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 
37 namespace ifopt {
38 
62 class Problem {
63 public:
67 
71  Problem ();
72  virtual ~Problem () = default;
73 
83  void AddVariableSet(VariableSet::Ptr variable_set);
84 
93  void AddConstraintSet(ConstraintSet::Ptr constraint_set);
94 
103  void AddCostSet(CostTerm::Ptr cost_set);
104 
108  void SetVariables(const double* x);
109 
114 
119  bool HasCostTerms() const;
120 
126 
130  VectorXd GetVariableValues() const;
131 
135  double EvaluateCostFunction(const double* x);
136 
140  VectorXd EvaluateCostFunctionGradient(const double* x);
141 
145  int GetNumberOfConstraints() const;
146 
151 
155  VectorXd EvaluateConstraints(const double* x);
156 
162  void EvalNonzerosOfJacobian(const double* x, double* values);
163 
171 
177  void SaveCurrent();
178 
183 
187  void SetOptVariables(int iter);
188 
192  void SetOptVariablesFinal();
193 
197  int GetIterationCount() const { return x_prev.size(); };
198 
202  void PrintCurrent() const;
203 
204 private:
208 
209  std::vector<VectorXd> x_prev;
210 
211  VectorXd ConvertToEigen(const double* x) const;
212 };
213 
214 } /* namespace opt */
215 
216 
226 #endif /* IFOPT_INCLUDE_OPT_PROBLEM_H_ */
std::vector< VectorXd > x_prev
the pure variables for every iteration.
Definition: problem.h:209
Problem()
Creates a optimization problem with no variables, costs or constraints.
Definition: problem.cc:35
Composite::Ptr variables_
Definition: problem.h:205
void SetOptVariables(int iter)
Sets the optimization variables to those at iteration iter.
Definition: problem.cc:163
int GetIterationCount() const
The number of iterations it took to solve the problem.
Definition: problem.h:197
A generic optimization problem with variables, costs and constraints.
Definition: problem.h:62
void AddCostSet(CostTerm::Ptr cost_set)
Add a cost term to the optimization problem.
Definition: problem.cc:56
std::shared_ptr< Composite > Ptr
Definition: composite.h:170
Component::Jacobian Jacobian
Definition: problem.h:65
VecBound GetBoundsOnConstraints() const
The upper and lower bound of each individual constraint.
Definition: problem.cc:110
double EvaluateCostFunction(const double *x)
The scalar cost for current optimization variables x.
Definition: problem.cc:87
Composite constraints_
Definition: problem.h:206
VectorXd GetVariableValues() const
The current value of the optimization variables.
Definition: problem.cc:75
Component::VectorXd VectorXd
Definition: problem.h:66
VectorXd EvaluateCostFunctionGradient(const double *x)
The column-vector of derivatives of the cost w.r.t. each variable.
Definition: problem.cc:98
std::shared_ptr< Component > Ptr
Definition: composite.h:73
void SaveCurrent()
Saves the current values of the optimization variables in x_prev.
Definition: problem.cc:151
bool HasCostTerms() const
True if the optimization problem includes a cost, false if merely a feasibility problem is defined...
Definition: problem.cc:129
VecBound GetBoundsOnOptimizationVariables() const
The maximum and minimum value each optimization variable is allowed to have.
Definition: problem.cc:69
Component::VecBound VecBound
Definition: problem.h:64
void PrintCurrent() const
Prints the variables, costs and constraints.
Definition: problem.cc:175
virtual ~Problem()=default
void SetVariables(const double *x)
Updates the variables with the values of the raw pointer x.
Definition: problem.cc:81
Jacobian GetJacobianOfConstraints() const
The sparse-matrix representation of Jacobian of the constraints.
Definition: problem.cc:145
std::shared_ptr< ConstraintSet > Ptr
Eigen::SparseMatrix< double, Eigen::RowMajor > Jacobian
Definition: composite.h:75
void SetOptVariablesFinal()
Sets the optimization variables to those of the final iteration.
Definition: problem.cc:169
Definition: bounds.h:33
void EvalNonzerosOfJacobian(const double *x, double *values)
Extracts those entries from constraint Jacobian that are not zero.
Definition: problem.cc:135
VectorXd ConvertToEigen(const double *x) const
Definition: problem.cc:183
void AddConstraintSet(ConstraintSet::Ptr constraint_set)
Add a set of multiple constraints to the optimization problem.
Definition: problem.cc:49
int GetNumberOfConstraints() const
The number of individual constraints.
Definition: problem.cc:116
A collection of components which is treated as another Component.
Definition: composite.h:168
std::vector< Bounds > VecBound
Definition: composite.h:77
VectorXd EvaluateConstraints(const double *x)
Each constraint value g(x) for current optimization variables x.
Definition: problem.cc:122
void AddVariableSet(VariableSet::Ptr variable_set)
Add one individual set of variables to the optimization problem.
Definition: problem.cc:43
Composite costs_
Definition: problem.h:207
Eigen::VectorXd VectorXd
Definition: composite.h:76
Composite::Ptr GetOptVariables() const
Read/write access to the current optimization variables.
Definition: problem.cc:157
int GetNumberOfOptimizationVariables() const
The number of optimization variables.
Definition: problem.cc:63


ifopt_core
Author(s): Alexander W. Winkler
autogenerated on Thu Apr 19 2018 02:47:37