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 
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 Fri Apr 20 2018 02:27:34