ex_problem.h
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30 
48 #include <ifopt/variable_set.h>
49 
50 namespace ifopt {
51 using Eigen::Vector2d;
52 
53 
54 class ExVariables : public VariableSet {
55 public:
56  // Every variable set has a name, here "var_set1". this allows the constraints
57  // and costs to define values and Jacobians specifically w.r.t this variable set.
58  ExVariables() : ExVariables("var_set1") {};
59  ExVariables(const std::string& name) : VariableSet(2, name)
60  {
61  // the initial values where the NLP starts iterating from
62  x0_ = 0.5;
63  x1_ = 1.5;
64  }
65 
66  // Here is where you can transform the Eigen::Vector into whatever
67  // internal representation of your variables you have (here two doubles, but
68  // can also be complex classes such as splines, etc..
69  virtual void SetVariables(const VectorXd& x) override
70  {
71  x0_ = x(0);
72  x1_ = x(1);
73  };
74 
75  // Here is the reverse transformation from the internal representation to
76  // to the Eigen::Vector
77  virtual VectorXd GetValues() const override
78  {
79  return Vector2d(x0_, x1_);
80  };
81 
82  // Each variable has an upper and lower bound set here
83  VecBound GetBounds() const override
84  {
85  VecBound bounds(GetRows());
86  bounds.at(0) = Bounds(-1.0, 1.0);
87  bounds.at(1) = NoBound;
88  return bounds;
89  }
90 
91 private:
92  double x0_, x1_;
93 };
94 
95 
96 class ExConstraint : public ConstraintSet {
97 public:
98  ExConstraint() : ExConstraint("constraint1") {}
99 
100  // This constraint set just contains 1 constraint, however generally
101  // each set can contain multiple related constraints.
102  ExConstraint(const std::string& name) : ConstraintSet(1, name) {}
103 
104  // The constraint value minus the constant value "1", moved to bounds.
105  virtual VectorXd GetValues() const override
106  {
107  VectorXd g(GetRows());
108  Vector2d x = GetVariables()->GetComponent("var_set1")->GetValues();
109  g(0) = std::pow(x(0),2) + x(1);
110  return g;
111  };
112 
113  // The only constraint in this set is an equality constraint to 1.
114  // Constant values should always be put into GetBounds(), not GetValues().
115  // For inequality constraints (<,>), use Bounds(x, inf) or Bounds(-inf, x).
116  VecBound GetBounds() const override
117  {
118  VecBound b(GetRows());
119  b.at(0) = Bounds(1.0, 1.0);
120  return b;
121  }
122 
123  // This function should provides the derivative of the constraint set.
124  // can also tell the solvers to approximate the derivatives by finite
125  // differences and simply leave this function empty by setting the solver
126  // option in e.g. ipopt_adapter.cc::SetOptions():
127  // SetStringValue("jacobian_approximation", "finite-difference-values");
128  void FillJacobianBlock (std::string var_set, Jacobian& jac_block) const override
129  {
130  // must fill only that submatrix of the overall Jacobian that relates
131  // to this constraint and "var_set1". even if more constraints or variables
132  // classes are added, this submatrix will always start at row 0 and column 0,
133  // thereby being independent from the overall problem.
134  if (var_set == "var_set1") {
135 
136  Vector2d x = GetVariables()->GetComponent("var_set1")->GetValues();
137 
138  jac_block.coeffRef(0, 0) = 2.0*x(0); // derivative of first constraint w.r.t x0
139  jac_block.coeffRef(0, 1) = 1.0; // derivative of first constraint w.r.t x1
140  }
141  }
142 };
143 
144 
145 class ExCost: public CostTerm {
146 public:
147  ExCost() : ExCost("cost_term1") {}
148  ExCost(const std::string& name) : CostTerm(name) {}
149 
150  virtual double GetCost() const override
151  {
152  Vector2d x = GetVariables()->GetComponent("var_set1")->GetValues();
153  return -std::pow(x(1)-2,2);
154  };
155 
156  void FillJacobianBlock (std::string var_set, Jacobian& jac) const override
157  {
158  if (var_set == "var_set1") {
159 
160  Vector2d x = GetVariables()->GetComponent("var_set1")->GetValues();
161 
162  jac.coeffRef(0, 0) = 0.0; // derivative of cost w.r.t x0
163  jac.coeffRef(0, 1) = -2.0*(x(1)-2.0); // derivative of cost w.r.t x1
164  }
165  }
166 };
167 
168 } // namespace opt
169 
A container holding a single cost term.
Definition: cost_term.h:45
ExVariables(const std::string &name)
Definition: ex_problem.h:59
A container holding a set of related constraints.
virtual VectorXd GetValues() const override
Returns the "values" of whatever this component represents.
Definition: ex_problem.h:77
virtual void SetVariables(const VectorXd &x) override
Sets the optimization variables from an Eigen vector.
Definition: ex_problem.h:69
void FillJacobianBlock(std::string var_set, Jacobian &jac_block) const override
Set individual Jacobians corresponding to each decision variable set.
Definition: ex_problem.h:128
VecBound GetBounds() const override
Returns the "bounds" of this component.
Definition: ex_problem.h:116
ExCost(const std::string &name)
Definition: ex_problem.h:148
static const Bounds NoBound
Definition: bounds.h:68
virtual VectorXd GetValues() const override
Returns the "values" of whatever this component represents.
Definition: ex_problem.h:105
virtual double GetCost() const override
Returns the scalar cost term calculated from the variables.
Definition: ex_problem.h:150
Eigen::SparseMatrix< double, Eigen::RowMajor > Jacobian
Definition: composite.h:75
Upper and lower bound for optimization variables and constraints.
Definition: bounds.h:38
VecBound GetBounds() const override
Returns the "bounds" of this component.
Definition: ex_problem.h:83
Definition: bounds.h:33
A container holding a set of related optimization variables.
Definition: variable_set.h:45
ExConstraint(const std::string &name)
Definition: ex_problem.h:102
void FillJacobianBlock(std::string var_set, Jacobian &jac) const override
Set individual Jacobians corresponding to each decision variable set.
Definition: ex_problem.h:156
std::vector< Bounds > VecBound
Definition: composite.h:77
int GetRows() const
Returns the number of rows of this component.
Definition: composite.cc:43
Eigen::VectorXd VectorXd
Definition: composite.h:76


ifopt_core
Author(s): Alexander W. Winkler
autogenerated on Fri Apr 20 2018 02:27:34