Converts a constraint to a cost by weighing the quadratic violations. More...
#include <soft_constraint.h>
Public Member Functions | |
SoftConstraint (const ConstraintPtr &constraint) | |
Creates a soft constraint (=cost) from a hard constraint. | |
virtual | ~SoftConstraint () |
Private Member Functions | |
VecBound | GetBounds () const final |
Jacobian | GetJacobian () const override |
The row-vector of derivatives of the cost term. | |
VectorXd | GetValues () const override |
average value of each upper and lower bound. | |
void | SetVariables (const VectorXd &x) final |
Private Attributes | |
VectorXd | b_ |
ConstraintPtr | constraint_ |
VectorXd | W_ |
weights how each constraint violation contributes to the cost. |
Converts a constraint to a cost by weighing the quadratic violations.
Let constraint g(x) R^m with upper bound b_u and lower bound b_l. Let
g'(x) = g(x) - 0.5(b_u+b_l) = g(x) - b
And it's derivative
dg'(x)/dx = J(x).
Define a cost as
c(x) = 0.5 * g'^T * W * g', where W = diag(w1,...,wm).
Then the gradient of the cost is defined as:
dc(x)/dx = (g'(x)^T * W * J)^T = J^T * W * (g(x)-b).
Definition at line 59 of file soft_constraint.h.
towr::SoftConstraint::SoftConstraint | ( | const ConstraintPtr & | constraint | ) |
Creates a soft constraint (=cost) from a hard constraint.
constraint | The fully initialized constraint. |
Weights are set to identity, so each constraint violation contributes equally to the cost.
Definition at line 34 of file soft_constraint.cc.
virtual towr::SoftConstraint::~SoftConstraint | ( | ) | [virtual] |
VecBound towr::SoftConstraint::GetBounds | ( | ) | const [inline, private] |
Definition at line 93 of file soft_constraint.h.
SoftConstraint::Jacobian towr::SoftConstraint::GetJacobian | ( | ) | const [override, private] |
The row-vector of derivatives of the cost term.
dc(x)/dx = J^T * W * (g-b)
Definition at line 61 of file soft_constraint.cc.
SoftConstraint::VectorXd towr::SoftConstraint::GetValues | ( | ) | const [override, private] |
average value of each upper and lower bound.
The quadratic constraint violation transformed to a cost.
c(x) = 0.5 * (g-b)^T * W * (g-b)
Definition at line 53 of file soft_constraint.cc.
void towr::SoftConstraint::SetVariables | ( | const VectorXd & | x | ) | [inline, private] |
Definition at line 94 of file soft_constraint.h.
VectorXd towr::SoftConstraint::b_ [private] |
Definition at line 76 of file soft_constraint.h.
ConstraintPtr towr::SoftConstraint::constraint_ [private] |
Definition at line 74 of file soft_constraint.h.
VectorXd towr::SoftConstraint::W_ [private] |
weights how each constraint violation contributes to the cost.
Definition at line 75 of file soft_constraint.h.