DenseQPsolver Class Reference

Abstract base class for algorithms solving quadratic programs. More...

#include <dense_qp_solver.hpp>

Inheritance diagram for DenseQPsolver:

Public Member Functions
virtual DenseCPsolver *	clone () const =0
virtual DenseQPsolver *	cloneDenseQPsolver () const =0
	DenseQPsolver ()
	DenseQPsolver (UserInteraction *_userInteraction)
	DenseQPsolver (const DenseQPsolver &rhs)
virtual returnValue	getDualSolution (DVector &yOpt) const =0
virtual uint	getNumberOfConstraints () const =0
virtual uint	getNumberOfIterations () const
virtual uint	getNumberOfVariables () const =0
virtual double	getObjVal () const =0
virtual returnValue	getPrimalSolution (DVector &xOpt) const =0
QPStatus	getStatus () const
virtual returnValue	getVarianceCovariance (DMatrix &var)=0
virtual returnValue	getVarianceCovariance (DMatrix &H, DMatrix &var)=0
virtual returnValue	init (const DenseCP *cp)
virtual returnValue	init (uint nV, uint nC)
BooleanType	isInfeasible () const
BooleanType	isSolved () const
BooleanType	isUnbounded () const
DenseQPsolver &	operator= (const DenseQPsolver &rhs)
virtual returnValue	solve (DenseCP *cp_)
virtual returnValue	solve (double *H, double *A, double *g, double *lb, double *ub, double *lbA, double *ubA, uint maxIter)=0
virtual returnValue	solve (DMatrix *H, DMatrix *A, DVector *g, DVector *lb, DVector *ub, DVector *lbA, DVector *ubA, uint maxIter)=0
virtual returnValue	step (double *H, double *A, double *g, double *lb, double *ub, double *lbA, double *ubA)=0
virtual returnValue	step (DMatrix *H, DMatrix *A, DVector *g, DVector *lb, DVector *ub, DVector *lbA, DVector *ubA)=0
	~DenseQPsolver ()
Public Member Functions inherited from DenseCPsolver
	DenseCPsolver ()
	DenseCPsolver (UserInteraction *_userInteraction)
	DenseCPsolver (const DenseCPsolver &rhs)
DenseCPsolver &	operator= (const DenseCPsolver &rhs)
virtual	~DenseCPsolver ()
Public Member Functions inherited from AlgorithmicBase
int	addLogRecord (LogRecord &_record)
returnValue	addOption (OptionsName name, int value)
returnValue	addOption (OptionsName name, double value)
returnValue	addOption (uint idx, OptionsName name, int value)
returnValue	addOption (uint idx, OptionsName name, double value)
returnValue	addOptionsList ()
	AlgorithmicBase ()
	AlgorithmicBase (UserInteraction *_userInteraction)
	AlgorithmicBase (const AlgorithmicBase &rhs)
returnValue	get (OptionsName name, int &value) const
returnValue	get (OptionsName name, double &value) const
returnValue	get (OptionsName name, std::string &value) const
returnValue	get (uint idx, OptionsName name, int &value) const
returnValue	get (uint idx, OptionsName name, double &value) const
returnValue	getAll (LogName _name, MatrixVariablesGrid &values) const
returnValue	getFirst (LogName _name, DMatrix &firstValue) const
returnValue	getFirst (LogName _name, VariablesGrid &firstValue) const
returnValue	getLast (LogName _name, DMatrix &lastValue) const
returnValue	getLast (LogName _name, VariablesGrid &lastValue) const
Options	getOptions (uint idx) const
BooleanType	haveOptionsChanged () const
BooleanType	haveOptionsChanged (uint idx) const
AlgorithmicBase &	operator= (const AlgorithmicBase &rhs)
returnValue	plot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)
returnValue	printLogRecord (std::ostream &_stream, int idx, LogPrintMode _mode=PRINT_ITEM_BY_ITEM) const
returnValue	replot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)
returnValue	set (OptionsName name, int value)
returnValue	set (OptionsName name, double value)
returnValue	set (OptionsName name, const std::string &value)
returnValue	set (uint idx, OptionsName name, int value)
returnValue	set (uint idx, OptionsName name, double value)
returnValue	setAll (LogName _name, const MatrixVariablesGrid &values)
returnValue	setLast (LogName _name, int lastValue, double time=-INFTY)
returnValue	setLast (LogName _name, double lastValue, double time=-INFTY)
returnValue	setLast (LogName _name, const DVector &lastValue, double time=-INFTY)
returnValue	setLast (LogName _name, const DMatrix &lastValue, double time=-INFTY)
returnValue	setLast (LogName _name, const VariablesGrid &lastValue, double time=-INFTY)
returnValue	setOptions (const Options &arg)
returnValue	setOptions (uint idx, const Options &arg)
virtual	~AlgorithmicBase ()

Protected Member Functions
virtual returnValue	makeBoundsConsistent (DenseCP *cp) const
virtual returnValue	setupLogging ()
virtual returnValue	setupQPobject (uint nV, uint nC)=0
Protected Member Functions inherited from DenseCPsolver
virtual returnValue	setupOptions ()

Protected Attributes
int	numberOfSteps
QPStatus	qpStatus
Protected Attributes inherited from AlgorithmicBase
int	outputLoggingIdx
BooleanType	useModuleStandalone
UserInteraction *	userInteraction

Detailed Description

Abstract base class for algorithms solving quadratic programs.

The class DenseQPsolver provides an abstract base class for different algorithms for solving quadratic programming (QP) problems.

\author Boris Houska, Hans Joachim Ferreau

Definition at line 57 of file dense_qp_solver.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO DenseQPsolver::DenseQPsolver

(

)

Default constructor.

Definition at line 44 of file dense_qp_solver.cpp.

DenseQPsolver::DenseQPsolver

(

UserInteraction *

_userInteraction

)

Definition at line 53 of file dense_qp_solver.cpp.

DenseQPsolver::DenseQPsolver

(

const DenseQPsolver &

rhs

)

Copy constructor (deep copy).

Definition at line 62 of file dense_qp_solver.cpp.

DenseQPsolver::~DenseQPsolver

(

)

Destructor.

Definition at line 69 of file dense_qp_solver.cpp.

Member Function Documentation

virtual DenseCPsolver* DenseQPsolver::clone ( ) const

pure virtual

Implements DenseCPsolver.

Implemented in QPsolver_qpOASES.

virtual DenseQPsolver* DenseQPsolver::cloneDenseQPsolver ( ) const

pure virtual

Implemented in QPsolver_qpOASES.

virtual returnValue DenseQPsolver::getDualSolution ( DVector &  yOpt ) const

pure virtual

Returns dual solution vector if QP has been solved.

Returns

SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED

Parameters

yOpt	OUTPUT: dual solution vector.

Implemented in QPsolver_qpOASES.

virtual uint DenseQPsolver::getNumberOfConstraints ( ) const

pure virtual

Implemented in QPsolver_qpOASES.

uint DenseQPsolver::getNumberOfIterations ( ) const

virtual

Returns number of iterations performed at last QP solution.

Returns

Number of iterations performed at last QP solution

Implements DenseCPsolver.

Definition at line 141 of file dense_qp_solver.cpp.

virtual uint DenseQPsolver::getNumberOfVariables ( ) const

pure virtual

Implemented in QPsolver_qpOASES.

virtual double DenseQPsolver::getObjVal ( ) const

pure virtual

Returns optimal objective function value.

Returns

finite value: Optimal objective function value (QP has been solved)
+INFTY: QP has not been solved or is infeasible
-INFTY: QP is unbounded

Implemented in QPsolver_qpOASES.

virtual returnValue DenseQPsolver::getPrimalSolution ( DVector &  xOpt ) const

pure virtual

Returns primal solution vector if QP has been solved.

Returns

SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED

Parameters

xOpt	OUTPUT: primal solution vector.

Implemented in QPsolver_qpOASES.

QPStatus DenseQPsolver::getStatus ( ) const

inline

Returns QP status.

Returns

QP status

virtual returnValue DenseQPsolver::getVarianceCovariance ( DMatrix &  var )

pure virtual

Returns a variance-covariance estimate if possible or an error message otherwise.

Returns

SUCCESSFUL_RETURN RET_MEMBER_NOT_INITIALISED

Implements DenseCPsolver.

Implemented in QPsolver_qpOASES.

virtual returnValue DenseQPsolver::getVarianceCovariance ( DMatrix &  H, DMatrix &  var  )

pure virtual

Returns a variance-covariance estimate if possible or an error message otherwise.

Returns

SUCCESSFUL_RETURN RET_MEMBER_NOT_INITIALISED

Implements DenseCPsolver.

Implemented in QPsolver_qpOASES.

returnValue DenseQPsolver::init ( const DenseCP *  cp )

virtual

Initializes QP object.

Returns

SUCCESSFUL_RETURN

Implements DenseCPsolver.

Definition at line 93 of file dense_qp_solver.cpp.

returnValue DenseQPsolver::init ( uint  nV, uint  nC  )

virtual

Alternative way to initialize QP object.

Parameters

nV	Number of QP variables.
nC	Number of QP constraints (without bounds).

Definition at line 86 of file dense_qp_solver.cpp.

BooleanType DenseQPsolver::isInfeasible ( ) const

inline

Returns if QP has been found to be infeasible.

Returns

BT_TRUE if QP is infeasible

BooleanType DenseQPsolver::isSolved ( ) const

inline

Returns if QP (or its relaxation) has been solved.

Returns

BT_TRUE iff QP has been solved

BooleanType DenseQPsolver::isUnbounded ( ) const

inline

Returns if QP has been found to be unbounded.

Returns

BT_TRUE if QP is unbounded

returnValue DenseQPsolver::makeBoundsConsistent ( DenseCP *  cp ) const

protectedvirtual

Definition at line 168 of file dense_qp_solver.cpp.

DenseQPsolver & DenseQPsolver::operator=

(

const DenseQPsolver &

rhs

)

Assignment operator (deep copy).

Definition at line 74 of file dense_qp_solver.cpp.

returnValue DenseQPsolver::setupLogging ( )

protectedvirtual

Reimplemented from DenseCPsolver.

Definition at line 154 of file dense_qp_solver.cpp.

virtual returnValue DenseQPsolver::setupQPobject ( uint  nV, uint  nC  )

protectedpure virtual

Setups QP object.

Returns

SUCCESSFUL_RETURN
RET_QP_INIT_FAILED

Parameters

nV	Number of QP variables.
nC	Number of QP constraints (without bounds).

Implemented in QPsolver_qpOASES.

returnValue DenseQPsolver::solve ( DenseCP *  cp_ )

virtual

Solves the QP.

Implements DenseCPsolver.

Reimplemented in QPsolver_qpOASES.

Definition at line 104 of file dense_qp_solver.cpp.

virtual returnValue DenseQPsolver::solve ( double *  H, double *  A, double *  g, double *  lb, double *  ub, double *  lbA, double *  ubA, uint  maxIter  )

pure virtual

Solves QP using at most <maxIter> iterations.

Parameters

H	Hessian matrix of neighbouring QP to be solved.
A	Constraint matrix of neighbouring QP to be solved.
g	Gradient of neighbouring QP to be solved.
lb	Lower bounds of neighbouring QP to be solved.
ub	Upper bounds of neighbouring QP to be solved.
lbA	Lower constraints' bounds of neighbouring QP to be solved.
ubA	Upper constraints' bounds of neighbouring QP to be solved.
maxIter	Maximum number of iterations.

Implemented in QPsolver_qpOASES.

virtual returnValue DenseQPsolver::solve ( DMatrix *  H, DMatrix *  A, DVector *  g, DVector *  lb, DVector *  ub, DVector *  lbA, DVector *  ubA, uint  maxIter  )

pure virtual

Solves QP using at most <maxIter> iterations.

Parameters

H	Hessian matrix of neighbouring QP to be solved.
A	Constraint matrix of neighbouring QP to be solved.
g	Gradient of neighbouring QP to be solved.
lb	Lower bounds of neighbouring QP to be solved.
ub	Upper bounds of neighbouring QP to be solved.
lbA	Lower constraints' bounds of neighbouring QP to be solved.
ubA	Upper constraints' bounds of neighbouring QP to be solved.
maxIter	Maximum number of iterations.

Implemented in QPsolver_qpOASES.

virtual returnValue DenseQPsolver::step ( double *  H, double *  A, double *  g, double *  lb, double *  ub, double *  lbA, double *  ubA  )

pure virtual

Performs exactly one QP iteration.

Parameters

H	Hessian matrix of neighbouring QP to be solved.
A	Constraint matrix of neighbouring QP to be solved.
g	Gradient of neighbouring QP to be solved.
lb	Lower bounds of neighbouring QP to be solved.
ub	Upper bounds of neighbouring QP to be solved.
lbA	Lower constraints' bounds of neighbouring QP to be solved.
ubA	Upper constraints' bounds of neighbouring QP to be solved.

Implemented in QPsolver_qpOASES.

virtual returnValue DenseQPsolver::step ( DMatrix *  H, DMatrix *  A, DVector *  g, DVector *  lb, DVector *  ub, DVector *  lbA, DVector *  ubA  )

pure virtual

Performs exactly one QP iteration.

Parameters

H	Hessian matrix of neighbouring QP to be solved.
A	Constraint matrix of neighbouring QP to be solved.
g	Gradient of neighbouring QP to be solved.
lb	Lower bounds of neighbouring QP to be solved.
ub	Upper bounds of neighbouring QP to be solved.
lbA	Lower constraints' bounds of neighbouring QP to be solved.
ubA	Upper constraints' bounds of neighbouring QP to be solved.

Implemented in QPsolver_qpOASES.

Member Data Documentation

int DenseQPsolver::numberOfSteps

protected

Definition at line 236 of file dense_qp_solver.hpp.

QPStatus DenseQPsolver::qpStatus

protected

Definition at line 235 of file dense_qp_solver.hpp.

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The documentation for this class was generated from the following files:

• dense_qp_solver.hpp
• dense_qp_solver.cpp