IntegrationAlgorithm Class Reference

User-interface to integrate a DynamicSystem, possibly over multiple stages. More...

#include <integration_algorithm.hpp>

Inheritance diagram for IntegrationAlgorithm:

Public Member Functions
virtual returnValue	addStage (const DynamicSystem &dynamicSystem_, const Grid &stageIntervals, const IntegratorType &integratorType_=INT_UNKNOWN)
virtual returnValue	addTransition (const Transition &transition_)
virtual returnValue	clear ()
returnValue	deleteAllSeeds ()
returnValue	evaluate (VariablesGrid *x, VariablesGrid *xa, VariablesGrid *p, VariablesGrid *u, VariablesGrid *w)
returnValue	evaluate (OCPiterate &_iter)
returnValue	evaluateSensitivities ()
returnValue	evaluateSensitivities (const BlockMatrix &seed, BlockMatrix &hessian)
returnValue	getBackwardSensitivities (BlockMatrix &D) const
returnValue	getBackwardSensitivities (DVector &Dx_x0, DVector &Dx_p=emptyVector, DVector &Dx_u=emptyVector, DVector &Dx_w=emptyVector) const
returnValue	getForwardSensitivities (BlockMatrix &D) const
returnValue	getForwardSensitivities (DVector &Dx) const
returnValue	getX (DVector &xEnd) const
returnValue	getX (VariablesGrid &X) const
returnValue	getXA (DVector &xaEnd) const
returnValue	getXA (VariablesGrid &XA) const
returnValue	integrate (VariablesGrid *x, VariablesGrid *xa, VariablesGrid *p, VariablesGrid *u, VariablesGrid *w)
returnValue	integrate (double t0, double tend, const DVector &x0, const DVector &xa=emptyVector, const DVector &p=emptyVector, const DVector &u=emptyVector, const DVector &w=emptyVector)
returnValue	integrate (const Grid &t, const DVector &x0, const DVector &xa=emptyVector, const DVector &p=emptyVector, const DVector &u=emptyVector, const DVector &w=emptyVector)
returnValue	integrateSensitivities ()
returnValue	integrateSensitivities (const BlockMatrix &seed, BlockMatrix &hessian)
	IntegrationAlgorithm ()
	IntegrationAlgorithm (const IntegrationAlgorithm &rhs)
BooleanType	isAffine () const
IntegrationAlgorithm &	operator= (const IntegrationAlgorithm &rhs)
returnValue	setBackwardSeed (const BlockMatrix &seed)
returnValue	setBackwardSeed (const DVector &seed)
returnValue	setForwardSeed (const BlockMatrix &xSeed_, const BlockMatrix &pSeed_=emptyBlockMatrix, const BlockMatrix &uSeed_=emptyBlockMatrix, const BlockMatrix &wSeed_=emptyBlockMatrix)
returnValue	setForwardSeed (const DVector &xSeed, const DVector &pSeed=emptyVector, const DVector &uSeed=emptyVector, const DVector &wSeed=emptyVector)
returnValue	setUnitBackwardSeed ()
returnValue	setUnitForwardSeed ()
returnValue	unfreeze ()
virtual	~IntegrationAlgorithm ()
Public Member Functions inherited from UserInteraction
virtual int	addPlotWindow (PlotWindow &_window)
virtual int	operator<< (PlotWindow &_window)
virtual int	operator<< (LogRecord &_record)
UserInteraction &	operator= (const UserInteraction &rhs)
	UserInteraction ()
	UserInteraction (const UserInteraction &rhs)
virtual	~UserInteraction ()
Public Member Functions inherited from Options
returnValue	addOptionsList ()
returnValue	ensureConsistency ()
returnValue	ensureConsistency ()
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	get (uint idx, OptionsName name, std::string &value) const
uint	getNumOptionsLists () const
Options	getOptions (uint idx) const
Options &	operator= (const Options &rhs)
Options &	operator= (const Options &rhs)
	Options ()
	Options ()
	Options (const Options &rhs)
	Options (const Options &rhs)
	Options ()
	Options (const OptionsList &_optionsList)
returnValue	print () const
returnValue	print () const
returnValue	printOptionsList () const
returnValue	printOptionsList (uint idx) const
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	set (uint idx, OptionsName name, const std::string &value)
returnValue	setOptions (const Options &arg)
returnValue	setOptions (uint idx, const Options &arg)
returnValue	setToDefault ()
returnValue	setToDefault ()
returnValue	setToFast ()
returnValue	setToFast ()
returnValue	setToMPC ()
returnValue	setToReliable ()
returnValue	setToReliable ()
	~Options ()
	~Options ()
virtual	~Options ()
Public Member Functions inherited from Logging
int	addLogRecord (LogRecord &record)
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
returnValue	getLogRecord (LogRecord &_record) const
uint	getNumLogRecords () const
	Logging ()
int	operator<< (LogRecord &record)
returnValue	printLoggingInfo () const
returnValue	printNumDoubles () const
returnValue	setAll (LogName _name, const MatrixVariablesGrid &values)
returnValue	setLast (LogName _name, const DMatrix &value, double time=-INFTY)
returnValue	setLast (LogName _name, VariablesGrid &value, double time=-INFTY)
returnValue	updateLogRecord (LogRecord &_record) const
virtual	~Logging ()
Public Member Functions inherited from Plotting
int	addPlotWindow (PlotWindow &_window)
uint	getNumPlotWindows () const
returnValue	getPlotWindow (uint idx, PlotWindow &_window) const
returnValue	getPlotWindow (PlotWindow &_window) const
int	operator<< (PlotWindow &_window)
Plotting &	operator= (const Plotting &rhs)
virtual returnValue	plot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)
	Plotting ()
	Plotting (const Plotting &rhs)
virtual returnValue	replot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)
virtual	~Plotting ()

Protected Member Functions
virtual returnValue	setupLogging ()
virtual returnValue	setupOptions ()
Protected Member Functions inherited from UserInteraction
virtual returnValue	getPlotDataFromMemberLoggings (PlotWindow &_window) const
BlockStatus	getStatus () const
returnValue	setStatus (BlockStatus _status)
Protected Member Functions inherited from Options
returnValue	addOption (OptionsName name, int value)
returnValue	addOption (OptionsName name, double value)
returnValue	addOption (OptionsName name, const std::string &value)
returnValue	addOption (uint idx, OptionsName name, int value)
returnValue	addOption (uint idx, OptionsName name, double value)
returnValue	addOption (uint idx, OptionsName name, const std::string &value)
returnValue	clearOptionsList ()
returnValue	copy (const Options &rhs)
returnValue	copy (const Options &rhs)
returnValue	declareOptionsUnchanged ()
returnValue	declareOptionsUnchanged (uint idx)
BooleanType	haveOptionsChanged () const
BooleanType	haveOptionsChanged (uint idx) const

Protected Attributes
ShootingMethod *	integrationMethod
OCPiterate	iter
Protected Attributes inherited from UserInteraction
BlockStatus	status
Protected Attributes inherited from Options
std::vector< OptionsList >	lists
Protected Attributes inherited from Logging
std::vector< LogRecord >	logCollection
int	logIdx
Protected Attributes inherited from Plotting
PlotCollection	plotCollection

Additional Inherited Members
Public Attributes inherited from Options
real_t	boundRelaxation
real_t	boundTolerance
int	dropBoundPriority
int_t	dropBoundPriority
int	dropEqConPriority
int_t	dropEqConPriority
int	dropIneqConPriority
int_t	dropIneqConPriority
int	enableCholeskyRefactorisation
int_t	enableCholeskyRefactorisation
int	enableDriftCorrection
int_t	enableDriftCorrection
BooleanType	enableDropInfeasibles
BooleanType	enableEqualities
BooleanType	enableFarBounds
BooleanType	enableFlippingBounds
BooleanType	enableFullLITests
BooleanType	enableInertiaCorrection
BooleanType	enableNZCTests
BooleanType	enableRamping
BooleanType	enableRegularisation
real_t	epsDen
real_t	epsFlipping
real_t	epsIterRef
real_t	epsLITests
real_t	epsNum
real_t	epsNZCTests
real_t	epsRegularisation
real_t	finalRamping
real_t	growFarBounds
real_t	initialFarBounds
real_t	initialRamping
SubjectToStatus	initialStatusBounds
real_t	maxDualJump
real_t	maxPrimalJump
int	numRefinementSteps
int_t	numRefinementSteps
int	numRegularisationSteps
int_t	numRegularisationSteps
PrintLevel	printLevel
real_t	rcondSMin
real_t	terminationTolerance

Detailed Description

User-interface to integrate a DynamicSystem, possibly over multiple stages.

The class IntegrationAlgorithm serves as a user-interface to integrate a DynamicSystem, possibly over multiple stages.

\author Boris Houska, Hans Joachim Ferreau

Definition at line 56 of file integration_algorithm.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO IntegrationAlgorithm::IntegrationAlgorithm

(

)

Default constructor.

Definition at line 48 of file integration_algorithm.cpp.

IntegrationAlgorithm::IntegrationAlgorithm

(

const IntegrationAlgorithm &

rhs

)

Copy constructor (deep copy).

Definition at line 59 of file integration_algorithm.cpp.

IntegrationAlgorithm::~IntegrationAlgorithm ( )

virtual

Destructor.

Definition at line 71 of file integration_algorithm.cpp.

Member Function Documentation

returnValue IntegrationAlgorithm::addStage ( const DynamicSystem &  dynamicSystem_, const Grid &  stageIntervals, const IntegratorType &  integratorType_ = INT_UNKNOWN  )

virtual

Set the Differential Equations stage by stage.

Definition at line 98 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::addTransition ( const Transition &  transition_ )

virtual

Set the Transition stages.

Definition at line 106 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::clear ( )

virtual

Deletes all stages and transitions and resets the DynamicDiscretization.

Definition at line 112 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::deleteAllSeeds

(

)

Deletes all seeds that have been set with the methods above.
This function will also give the corresponding memory free.

Returns

SUCCESSFUL_RETURN
RET_NO_SEED_ALLOCATED

Definition at line 249 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::evaluate	(	VariablesGrid *	x,
		VariablesGrid *	xa,
		VariablesGrid *	p,
		VariablesGrid *	u,
		VariablesGrid *	w
	)

Evaluates the descretized DifferentialEquation at a specified
VariablesGrid. The results are written into the residuum of the
type VariablesGrid. This routine is for a simple evaluation only.
If sensitivities are needed use one of the routines below
instead.

Returns

SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
or a specific error message form an underlying
discretization instance.

Parameters

x	differential states
xa	algebraic states
p	parameters
u	controls
w	disturbances

Definition at line 119 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::evaluate

(

OCPiterate &

_iter

)

Definition at line 130 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::evaluateSensitivities

(

)

Evaluates the sensitivities.

Returns

SUCCESSFUL_RETURN
RET_NOT_FROZEN

Definition at line 256 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::evaluateSensitivities	(	const BlockMatrix &	seed,
		BlockMatrix &	hessian
	)

Evaluates the sensitivities and the hessian.

Returns

SUCCESSFUL_RETURN
RET_NOT_FROZEN

Definition at line 268 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::getBackwardSensitivities

(

BlockMatrix &

D

)

const

Returns the result for the backward sensitivities in BlockMatrix form.

Returns

SUCCESSFUL_RETURN
RET_INPUT_OUT_OF_RANGE

Parameters

D	the result for the forward sensitivi- ties

Definition at line 365 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::getBackwardSensitivities	(	DVector &	Dx_x0,
		DVector &	Dx_p = emptyVector,
		DVector &	Dx_u = emptyVector,
		DVector &	Dx_w = emptyVector
	)		const

Returns the result for the backward sensitivities at the time tend.

Parameters

Dx_x0	backward sensitivities w.r.t. the initial states
Dx_p	backward sensitivities w.r.t. the parameters
Dx_u	backward sensitivities w.r.t. the controls
Dx_w	backward sensitivities w.r.t. the disturbance

Returns

SUCCESSFUL_RETURN
RET_INPUT_OUT_OF_RANGE

Definition at line 372 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::getForwardSensitivities

(

BlockMatrix &

D

)

const

Returns the result for the forward sensitivities in BlockMatrix form.

Returns

SUCCESSFUL_RETURN
RET_INPUT_OUT_OF_RANGE

Parameters

D	the result for the forward sensitivi- ties

Definition at line 335 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::getForwardSensitivities

(

DVector &

Dx

)

const

Returns the result for the forward sensitivities at the time tend.

Parameters

Dx	the result for the forward sensitivities.

Returns

SUCCESSFUL_RETURN
RET_INPUT_OUT_OF_RANGE

Definition at line 342 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::getX

(

DVector &

xEnd

)

const

Returns the result for the differential states at time tend.

Parameters

xEnd	the result for the states at time tend.

Returns

SUCCESSFUL_RETURN

Definition at line 293 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::getX

(

VariablesGrid &

X

)

const

Returns the requested output on the specified grid. Note
that the output X will be evaluated based on polynomial
interpolation depending on the order of the integrator.

Parameters

X	the differential states on the grid.

Returns

SUCCESSFUL_RETURN
RET_TRAJECTORY_NOT_FROZEN

Definition at line 313 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::getXA

(

DVector &

xaEnd

)

const

Returns the result for the algebraic states at time tend.

Parameters

xaEnd

the result for the algebraic states at time tend.

Returns

SUCCESSFUL_RETURN

Definition at line 303 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::getXA

(

VariablesGrid &

XA

)

const

Returns the requested output on the specified grid. Note
that the output X will be evaluated based on polynomial
interpolation depending on the order of the integrator.

Parameters

XA	the algebraic states on the grid.

Returns

SUCCESSFUL_RETURN
RET_TRAJECTORY_NOT_FROZEN

Definition at line 323 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::integrate	(	VariablesGrid *	x,
		VariablesGrid *	xa,
		VariablesGrid *	p,
		VariablesGrid *	u,
		VariablesGrid *	w
	)

Parameters

x	differential states
xa	algebraic states
p	parameters
u	controls
w	disturbances

Definition at line 140 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::integrate	(	double	t0,
		double	tend,
		const DVector &	x0,
		const DVector &	xa = emptyVector,
		const DVector &	p = emptyVector,
		const DVector &	u = emptyVector,
		const DVector &	w = emptyVector
	)

Starts the integration of the right hand side at time t0.
If neither the maximum number of allowed iteration is
exceeded nor any other error occurs the functions stops the
integration at time tend.

Returns

SUCCESFUL_RETURN or
a error message that depends on the specific
integration routine. (cf. the corresponding header
file that implements the integration routine)

Parameters

t0	the start time
tend	the end time
x0	the initial state
xa	the initial algebraic state
p	the parameters
u	the controls
w	the disturbance

Definition at line 151 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::integrate	(	const Grid &	t,
		const DVector &	x0,
		const DVector &	xa = emptyVector,
		const DVector &	p = emptyVector,
		const DVector &	u = emptyVector,
		const DVector &	w = emptyVector
	)

Starts the integration of the right hand side at time t0.
If neither the maximum number of allowed iteration is
exceeded nor any other error occurs the functions stops the
integration at time tend.
In addition, results at intermediate grid points can be
stored. Note that these grid points are for storage only and
have nothing to do the integrator steps.

Returns

SUCCESFUL_RETURN or
a error message that depends on the specific
integration routine. (cf. the corresponding header
file that implements the integration routine)

Parameters

t	the grid [t0,tend]
x0	the initial state
xa	the initial algebraic state
p	the parameters
u	the controls
w	the disturbance

Definition at line 172 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::integrateSensitivities

(

)

Evaluates the sensitivities.

Returns

SUCCESSFUL_RETURN
RET_NOT_FROZEN

Definition at line 262 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::integrateSensitivities	(	const BlockMatrix &	seed,
		BlockMatrix &	hessian
	)

Evaluates the sensitivities and the hessian.

Returns

SUCCESSFUL_RETURN
RET_NOT_FROZEN

Definition at line 274 of file integration_algorithm.cpp.

BooleanType IntegrationAlgorithm::isAffine

(

)

const

Definition at line 287 of file integration_algorithm.cpp.

IntegrationAlgorithm & IntegrationAlgorithm::operator=

(

const IntegrationAlgorithm &

rhs

)

Assignment operator (deep copy).

Definition at line 78 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::setBackwardSeed

(

const BlockMatrix &

seed

)

Define a backward seed in form of a block matrix.
Here, the block matrix should have N block columns,
where N is the number of points of the union grid.
The i-th column is associated with the i-th grid
point in the union grid. Note that the directions
can itself be organized in sub-blocks as long as
all dimensions fit together.

Returns

SUCCESFUL_RETURN
RET_INPUT_OUT_OF_RANGE

Parameters

seed	the seed matrix

Definition at line 224 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::setBackwardSeed

(

const DVector &

seed

)

Define a backward seed

Returns

SUCCESFUL_RETURN
RET_INPUT_OUT_OF_RANGE

Parameters

seed	the backward seed

Definition at line 231 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::setForwardSeed	(	const BlockMatrix &	xSeed_,
		const BlockMatrix &	pSeed_ = emptyBlockMatrix,
		const BlockMatrix &	uSeed_ = emptyBlockMatrix,
		const BlockMatrix &	wSeed_ = emptyBlockMatrix
	)

Define a forward seed in form of a block matrix.
Here, the block matrix should have N block rows,
where N is the number of points of the union grid.
The i-th row is associated with the i-th grid
point in the union grid. Note that the direction
can itself be organized in sub-blocks as long as
all dimensions fit together.

Returns

SUCCESFUL RETURN
RET_INPUT_OUT_OF_RANGE

Parameters

xSeed_	the seed in x-direction
pSeed_	the seed in p-direction
uSeed_	the seed in u-direction
wSeed_	the seed in w-direction

Definition at line 193 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::setForwardSeed	(	const DVector &	xSeed,
		const DVector &	pSeed = emptyVector,
		const DVector &	uSeed = emptyVector,
		const DVector &	wSeed = emptyVector
	)

Define a forward seed matrix.

Returns

SUCCESFUL RETURN
RET_INPUT_OUT_OF_RANGE

Parameters

xSeed	the seed w.r.t states
pSeed	the seed w.r.t parameters
uSeed	the seed w.r.t controls
wSeed	the seed w.r.t disturbances

Definition at line 203 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::setUnitBackwardSeed

(

)

Defines the first order backward seed to be
a unit matrix.

Returns

SUCCESFUL_RETURN
RET_INPUT_OUT_OF_RANGE

Definition at line 242 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::setUnitForwardSeed

(

)

Defines the first order forward seed to be
the unit-directions matrix.

Returns

SUCCESFUL_RETURN
RET_INPUT_OUT_OF_RANGE

Definition at line 218 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::setupLogging ( )

protectedvirtual

Prototype member function for setting-up the logging information at initialization of derived classes.

Returns

SUCCESSFUL_RETURN

Reimplemented from Logging.

Definition at line 451 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::setupOptions ( )

protectedvirtual

Prototype member function for setting-up the option list(s) at initialization of derived classes.

Returns

SUCCESSFUL_RETURN

Reimplemented from Options.

Definition at line 422 of file integration_algorithm.cpp.

returnValue IntegrationAlgorithm::unfreeze

(

)

Definition at line 281 of file integration_algorithm.cpp.

Member Data Documentation

ShootingMethod* IntegrationAlgorithm::integrationMethod

protected

Definition at line 380 of file integration_algorithm.hpp.

OCPiterate IntegrationAlgorithm::iter

protected

Definition at line 381 of file integration_algorithm.hpp.

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

• integration_algorithm.hpp
• integration_algorithm.cpp