problem.h
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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);
176 
180  int GetNumberOfConstraints() const;
181 
186 
190  VectorXd EvaluateConstraints(const double* x);
191 
197  void EvalNonzerosOfJacobian(const double* x, double* values);
198 
206 
212  void SaveCurrent();
213 
218 
222  void SetOptVariables(int iter);
223 
227  void SetOptVariablesFinal();
228 
232  int GetIterationCount() const { return x_prev.size(); };
233 
237  void PrintCurrent() const;
238 
239 private:
243 
244  std::vector<VectorXd> x_prev;
245 
246  VectorXd ConvertToEigen(const double* x) const;
247 };
248 
249 } /* namespace opt */
250 
251 #endif /* IFOPT_INCLUDE_OPT_PROBLEM_H_ */
std::vector< VectorXd > x_prev
the pure variables for every iteration.
Definition: problem.h:244
Problem()
Creates a optimization problem with no variables, costs or constraints.
Definition: problem.cc:37
Composite::Ptr variables_
Definition: problem.h:240
void SetOptVariables(int iter)
Sets the optimization variables to those at iteration iter.
Definition: problem.cc:165
int GetIterationCount() const
The number of iterations it took to solve the problem.
Definition: problem.h:232
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:112
double EvaluateCostFunction(const double *x)
The scalar cost for current optimization variables x.
Definition: problem.cc:89
Composite constraints_
Definition: problem.h:241
VectorXd GetVariableValues() const
The current value of the optimization variables.
Definition: problem.cc:77
Component::VectorXd VectorXd
Definition: problem.h:101
VectorXd EvaluateCostFunctionGradient(const double *x)
The column-vector of derivatives of the cost w.r.t. each variable.
Definition: problem.cc:100
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:153
bool HasCostTerms() const
True if the optimization problem includes a cost, false if merely a feasibility problem is defined...
Definition: problem.cc:131
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:177
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:147
std::shared_ptr< ConstraintSet > Ptr
Eigen::SparseMatrix< double, Eigen::RowMajor > Jacobian
Definition: composite.h:67
void SetOptVariablesFinal()
Sets the optimization variables to those of the final iteration.
Definition: problem.cc:171
common namespace for all elements in this library.
Definition: bounds.h:33
void EvalNonzerosOfJacobian(const double *x, double *values)
Extracts those entries from constraint Jacobian that are not zero.
Definition: problem.cc:137
VectorXd ConvertToEigen(const double *x) const
Definition: problem.cc:206
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:118
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:124
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:242
Eigen::VectorXd VectorXd
Definition: composite.h:68
Composite::Ptr GetOptVariables() const
Read/write access to the current optimization variables.
Definition: problem.cc:159
int GetNumberOfOptimizationVariables() const
The number of optimization variables.
Definition: problem.cc:65


ifopt
Author(s): Alexander W. Winkler
autogenerated on Fri May 17 2019 02:29:49