LSQTerm Class Reference

Stores and evaluates LSQ terms within optimal control problems. More...

#include <lsq_term.hpp>

Inheritance diagram for LSQTerm:

Public Member Functions
returnValue	evaluate (const OCPiterate &x)
returnValue	evaluateSensitivities (BlockMatrix *hessian)
returnValue	evaluateSensitivitiesGN (BlockMatrix *GNhessian)
returnValue	getWeigthingtMatrix (const unsigned _index, DMatrix &_matrix) const
BooleanType	isAffine ()
BooleanType	isConvex ()
BooleanType	isQuadratic ()
	LSQTerm ()
	LSQTerm (const MatrixVariablesGrid *S_, const Function &h, const VariablesGrid *r_)
	LSQTerm (const LSQTerm &rhs)
LSQTerm &	operator= (const LSQTerm &rhs)
returnValue	setGrid (const Grid &grid_)
returnValue	setReference (const VariablesGrid &ref)
virtual	~LSQTerm ()
Public Member Functions inherited from ObjectiveElement
virtual returnValue	getBackwardSensitivities (BlockMatrix *D, int order)
virtual returnValue	getForwardSensitivities (BlockMatrix *D, int order)
returnValue	getFunction (Function &_function)
int	getNP () const
int	getNU () const
int	getNW () const
int	getNX () const
int	getNXA () const
virtual returnValue	getObjectiveValue (double &objectiveValue)
returnValue	init (const OCPiterate &x)
	ObjectiveElement ()
	ObjectiveElement (const Grid &grid_)
	ObjectiveElement (const ObjectiveElement &rhs)
ObjectiveElement &	operator= (const ObjectiveElement &rhs)
virtual returnValue	setBackwardSeed (BlockMatrix *seed, int order)
virtual returnValue	setForwardSeed (BlockMatrix *xSeed_, BlockMatrix *xaSeed_, BlockMatrix *pSeed_, BlockMatrix *uSeed_, BlockMatrix *wSeed_, int order)
returnValue	setGrid (const Grid &grid_)
virtual	~ObjectiveElement ()

Protected Attributes
DVector *	r
VariablesGrid *	r_temp
DMatrix *	S
double **	S_h_res
MatrixVariablesGrid *	S_temp
Protected Attributes inherited from ObjectiveElement
BlockMatrix *	bSeed
BlockMatrix *	bSeed2
BlockMatrix	dBackward
BlockMatrix	dForward
Function	fcn
Grid	grid
EvaluationPoint	JJ
int	na
int	np
int	nu
int	nw
int	nx
int	ny
double	obj
BlockMatrix *	pSeed
BlockMatrix *	pSeed2
int	t_index
BlockMatrix *	uSeed
BlockMatrix *	uSeed2
BlockMatrix *	wSeed
BlockMatrix *	wSeed2
BlockMatrix *	xaSeed
BlockMatrix *	xaSeed2
BlockMatrix *	xSeed
BlockMatrix *	xSeed2
int *	y_index
EvaluationPoint	z

Additional Inherited Members
Protected Member Functions inherited from ObjectiveElement
Grid	getGrid () const

Detailed Description

Stores and evaluates LSQ terms within optimal control problems.

The class LSQTerm allows to manage and evaluate least square objective functionals
of the general form:

0.5* sum_i || S(t_i) * ( h(t_i,x(t_i),u(t_i),p(t_i),...) - r(t_i) ) ||^2_2

Here the sum is over all grid points of the objective grid. The DMatrix S is assumed to
be symmetric and positive (semi-) definite.

Author

Boris Houska, Hans Joachim Ferreau

Definition at line 61 of file lsq_term.hpp.

Constructor & Destructor Documentation

LSQTerm() [1/3]

BEGIN_NAMESPACE_ACADO LSQTerm::LSQTerm

(

)

Default constructor.

Definition at line 46 of file acado/objective/lsq_term.cpp.

LSQTerm() [2/3]

LSQTerm::LSQTerm	(	const MatrixVariablesGrid *	S_,
		const Function &	h,
		const VariablesGrid *	r_
	)

Default constructor.

Parameters

S_	the weighting matrix
h	the LSQ function
r_	the reference vectors

Definition at line 59 of file acado/objective/lsq_term.cpp.

LSQTerm() [3/3]

LSQTerm::LSQTerm

(

const LSQTerm &

rhs

)

Copy constructor (deep copy).

Definition at line 77 of file acado/objective/lsq_term.cpp.

~LSQTerm()

LSQTerm::~LSQTerm ( )

virtual

Destructor.

Definition at line 115 of file acado/objective/lsq_term.cpp.

Member Function Documentation

evaluate()

returnValue LSQTerm::evaluate

(

const OCPiterate &

x

)

Definition at line 201 of file acado/objective/lsq_term.cpp.

evaluateSensitivities()

returnValue LSQTerm::evaluateSensitivities

(

BlockMatrix *

hessian

)

Evaluates the objective gradient contribution from this term
and computes the corresponding exact hessian if hessian != 0

Returns

SUCCESSFUL_RETURN

Definition at line 283 of file acado/objective/lsq_term.cpp.

evaluateSensitivitiesGN()

returnValue LSQTerm::evaluateSensitivitiesGN

(

BlockMatrix *

GNhessian

)

Evaluates the objective gradient contribution from this term
and computes the corresponding GN hessian approximation for
the case that GNhessian != 0.

Returns

SUCCESSFUL_RETURN

Definition at line 422 of file acado/objective/lsq_term.cpp.

getWeigthingtMatrix()

returnValue LSQTerm::getWeigthingtMatrix	(	const unsigned	_index,
		DMatrix &	_matrix
	)		const

Definition at line 579 of file acado/objective/lsq_term.cpp.

isAffine()

BooleanType LSQTerm::isAffine ( )

inline

returns whether the constraint element is affine.

isConvex()

BooleanType LSQTerm::isConvex ( )

inline

returns whether the constraint element is convex.

isQuadratic()

BooleanType LSQTerm::isQuadratic ( )

inline

returns whether the constraint element is convex.

operator=()

LSQTerm & LSQTerm::operator=

(

const LSQTerm &

rhs

)

Assignment operator (deep copy).

Definition at line 139 of file acado/objective/lsq_term.cpp.

setGrid()

returnValue LSQTerm::setGrid ( const Grid &  grid_ )

inline

Sets the discretization grid.

Returns

SUCCESSFUL_RETURN

setReference()

returnValue LSQTerm::setReference

(

const VariablesGrid &

ref

)

overwrites the reference vector r

Returns

SUCCESSFUL_RETURN

Definition at line 591 of file acado/objective/lsq_term.cpp.

Member Data Documentation

r

DVector* LSQTerm::r

protected

a tracking reference

Definition at line 170 of file lsq_term.hpp.

r_temp

VariablesGrid* LSQTerm::r_temp

protected

a tracking reference

Definition at line 167 of file lsq_term.hpp.

S

DMatrix* LSQTerm::S

protected

a symmetric weighting matrix

Definition at line 169 of file lsq_term.hpp.

S_h_res

double** LSQTerm::S_h_res

protected

specific intermediate results
to be stored for backward
differentiation

Definition at line 172 of file lsq_term.hpp.

S_temp

MatrixVariablesGrid* LSQTerm::S_temp

protected

a symmetric weighting matrix

Definition at line 166 of file lsq_term.hpp.

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The documentation for this class was generated from the following files:

• lsq_term.hpp
• acado/objective/lsq_term.cpp