
00184 
00185 
00195         returnValue addLSQEndTerm( const DMatrix   & S,  
00196                                    const Function & m,  
00197                                    const DVector   & r    );
00198 
00199         //
00200         // Code generation related functions
00201         //
00202 
00203         returnValue addLSQ(const DMatrix& S, const Function& h);
00204 
00205         returnValue addLSQEndTerm(const DMatrix& S, const Function& h);
00206 
00207         returnValue addLSQ(const DMatrix& S, const std::string& h);
00208 
00209         returnValue addLSQEndTerm(const DMatrix& S, const std::string& h);
00210 
00211         returnValue addLSQ(const BMatrix& S, const Function& h);
00212 
00213         returnValue addLSQEndTerm(const BMatrix& S, const Function& h);
00214 
00215         returnValue addLSQ(const BMatrix& S, const std::string& h);
00216 
00217         returnValue addLSQEndTerm(const BMatrix& S, const std::string& h);
00218 
00219         returnValue addLSQLinearTerms(const DVector& Slx, const DVector& Slu);
00220 
00221         returnValue addLSQLinearTerms(const BVector& Slx, const BVector& Slu);
00222 
00223 // =======================================================================================
00224 //
00225 //                                 INITIALIZATION ROUTINES
00226 //
00227 // =======================================================================================
00228 
00243         returnValue init( const int              nStages     ,
00244                           const int              nTransitions,
00245                           DifferentialEquation **fcn         ,
00246                           Transition            *transitions ,
00247                           Constraint            *constraint_   );
00248 
00249 
00250 // =======================================================================================
00251 //
00252 //                                  DEFINITION OF SEEDS:
00253 //
00254 // =======================================================================================
00255 
00256 
00262     virtual returnValue setForwardSeed( BlockMatrix *xSeed_ ,   
00263                                         BlockMatrix *xaSeed_,   
00264                                         BlockMatrix *pSeed_ ,   
00265                                         BlockMatrix *uSeed_ ,   
00266                                         BlockMatrix *wSeed_ ,   
00267                                         int          order       );
00268 
00269 
00270 
00276     virtual returnValue setBackwardSeed( BlockMatrix *seed,    
00277                                          int          order      );
00278 
00279 
00280 
00287     virtual returnValue setUnitBackwardSeed( );
00288 
00289 
00290 
00291 // =======================================================================================
00292 //
00293 //                                   EVALUATION ROUTINES
00294 //
00295 // =======================================================================================
00296 
00297 
00298 
00304         returnValue evaluate( const OCPiterate &x );
00305 
00306 
00307 
00313         returnValue evaluateSensitivities();
00314 
00315 
00321         returnValue evaluateSensitivities( BlockMatrix &hessian );
00322 
00323 
00331         returnValue evaluateSensitivitiesGN( BlockMatrix &hessian );
00332 
00333 
00334 
00335 
00336 // =======================================================================================
00337 //
00338 //                               RESULTS OF THE EVALUATION
00339 //
00340 // =======================================================================================
00341 
00342 
00347     virtual returnValue getObjectiveValue( double &objectiveValue );
00348 
00349 
00350 
00356     virtual returnValue getForwardSensitivities( BlockMatrix &D  ,
00359                                                  int order         );
00360 
00361 
00362 
00368     virtual returnValue getBackwardSensitivities( BlockMatrix &D  ,
00371                                                   int order         );
00372 
00373 
00374 
00375 
00376 
00377 // =======================================================================================
00378 //
00379 //                                     DIMENSIONS
00380 //
00381 // =======================================================================================
00382 
00383 
00387         inline int getNX    () const;
00388 
00392         inline int getNXA   () const;
00393 
00397         inline int getNP   () const;
00398 
00402         inline int getNU   () const;
00403 
00407         inline int getNW  () const;
00408 
00409 
00410 // =======================================================================================
00411 
00412 
00419         inline BooleanType hasLSQform();
00420 
00421 
00423         inline BooleanType isAffine();
00424 
00425 
00427         inline BooleanType isQuadratic();
00428 
00429 
00431         inline BooleanType isConvex();
00432 
00433 
00438         inline returnValue setReference( const VariablesGrid &ref );
00439 
00440 
00446         BooleanType isEmpty() const;
00447 
00450         returnValue getLSQTerms( LsqElements& _elements ) const;
00451         returnValue getLSQEndTerms( LsqElements& _elements ) const;
00452 
00453         returnValue getLSQTerms( LsqExternElements& _elements ) const;
00454         returnValue getLSQEndTerms( LsqExternElements& _elements ) const;
00455 
00456         returnValue getLSQLinearTerms( LsqLinearElements& _elements ) const;
00457 
00460         uint getNumMayerTerms( ) const;
00461         uint getNumLagrangeTerms( ) const;
00462 
00463         returnValue getMayerTerm( uint index, Function& mayerTerm ) const;
00464         returnValue getLagrangeTerm( uint index, Function& lagrangeTerm ) const;
00465 
00466     //
00467     // DATA MEMBERS:
00468     //
00469     protected:
00470 
00471     LSQTerm    **lsqTerm   ;   
00472     LSQEndTerm **lsqEndTerm;   
00473     MayerTerm  **mayerTerm ;   
00475     uint        nLSQ      ;   
00476     uint        nEndLSQ   ;   
00477     uint        nMayer    ;   
00479     LsqElements cgLsqElements;
00480     LsqElements cgLsqEndTermElements;
00481 
00482     LsqExternElements cgExternLsqElements;
00483     LsqExternElements cgExternLsqEndTermElements;
00484 
00485     LsqLinearElements cgLsqLinearElements;
00486 };
00487 
00488 CLOSE_NAMESPACE_ACADO
00489 
00490 #include <acado/objective/objective.ipp>
00491 
00492 #endif  // ACADO_TOOLKIT_OBJECTIVE_HPP
00493 
00494 /*
00495  *    end of file
00496  */


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Sat Jun 8 2019 19:38:15