Solves banded conic programs arising in optimal control using condensing. More...

#include <condensing_based_cp_solver.hpp>

Inheritance diagram for CondensingBasedCPsolver:

Public Member Functions
BooleanType	areRealTimeParametersDefined () const

virtual BandedCPsolver *	clone () const

	CondensingBasedCPsolver ()

	CondensingBasedCPsolver (UserInteraction *_userInteraction, uint nConstraints_, const DVector &blockDims_)

	CondensingBasedCPsolver (const CondensingBasedCPsolver &rhs)

virtual returnValue	finalizeSolve (BandedCP &cp)

virtual returnValue	freezeCondensing ()

virtual returnValue	getFirstControl (DVector &u0_) const

uint	getNA () const

uint	getNC () const

uint	getNF () const

uint	getNP () const

uint	getNU () const

uint	getNumPoints () const

uint	getNW () const

uint	getNX () const

uint	getNXA () const

virtual returnValue	getParameters (DVector &p_) const

virtual returnValue	getVarianceCovariance (DMatrix &var)

virtual returnValue	init (const OCPiterate &iter_)

CondensingBasedCPsolver &	operator= (const CondensingBasedCPsolver &rhs)

virtual returnValue	prepareSolve (BandedCP &cp)

virtual returnValue	setRealTimeParameters (const DVector &DeltaX, const DVector &DeltaP=emptyConstVector)

virtual returnValue	solve (BandedCP &cp)

virtual returnValue	unfreezeCondensing ()

virtual	~CondensingBasedCPsolver ()

Public Member Functions inherited from BandedCPsolver
	BandedCPsolver ()

	BandedCPsolver (UserInteraction *_userInteraction)

	BandedCPsolver (const BandedCPsolver &rhs)

BandedCPsolver &	operator= (const BandedCPsolver &rhs)

virtual	~BandedCPsolver ()

Public Member Functions inherited from AlgorithmicBase
int	addLogRecord (LogRecord &_record)

returnValue	addOption (OptionsName name, int value)

returnValue	addOption (OptionsName name, double value)

returnValue	addOption (uint idx, OptionsName name, int value)

returnValue	addOption (uint idx, OptionsName name, double value)

returnValue	addOptionsList ()

	AlgorithmicBase ()

	AlgorithmicBase (UserInteraction *_userInteraction)

	AlgorithmicBase (const AlgorithmicBase &rhs)

returnValue	get (OptionsName name, int &value) const

returnValue	get (OptionsName name, double &value) const

returnValue	get (OptionsName name, std::string &value) const

returnValue	get (uint idx, OptionsName name, int &value) const

returnValue	get (uint idx, OptionsName name, double &value) const

returnValue	getAll (LogName _name, MatrixVariablesGrid &values) const

returnValue	getFirst (LogName _name, DMatrix &firstValue) const

returnValue	getFirst (LogName _name, VariablesGrid &firstValue) const

returnValue	getLast (LogName _name, DMatrix &lastValue) const

returnValue	getLast (LogName _name, VariablesGrid &lastValue) const

Options	getOptions (uint idx) const

BooleanType	haveOptionsChanged () const

BooleanType	haveOptionsChanged (uint idx) const

AlgorithmicBase &	operator= (const AlgorithmicBase &rhs)

returnValue	plot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)

returnValue	printLogRecord (std::ostream &_stream, int idx, LogPrintMode _mode=PRINT_ITEM_BY_ITEM) const

returnValue	replot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)

returnValue	set (OptionsName name, int value)

returnValue	set (OptionsName name, double value)

returnValue	set (OptionsName name, const std::string &value)

returnValue	set (uint idx, OptionsName name, int value)

returnValue	set (uint idx, OptionsName name, double value)

returnValue	setAll (LogName _name, const MatrixVariablesGrid &values)

returnValue	setLast (LogName _name, int lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, double lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, const DVector &lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, const DMatrix &lastValue, double time=-INFTY)

returnValue	setLast (LogName _name, const VariablesGrid &lastValue, double time=-INFTY)

returnValue	setOptions (const Options &arg)

returnValue	setOptions (uint idx, const Options &arg)

virtual	~AlgorithmicBase ()

Protected Member Functions
returnValue	computeCondensingOperator (BandedCP &cp)

returnValue	condense (BandedCP &cp)

returnValue	expand (BandedCP &cp)

returnValue	generateBoundVectors ()

returnValue	generateConstraintBlockLine (uint nn, uint rowOffset, uint &rowOffset1)

returnValue	generateConstraintVectors (uint nn, uint rowOffset, uint &rowOffset1)

returnValue	generateHessianBlockLine (uint nn, uint rowOffset, uint &rowOffset1)

returnValue	generateObjectiveGradient ()

returnValue	generateStateBoundBlockLine (uint nn, uint rowOffset, uint &rowOffset1)

returnValue	generateStateBoundVectors (uint nn, uint rowOffset, uint &rowOffset1)

returnValue	initializeCondensingOperator ()

virtual returnValue	initializeCPsolver (InfeasibleQPhandling infeasibleQPhandling)

returnValue	projectHessian (DMatrix &H_, double dampingFactor)

virtual returnValue	setupRelaxedQPdata (InfeasibleQPhandling infeasibleQPhandling, DenseCP &_denseCPrelaxed) const

virtual returnValue	setupRelaxedQPdataL1 (DenseCP &_denseCPrelaxed) const

virtual returnValue	setupRelaxedQPdataL2 (DenseCP &_denseCPrelaxed) const

virtual returnValue	solveCPsubproblem ()

virtual returnValue	solveQP (uint maxIter, InfeasibleQPhandling infeasibleQPhandling=IQH_UNDEFINED)

Protected Member Functions inherited from BandedCPsolver
virtual returnValue	setupLogging ()

virtual returnValue	setupOptions ()

Protected Attributes
BlockMatrix	ADense

DVector	blockDims

CondensingStatus	condensingStatus

DenseCPsolver *	cpSolver

DenseQPsolver *	cpSolverRelaxed

BlockMatrix	d

DVector	deltaP

DVector	deltaX

DenseCP	denseCP

BlockMatrix	gDense

BlockMatrix	HDense

BlockMatrix	hT

OCPiterate	iter

BlockMatrix	lbADense

BlockMatrix	lbDense

uint	nConstraints

BlockMatrix	T

BlockMatrix	ubADense

BlockMatrix	ubDense

Protected Attributes inherited from AlgorithmicBase
int	outputLoggingIdx

BooleanType	useModuleStandalone

UserInteraction *	userInteraction

Detailed Description

Solves banded conic programs arising in optimal control using condensing.

The class condensing based CP solver is a special solver for band structured conic programs that can be solved via a condensing technique.

Author: Boris Houska, Hans Joachim Ferreau

Definition at line 59 of file condensing_based_cp_solver.hpp.

Constructor & Destructor Documentation

◆ CondensingBasedCPsolver() [1/3]

BEGIN_NAMESPACE_ACADO CondensingBasedCPsolver::CondensingBasedCPsolver ( )

Default constructor.

Definition at line 46 of file condensing_based_cp_solver.cpp.

◆ CondensingBasedCPsolver() [2/3]

CondensingBasedCPsolver::CondensingBasedCPsolver	(	UserInteraction *	_userInteraction,
		uint	nConstraints_,
		const DVector &	blockDims_
	)

Definition at line 58 of file condensing_based_cp_solver.cpp.

◆ CondensingBasedCPsolver() [3/3]

CondensingBasedCPsolver::CondensingBasedCPsolver ( const CondensingBasedCPsolver & rhs )

Copy constructor (deep copy).

Definition at line 73 of file condensing_based_cp_solver.cpp.

◆ ~CondensingBasedCPsolver()

CondensingBasedCPsolver::~CondensingBasedCPsolver ( )

virtual

Destructor.

Definition at line 94 of file condensing_based_cp_solver.cpp.

Member Function Documentation

◆ areRealTimeParametersDefined()

BooleanType CondensingBasedCPsolver::areRealTimeParametersDefined ( ) const

inline

◆ clone()

BandedCPsolver * CondensingBasedCPsolver::clone ( ) const

virtual

Assignment operator (deep copy).

Implements BandedCPsolver.

Definition at line 130 of file condensing_based_cp_solver.cpp.

◆ computeCondensingOperator()

returnValue CondensingBasedCPsolver::computeCondensingOperator ( BandedCP & cp )

protected

Definition at line 1378 of file condensing_based_cp_solver.cpp.

◆ condense()

returnValue CondensingBasedCPsolver::condense ( BandedCP & cp )

protected

Performes the condensing of the dynamic system if necessary.

Definition at line 513 of file condensing_based_cp_solver.cpp.

◆ expand()

returnValue CondensingBasedCPsolver::expand ( BandedCP & cp )

protected

Expands the KKT system if necessary.

Definition at line 1079 of file condensing_based_cp_solver.cpp.

◆ finalizeSolve()

returnValue CondensingBasedCPsolver::finalizeSolve ( BandedCP & cp )

virtual

Solves a given banded conic program

Reimplemented from BandedCPsolver.

Definition at line 248 of file condensing_based_cp_solver.cpp.

◆ freezeCondensing()

returnValue CondensingBasedCPsolver::freezeCondensing ( )

virtual

Reimplemented from BandedCPsolver.

Definition at line 329 of file condensing_based_cp_solver.cpp.

◆ generateBoundVectors()

returnValue CondensingBasedCPsolver::generateBoundVectors ( )

protected

Definition at line 941 of file condensing_based_cp_solver.cpp.

◆ generateConstraintBlockLine()

returnValue CondensingBasedCPsolver::generateConstraintBlockLine	(	uint	nn,
		uint	rowOffset,
		uint &	rowOffset1
	)

protected

Definition at line 765 of file condensing_based_cp_solver.cpp.

◆ generateConstraintVectors()

returnValue CondensingBasedCPsolver::generateConstraintVectors	(	uint	nn,
		uint	rowOffset,
		uint &	rowOffset1
	)

protected

Definition at line 901 of file condensing_based_cp_solver.cpp.

◆ generateHessianBlockLine()

returnValue CondensingBasedCPsolver::generateHessianBlockLine	(	uint	nn,
		uint	rowOffset,
		uint &	rowOffset1
	)

protected

Definition at line 697 of file condensing_based_cp_solver.cpp.

◆ generateObjectiveGradient()

returnValue CondensingBasedCPsolver::generateObjectiveGradient ( )

protected

Definition at line 1017 of file condensing_based_cp_solver.cpp.

◆ generateStateBoundBlockLine()

returnValue CondensingBasedCPsolver::generateStateBoundBlockLine	(	uint	nn,
		uint	rowOffset,
		uint &	rowOffset1
	)

protected

Definition at line 833 of file condensing_based_cp_solver.cpp.

◆ generateStateBoundVectors()

returnValue CondensingBasedCPsolver::generateStateBoundVectors	(	uint	nn,
		uint	rowOffset,
		uint &	rowOffset1
	)

protected

Definition at line 921 of file condensing_based_cp_solver.cpp.

◆ getFirstControl()

returnValue CondensingBasedCPsolver::getFirstControl ( DVector & u0_ ) const

virtual

Implements BandedCPsolver.

Definition at line 292 of file condensing_based_cp_solver.cpp.

◆ getNA()

uint CondensingBasedCPsolver::getNA ( ) const

inline

◆ getNC()

uint CondensingBasedCPsolver::getNC ( ) const

inline

◆ getNF()

uint CondensingBasedCPsolver::getNF ( ) const

inline

◆ getNP()

uint CondensingBasedCPsolver::getNP ( ) const

inline

◆ getNU()

uint CondensingBasedCPsolver::getNU ( ) const

inline

◆ getNumPoints()

uint CondensingBasedCPsolver::getNumPoints ( ) const

inline

◆ getNW()

uint CondensingBasedCPsolver::getNW ( ) const

inline

◆ getNX()

uint CondensingBasedCPsolver::getNX ( ) const

inline

◆ getNXA()

uint CondensingBasedCPsolver::getNXA ( ) const

inline

◆ getParameters()

returnValue CondensingBasedCPsolver::getParameters ( DVector & p_ ) const

virtual

Implements BandedCPsolver.

Definition at line 278 of file condensing_based_cp_solver.cpp.

◆ getVarianceCovariance()

returnValue CondensingBasedCPsolver::getVarianceCovariance ( DMatrix & var )

virtual

Returns a variance-covariance estimate if possible or an error message otherwise.

Returns: SUCCESSFUL_RETURN RET_MEMBER_NOT_INITIALISED

Reimplemented from BandedCPsolver.

Definition at line 307 of file condensing_based_cp_solver.cpp.

◆ init()

returnValue CondensingBasedCPsolver::init ( const OCPiterate & iter_ )

virtual

initializes the banded conic solver

Implements BandedCPsolver.

Definition at line 137 of file condensing_based_cp_solver.cpp.

◆ initializeCondensingOperator()

returnValue CondensingBasedCPsolver::initializeCondensingOperator ( )

protected

Definition at line 1348 of file condensing_based_cp_solver.cpp.

◆ initializeCPsolver()

returnValue CondensingBasedCPsolver::initializeCPsolver ( InfeasibleQPhandling infeasibleQPhandling )

protectedvirtual

Initializes QP objects.

Returns: SUCCESSFUL_RETURN
RET_QP_INIT_FAILED

Definition at line 1619 of file condensing_based_cp_solver.cpp.

◆ operator=()

CondensingBasedCPsolver & CondensingBasedCPsolver::operator= ( const CondensingBasedCPsolver & rhs )

Assignment operator (deep copy).

Definition at line 101 of file condensing_based_cp_solver.cpp.

◆ prepareSolve()

returnValue CondensingBasedCPsolver::prepareSolve ( BandedCP & cp )

virtual

Solves a given banded conic program

Reimplemented from BandedCPsolver.

Definition at line 162 of file condensing_based_cp_solver.cpp.

◆ projectHessian()

returnValue CondensingBasedCPsolver::projectHessian	(	DMatrix &	H_,
		double	dampingFactor
	)

protected

Checks whether the Hessian is positive definite and projects
the Hessian based on a heuristic damping factor. If this
damping factor is smaller than 0, the routine does nothing.

Returns: SUCCESSFUL_RETURN.

Definition at line 354 of file condensing_based_cp_solver.cpp.

◆ setRealTimeParameters()

returnValue CondensingBasedCPsolver::setRealTimeParameters	(	const DVector &	DeltaX,
		const DVector &	DeltaP = `emptyConstVector`
	)

virtual

Reimplemented from BandedCPsolver.

Definition at line 317 of file condensing_based_cp_solver.cpp.

◆ setupRelaxedQPdata()

returnValue CondensingBasedCPsolver::setupRelaxedQPdata	(	InfeasibleQPhandling	infeasibleQPhandling,
		DenseCP &	_denseCPrelaxed
	)		const

protectedvirtual

Determines relaxed (constraints') bounds of an infeasible QP.

Parameters

_denseCPrelaxed OUTPUT: Relaxed QP data.

Definition at line 1484 of file condensing_based_cp_solver.cpp.

◆ setupRelaxedQPdataL1()

returnValue CondensingBasedCPsolver::setupRelaxedQPdataL1 ( DenseCP & _denseCPrelaxed ) const

protectedvirtual

Determines relaxed (constraints') bounds of an infeasible QP.

Parameters

_denseCPrelaxed OUTPUT: Relaxed QP data.

Definition at line 1502 of file condensing_based_cp_solver.cpp.

◆ setupRelaxedQPdataL2()

returnValue CondensingBasedCPsolver::setupRelaxedQPdataL2 ( DenseCP & _denseCPrelaxed ) const

protectedvirtual

Determines relaxed (constraints') bounds of an infeasible QP.

Parameters

_denseCPrelaxed OUTPUT: Relaxed QP data.

Definition at line 1561 of file condensing_based_cp_solver.cpp.

◆ solve()

returnValue CondensingBasedCPsolver::solve ( BandedCP & cp )

virtual

Solves a given banded conic program in feedback mode:

Parameters

cp	the banded conic program to be solved
DeltaX	difference between state estimate and previous prediction
DeltaP	difference between current and previous parameter value