banded_cp.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_BANDED_CP_HPP
#define ACADO_TOOLKIT_BANDED_CP_HPP

#include <acado/utils/acado_utils.hpp>
#include <acado/matrix_vector/matrix_vector.hpp>
#include <acado/function/ocp_iterate.hpp>


BEGIN_NAMESPACE_ACADO


class BandedCP{


    //
    // PUBLIC MEMBER FUNCTIONS:
    //
    public:

        BandedCP( );

        BandedCP( const BandedCP& rhs );

        virtual ~BandedCP( );

        BandedCP& operator=( const BandedCP& rhs );


        inline BooleanType isLP () const;

        inline BooleanType isQP () const;

        inline BooleanType isSDP() const;



    //
    // PUBLIC DATA MEMBERS:
    //
    public:


    // DIMENSIONS OF THE CP:
    // ---------------------
    int nS;    
    // BANDED CP IN BLOCK-MATRIX FORMAT:
    // -----------------------------------------------------------------------------------

    BlockMatrix                   hessian;    
    BlockMatrix         objectiveGradient;    
    BlockMatrix        lowerBoundResiduum;    
    BlockMatrix        upperBoundResiduum;    
    BlockMatrix               dynGradient;    
    BlockMatrix               dynResiduum;    
    BlockMatrix        constraintGradient;    
    BlockMatrix   lowerConstraintResiduum;    
    BlockMatrix   upperConstraintResiduum;    
    BlockMatrix                       **B;    
    BlockMatrix                      *lbB;    
    BlockMatrix                      *ubB;    
    // SOLUTION OF THE BANDED CP:
    // ----------------------------------------------------------------------------------
    BlockMatrix                    deltaX;    
    BlockMatrix               lambdaBound;    
    BlockMatrix             lambdaDynamic;    
    BlockMatrix          lambdaConstraint;    
    BlockMatrix                    **ylbB;    
    BlockMatrix                    **yubB;    
    // PROTECTED MEMBER FUNCTIONS:
    // ---------------------------
    protected:

    void copy (const BandedCP& rhs);
    void clean();
};


CLOSE_NAMESPACE_ACADO


#include <acado/conic_program/banded_cp.ipp>


#endif  // ACADO_TOOLKIT_BANDED_CP_HPP

/*
 *  end of file
 */