Public Member Functions | Private Attributes | List of all members
SolutionAnalysis Class Reference

Provides additional tools for analysing QP solutions. More...

#include <SolutionAnalysis.hpp>

Public Member Functions

returnValue checkCurvatureOnStronglyActiveConstraints (SQProblemSchur *qp)
 
returnValue checkCurvatureOnStronglyActiveConstraints (SQProblem *qp)
 
returnValue getHessianInverse (QProblem *qp, real_t *hessianInverse)
 
returnValue getHessianInverse (QProblem *qp, real_t *hessianInverse)
 
returnValue getHessianInverse (QProblemB *qp, real_t *hessianInverse)
 
returnValue getHessianInverse (QProblemB *qp, real_t *hessianInverse)
 
real_t getKktViolation (QProblemB *const qp, real_t *const maxStat=0, real_t *const maxFeas=0, real_t *const maxCmpl=0) const
 
real_t getKktViolation (QProblem *const qp, real_t *const maxStat=0, real_t *const maxFeas=0, real_t *const maxCmpl=0) const
 
real_t getKktViolation (SQProblem *const qp, real_t *const maxStat=0, real_t *const maxFeas=0, real_t *const maxCmpl=0) const
 
returnValue getMaxKKTviolation (QProblemB *qp, real_t &maxKKTviolation) const
 
returnValue getMaxKKTviolation (QProblem *qp, real_t &maxKKTviolation) const
 
returnValue getMaxKKTviolation (SQProblem *qp, real_t &maxKKTviolation) const
 
returnValue getVarianceCovariance (QProblemB *qp, real_t *g_b_bA_VAR, real_t *Primal_Dual_VAR) const
 
returnValue getVarianceCovariance (QProblemB *const qp, const real_t *const g_b_bA_VAR, real_t *const Primal_Dual_VAR) const
 
returnValue getVarianceCovariance (QProblem *qp, real_t *g_b_bA_VAR, real_t *Primal_Dual_VAR) const
 
returnValue getVarianceCovariance (QProblem *const qp, const real_t *const g_b_bA_VAR, real_t *const Primal_Dual_VAR) const
 
returnValue getVarianceCovariance (SQProblem *qp, real_t *g_b_bA_VAR, real_t *Primal_Dual_VAR) const
 
returnValue getVarianceCovariance (SQProblem *const qp, const real_t *const g_b_bA_VAR, real_t *const Primal_Dual_VAR) const
 
SolutionAnalysis & operator= (const SolutionAnalysis &rhs)
 
SolutionAnalysis & operator= (const SolutionAnalysis &rhs)
 
SolutionAnalysis & operator= (const SolutionAnalysis &rhs)
 
SolutionAnalysis & operator= (const SolutionAnalysis &rhs)
 
 SolutionAnalysis ()
 
 SolutionAnalysis ()
 
 SolutionAnalysis (const SolutionAnalysis &rhs)
 
 SolutionAnalysis (const SolutionAnalysis &rhs)
 
 SolutionAnalysis ()
 
 SolutionAnalysis ()
 
 SolutionAnalysis (const SolutionAnalysis &rhs)
 
 SolutionAnalysis (const SolutionAnalysis &rhs)
 
 ~SolutionAnalysis ()
 
 ~SolutionAnalysis ()
 
 ~SolutionAnalysis ()
 
 ~SolutionAnalysis ()
 

Private Attributes

int AC_idx [NCMAX_ALLOC]
 
real_t delta_g_cov [NVMAX]
 
real_t delta_lb_cov [NVMAX]
 
real_t delta_lbA_cov [NCMAX_ALLOC]
 
real_t delta_ub_cov [NVMAX]
 
real_t delta_ubA_cov [NCMAX_ALLOC]
 
real_t delta_xFR [NVMAX]
 
real_t delta_xFX [NVMAX]
 
real_t delta_yAC [NVMAX]
 
real_t delta_yFX [NVMAX]
 
int FR_idx [NVMAX]
 
int FX_idx [NVMAX]
 

Detailed Description

Provides additional tools for analysing QP solutions.

This class is intended to provide additional tools for analysing a QP solution obtained with qpOASES. 

\author Boris Houska, Hans Joachim Ferreau
\version 3.0beta
\date 2007-2011

This class is intended to provide additional tools for analysing a QP solution obtained with qpOASES. 

\author Hans Joachim Ferreau (thanks to Boris Houska)
\version 3.2
\date 2008-2015

Definition at line 48 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_QPOASES SolutionAnalysis::SolutionAnalysis ( )

Default constructor.

Definition at line 38 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/EXTRAS/SolutionAnalysis.cpp.

SolutionAnalysis::SolutionAnalysis ( const SolutionAnalysis &  rhs)

Copy constructor (deep copy).

Parameters
rhsRhs object.

Definition at line 46 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/EXTRAS/SolutionAnalysis.cpp.

SolutionAnalysis::~SolutionAnalysis ( )

Destructor.

Definition at line 54 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/EXTRAS/SolutionAnalysis.cpp.

SolutionAnalysis::SolutionAnalysis ( )

Default constructor.

SolutionAnalysis::SolutionAnalysis ( const SolutionAnalysis &  rhs)

Copy constructor (deep copy).

Parameters
rhsRhs object.
SolutionAnalysis::~SolutionAnalysis ( )

Destructor.

SolutionAnalysis::SolutionAnalysis ( )

Default constructor.

SolutionAnalysis::SolutionAnalysis ( const SolutionAnalysis &  rhs)

Copy constructor (deep copy).

Parameters
rhsRhs object.
SolutionAnalysis::~SolutionAnalysis ( )

Destructor.

SolutionAnalysis::SolutionAnalysis ( )

Default constructor.

SolutionAnalysis::SolutionAnalysis ( const SolutionAnalysis &  rhs)

Copy constructor (deep copy).

Parameters
rhsRhs object.
SolutionAnalysis::~SolutionAnalysis ( )

Destructor.

Member Function Documentation

returnValue SolutionAnalysis::checkCurvatureOnStronglyActiveConstraints ( SQProblemSchur *  qp)

Checks if a direction of negative curvature shows up if we remove all bounds that just recently became active

Definition at line 534 of file external_packages/qpOASES-3.2.0/src/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::checkCurvatureOnStronglyActiveConstraints ( SQProblem *  qp)

Definition at line 524 of file external_packages/qpOASES-3.2.0/src/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getHessianInverse ( QProblem *  qp,
real_t *  hessianInverse 
)

A routine for computation of inverse of the Hessian matrix.

Parameters
hessianInverseQP Inverse of the Hessian matrix

Definition at line 75 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/EXTRAS/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getHessianInverse ( QProblem *  qp,
real_t *  hessianInverse 
)

A routine for computation of inverse of the Hessian matrix.

Parameters
hessianInverseQP Inverse of the Hessian matrix
returnValue SolutionAnalysis::getHessianInverse ( QProblemB *  qp,
real_t *  hessianInverse 
)

A routine for computation of inverse of the Hessian matrix.

Parameters
hessianInverseQP Inverse of the Hessian matrix

Definition at line 176 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/EXTRAS/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getHessianInverse ( QProblemB *  qp,
real_t *  hessianInverse 
)

A routine for computation of inverse of the Hessian matrix.

Parameters
hessianInverseQP Inverse of the Hessian matrix
real_t SolutionAnalysis::getKktViolation ( QProblemB *const  qp,
real_t *const  maxStat = 0,
real_t *const  maxFeas = 0,
real_t *const  maxCmpl = 0 
) const

Computes the maximum violation of the KKT optimality conditions of the current iterate within the QProblemB object.

Returns
Maximum violation of the KKT conditions (or INFTY on error).
Parameters
qpQProblemB to be analysed.
maxStatOutput: maximum value of stationarity condition residual.
maxFeasOutput: maximum value of primal feasibility violation.
maxCmplOutput: maximum value of complementarity residual.

Definition at line 93 of file external_packages/qpOASES-3.2.0/src/SolutionAnalysis.cpp.

real_t SolutionAnalysis::getKktViolation ( QProblem *const  qp,
real_t *const  maxStat = 0,
real_t *const  maxFeas = 0,
real_t *const  maxCmpl = 0 
) const

Computes the maximum violation of the KKT optimality conditions of the current iterate within the QProblem object.

Returns
Maximum violation of the KKT conditions (or INFTY on error).
Parameters
qpQProblem to be analysed.
maxStatOutput: maximum value of stationarity condition residual.
maxFeasOutput: maximum value of primal feasibility violation.
maxCmplOutput: maximum value of complementarity residual.

Definition at line 166 of file external_packages/qpOASES-3.2.0/src/SolutionAnalysis.cpp.

real_t SolutionAnalysis::getKktViolation ( SQProblem *const  qp,
real_t *const  maxStat = 0,
real_t *const  maxFeas = 0,
real_t *const  maxCmpl = 0 
) const

Computes the maximum violation of the KKT optimality conditions of the current iterate within the SQProblem object.

Returns
Maximum violation of the KKT conditions (or INFTY on error).
Parameters
qpSQProblem to be analysed.
maxStatOutput: maximum value of stationarity condition residual.
maxFeasOutput: maximum value of primal feasibility violation.
maxCmplOutput: maximum value of complementarity residual.

Definition at line 253 of file external_packages/qpOASES-3.2.0/src/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getMaxKKTviolation ( QProblemB *  qp,
real_t &  maxKKTviolation 
) const

Determines the maximum violation of the KKT optimality conditions of the current iterate within the QProblemB object.

Returns
SUCCESSFUL_RETURN
RET_UNABLE_TO_ANALYSE_QPROBLEM
Parameters
qpQProblemB to be analysed.
maxKKTviolationOUTPUT: maximum violation of the KKT conditions.

Definition at line 93 of file external_packages/qpOASES-3.0beta/src/extras/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getMaxKKTviolation ( QProblem *  qp,
real_t &  maxKKTviolation 
) const

Determines the maximum violation of the KKT optimality conditions of the current iterate within the QProblem object.

Returns
SUCCESSFUL_RETURN
RET_UNABLE_TO_ANALYSE_QPROBLEM
Parameters
qpQProblem to be analysed.
maxKKTviolationOUTPUT: maximum violation of the KKT conditions.

Definition at line 175 of file external_packages/qpOASES-3.0beta/src/extras/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getMaxKKTviolation ( SQProblem *  qp,
real_t &  maxKKTviolation 
) const

Determines the maximum violation of the KKT optimality conditions of the current iterate within the SQProblem object.

Returns
SUCCESSFUL_RETURN
RET_UNABLE_TO_ANALYSE_QPROBLEM
Parameters
qpSQProblem to be analysed.
maxKKTviolationOUTPUT: maximum violation of the KKT conditions.

Definition at line 302 of file external_packages/qpOASES-3.0beta/src/extras/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getVarianceCovariance ( QProblemB *  qp,
real_t *  g_b_bA_VAR,
real_t *  Primal_Dual_VAR 
) const

Computes the variance-covariance matrix of the QP output for uncertain
inputs.

Returns
SUCCESSFUL_RETURN
RET_HOTSTART_FAILED
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY
Parameters
qpQProblemB to be analysed.
g_b_bA_VARINPUT : Variance-covariance of g, the bounds lb and ub, and lbA and ubA respectively. Dimension: 2nV x 2nV
Primal_Dual_VAROUTPUT: The result for the variance-covariance of the primal and dual variables. Dimension: 2nV x 2nV

Definition at line 312 of file external_packages/qpOASES-3.0beta/src/extras/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getVarianceCovariance ( QProblemB *const  qp,
const real_t *const  g_b_bA_VAR,
real_t *const  Primal_Dual_VAR 
) const

Computes the variance-covariance matrix of the QP output for uncertain inputs.

Returns
SUCCESSFUL_RETURN
RET_HOTSTART_FAILED
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY
Parameters
qpQProblemB to be analysed.
g_b_bA_VARInput: Variance-covariance of g, the bounds lb and ub, and lbA and ubA respectively. Dimension: 2nV x 2nV
Primal_Dual_VAROutput: The result for the variance-covariance of the primal and dual variables. Dimension: 2nV x 2nV

Definition at line 265 of file external_packages/qpOASES-3.2.0/src/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getVarianceCovariance ( QProblem *  qp,
real_t *  g_b_bA_VAR,
real_t *  Primal_Dual_VAR 
) const

Computes the variance-covariance matrix of the QP output for uncertain
inputs.

Returns
SUCCESSFUL_RETURN
RET_HOTSTART_FAILED
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY
Parameters
qpQProblem to be analysed.
g_b_bA_VARINPUT : Variance-covariance of g, the bounds lb and ub, and lbA and ubA respectively. Dimension: (2nV+nC) x (2nV+nC)
Primal_Dual_VAROUTPUT: The result for the variance-covariance of the primal and dual variables. Dimension: (2nV+nC) x (2nV+nC)

Definition at line 321 of file external_packages/qpOASES-3.0beta/src/extras/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getVarianceCovariance ( QProblem *const  qp,
const real_t *const  g_b_bA_VAR,
real_t *const  Primal_Dual_VAR 
) const

Computes the variance-covariance matrix of the QP output for uncertain inputs.

Returns
SUCCESSFUL_RETURN
RET_HOTSTART_FAILED
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY
Parameters
qpQProblem to be analysed.
g_b_bA_VARInput: Variance-covariance of g, the bounds lb and ub, and lbA and ubA respectively. Dimension: (2nV+nC) x (2nV+nC)
Primal_Dual_VAROutput: The result for the variance-covariance of the primal and dual variables. Dimension: (2nV+nC) x (2nV+nC)

Definition at line 276 of file external_packages/qpOASES-3.2.0/src/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getVarianceCovariance ( SQProblem *  qp,
real_t *  g_b_bA_VAR,
real_t *  Primal_Dual_VAR 
) const

Computes the variance-covariance matrix of the QP output for uncertain
inputs.

Returns
SUCCESSFUL_RETURN
RET_HOTSTART_FAILED
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY
Parameters
qpSQProblem to be analysed.
g_b_bA_VARINPUT : Variance-covariance of g, the bounds lb and ub, and lbA and ubA respectively. Dimension: (2nV+nC) x (2nV+nC)
Primal_Dual_VAROUTPUT: The result for the variance-covariance of the primal and dual variables. Dimension: (2nV+nC) x (2nV+nC)

Definition at line 555 of file external_packages/qpOASES-3.0beta/src/extras/SolutionAnalysis.cpp.

returnValue SolutionAnalysis::getVarianceCovariance ( SQProblem *const  qp,
const real_t *const  g_b_bA_VAR,
real_t *const  Primal_Dual_VAR 
) const

Computes the variance-covariance matrix of the QP output for uncertain inputs.

Returns
SUCCESSFUL_RETURN
RET_HOTSTART_FAILED
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY
Parameters
qpSQProblem to be analysed.
g_b_bA_VARInput: Variance-covariance of g, the bounds lb and ub, and lbA and ubA respectively. Dimension: (2nV+nC) x (2nV+nC)
Primal_Dual_VAROutput: The result for the variance-covariance of the primal and dual variables. Dimension: (2nV+nC) x (2nV+nC)

Definition at line 512 of file external_packages/qpOASES-3.2.0/src/SolutionAnalysis.cpp.

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

Copy asingment operator (deep copy).

Parameters
rhsRhs object.

Definition at line 62 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/EXTRAS/SolutionAnalysis.cpp.

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

Copy asingment operator (deep copy).

Parameters
rhsRhs object.
SolutionAnalysis& SolutionAnalysis::operator= ( const SolutionAnalysis &  rhs)

Copy asingment operator (deep copy).

Parameters
rhsRhs object.
SolutionAnalysis& SolutionAnalysis::operator= ( const SolutionAnalysis &  rhs)

Assignment operator (deep copy).

Parameters
rhsRhs object.

Member Data Documentation

int SolutionAnalysis::AC_idx
private

Index array for fixed variables

Definition at line 99 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

real_t SolutionAnalysis::delta_g_cov
private

Definition at line 87 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

real_t SolutionAnalysis::delta_lb_cov
private

A covariance-vector of g

Definition at line 88 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

real_t SolutionAnalysis::delta_lbA_cov
private

A covariance-vector of ub

Definition at line 90 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

real_t SolutionAnalysis::delta_ub_cov
private

A covariance-vector of lb

Definition at line 89 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

real_t SolutionAnalysis::delta_ubA_cov
private

A covariance-vector of lbA

Definition at line 91 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

real_t SolutionAnalysis::delta_xFR
private

Index array for active constraints

Definition at line 101 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

real_t SolutionAnalysis::delta_xFX
private

QP reaction, primal, w.r.t. free

Definition at line 102 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

real_t SolutionAnalysis::delta_yAC
private

QP reaction, primal, w.r.t. fixed

Definition at line 103 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

real_t SolutionAnalysis::delta_yFX
private

QP reaction, dual, w.r.t. active

Definition at line 104 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

int SolutionAnalysis::FR_idx
private

A covariance-vector of ubA

Definition at line 97 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

int SolutionAnalysis::FX_idx
private

Index array for free variables

Definition at line 98 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/EXTRAS/SolutionAnalysis.hpp.

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

acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Mon Jun 10 2019 12:35:26