problem.h
Go to the documentation of this file.
1 /******************************************************************************
2 Copyright (c) 2017, Alexander W Winkler. All rights reserved.
3 
4 Redistribution and use in source and binary forms, with or without
5 modification, are permitted provided that the following conditions are met:
6 
7 * Redistributions of source code must retain the above copyright notice, this
8  list of conditions and the following disclaimer.
9 
10 * Redistributions in binary form must reproduce the above copyright notice,
11  this list of conditions and the following disclaimer in the documentation
12  and/or other materials provided with the distribution.
13 
14 * Neither the name of the copyright holder nor the names of its
15  contributors may be used to endorse or promote products derived from
16  this software without specific prior written permission.
17 
18 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
19 AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
20 IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
21 DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
22 FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
23 DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
24 SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
25 CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
26 OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
27 OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
28 ******************************************************************************/
29 
30 #ifndef IFOPT_INCLUDE_OPT_PROBLEM_H_
31 #define IFOPT_INCLUDE_OPT_PROBLEM_H_
32 
33 #include "variable_set.h"
34 #include "constraint_set.h"
35 #include "cost_term.h"
36 
40 namespace ifopt {
41 
42 
97 class Problem {
98 public:
102 
106  Problem ();
107  virtual ~Problem () = default;
108 
118  void AddVariableSet(VariableSet::Ptr variable_set);
119 
128  void AddConstraintSet(ConstraintSet::Ptr constraint_set);
129 
138  void AddCostSet(CostTerm::Ptr cost_set);
139 
143  void SetVariables(const double* x);
144 
149 
154  bool HasCostTerms() const;
155 
161 
165  VectorXd GetVariableValues() const;
166 
170  double EvaluateCostFunction(const double* x);
171 
175  VectorXd EvaluateCostFunctionGradient(const double* x, bool use_finite_difference_approximation = false);
176 
180  int GetNumberOfConstraints() const;
181 
186 
190  VectorXd EvaluateConstraints(const double* x);
191 
197  void EvalNonzerosOfJacobian(const double* x, double* values);
198 
206 
213  Jacobian GetJacobianOfCosts () const;
214 
220  void SaveCurrent();
221 
226 
230  void SetOptVariables(int iter);
231 
235  void SetOptVariablesFinal();
236 
240  int GetIterationCount() const { return x_prev.size(); };
241 
245  void PrintCurrent() const;
246 
251  const Composite& GetConstraints() const { return constraints_; };
252 
257  const Composite& GetCosts() const { return costs_; };
258 
259 private:
263 
264  std::vector<VectorXd> x_prev;
265 
266  VectorXd ConvertToEigen(const double* x) const;
267 };
268 
269 } /* namespace opt */
270 
271 #endif /* IFOPT_INCLUDE_OPT_PROBLEM_H_ */
std::vector< VectorXd > x_prev
the pure variables for every iteration.
Definition: problem.h:264
Problem()
Creates a optimization problem with no variables, costs or constraints.
Definition: problem.cc:37
Composite::Ptr variables_
Definition: problem.h:257
void SetOptVariables(int iter)
Sets the optimization variables to those at iteration iter.
Definition: problem.cc:189
int GetIterationCount() const
The number of iterations it took to solve the problem.
Definition: problem.h:240
A generic optimization problem with variables, costs and constraints.
Definition: problem.h:97
void AddCostSet(CostTerm::Ptr cost_set)
Add a cost term to the optimization problem.
Definition: problem.cc:58
std::shared_ptr< Composite > Ptr
Definition: composite.h:164
Component::Jacobian Jacobian
Definition: problem.h:100
VecBound GetBoundsOnConstraints() const
The upper and lower bound of each individual constraint.
Definition: problem.cc:130
double EvaluateCostFunction(const double *x)
The scalar cost for current optimization variables x.
Definition: problem.cc:89
Composite constraints_
Definition: problem.h:261
VectorXd GetVariableValues() const
The current value of the optimization variables.
Definition: problem.cc:77
Component::VectorXd VectorXd
Definition: problem.h:101
std::shared_ptr< Component > Ptr
Definition: composite.h:65
void SaveCurrent()
Saves the current values of the optimization variables in x_prev.
Definition: problem.cc:177
bool HasCostTerms() const
True if the optimization problem includes a cost, false if merely a feasibility problem is defined...
Definition: problem.cc:149
VecBound GetBoundsOnOptimizationVariables() const
The maximum and minimum value each optimization variable is allowed to have.
Definition: problem.cc:71
Component::VecBound VecBound
Definition: problem.h:99
void PrintCurrent() const
Prints the variables, costs and constraints.
Definition: problem.cc:201
virtual ~Problem()=default
void SetVariables(const double *x)
Updates the variables with the values of the raw pointer x.
Definition: problem.cc:83
Jacobian GetJacobianOfConstraints() const
The sparse-matrix representation of Jacobian of the constraints.
Definition: problem.cc:165
std::shared_ptr< ConstraintSet > Ptr
Eigen::SparseMatrix< double, Eigen::RowMajor > Jacobian
Definition: composite.h:67
Jacobian GetJacobianOfCosts() const
The sparse-matrix representation of Jacobian of the costs.
Definition: problem.cc:171
void SetOptVariablesFinal()
Sets the optimization variables to those of the final iteration.
Definition: problem.cc:195
common namespace for all elements in this library.
Definition: bounds.h:33
const Composite & GetCosts() const
Read access to the costs composite.
Definition: problem.h:257
void EvalNonzerosOfJacobian(const double *x, double *values)
Extracts those entries from constraint Jacobian that are not zero.
Definition: problem.cc:155
VectorXd ConvertToEigen(const double *x) const
Definition: problem.cc:230
void AddConstraintSet(ConstraintSet::Ptr constraint_set)
Add a set of multiple constraints to the optimization problem.
Definition: problem.cc:51
int GetNumberOfConstraints() const
The number of individual constraints.
Definition: problem.cc:136
const Composite & GetConstraints() const
Read access to the constraints composite.
Definition: problem.h:251
A collection of components which is treated as another Component.
Definition: composite.h:162
std::vector< Bounds > VecBound
Definition: composite.h:69
VectorXd EvaluateConstraints(const double *x)
Each constraint value g(x) for current optimization variables x.
Definition: problem.cc:142
void AddVariableSet(VariableSet::Ptr variable_set)
Add one individual set of variables to the optimization problem.
Definition: problem.cc:45
Composite costs_
Definition: problem.h:262
Eigen::VectorXd VectorXd
Definition: composite.h:68
VectorXd EvaluateCostFunctionGradient(const double *x, bool use_finite_difference_approximation=false)
The column-vector of derivatives of the cost w.r.t. each variable.
Definition: problem.cc:100
Composite::Ptr GetOptVariables() const
Read/write access to the current optimization variables.
Definition: problem.cc:183
int GetNumberOfOptimizationVariables() const
The number of optimization variables.
Definition: problem.cc:65


ifopt
Author(s): Alexander W. Winkler
autogenerated on Fri Jan 22 2021 03:47:32