Implements different sequential convex programming methods for solving NLPs. More...

#include <scp_method.hpp>

Inheritance diagram for SCPmethod:

Public Member Functions
virtual NLPsolver *	clone () const

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

virtual returnValue	getVarianceCovariance (DMatrix &var)

virtual returnValue	init (VariablesGrid x_init, VariablesGrid xa_init, VariablesGrid p_init, VariablesGrid u_init, VariablesGrid *w_init)

SCPmethod &	operator= (const SCPmethod &rhs)

virtual returnValue	performCurrentStep ()

virtual returnValue	prepareNextStep ()

virtual returnValue	printRuntimeProfile () const

	SCPmethod ()

	SCPmethod (UserInteraction _userInteraction, const Objective objective_, const DynamicDiscretization dynamic_discretization_, const Constraint constraint_, BooleanType _isCP=BT_FALSE)

	SCPmethod (const SCPmethod &rhs)

virtual returnValue	setReference (const VariablesGrid &ref)

virtual returnValue	shiftVariables (double timeShift=-1.0, 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	~SCPmethod ()

Public Member Functions inherited from NLPsolver
int	getNumberOfSteps () const

	NLPsolver (UserInteraction *_userInteraction=0)

	NLPsolver (const NLPsolver &rhs)

NLPsolver &	operator= (const NLPsolver &rhs)

returnValue	resetNumberOfSteps ()

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
returnValue	checkForConvergence ()

returnValue	checkForRealTimeMode (const DVector &x0_, const DVector &p_)

returnValue	computeHessianMatrix (const BlockMatrix &oldLagrangeGradient, const BlockMatrix &newLagrangeGradient)

virtual returnValue	getAlgebraicStates (VariablesGrid &xa_) const

virtual returnValue	getAnySensitivities (BlockMatrix &_sens, uint idx) 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

uint	getNC () const

uint	getNP () const

uint	getNU () const

uint	getNumPoints () const

uint	getNW () const

uint	getNX () const

uint	getNXA () 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

returnValue	initializeHessianProjection ()

returnValue	printIterate () const

returnValue	printIteration ()

returnValue	setup ()

virtual returnValue	setupLogging ()

returnValue	setupRealTimeParameters (const DVector &x0_=emptyConstVector, const DVector &p_=emptyConstVector)

returnValue	stopClockAndPrintRuntimeProfile ()

Protected Member Functions inherited from NLPsolver
virtual returnValue	setupOptions ()

Protected Attributes
BandedCP	bandedCP

BandedCPsolver *	bandedCPsolver

RealClock	clock

RealClock	clockTotalTime

NLPderivativeApproximation *	derivativeApproximation

SCPevaluation *	eval

BooleanType	hasPerformedStep

BooleanType	isCP

BooleanType	isInRealTimeMode

OCPiterate	iter

BooleanType	needToReevaluate

OCPiterate	oldIter

SCPstep *	scpStep

BlockStatus	status

int	timeLoggingIdx

Protected Attributes inherited from NLPsolver
int	numberOfSteps

Protected Attributes inherited from AlgorithmicBase
int	outputLoggingIdx

BooleanType	useModuleStandalone

UserInteraction *	userInteraction

Detailed Description

Implements different sequential convex programming methods for solving NLPs.

The class SCPmethod implements different sequential convex programming methods for solving nonlinear programming problems.

 \author Boris Houska, Hans Joachim Ferreau

Definition at line 67 of file scp_method.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO SCPmethod::SCPmethod ( )

Default constructor.

Definition at line 50 of file scp_method.cpp.

SCPmethod::SCPmethod	(	UserInteraction *	_userInteraction,
		const Objective *	objective_,
		const DynamicDiscretization *	dynamic_discretization_,
		const Constraint *	constraint_,
		BooleanType	_isCP = `BT_FALSE`
	)

Default constructor.

Definition at line 69 of file scp_method.cpp.

SCPmethod::SCPmethod ( const SCPmethod & rhs )

Copy constructor (deep copy).

Definition at line 93 of file scp_method.cpp.

SCPmethod::~SCPmethod ( )

virtual

Destructor.

Definition at line 124 of file scp_method.cpp.

Member Function Documentation

returnValue SCPmethod::checkForConvergence ( )

protected

Definition at line 885 of file scp_method.cpp.

returnValue SCPmethod::checkForRealTimeMode	(	const DVector &	x0_,
		const DVector &	p_
	)

protected

Definition at line 962 of file scp_method.cpp.

NLPsolver * SCPmethod::clone ( ) const

virtual

Implements NLPsolver.

Definition at line 191 of file scp_method.cpp.

returnValue SCPmethod::computeHessianMatrix	(	const BlockMatrix &	oldLagrangeGradient,
		const BlockMatrix &	newLagrangeGradient
	)

protected

Definition at line 923 of file scp_method.cpp.

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

virtual

Executes a real-time feedback step

Reimplemented from NLPsolver.

Definition at line 317 of file scp_method.cpp.

returnValue SCPmethod::getAlgebraicStates ( VariablesGrid & xa_ ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1021 of file scp_method.cpp.

returnValue SCPmethod::getAnySensitivities	(	BlockMatrix &	_sens,
		uint	idx
	)		const

protectedvirtual

Definition at line 1136 of file scp_method.cpp.

returnValue SCPmethod::getControls ( VariablesGrid & u_ ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1050 of file scp_method.cpp.

returnValue SCPmethod::getDifferentialStates ( VariablesGrid & xd_ ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1011 of file scp_method.cpp.

returnValue SCPmethod::getDisturbances ( VariablesGrid & w_ ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1083 of file scp_method.cpp.

returnValue SCPmethod::getFirstControl ( DVector & u0_ ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1060 of file scp_method.cpp.

uint SCPmethod::getNC ( ) const

inlineprotected

uint SCPmethod::getNP ( ) const

inlineprotected

uint SCPmethod::getNU ( ) const

inlineprotected

uint SCPmethod::getNumPoints ( ) const

inlineprotected

uint SCPmethod::getNW ( ) const

inlineprotected

uint SCPmethod::getNX ( ) const

inlineprotected

uint SCPmethod::getNXA ( ) const

inlineprotected

double SCPmethod::getObjectiveValue ( ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1094 of file scp_method.cpp.

returnValue SCPmethod::getParameters ( VariablesGrid & p_ ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1030 of file scp_method.cpp.

returnValue SCPmethod::getParameters ( DVector & p_ ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1040 of file scp_method.cpp.

returnValue SCPmethod::getSensitivitiesP ( BlockMatrix & _sens ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1115 of file scp_method.cpp.

returnValue SCPmethod::getSensitivitiesU ( BlockMatrix & _sens ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1122 of file scp_method.cpp.

returnValue SCPmethod::getSensitivitiesW ( BlockMatrix & _sens ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1129 of file scp_method.cpp.

returnValue SCPmethod::getSensitivitiesX ( BlockMatrix & _sens ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1102 of file scp_method.cpp.

returnValue SCPmethod::getSensitivitiesXA ( BlockMatrix & _sens ) const

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 1109 of file scp_method.cpp.

returnValue SCPmethod::getVarianceCovariance ( DMatrix & var )

virtual

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

Returns: SUCCESSFUL_RETURN RET_MEMBER_NOT_INITIALISED

Implements NLPsolver.

Definition at line 611 of file scp_method.cpp.

returnValue SCPmethod::init	(	VariablesGrid *	x_init,
		VariablesGrid *	xa_init,
		VariablesGrid *	p_init,
		VariablesGrid *	u_init,
		VariablesGrid *	w_init
	)

virtual

Initialization.

Implements NLPsolver.

Definition at line 198 of file scp_method.cpp.

returnValue SCPmethod::initializeHessianProjection ( )

protected

Definition at line 945 of file scp_method.cpp.

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

Assignment operator (deep copy).

Definition at line 140 of file scp_method.cpp.

returnValue SCPmethod::performCurrentStep ( )

virtual

Executes a real-time preparation step

Reimplemented from NLPsolver.

Definition at line 384 of file scp_method.cpp.

returnValue SCPmethod::prepareNextStep ( )

virtual

Executes a real-time preparation step

Reimplemented from NLPsolver.

Definition at line 456 of file scp_method.cpp.

returnValue SCPmethod::printIterate ( ) const

protected

Prints the actual values of x, xa, p, u, and w.

Definition at line 828 of file scp_method.cpp.

returnValue SCPmethod::printIteration ( )

protected

Definition at line 834 of file scp_method.cpp.

returnValue SCPmethod::printRuntimeProfile ( ) const

virtual

Prints the run-time profile. This routine
can be used after an integration run in
order to assess the performance.

Definition at line 623 of file scp_method.cpp.

returnValue SCPmethod::setReference ( const VariablesGrid & ref )

virtual

Sets the reference to be used in the LSQ tracking terms. If the objective
has also non-LSQ terms or no LSQ terms, an 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 from NLPsolver.

Definition at line 567 of file scp_method.cpp.

returnValue SCPmethod::setup ( )

protected

Definition at line 667 of file scp_method.cpp.

returnValue SCPmethod::setupLogging ( )

protectedvirtual

Reimplemented from NLPsolver.

Definition at line 634 of file scp_method.cpp.

returnValue SCPmethod::setupRealTimeParameters	(	const DVector &	x0_ = `emptyConstVector`,
		const DVector &	p_ = `emptyConstVector`
	)

protected

Definition at line 978 of file scp_method.cpp.

returnValue SCPmethod::shiftVariables	(	double	timeShift = `-1.0`,
		DVector	lastX = `emptyVector`,
		DVector	lastXA = `emptyVector`,
		DVector	lastP = `emptyVector`,
		DVector	lastU = `emptyVector`,
		DVector	lastW = `emptyVector`
	)

virtual

Shifts the data for preparating the next real-time step.

\return RET_NOT_YET_IMPLEMENTED

Reimplemented from NLPsolver.

Definition at line 582 of file scp_method.cpp.

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

virtual

Solves current, possibly parametric, optimization problem.

Reimplemented from NLPsolver.

Definition at line 260 of file scp_method.cpp.

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

virtual

Executes a complete real-time step.

Reimplemented from NLPsolver.

Definition at line 295 of file scp_method.cpp.

returnValue SCPmethod::stopClockAndPrintRuntimeProfile ( )

protected

Definition at line 995 of file scp_method.cpp.

Member Data Documentation

BandedCP SCPmethod::bandedCP

protected

Definition at line 267 of file scp_method.hpp.

BandedCPsolver* SCPmethod::bandedCPsolver

protected

Definition at line 268 of file scp_method.hpp.

RealClock SCPmethod::clock

protected

Definition at line 257 of file scp_method.hpp.

RealClock SCPmethod::clockTotalTime

protected

Definition at line 258 of file scp_method.hpp.

NLPderivativeApproximation* SCPmethod::derivativeApproximation

protected

Definition at line 265 of file scp_method.hpp.

SCPevaluation* SCPmethod::eval

protected

Definition at line 263 of file scp_method.hpp.

BooleanType SCPmethod::hasPerformedStep

protected

Definition at line 273 of file scp_method.hpp.

BooleanType SCPmethod::isCP

protected

Definition at line 271 of file scp_method.hpp.

BooleanType SCPmethod::isInRealTimeMode

protected

Definition at line 274 of file scp_method.hpp.

OCPiterate SCPmethod::iter

protected

Definition at line 260 of file scp_method.hpp.

BooleanType SCPmethod::needToReevaluate

protected

Definition at line 275 of file scp_method.hpp.

OCPiterate SCPmethod::oldIter

protected

Definition at line 261 of file scp_method.hpp.

SCPstep* SCPmethod::scpStep

protected

Definition at line 264 of file scp_method.hpp.

BlockStatus SCPmethod::status

protected

Definition at line 270 of file scp_method.hpp.

int SCPmethod::timeLoggingIdx

protected

Definition at line 256 of file scp_method.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