Base class for different algorithms for solving nonlinear programming (NLP) problems. More...

#include <nlp_solver.hpp>

Inheritance diagram for NLPsolver:

Public Member Functions
virtual NLPsolver *	clone () const =0

virtual returnValue	feedbackStep (const DVector &x0_, const DVector &p_=emptyConstVector)

virtual returnValue	getAlgebraicStates (VariablesGrid &xa_) const

virtual returnValue	getControls (VariablesGrid &u_) const

virtual returnValue	getDifferentialStates (VariablesGrid &xd_) const

virtual returnValue	getDisturbances (VariablesGrid &w_) const

virtual returnValue	getFirstControl (DVector &u0_) const

int	getNumberOfSteps () const

virtual double	getObjectiveValue () const

virtual returnValue	getParameters (VariablesGrid &p_) const

virtual returnValue	getParameters (DVector &p_) const

virtual returnValue	getSensitivitiesP (BlockMatrix &_sens) const

virtual returnValue	getSensitivitiesU (BlockMatrix &_sens) const

virtual returnValue	getSensitivitiesW (BlockMatrix &_sens) const

virtual returnValue	getSensitivitiesX (BlockMatrix &_sens) const

virtual returnValue	getSensitivitiesXA (BlockMatrix &_sens) const

virtual returnValue	getVarianceCovariance (DMatrix &var)=0

virtual returnValue	init (VariablesGrid xd, VariablesGrid xa, VariablesGrid p, VariablesGrid u, VariablesGrid *w)=0

	NLPsolver (UserInteraction *_userInteraction=0)

	NLPsolver (const NLPsolver &rhs)

NLPsolver &	operator= (const NLPsolver &rhs)

virtual returnValue	performCurrentStep ()

virtual returnValue	prepareNextStep ()

returnValue	resetNumberOfSteps ()

virtual returnValue	setReference (const VariablesGrid &ref)

virtual returnValue	shiftVariables (double timeShift, DVector lastX=emptyVector, DVector lastXA=emptyVector, DVector lastP=emptyVector, DVector lastU=emptyVector, DVector lastW=emptyVector)

virtual returnValue	solve (const DVector &x0_=emptyConstVector, const DVector &p_=emptyConstVector)

virtual returnValue	step (const DVector &x0_=emptyConstVector, const DVector &p_=emptyConstVector)

virtual	~NLPsolver ()

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	setupLogging ()

virtual returnValue	setupOptions ()

Protected Attributes
int	numberOfSteps

Protected Attributes inherited from AlgorithmicBase
int	outputLoggingIdx

BooleanType	useModuleStandalone

UserInteraction *	userInteraction

Detailed Description

Base class for different algorithms for solving nonlinear programming (NLP) problems.

The class NLPsolver serves as a base class for all kind of different algorithms for solving nonlinear programming (NLP) problems.

Author: Boris Houska, Hans Joachim Ferreau

Definition at line 59 of file nlp_solver.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO NLPsolver::NLPsolver ( UserInteraction * _userInteraction = 0 )

Default constructor.

Definition at line 46 of file nlp_solver.cpp.

NLPsolver::NLPsolver ( const NLPsolver & rhs )

Copy constructor (deep copy).

Definition at line 59 of file nlp_solver.cpp.

NLPsolver::~NLPsolver ( )

virtual

Destructor.

Definition at line 65 of file nlp_solver.cpp.

Member Function Documentation

virtual NLPsolver* NLPsolver::clone ( ) const

pure virtual

Implemented in SCPmethod.

returnValue NLPsolver::feedbackStep	(	const DVector &	x0_,
		const DVector &	p_ = `emptyConstVector`
	)

virtual

Executes a real-time feedback step

Reimplemented in SCPmethod.

Definition at line 89 of file nlp_solver.cpp.

returnValue NLPsolver::getAlgebraicStates ( VariablesGrid & xa_ ) const

virtual

Reimplemented in SCPmethod.

Definition at line 137 of file nlp_solver.cpp.

returnValue NLPsolver::getControls ( VariablesGrid & u_ ) const

virtual

Reimplemented in SCPmethod.

Definition at line 154 of file nlp_solver.cpp.

returnValue NLPsolver::getDifferentialStates ( VariablesGrid & xd_ ) const

virtual

Reimplemented in SCPmethod.

Definition at line 131 of file nlp_solver.cpp.

returnValue NLPsolver::getDisturbances ( VariablesGrid & w_ ) const

virtual

Reimplemented in SCPmethod.

Definition at line 166 of file nlp_solver.cpp.

returnValue NLPsolver::getFirstControl ( DVector & u0_ ) const

virtual

Reimplemented in SCPmethod.

Definition at line 160 of file nlp_solver.cpp.

int NLPsolver::getNumberOfSteps ( ) const

inline

double NLPsolver::getObjectiveValue ( ) const

virtual

Reimplemented in SCPmethod.

Definition at line 172 of file nlp_solver.cpp.

returnValue NLPsolver::getParameters ( VariablesGrid & p_ ) const

virtual

Reimplemented in SCPmethod.

Definition at line 143 of file nlp_solver.cpp.

returnValue NLPsolver::getParameters ( DVector & p_ ) const

virtual

Reimplemented in SCPmethod.

Definition at line 148 of file nlp_solver.cpp.

returnValue NLPsolver::getSensitivitiesP ( BlockMatrix & _sens ) const

virtual

Reimplemented in SCPmethod.

Definition at line 191 of file nlp_solver.cpp.

returnValue NLPsolver::getSensitivitiesU ( BlockMatrix & _sens ) const

virtual

Reimplemented in SCPmethod.

Definition at line 198 of file nlp_solver.cpp.

returnValue NLPsolver::getSensitivitiesW ( BlockMatrix & _sens ) const

virtual

Reimplemented in SCPmethod.

Definition at line 205 of file nlp_solver.cpp.

returnValue NLPsolver::getSensitivitiesX ( BlockMatrix & _sens ) const

virtual

Reimplemented in SCPmethod.

Definition at line 178 of file nlp_solver.cpp.

returnValue NLPsolver::getSensitivitiesXA ( BlockMatrix & _sens ) const

virtual

Reimplemented in SCPmethod.

Definition at line 185 of file nlp_solver.cpp.

virtual returnValue NLPsolver::getVarianceCovariance ( DMatrix & var )

pure virtual

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

Returns: SUCCESSFUL_RETURN RET_MEMBER_NOT_INITIALISED

Implemented in SCPmethod.

virtual returnValue NLPsolver::init	(	VariablesGrid *	xd,
		VariablesGrid *	xa,
		VariablesGrid *	p,
		VariablesGrid *	u,
		VariablesGrid *	w
	)

pure virtual

Initializes the problem.

Implemented in SCPmethod, and IPmethod.

NLPsolver & NLPsolver::operator= ( const NLPsolver & rhs )

Assignment operator (deep copy).

Definition at line 70 of file nlp_solver.cpp.

returnValue NLPsolver::performCurrentStep ( )

virtual

Executes a real-time preparation step

Reimplemented in SCPmethod.

Definition at line 95 of file nlp_solver.cpp.

returnValue NLPsolver::prepareNextStep ( )

virtual

Executes a real-time preparation step

Reimplemented in SCPmethod.

Definition at line 101 of file nlp_solver.cpp.

returnValue NLPsolver::resetNumberOfSteps ( )

inline

returnValue NLPsolver::setReference ( const VariablesGrid & ref )

virtual

Sets the reference to be used in the LSQ tracking terms. If the objective
has also non-LSQ terms a error message will be returned (cf. objective.hpp).
This routine has been designed for real-time applications where the reference
is explicitly time-dependent.

Returns: SUCCESSFUL_RETURN

Reimplemented in SCPmethod.

Definition at line 125 of file nlp_solver.cpp.

returnValue NLPsolver::setupLogging ( )

protectedvirtual

Reimplemented in SCPmethod.

Definition at line 248 of file nlp_solver.cpp.

returnValue NLPsolver::setupOptions ( )

protectedvirtual

Definition at line 217 of file nlp_solver.cpp.

returnValue NLPsolver::shiftVariables	(	double	timeShift,
		DVector	lastX = `emptyVector`,
		DVector	lastXA = `emptyVector`,
		DVector	lastP = `emptyVector`,
		DVector	lastU = `emptyVector`,
		DVector	lastW = `emptyVector`
	)

virtual

Applies a shift of the SQP data (for moving horizons)

Reimplemented in SCPmethod.

Definition at line 114 of file nlp_solver.cpp.

returnValue NLPsolver::solve	(	const DVector &	x0_ = `emptyConstVector`,
		const DVector &	p_ = `emptyConstVector`
	)

virtual

Solves current real-time optimization problem.

Reimplemented in SCPmethod.

Definition at line 82 of file nlp_solver.cpp.

returnValue NLPsolver::step	(	const DVector &	x0_ = `emptyConstVector`,
		const DVector &	p_ = `emptyConstVector`
	)

virtual

Executes a complete real-time step.

Reimplemented in SCPmethod.

Definition at line 107 of file nlp_solver.cpp.

Member Data Documentation

int NLPsolver::numberOfSteps

protected

Definition at line 185 of file nlp_solver.hpp.

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

Public Member Functions

Protected Member Functions

Protected Attributes

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation