A generic optimization problem with variables, costs and constraints. More...
#include <problem.h>
Public Types  
using  Jacobian = Component::Jacobian 
using  VecBound = Component::VecBound 
using  VectorXd = Component::VectorXd 
Public Member Functions  
void  AddConstraintSet (ConstraintSet::Ptr constraint_set) 
Add a set of multiple constraints to the optimization problem. More...  
void  AddCostSet (CostTerm::Ptr cost_set) 
Add a cost term to the optimization problem. More...  
void  AddVariableSet (VariableSet::Ptr variable_set) 
Add one individual set of variables to the optimization problem. More...  
void  EvalNonzerosOfJacobian (const double *x, double *values) 
Extracts those entries from constraint Jacobian that are not zero. More...  
VectorXd  EvaluateConstraints (const double *x) 
Each constraint value g(x) for current optimization variables x . More...  
double  EvaluateCostFunction (const double *x) 
The scalar cost for current optimization variables x . More...  
VectorXd  EvaluateCostFunctionGradient (const double *x, bool use_finite_difference_approximation=false) 
The columnvector of derivatives of the cost w.r.t. each variable. More...  
VecBound  GetBoundsOnConstraints () const 
The upper and lower bound of each individual constraint. More...  
VecBound  GetBoundsOnOptimizationVariables () const 
The maximum and minimum value each optimization variable is allowed to have. More...  
const Composite &  GetConstraints () const 
Read access to the constraints composite. More...  
const Composite &  GetCosts () const 
Read access to the costs composite. More...  
int  GetIterationCount () const 
The number of iterations it took to solve the problem. More...  
Jacobian  GetJacobianOfConstraints () const 
The sparsematrix representation of Jacobian of the constraints. More...  
Jacobian  GetJacobianOfCosts () const 
The sparsematrix representation of Jacobian of the costs. More...  
int  GetNumberOfConstraints () const 
The number of individual constraints. More...  
int  GetNumberOfOptimizationVariables () const 
The number of optimization variables. More...  
Composite::Ptr  GetOptVariables () const 
Read/write access to the current optimization variables. More...  
VectorXd  GetVariableValues () const 
The current value of the optimization variables. More...  
bool  HasCostTerms () const 
True if the optimization problem includes a cost, false if merely a feasibility problem is defined. More...  
void  PrintCurrent () const 
Prints the variables, costs and constraints. More...  
Problem ()  
Creates a optimization problem with no variables, costs or constraints. More...  
void  SaveCurrent () 
Saves the current values of the optimization variables in x_prev. More...  
void  SetOptVariables (int iter) 
Sets the optimization variables to those at iteration iter. More...  
void  SetOptVariablesFinal () 
Sets the optimization variables to those of the final iteration. More...  
void  SetVariables (const double *x) 
Updates the variables with the values of the raw pointer x . More...  
virtual  ~Problem ()=default 
Private Member Functions  
VectorXd  ConvertToEigen (const double *x) const 
Private Attributes  
Composite  constraints_ 
Composite  costs_ 
Composite::Ptr  variables_ 
std::vector< VectorXd >  x_prev 
the pure variables for every iteration. More...  
A generic optimization problem with variables, costs and constraints.
This class is responsible for holding all the information of an optimization problem, which includes the optimization variables, their variable bounds, the cost function, the constraints and their bounds and derivatives of all. With this information the problem can be solved by any specific solver. All the quantities (variables, cost, constraint) are represented by the same generic Component class.
See Solvers for currently implemented solvers.
ifopt::Problem::Problem  (  ) 
Creates a optimization problem with no variables, costs or constraints.
Definition at line 37 of file problem.cc.

virtualdefault 
void ifopt::Problem::AddConstraintSet  (  ConstraintSet::Ptr  constraint_set  ) 
Add a set of multiple constraints to the optimization problem.
constraint_set  This can be 1 to infinity number of constraints. 
This function can be called multiple times for different sets of constraints. It makes sure the overall constraint and Jacobian correctly considers all individual constraint sets.
Definition at line 51 of file problem.cc.
void ifopt::Problem::AddCostSet  (  CostTerm::Ptr  cost_set  ) 
Add a cost term to the optimization problem.
cost_set  The calculation of the cost from the variables. 
This function can be called multiple times if the cost function is composed of different cost terms. It makes sure the overall value and gradient is considering each individual cost.
Definition at line 58 of file problem.cc.
void ifopt::Problem::AddVariableSet  (  VariableSet::Ptr  variable_set  ) 
Add one individual set of variables to the optimization problem.
variable_set  The selection of optimization variables. 
This function can be called multiple times, with multiple sets, e.g. one set that parameterizes a body trajectory, the other that resembles the optimal timing values. This function correctly appends the individual variables sets and ensures correct order of Jacobian columns.
Definition at line 45 of file problem.cc.

private 
Definition at line 230 of file problem.cc.
void ifopt::Problem::EvalNonzerosOfJacobian  (  const double *  x, 
double *  values  
) 
Extracts those entries from constraint Jacobian that are not zero.
[in]  x  The current values of the optimization variables. 
[out]  values  The nonzero derivatives ordered by Eigen::RowMajor. 
Definition at line 155 of file problem.cc.
Problem::VectorXd ifopt::Problem::EvaluateConstraints  (  const double *  x  ) 
Each constraint value g(x) for current optimization variables x
.
Definition at line 142 of file problem.cc.
double ifopt::Problem::EvaluateCostFunction  (  const double *  x  ) 
The scalar cost for current optimization variables x
.
Definition at line 89 of file problem.cc.
Problem::VectorXd ifopt::Problem::EvaluateCostFunctionGradient  (  const double *  x, 
bool  use_finite_difference_approximation = false 

) 
The columnvector of derivatives of the cost w.r.t. each variable.
Definition at line 100 of file problem.cc.
Problem::VecBound ifopt::Problem::GetBoundsOnConstraints  (  )  const 
The upper and lower bound of each individual constraint.
Definition at line 130 of file problem.cc.
Problem::VecBound ifopt::Problem::GetBoundsOnOptimizationVariables  (  )  const 
The maximum and minimum value each optimization variable is allowed to have.
Definition at line 71 of file problem.cc.

inline 

inline 

inline 
Problem::Jacobian ifopt::Problem::GetJacobianOfConstraints  (  )  const 
The sparsematrix representation of Jacobian of the constraints.
Each row corresponds to a constraint and each column to an optimizaton variable.
Definition at line 165 of file problem.cc.
Problem::Jacobian ifopt::Problem::GetJacobianOfCosts  (  )  const 
The sparsematrix representation of Jacobian of the costs.
Returns one row corresponding to the costs and each column corresponding to an optimizaton variable.
Definition at line 171 of file problem.cc.
int ifopt::Problem::GetNumberOfConstraints  (  )  const 
The number of individual constraints.
Definition at line 136 of file problem.cc.
int ifopt::Problem::GetNumberOfOptimizationVariables  (  )  const 
The number of optimization variables.
Definition at line 65 of file problem.cc.
Composite::Ptr ifopt::Problem::GetOptVariables  (  )  const 
Read/write access to the current optimization variables.
Definition at line 183 of file problem.cc.
Problem::VectorXd ifopt::Problem::GetVariableValues  (  )  const 
The current value of the optimization variables.
Definition at line 77 of file problem.cc.
bool ifopt::Problem::HasCostTerms  (  )  const 
True if the optimization problem includes a cost, false if merely a feasibility problem is defined.
Definition at line 149 of file problem.cc.
void ifopt::Problem::PrintCurrent  (  )  const 
Prints the variables, costs and constraints.
Definition at line 201 of file problem.cc.
void ifopt::Problem::SaveCurrent  (  ) 
Saves the current values of the optimization variables in x_prev.
This is used to keep a history of the values for each NLP iterations.
Definition at line 177 of file problem.cc.
void ifopt::Problem::SetOptVariables  (  int  iter  ) 
Sets the optimization variables to those at iteration iter.
Definition at line 189 of file problem.cc.
void ifopt::Problem::SetOptVariablesFinal  (  ) 
Sets the optimization variables to those of the final iteration.
Definition at line 195 of file problem.cc.
void ifopt::Problem::SetVariables  (  const double *  x  ) 
Updates the variables with the values of the raw pointer x
.
Definition at line 83 of file problem.cc.

private 

private 