Generic interface for optimization problem definitions. More...

#include <optimization_problem_interface.h>

Inheritance diagram for corbo::OptimizationProblemInterface:

[legend]

Public Types
using	Ptr = std::shared_ptr< OptimizationProblemInterface >

using	UPtr = std::unique_ptr< OptimizationProblemInterface >

Public Member Functions
virtual bool	checkIfAllUnfixedParam (std::function< bool(double, int)> fun)
	Check if a function taking the parameter value and unfixed-idx is true for all unfixed parameter values. More...

virtual void	clear ()

virtual void	computeCombinedSparseJacobian (Eigen::SparseMatrix< double > &jacobian, bool objective_lsq, bool equality, bool inequality, bool finite_combined_bounds, bool active_ineq=false, double weight_eq=1.0, double weight_ineq=1.0, double weight_bounds=1.0, const Eigen::VectorXd values=nullptr, const Eigen::VectorXi col_nnz=nullptr)

virtual int	computeCombinedSparseJacobiansNNZ (bool objective_lsq=true, bool equality=true, bool inequality=true)

virtual void	computeCombinedSparseJacobiansStructure (Eigen::Ref< Eigen::VectorXi > i_row, Eigen::Ref< Eigen::VectorXi > j_col, bool objective_lsq=true, bool equality=true, bool inequality=true)

virtual void	computeCombinedSparseJacobiansValues (Eigen::Ref< Eigen::VectorXd > values, bool objective_lsq=true, bool equality=true, bool inequality=true, const double multipliers_obj=nullptr, const double multipliers_eq=nullptr, const double *multipliers_ineq=nullptr)

virtual void	computeDenseHessianEqualities (Eigen::Ref< Eigen::MatrixXd > hessian, const double *multipliers=nullptr)

virtual void	computeDenseHessianInequalities (Eigen::Ref< Eigen::MatrixXd > hessian, const double *multipliers=nullptr)

virtual void	computeDenseHessianObjective (const Eigen::Ref< const Eigen::MatrixXd > &jacobian, Eigen::Ref< Eigen::MatrixXd > hessian, const double *multipliers=nullptr, bool jacob_scaled=true)
	Compute the objective Hessian Hf(x) for the current parameter set. More...

virtual void	computeDenseHessianObjective (Eigen::Ref< Eigen::MatrixXd > hessian, double multiplier=1.0)

virtual void	computeDenseHessians (Eigen::Ref< Eigen::MatrixXd > hessian_obj, Eigen::Ref< Eigen::MatrixXd > hessian_eq, Eigen::Ref< Eigen::MatrixXd > hessian_ineq, double multiplier_obj=1.0, const double multipliers_eq=nullptr, const double multipliers_ineq=nullptr)

virtual void	computeDenseJacobianActiveInequalities (Eigen::Ref< Eigen::MatrixXd > jacobian, double weight=1.0)
	Compute the Jacobian Jc(x) with non-zeros for active constraints c(x)>= 0 and zeros for inactive ones. More...

virtual void	computeDenseJacobianEqualities (Eigen::Ref< Eigen::MatrixXd > jacobian, const double *multipliers=nullptr)
	Compute the equality constraint Jacobian Jceq(x) for the current parameter set. More...

virtual void	computeDenseJacobianFiniteCombinedBounds (Eigen::Ref< Eigen::MatrixXd > jacobian, double weight=1.0)
	Compute the Jacobian for finite combined bounds. More...

virtual void	computeDenseJacobianFiniteCombinedBoundsIdentity (Eigen::Ref< Eigen::MatrixXd > jacobian)
	Compute the Jacobian for finite combined bounds. More...

virtual void	computeDenseJacobianInequalities (Eigen::Ref< Eigen::MatrixXd > jacobian, const double *multipliers=nullptr)
	Compute the inequality constraint Jacobian Jc(x) for the current parameter set. More...

virtual void	computeDenseJacobianLsqObjective (Eigen::Ref< Eigen::MatrixXd > jacobian, const double *multipliers=nullptr)
	Compute the objective Jacobian Jf(x) for the current parameter set. More...

virtual void	computeDenseJacobians (Eigen::Ref< Eigen::VectorXd > gradient_non_lsq_obj, Eigen::Ref< Eigen::MatrixXd > jacobian_lsq_obj, Eigen::Ref< Eigen::MatrixXd > jacobian_eq, Eigen::Ref< Eigen::MatrixXd > jacobian_ineq, const double multipliers_lsq_obj=nullptr, const double multipliers_eq=nullptr, const double *multipliers_ineq=nullptr, bool active_ineq=false, double active_ineq_weight=1.0)
	Compute the objective and constraint Jacobians at once. More...

virtual void	computeDistanceFiniteCombinedBounds (Eigen::Ref< Eigen::VectorXd > values)
	Compute the distance to finite bound values (combined lower and upper) More...

virtual void	computeGradientNonLsqObjective (Eigen::Ref< Eigen::VectorXd > gradient)

virtual void	computeGradientObjective (Eigen::Ref< Eigen::VectorXd > gradient)

virtual void	computeGradientObjectiveAndCombinedSparseJacobiansValues (Eigen::Ref< Eigen::VectorXd > gradient, Eigen::Ref< Eigen::VectorXd > jac_values, bool equality=true, bool inequality=true, const double multipliers_eq=nullptr, const double multipliers_ineq=nullptr)

virtual void	computeLowerAndUpperBoundDiff (Eigen::Ref< Eigen::VectorXd > lb_minus_x, Eigen::Ref< Eigen::VectorXd > ub_minus_x)
	Compute the distance between parameters and bounds. More...

virtual void	computeSparseHessianEqualities (Eigen::SparseMatrix< double > &hessian, const double *multipliers=nullptr)

virtual int	computeSparseHessianEqualitiesNNZ (bool lower_part_only=false)

virtual void	computeSparseHessianEqualitiesStructure (Eigen::Ref< Eigen::VectorXi > i_row, Eigen::Ref< Eigen::VectorXi > j_col, bool lower_part_only=false)

virtual void	computeSparseHessianEqualitiesValues (Eigen::Ref< Eigen::VectorXd > values, const double *multipliers=nullptr, bool lower_part_only=false)

virtual void	computeSparseHessianInequalities (Eigen::SparseMatrix< double > &hessian, const double *multipliers=nullptr)

virtual int	computeSparseHessianInequalitiesNNZ (bool lower_part_only=false)

virtual void	computeSparseHessianInequalitiesStructure (Eigen::Ref< Eigen::VectorXi > i_row, Eigen::Ref< Eigen::VectorXi > j_col, bool lower_part_only=false)

virtual void	computeSparseHessianInequalitiesValues (Eigen::Ref< Eigen::VectorXd > values, const double *multipliers=nullptr, bool lower_part_only=false)

virtual void	computeSparseHessianLagrangian (Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &H, const double multipliers_eq, const double multipliers_ineq, const Eigen::VectorXi *col_nnz=nullptr, bool upper_part_only=false)
	Compute the hessian of the lagrangian L(x) = f(x) + lambda1 * c(x) + lambda2 * ceq(x) More...

virtual void	computeSparseHessianLagrangianNNZperCol (Eigen::Ref< Eigen::VectorXi > col_nnz, bool upper_part_only)

virtual void	computeSparseHessianObjective (Eigen::SparseMatrix< double > &hessian, double multiplier=1.0)

virtual void	computeSparseHessianObjectiveLL (Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &H, const Eigen::VectorXi *col_nnz=nullptr, bool upper_part_only=false)

virtual int	computeSparseHessianObjectiveNNZ (bool lower_part_only=false)

virtual void	computeSparseHessianObjectiveNNZperCol (Eigen::Ref< Eigen::VectorXi > col_nnz, bool upper_part_only=false)

virtual void	computeSparseHessianObjectiveStructure (Eigen::Ref< Eigen::VectorXi > i_row, Eigen::Ref< Eigen::VectorXi > j_col, bool lower_part_only=false)

virtual void	computeSparseHessianObjectiveValues (Eigen::Ref< Eigen::VectorXd > values, double multiplier=1.0, bool lower_part_only=false)

virtual void	computeSparseHessians (Eigen::SparseMatrix< double > &hessian_obj, Eigen::SparseMatrix< double > &hessian_eq, Eigen::SparseMatrix< double > &hessian_ineq, double multiplier_obj=1.0, const double multipliers_eq=nullptr, const double multipliers_ineq=nullptr)

virtual void	computeSparseHessiansNNZ (int &nnz_obj, int &nnz_eq, int &nnz_ineq, bool lower_part_only=false)

virtual void	computeSparseHessiansStructure (Eigen::Ref< Eigen::VectorXi > i_row_obj, Eigen::Ref< Eigen::VectorXi > j_col_obj, Eigen::Ref< Eigen::VectorXi > i_row_eq, Eigen::Ref< Eigen::VectorXi > j_col_eq, Eigen::Ref< Eigen::VectorXi > i_row_ineq, Eigen::Ref< Eigen::VectorXi > j_col_ineq, bool lower_part_only=false)

virtual void	computeSparseHessiansValues (Eigen::Ref< Eigen::VectorXd > values_obj, Eigen::Ref< Eigen::VectorXd > values_eq, Eigen::Ref< Eigen::VectorXd > values_ineq, double multiplier_obj=1.0, const double multipliers_eq=nullptr, const double multipliers_ineq=nullptr, bool lower_part_only=false)

virtual void	computeSparseJacobianActiveInequalities (Eigen::SparseMatrix< double > &jacobian, double weight=1.0)

virtual void	computeSparseJacobianActiveInequalitiesValues (Eigen::Ref< Eigen::VectorXd > values, double weight=1.0)

virtual void	computeSparseJacobianEqualities (Eigen::SparseMatrix< double > &jacobian, const double *multipliers=nullptr)

virtual int	computeSparseJacobianEqualitiesNNZ ()

virtual void	computeSparseJacobianEqualitiesStructure (Eigen::Ref< Eigen::VectorXi > i_row, Eigen::Ref< Eigen::VectorXi > j_col)

virtual void	computeSparseJacobianEqualitiesValues (Eigen::Ref< Eigen::VectorXd > values, const double *multipliers=nullptr)

virtual void	computeSparseJacobianFiniteCombinedBounds (Eigen::SparseMatrix< double > &jacobian, double weight=1.0)

virtual int	computeSparseJacobianFiniteCombinedBoundsNNZ ()

virtual void	computeSparseJacobianFiniteCombinedBoundsStructure (Eigen::Ref< Eigen::VectorXi > i_row, Eigen::Ref< Eigen::VectorXi > j_col)

virtual void	computeSparseJacobianFiniteCombinedBoundsValues (Eigen::Ref< Eigen::VectorXd > values, double weight=1.0)

virtual void	computeSparseJacobianInequalities (Eigen::SparseMatrix< double > &jacobian, const double *multipliers=nullptr)

virtual int	computeSparseJacobianInequalitiesNNZ ()

virtual void	computeSparseJacobianInequalitiesStructure (Eigen::Ref< Eigen::VectorXi > i_row, Eigen::Ref< Eigen::VectorXi > j_col)

virtual void	computeSparseJacobianInequalitiesValues (Eigen::Ref< Eigen::VectorXd > values, const double *multipliers=nullptr)

virtual void	computeSparseJacobianLsqObjective (Eigen::SparseMatrix< double > &jacobian, const double *multipliers=nullptr)

virtual int	computeSparseJacobianLsqObjectiveNNZ ()

virtual void	computeSparseJacobianLsqObjectiveStructure (Eigen::Ref< Eigen::VectorXi > i_row, Eigen::Ref< Eigen::VectorXi > j_col)

virtual void	computeSparseJacobianLsqObjectiveValues (Eigen::Ref< Eigen::VectorXd > values, const double *multipliers=nullptr)

virtual void	computeSparseJacobians (Eigen::SparseMatrix< double > &jacobian_lsq_obj, Eigen::SparseMatrix< double > &jacobian_eq, Eigen::SparseMatrix< double > &jacobian_ineq, const double multipliers_lsq_obj=nullptr, const double multipliers_eq=nullptr, const double *multipliers_ineq=nullptr, bool active_ineq=false, double active_ineq_weight=1.0)

virtual void	computeSparseJacobiansNNZ (int &nnz_lsq_obj, int &nnz_eq, int &nnz_ineq)

virtual void	computeSparseJacobiansStructure (Eigen::Ref< Eigen::VectorXi > i_row_obj, Eigen::Ref< Eigen::VectorXi > j_col_obj, Eigen::Ref< Eigen::VectorXi > i_row_eq, Eigen::Ref< Eigen::VectorXi > j_col_eq, Eigen::Ref< Eigen::VectorXi > i_row_ineq, Eigen::Ref< Eigen::VectorXi > j_col_ineq)

virtual void	computeSparseJacobiansValues (Eigen::Ref< Eigen::VectorXd > values_obj, Eigen::Ref< Eigen::VectorXd > values_eq, Eigen::Ref< Eigen::VectorXd > values_ineq, const double multipliers_obj=nullptr, const double multipliers_eq=nullptr, const double *multipliers_ineq=nullptr, bool active_ineq=false, double active_ineq_weight=1.0)

virtual void	computeSparseJacobianTwoSideBoundedLinearFormAndHessianObjective (Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &H, Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &A, bool include_finite_bounds, const Eigen::VectorXi col_nnz_H, const Eigen::VectorXi col_nnz_A, bool upper_part_only_H)

virtual void	computeValuesActiveInequality (Eigen::Ref< Eigen::VectorXd > values, double weight=1.0)
	Compute the values of the active inequality constraints (elementwise max(0, c(x))) More...

virtual void	getParametersAndBoundsFinite (Eigen::Ref< Eigen::VectorXd > lb_finite_bounds, Eigen::Ref< Eigen::VectorXd > ub_finite_bounds, Eigen::Ref< Eigen::VectorXd > x_finite_bounds)
	Return bound and parameter vectors only for finite boudns. More...

virtual	~OptimizationProblemInterface ()

Specify the dimension of the optimization problem
virtual int	getNonLsqObjectiveDimension ()=0
	Get dimension of the objective (should be zero or one) More...

virtual int	getLsqObjectiveDimension ()=0
	Total dimension of least-squares objective function terms. More...

virtual int	getObjectiveDimension ()=0
	Get dimension of the objective (should be zero or one, includes Lsq objectives if present) More...

virtual int	getEqualityDimension ()=0
	Total dimension of equality constraints. More...

virtual int	getInequalityDimension ()=0
	Total dimension of general inequality constraints. More...

virtual int	getParameterDimension ()=0
	Effictive dimension of the optimization parameter set (changeable, non-fixed part) More...

Generic interface to interact with the underlying parameter/variables representation
virtual void	applyIncrement (const Eigen::Ref< const Eigen::VectorXd > &increment)
	Apply increment to the current parameter set. More...

virtual void	applyIncrement (int idx, double increment)
	Apply increment to the current parameter set (single element overload) More...

virtual double	getParameterValue (int idx)=0
	Return specific value of the parameter vector. More...

virtual void	setParameterValue (int idx, double x)=0
	Set specific value of the parameter vector. More...

virtual void	getParameterVector (Eigen::Ref< Eigen::VectorXd > x)
	Return deep copy of the complete parameter vector. More...

virtual void	setParameterVector (const Eigen::Ref< const Eigen::VectorXd > &x)
	Set complete parameter vector. More...

virtual void	backupParameters ()=0
	Restore parameter set from the last backup and keep backup if desired. More...

virtual void	restoreBackupParameters (bool keep_backup)=0
	Discard last backup (or all) More...

virtual void	discardBackupParameters (bool all=false)=0

Specify properties of the optimization problem
virtual bool	isLeastSquaresProblem () const =0
	Check if the underlying problem is defined in the least squares form. More...

Access bounds
virtual double	getLowerBound (int idx)=0
	Return specific lower bound value of a parameter. More...

virtual double	getUpperBound (int idx)=0
	Return specific upper bound of a parameter. More...

virtual void	setLowerBound (int idx, double lb)=0
	Set specific lower bound of a parameter. More...

virtual void	setUpperBound (int idx, double ub)=0
	Set specific upper bound of a parameter. More...

virtual void	setBounds (const Eigen::Ref< const Eigen::VectorXd > &lb, const Eigen::Ref< const Eigen::VectorXd > &ub)
	Set lower and upper bound vector. More...

virtual void	getBounds (Eigen::Ref< Eigen::VectorXd > lb, Eigen::Ref< Eigen::VectorXd > ub)
	Get lower and upper bound vector. More...

Specify main equations of the optimization problem
virtual void	computeValuesLsqObjective (Eigen::Ref< Eigen::VectorXd > values)=0
	Compute the objective function values f(x) for the current parameter set. More...

virtual double	computeValueNonLsqObjective ()=0

virtual double	computeValueObjective ()

virtual void	computeValuesEquality (Eigen::Ref< Eigen::VectorXd > values)=0
	Compute the equality constraint values ceq(x) for the current parameter set. More...

virtual void	computeValuesInequality (Eigen::Ref< Eigen::VectorXd > values)=0
	Compute the inequality constraint values c(x) for the current parameter set. More...

virtual void	computeValues (double &non_lsq_obj_value, Eigen::Ref< Eigen::VectorXd > lsq_obj_values, Eigen::Ref< Eigen::VectorXd > eq_values, Eigen::Ref< Eigen::VectorXd > ineq_values)

Methods for dealing with bounds
virtual int	finiteCombinedBoundsDimension ()
	Dimension of the set of finite bounds (combined such that each ub and lb component define a single dimension) More...

virtual int	finiteBoundsDimension ()
	Dimension of the set of finite bounds (individual bounds ub and lb) More...

Methods specialized for QP forms
virtual void	computeSparseJacobianTwoSideBoundedLinearForm (Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &A, bool include_finite_bounds, const Eigen::VectorXi *col_nnz=nullptr)
	Compute the jacobian A for the linear form lbA <= A x <= lbB. More...

virtual void	computeSparseJacobianTwoSideBoundedLinearFormNNZPerColumn (Eigen::Ref< Eigen::VectorXi > col_nnz, bool include_finite_bounds)

virtual int	computeSparseJacobianTwoSideBoundedLinearFormNNZ (bool include_finite_bounds)

virtual void	computeSparseJacobianTwoSideBoundedLinearFormStructure (Eigen::Ref< Eigen::VectorXi > i_row, Eigen::Ref< Eigen::VectorXi > j_col, bool include_finite_bounds)

virtual void	computeSparseJacobianTwoSideBoundedLinearFormValues (Eigen::Ref< Eigen::VectorXd > values, bool include_finite_bounds)

virtual void	computeSparseJacobianTwoSideBoundedLinearFormAndHessianLagrangian (Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &H, const double multipliers_eq, const double multipliers_ineq, Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &A, bool include_finite_bounds, const Eigen::VectorXi col_nnz_H=nullptr, const Eigen::VectorXi col_nnz_A=nullptr, bool upper_part_only_H=false)
	Compute the Jacobian and Hessian of the lagrangian. More...

virtual void	computeBoundsForTwoSideBoundedLinearForm (Eigen::Ref< Eigen::VectorXd > lbA, Eigen::Ref< Eigen::VectorXd > ubA, bool include_finite_bounds)
	Compute lower and upper bounds lbA and ubA for the linear form lbA <= A x <= ubA. More...

Protected Attributes
bool	_warn_if_not_specialized = true

Detailed Description

Generic interface for optimization problem definitions.

This class can be used to generically define optimization problems with objectives, equality constraints, inequality constraints, box constraints and their current parameter state.

$\min f(x), \ f : \mathbb{R}^n \to \mathbb{R}^m \\ \text{subject to:} \\ ceq(x) = 0 \\ c(x) < 0 \\ lb < x < ub$

First order and second order derivatives can be provided but their actual usage depends on the SolverInterface back-end which solves the optimization problem. Some solvers may require the implementation of those methods.

Solvers determine a parameter increment in each of their iterations so this class provides a method applyIncrement() to modify the underlying optimization parameter set. In order to convinentially store and restore the current parameter set from the solver backend side, appropriate backup methods must be provided by subclasses.

See also: SolverInterface

Author: Christoph Rösmann (chris.nosp@m.toph.nosp@m..roes.nosp@m.mann.nosp@m.@tu-d.nosp@m.ortm.nosp@m.und.d.nosp@m.e)

Definition at line 70 of file optimization_problem_interface.h.

Member Typedef Documentation

◆ Ptr

using corbo::OptimizationProblemInterface::Ptr = std::shared_ptr<OptimizationProblemInterface>

Definition at line 73 of file optimization_problem_interface.h.

◆ UPtr

using corbo::OptimizationProblemInterface::UPtr = std::unique_ptr<OptimizationProblemInterface>

Definition at line 74 of file optimization_problem_interface.h.

Constructor & Destructor Documentation

◆ ~OptimizationProblemInterface()

virtual corbo::OptimizationProblemInterface::~OptimizationProblemInterface ( )

inlinevirtual

Definition at line 76 of file optimization_problem_interface.h.

Member Function Documentation

◆ applyIncrement() [1/2]

void corbo::OptimizationProblemInterface::applyIncrement ( const Eigen::Ref< const Eigen::VectorXd > & increment )

virtual

Apply increment to the current parameter set.

Usually solvers determine a new step/increment $x += \Delta x$ in each iteration. This method applies the parameter update.

Remarks: Make sure to update only non-fixed parameters according to parameterDimension().; It is highly recommended to override this method for particular problems in order to speed up parameter updates

Parameters

[in] increment Parameter update [parameterDimension() x 1]

Reimplemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

Definition at line 56 of file optimization_problem_interface.cpp.

◆ applyIncrement() [2/2]

void corbo::OptimizationProblemInterface::applyIncrement	(	int	idx,
		double	increment
	)

virtual

Apply increment to the current parameter set (single element overload)

Parameters

[in]	idx	Value index according vector size [parameterDimension() x 1]
[in]	increment	Parameter update [parameterDimension() x 1]

Reimplemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

Definition at line 63 of file optimization_problem_interface.cpp.

◆ backupParameters()

virtual void corbo::OptimizationProblemInterface::backupParameters ( )

pure virtual

Restore parameter set from the last backup and keep backup if desired.

Implemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ checkIfAllUnfixedParam()

bool corbo::OptimizationProblemInterface::checkIfAllUnfixedParam ( std::function< bool(double, int)> fun )

virtual

Check if a function taking the parameter value and unfixed-idx is true for all unfixed parameter values.

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 1667 of file optimization_problem_interface.cpp.

◆ clear()

virtual void corbo::OptimizationProblemInterface::clear ( )

inlinevirtual

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 78 of file optimization_problem_interface.h.

◆ computeBoundsForTwoSideBoundedLinearForm()

void corbo::OptimizationProblemInterface::computeBoundsForTwoSideBoundedLinearForm	(	Eigen::Ref< Eigen::VectorXd >	lbA,
		Eigen::Ref< Eigen::VectorXd >	ubA,
		bool	include_finite_bounds
	)

virtual

Compute lower and upper bounds lbA and ubA for the linear form lbA <= A x <= ubA.

Especially some QP solvers require either

 lbA <= A x<= ubA

or

lbA <= A x <= ubA lb <= x <= ub

The first formulatin includes bounds and hence the bottom rows of A are the identity. However, in case lb and ub are infinity, A might have obsolete rows.

If parameter include_bounds is true: only finite bounds are considered and vectors lbA and ubA are of size [getEqualityDimension() + getInequalityDimension() + finiteCombinedBounds() x 1].

If parameter include_bounds is false: the vectors are of size [getEqualityDimension() + getInequalityDimension() x 1].

Parameters

[out]	A	Combined jacobian (see description above)
[in]	include_finite_bounds	Specify whether bounds should be included in A (check dimension of A as descirbed above)

Definition at line 1141 of file optimization_problem_interface.cpp.

◆ computeCombinedSparseJacobian()

void corbo::OptimizationProblemInterface::computeCombinedSparseJacobian	(	Eigen::SparseMatrix< double > &	jacobian,
		bool	objective_lsq,
		bool	equality,
		bool	inequality,
		bool	finite_combined_bounds,
		bool	active_ineq = `false`,
		double	weight_eq = `1.0`,
		double	weight_ineq = `1.0`,
		double	weight_bounds = `1.0`,
		const Eigen::VectorXd *	values = `nullptr`,
		const Eigen::VectorXi *	col_nnz = `nullptr`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased, and corbo::HyperGraphOptimizationProblemVertexBased.

Definition at line 702 of file optimization_problem_interface.cpp.

◆ computeCombinedSparseJacobiansNNZ()

int corbo::OptimizationProblemInterface::computeCombinedSparseJacobiansNNZ	(	bool	objective_lsq = `true`,
		bool	equality = `true`,
		bool	inequality = `true`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased, and corbo::HyperGraphOptimizationProblemVertexBased.

Definition at line 813 of file optimization_problem_interface.cpp.

◆ computeCombinedSparseJacobiansStructure()

void corbo::OptimizationProblemInterface::computeCombinedSparseJacobiansStructure	(	Eigen::Ref< Eigen::VectorXi >	i_row,
		Eigen::Ref< Eigen::VectorXi >	j_col,
		bool	objective_lsq = `true`,
		bool	equality = `true`,
		bool	inequality = `true`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased, and corbo::HyperGraphOptimizationProblemVertexBased.

Definition at line 824 of file optimization_problem_interface.cpp.

◆ computeCombinedSparseJacobiansValues()

void corbo::OptimizationProblemInterface::computeCombinedSparseJacobiansValues	(	Eigen::Ref< Eigen::VectorXd >	values,
		bool	objective_lsq = `true`,
		bool	equality = `true`,
		bool	inequality = `true`,
		const double *	multipliers_obj = `nullptr`,
		const double *	multipliers_eq = `nullptr`,
		const double *	multipliers_ineq = `nullptr`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased, and corbo::HyperGraphOptimizationProblemVertexBased.

Definition at line 872 of file optimization_problem_interface.cpp.

◆ computeDenseHessianEqualities()

void corbo::OptimizationProblemInterface::computeDenseHessianEqualities	(	Eigen::Ref< Eigen::MatrixXd >	hessian,
		const double *	multipliers = `nullptr`
	)

virtual

Definition at line 1324 of file optimization_problem_interface.cpp.

◆ computeDenseHessianInequalities()

void corbo::OptimizationProblemInterface::computeDenseHessianInequalities	(	Eigen::Ref< Eigen::MatrixXd >	hessian,
		const double *	multipliers = `nullptr`
	)

virtual

Definition at line 1401 of file optimization_problem_interface.cpp.

◆ computeDenseHessianObjective() [1/2]

void corbo::OptimizationProblemInterface::computeDenseHessianObjective	(	const Eigen::Ref< const Eigen::MatrixXd > &	jacobian,
		Eigen::Ref< Eigen::MatrixXd >	hessian,
		const double *	multipliers = `nullptr`,
		bool	jacob_scaled = `true`
	)

virtual

Compute the objective Hessian Hf(x) for the current parameter set.

Remarks: In case objectiveDimension() > 1: all individual hessians are summed up.

Parameters

[in]	jacobian	Jacobian matrix which is used for the Hessian computation [objectiveDimension() x parameterDimension()]
[out]	hessian	The resulting Hessian matrix [parameterDimension() x parameterDimension()]. Warning: The matrix must be pre-allocated, the resulting hessian is ADDED to the previous values in hessian, e.g. hessian += dense_hessian_objective.
[in]	multipliers	Optionally provide a vector of multipliers to scale each cost function term [objectiveDimension() x 1]
[in]	jacob_scaled	If multiplier is valid and selected, specify whether the `jacobian` is already scaled with `multiplier`.

Definition at line 1185 of file optimization_problem_interface.cpp.

◆ computeDenseHessianObjective() [2/2]

void corbo::OptimizationProblemInterface::computeDenseHessianObjective	(	Eigen::Ref< Eigen::MatrixXd >	hessian,
		double	multiplier = `1.0`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1191 of file optimization_problem_interface.cpp.

◆ computeDenseHessians()

void corbo::OptimizationProblemInterface::computeDenseHessians	(	Eigen::Ref< Eigen::MatrixXd >	hessian_obj,
		Eigen::Ref< Eigen::MatrixXd >	hessian_eq,
		Eigen::Ref< Eigen::MatrixXd >	hessian_ineq,
		double	multiplier_obj = `1.0`,
		const double *	multipliers_eq = `nullptr`,
		const double *	multipliers_ineq = `nullptr`
	)

virtual

Definition at line 1498 of file optimization_problem_interface.cpp.

◆ computeDenseJacobianActiveInequalities()

void corbo::OptimizationProblemInterface::computeDenseJacobianActiveInequalities	(	Eigen::Ref< Eigen::MatrixXd >	jacobian,
		double	weight = `1.0`
	)

virtual

Compute the Jacobian Jc(x) with non-zeros for active constraints c(x)>= 0 and zeros for inactive ones.

Parameters

[out]	jacobian	The resulting Jacobian matrix [inequalityDimension() x parameterDimension()]. Warning: the matrix must be pre-allocated with ZEROS!
[in]	weight	Optionally provide a weight factor

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 439 of file optimization_problem_interface.cpp.

◆ computeDenseJacobianEqualities()

void corbo::OptimizationProblemInterface::computeDenseJacobianEqualities	(	Eigen::Ref< Eigen::MatrixXd >	jacobian,
		const double *	multipliers = `nullptr`
	)

virtual

Compute the equality constraint Jacobian Jceq(x) for the current parameter set.

Parameters

[out]	jacobian	The resulting Jacobian matrix [equalityDimension() x parameterDimension()]. Warning: the matrix must be pre-allocated with ZEROS!
[in]	multipliers	Optionally provide a vector of multipliers to scale each cost function term [equalityDimension() x 1]

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 293 of file optimization_problem_interface.cpp.

◆ computeDenseJacobianFiniteCombinedBounds()

void corbo::OptimizationProblemInterface::computeDenseJacobianFiniteCombinedBounds	(	Eigen::Ref< Eigen::MatrixXd >	jacobian,
		double	weight = `1.0`
	)

virtual

Compute the Jacobian for finite combined bounds.

refer to computeDistanceFiniteCombinedBounds()

Parameters

[out]	jacobian	The resulting Jacobian matrix [finiteCombinedBoundsDimension() x parameterDimension()]. Warning: the matrix must be pre-allocated with ZEROS!
[in]	weight	Optionally provide a weight factor

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 566 of file optimization_problem_interface.cpp.

◆ computeDenseJacobianFiniteCombinedBoundsIdentity()

void corbo::OptimizationProblemInterface::computeDenseJacobianFiniteCombinedBoundsIdentity ( Eigen::Ref< Eigen::MatrixXd > jacobian )

virtual

Compute the Jacobian for finite combined bounds.

refer to getParametersAndBoundsFinite() The resulting matrix is just the identity matrix with omitted rows for non-finite bounds.

Parameters

[out] jacobian The resulting Jacobian matrix [finiteCombinedBoundsDimension() x parameterDimension()].

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 682 of file optimization_problem_interface.cpp.

◆ computeDenseJacobianInequalities()

void corbo::OptimizationProblemInterface::computeDenseJacobianInequalities	(	Eigen::Ref< Eigen::MatrixXd >	jacobian,
		const double *	multipliers = `nullptr`
	)

virtual

Compute the inequality constraint Jacobian Jc(x) for the current parameter set.

Parameters

[out]	jacobian	The resulting Jacobian matrix [inequalityDimension() x parameterDimension()]. Warning: the matrix must be pre-allocated with ZEROS!
[in]	multipliers	Optionally provide a vector of multipliers to scale each cost function term [inequalityDimension() x 1]

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 366 of file optimization_problem_interface.cpp.

◆ computeDenseJacobianLsqObjective()

void corbo::OptimizationProblemInterface::computeDenseJacobianLsqObjective	(	Eigen::Ref< Eigen::MatrixXd >	jacobian,
		const double *	multipliers = `nullptr`
	)

virtual

Compute the objective Jacobian Jf(x) for the current parameter set.

Parameters

[out]	jacobian	The resulting Jacobian matrix [objectiveDimension() x parameterDimension()]. Warning: the matrix must be pre-allocated with ZEROS!
[in]	multipliers	Optionally provide a vector of multipliers to scale each cost function term [objectiveDimension() x 1]

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 217 of file optimization_problem_interface.cpp.

◆ computeDenseJacobians()

void corbo::OptimizationProblemInterface::computeDenseJacobians	(	Eigen::Ref< Eigen::VectorXd >	gradient_non_lsq_obj,
		Eigen::Ref< Eigen::MatrixXd >	jacobian_lsq_obj,
		Eigen::Ref< Eigen::MatrixXd >	jacobian_eq,
		Eigen::Ref< Eigen::MatrixXd >	jacobian_ineq,
		const double *	multipliers_lsq_obj = `nullptr`,
		const double *	multipliers_eq = `nullptr`,
		const double *	multipliers_ineq = `nullptr`,
		bool	active_ineq = `false`,
		double	active_ineq_weight = `1.0`
	)

virtual

Compute the objective and constraint Jacobians at once.

Use this method to speed up Jacobian computation if possible. The default implementation just calls the individual Jacobian computations.

Remarks: This method does not compute Jacobians for bounds due to their simplicity, compute them manually.

Parameters

[out]	jacobian_obj	The resulting objective Jacobian matrix [objectiveDimension() x parameterDimension()]. Warning: the matrix must be pre-allocated with ZEROS!
[out]	jacobian_eq	The resulting equality constraint Jacobian matrix [equalityDimension() x parameterDimension()]. Warning: the matrix must be pre-allocated with ZEROS!
[out]	jacobian_ineq	The resulting inequality constraint Jacobian matrix [inequalityDimension() x parameterDimension()]. Warning: the matrix must be pre-allocated with ZEROS!
[in]	multipliers	Optionally provide a vector of multipliers to scale each cost function term [objectiveDimension() + equalityDimension() + inequalityDimension() x 1]

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 489 of file optimization_problem_interface.cpp.

◆ computeDistanceFiniteCombinedBounds()

void corbo::OptimizationProblemInterface::computeDistanceFiniteCombinedBounds ( Eigen::Ref< Eigen::VectorXd > values )

virtual

Compute the distance to finite bound values (combined lower and upper)

The distance is given as (lb-x) if (x<lb) and (x-ub) if (x>ub), otherwise 0.

Warning: This dimension of the resulting vector corresponds to finite bounds only, hence the bound bust be finite and the value is non-zero if x < lb || x > ub, this method should be used according with computeFiniteCombinedBoundsJacobian().

Parameters

[out] values The resulting value vector [finiteCombinedBoundsDimension() x 1]. Warning: the size must be pre-allocated!

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 132 of file optimization_problem_interface.cpp.

◆ computeGradientNonLsqObjective()

void corbo::OptimizationProblemInterface::computeGradientNonLsqObjective ( Eigen::Ref< Eigen::VectorXd > gradient )

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 203 of file optimization_problem_interface.cpp.

◆ computeGradientObjective()

void corbo::OptimizationProblemInterface::computeGradientObjective ( Eigen::Ref< Eigen::VectorXd > gradient )

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 189 of file optimization_problem_interface.cpp.

◆ computeGradientObjectiveAndCombinedSparseJacobiansValues()

void corbo::OptimizationProblemInterface::computeGradientObjectiveAndCombinedSparseJacobiansValues	(	Eigen::Ref< Eigen::VectorXd >	gradient,
		Eigen::Ref< Eigen::VectorXd >	jac_values,
		bool	equality = `true`,
		bool	inequality = `true`,
		const double *	multipliers_eq = `nullptr`,
		const double *	multipliers_ineq = `nullptr`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased, and corbo::HyperGraphOptimizationProblemVertexBased.

Definition at line 932 of file optimization_problem_interface.cpp.

◆ computeLowerAndUpperBoundDiff()

void corbo::OptimizationProblemInterface::computeLowerAndUpperBoundDiff	(	Eigen::Ref< Eigen::VectorXd >	lb_minus_x,
		Eigen::Ref< Eigen::VectorXd >	ub_minus_x
	)

virtual

Compute the distance between parameters and bounds.

This method might be used for sqp bound computation in the form

 lb-x < dx < ub-x

Warning: This dimension of the resulting vector corresponds to finite bounds only, hence the bound bust be finite and the value is non-zero if x < lb || x > ub.

Parameters

[out]	lb_minus_x	The resulting value vector [finiteCombinedBoundsDimension() x 1]; Warning: the size must be pre-allocated!
[out]	ub_minus_x	The resulting value vector [finiteCombinedBoundsDimension() x 1]; Warning: the size must be pre-allocated!

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 157 of file optimization_problem_interface.cpp.

◆ computeSparseHessianEqualities()

void corbo::OptimizationProblemInterface::computeSparseHessianEqualities	(	Eigen::SparseMatrix< double > &	hessian,
		const double *	multipliers = `nullptr`
	)

virtual

Definition at line 1391 of file optimization_problem_interface.cpp.

◆ computeSparseHessianEqualitiesNNZ()

int corbo::OptimizationProblemInterface::computeSparseHessianEqualitiesNNZ ( bool lower_part_only = false )

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1343 of file optimization_problem_interface.cpp.

◆ computeSparseHessianEqualitiesStructure()

void corbo::OptimizationProblemInterface::computeSparseHessianEqualitiesStructure	(	Eigen::Ref< Eigen::VectorXi >	i_row,
		Eigen::Ref< Eigen::VectorXi >	j_col,
		bool	lower_part_only = `false`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1351 of file optimization_problem_interface.cpp.

◆ computeSparseHessianEqualitiesValues()

void corbo::OptimizationProblemInterface::computeSparseHessianEqualitiesValues	(	Eigen::Ref< Eigen::VectorXd >	values,
		const double *	multipliers = `nullptr`,
		bool	lower_part_only = `false`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1369 of file optimization_problem_interface.cpp.

◆ computeSparseHessianInequalities()

void corbo::OptimizationProblemInterface::computeSparseHessianInequalities	(	Eigen::SparseMatrix< double > &	hessian,
		const double *	multipliers = `nullptr`
	)

virtual

Definition at line 1468 of file optimization_problem_interface.cpp.

◆ computeSparseHessianInequalitiesNNZ()

int corbo::OptimizationProblemInterface::computeSparseHessianInequalitiesNNZ ( bool lower_part_only = false )

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1420 of file optimization_problem_interface.cpp.

◆ computeSparseHessianInequalitiesStructure()

void corbo::OptimizationProblemInterface::computeSparseHessianInequalitiesStructure	(	Eigen::Ref< Eigen::VectorXi >	i_row,
		Eigen::Ref< Eigen::VectorXi >	j_col,
		bool	lower_part_only = `false`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1428 of file optimization_problem_interface.cpp.

◆ computeSparseHessianInequalitiesValues()

void corbo::OptimizationProblemInterface::computeSparseHessianInequalitiesValues	(	Eigen::Ref< Eigen::VectorXd >	values,
		const double *	multipliers = `nullptr`,
		bool	lower_part_only = `false`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1446 of file optimization_problem_interface.cpp.

◆ computeSparseHessianLagrangian()

void corbo::OptimizationProblemInterface::computeSparseHessianLagrangian	(	Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &	H,
		const double *	multipliers_eq,
		const double *	multipliers_ineq,
		const Eigen::VectorXi *	col_nnz = `nullptr`,
		bool	upper_part_only = `false`
	)

virtual

Compute the hessian of the lagrangian L(x) = f(x) + lambda1 * c(x) + lambda2 * ceq(x)

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1565 of file optimization_problem_interface.cpp.

◆ computeSparseHessianLagrangianNNZperCol()

void corbo::OptimizationProblemInterface::computeSparseHessianLagrangianNNZperCol	(	Eigen::Ref< Eigen::VectorXi >	col_nnz,
		bool	upper_part_only
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1632 of file optimization_problem_interface.cpp.

◆ computeSparseHessianObjective()

void corbo::OptimizationProblemInterface::computeSparseHessianObjective	(	Eigen::SparseMatrix< double > &	hessian,
		double	multiplier = `1.0`
	)

virtual

Definition at line 1262 of file optimization_problem_interface.cpp.

◆ computeSparseHessianObjectiveLL()

void corbo::OptimizationProblemInterface::computeSparseHessianObjectiveLL	(	Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &	H,
		const Eigen::VectorXi *	col_nnz = `nullptr`,
		bool	upper_part_only = `false`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1276 of file optimization_problem_interface.cpp.

◆ computeSparseHessianObjectiveNNZ()

int corbo::OptimizationProblemInterface::computeSparseHessianObjectiveNNZ ( bool lower_part_only = false )

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1209 of file optimization_problem_interface.cpp.

◆ computeSparseHessianObjectiveNNZperCol()

void corbo::OptimizationProblemInterface::computeSparseHessianObjectiveNNZperCol	(	Eigen::Ref< Eigen::VectorXi >	col_nnz,
		bool	upper_part_only = `false`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1306 of file optimization_problem_interface.cpp.

◆ computeSparseHessianObjectiveStructure()

void corbo::OptimizationProblemInterface::computeSparseHessianObjectiveStructure	(	Eigen::Ref< Eigen::VectorXi >	i_row,
		Eigen::Ref< Eigen::VectorXi >	j_col,
		bool	lower_part_only = `false`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1217 of file optimization_problem_interface.cpp.

◆ computeSparseHessianObjectiveValues()

void corbo::OptimizationProblemInterface::computeSparseHessianObjectiveValues	(	Eigen::Ref< Eigen::VectorXd >	values,
		double	multiplier = `1.0`,
		bool	lower_part_only = `false`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1237 of file optimization_problem_interface.cpp.

◆ computeSparseHessians()

void corbo::OptimizationProblemInterface::computeSparseHessians	(	Eigen::SparseMatrix< double > &	hessian_obj,
		Eigen::SparseMatrix< double > &	hessian_eq,
		Eigen::SparseMatrix< double > &	hessian_ineq,
		double	multiplier_obj = `1.0`,
		const double *	multipliers_eq = `nullptr`,
		const double *	multipliers_ineq = `nullptr`
	)

virtual

Definition at line 1523 of file optimization_problem_interface.cpp.

◆ computeSparseHessiansNNZ()

void corbo::OptimizationProblemInterface::computeSparseHessiansNNZ	(	int &	nnz_obj,
		int &	nnz_eq,
		int &	nnz_ineq,
		bool	lower_part_only = `false`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1533 of file optimization_problem_interface.cpp.

◆ computeSparseHessiansStructure()

void corbo::OptimizationProblemInterface::computeSparseHessiansStructure	(	Eigen::Ref< Eigen::VectorXi >	i_row_obj,
		Eigen::Ref< Eigen::VectorXi >	j_col_obj,
		Eigen::Ref< Eigen::VectorXi >	i_row_eq,
		Eigen::Ref< Eigen::VectorXi >	j_col_eq,
		Eigen::Ref< Eigen::VectorXi >	i_row_ineq,
		Eigen::Ref< Eigen::VectorXi >	j_col_ineq,
		bool	lower_part_only = `false`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1542 of file optimization_problem_interface.cpp.

◆ computeSparseHessiansValues()

void corbo::OptimizationProblemInterface::computeSparseHessiansValues	(	Eigen::Ref< Eigen::VectorXd >	values_obj,
		Eigen::Ref< Eigen::VectorXd >	values_eq,
		Eigen::Ref< Eigen::VectorXd >	values_ineq,
		double	multiplier_obj = `1.0`,
		const double *	multipliers_eq = `nullptr`,
		const double *	multipliers_ineq = `nullptr`,
		bool	lower_part_only = `false`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1554 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianActiveInequalities()

void corbo::OptimizationProblemInterface::computeSparseJacobianActiveInequalities	(	Eigen::SparseMatrix< double > &	jacobian,
		double	weight = `1.0`
	)

virtual

Definition at line 478 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianActiveInequalitiesValues()

void corbo::OptimizationProblemInterface::computeSparseJacobianActiveInequalitiesValues	(	Eigen::Ref< Eigen::VectorXd >	values,
		double	weight = `1.0`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 457 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianEqualities()

void corbo::OptimizationProblemInterface::computeSparseJacobianEqualities	(	Eigen::SparseMatrix< double > &	jacobian,
		const double *	multipliers = `nullptr`
	)

virtual

Definition at line 355 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianEqualitiesNNZ()

int corbo::OptimizationProblemInterface::computeSparseJacobianEqualitiesNNZ ( )

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 311 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianEqualitiesStructure()

void corbo::OptimizationProblemInterface::computeSparseJacobianEqualitiesStructure	(	Eigen::Ref< Eigen::VectorXi >	i_row,
		Eigen::Ref< Eigen::VectorXi >	j_col
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 318 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianEqualitiesValues()

void corbo::OptimizationProblemInterface::computeSparseJacobianEqualitiesValues	(	Eigen::Ref< Eigen::VectorXd >	values,
		const double *	multipliers = `nullptr`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 334 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianFiniteCombinedBounds()

void corbo::OptimizationProblemInterface::computeSparseJacobianFiniteCombinedBounds	(	Eigen::SparseMatrix< double > &	jacobian,
		double	weight = `1.0`
	)

virtual

Definition at line 647 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianFiniteCombinedBoundsNNZ()

int corbo::OptimizationProblemInterface::computeSparseJacobianFiniteCombinedBoundsNNZ ( )

virtual

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 594 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianFiniteCombinedBoundsStructure()

void corbo::OptimizationProblemInterface::computeSparseJacobianFiniteCombinedBoundsStructure	(	Eigen::Ref< Eigen::VectorXi >	i_row,
		Eigen::Ref< Eigen::VectorXi >	j_col
	)

virtual

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 600 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianFiniteCombinedBoundsValues()

void corbo::OptimizationProblemInterface::computeSparseJacobianFiniteCombinedBoundsValues	(	Eigen::Ref< Eigen::VectorXd >	values,
		double	weight = `1.0`
	)

virtual

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 619 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianInequalities()

void corbo::OptimizationProblemInterface::computeSparseJacobianInequalities	(	Eigen::SparseMatrix< double > &	jacobian,
		const double *	multipliers = `nullptr`
	)

virtual

Definition at line 428 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianInequalitiesNNZ()

int corbo::OptimizationProblemInterface::computeSparseJacobianInequalitiesNNZ ( )

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 384 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianInequalitiesStructure()

void corbo::OptimizationProblemInterface::computeSparseJacobianInequalitiesStructure	(	Eigen::Ref< Eigen::VectorXi >	i_row,
		Eigen::Ref< Eigen::VectorXi >	j_col
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 391 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianInequalitiesValues()

void corbo::OptimizationProblemInterface::computeSparseJacobianInequalitiesValues	(	Eigen::Ref< Eigen::VectorXd >	values,
		const double *	multipliers = `nullptr`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 407 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianLsqObjective()

void corbo::OptimizationProblemInterface::computeSparseJacobianLsqObjective	(	Eigen::SparseMatrix< double > &	jacobian,
		const double *	multipliers = `nullptr`
	)

virtual

Definition at line 281 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianLsqObjectiveNNZ()

int corbo::OptimizationProblemInterface::computeSparseJacobianLsqObjectiveNNZ ( )

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 235 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianLsqObjectiveStructure()

void corbo::OptimizationProblemInterface::computeSparseJacobianLsqObjectiveStructure	(	Eigen::Ref< Eigen::VectorXi >	i_row,
		Eigen::Ref< Eigen::VectorXi >	j_col
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 242 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianLsqObjectiveValues()

void corbo::OptimizationProblemInterface::computeSparseJacobianLsqObjectiveValues	(	Eigen::Ref< Eigen::VectorXd >	values,
		const double *	multipliers = `nullptr`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemVertexBased, and corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 259 of file optimization_problem_interface.cpp.

◆ computeSparseJacobians()

void corbo::OptimizationProblemInterface::computeSparseJacobians	(	Eigen::SparseMatrix< double > &	jacobian_lsq_obj,
		Eigen::SparseMatrix< double > &	jacobian_eq,
		Eigen::SparseMatrix< double > &	jacobian_ineq,
		const double *	multipliers_lsq_obj = `nullptr`,
		const double *	multipliers_eq = `nullptr`,
		const double *	multipliers_ineq = `nullptr`,
		bool	active_ineq = `false`,
		double	active_ineq_weight = `1.0`
	)

virtual

Definition at line 521 of file optimization_problem_interface.cpp.

◆ computeSparseJacobiansNNZ()

void corbo::OptimizationProblemInterface::computeSparseJacobiansNNZ	(	int &	nnz_lsq_obj,
		int &	nnz_eq,
		int &	nnz_ineq
	)

virtual

Definition at line 535 of file optimization_problem_interface.cpp.

◆ computeSparseJacobiansStructure()

void corbo::OptimizationProblemInterface::computeSparseJacobiansStructure	(	Eigen::Ref< Eigen::VectorXi >	i_row_obj,
		Eigen::Ref< Eigen::VectorXi >	j_col_obj,
		Eigen::Ref< Eigen::VectorXi >	i_row_eq,
		Eigen::Ref< Eigen::VectorXi >	j_col_eq,
		Eigen::Ref< Eigen::VectorXi >	i_row_ineq,
		Eigen::Ref< Eigen::VectorXi >	j_col_ineq
	)

virtual

Definition at line 542 of file optimization_problem_interface.cpp.

◆ computeSparseJacobiansValues()

void corbo::OptimizationProblemInterface::computeSparseJacobiansValues	(	Eigen::Ref< Eigen::VectorXd >	values_obj,
		Eigen::Ref< Eigen::VectorXd >	values_eq,
		Eigen::Ref< Eigen::VectorXd >	values_ineq,
		const double *	multipliers_obj = `nullptr`,
		const double *	multipliers_eq = `nullptr`,
		const double *	multipliers_ineq = `nullptr`,
		bool	active_ineq = `false`,
		double	active_ineq_weight = `1.0`
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 551 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianTwoSideBoundedLinearForm()

void corbo::OptimizationProblemInterface::computeSparseJacobianTwoSideBoundedLinearForm	(	Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &	A,
		bool	include_finite_bounds,
		const Eigen::VectorXi *	col_nnz = `nullptr`
	)

virtual

Compute the jacobian A for the linear form lbA <= A x <= lbB.

Especially some QP solvers require either

 lbA <= A x<= ubA

or

lbA <= A x <= ubA lb <= x <= ub

The first formulatin includes bounds and hence the bottom rows of A are the identity. However, in case lb and ub are infinity, A might have obsolete rows.

If parameter include_bounds is true: only finite bounds are considered and matrix A is of size [getEqualityDimension() + getInequalityDimension() + finiteCombinedBounds() x parameterDimension()].

If parameter include_bounds is false: the size of matrix A is [getEqualityDimension() + getInequalityDimension() x parameterDimension()].

Remarks: this version defines the sparse matrix with long long indices (since it is required by osqp for example)

Parameters

[out]	A	Combined jacobian (see description above)
[in]	include_finite_bounds	Specify whether bounds should be included in A (check dimension of A as descirbed above)
[in]	col_nnz	Estimate for number of nnz per column to speed up insertion

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 943 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianTwoSideBoundedLinearFormAndHessianLagrangian()

void corbo::OptimizationProblemInterface::computeSparseJacobianTwoSideBoundedLinearFormAndHessianLagrangian	(	Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &	H,
		const double *	multipliers_eq,
		const double *	multipliers_ineq,
		Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &	A,
		bool	include_finite_bounds,
		const Eigen::VectorXi *	col_nnz_H = `nullptr`,
		const Eigen::VectorXi *	col_nnz_A = `nullptr`,
		bool	upper_part_only_H = `false`
	)

virtual

Compute the Jacobian and Hessian of the lagrangian.

This method combines computeSparseJacobianTwoSideBoundedLinearForm() and computeSparseHessianLagrangian() in order to speed up computation. Often, Hessian computations rely on first order derivatives and so we do not need to compute the Jacobian twice.

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1650 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianTwoSideBoundedLinearFormAndHessianObjective()

void corbo::OptimizationProblemInterface::computeSparseJacobianTwoSideBoundedLinearFormAndHessianObjective	(	Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &	H,
		Eigen::SparseMatrix< double, Eigen::ColMajor, long long > &	A,
		bool	include_finite_bounds,
		const Eigen::VectorXi *	col_nnz_H,
		const Eigen::VectorXi *	col_nnz_A,
		bool	upper_part_only_H
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1659 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianTwoSideBoundedLinearFormNNZ()

int corbo::OptimizationProblemInterface::computeSparseJacobianTwoSideBoundedLinearFormNNZ ( bool include_finite_bounds )

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1038 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianTwoSideBoundedLinearFormNNZPerColumn()

void corbo::OptimizationProblemInterface::computeSparseJacobianTwoSideBoundedLinearFormNNZPerColumn	(	Eigen::Ref< Eigen::VectorXi >	col_nnz,
		bool	include_finite_bounds
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1022 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianTwoSideBoundedLinearFormStructure()

void corbo::OptimizationProblemInterface::computeSparseJacobianTwoSideBoundedLinearFormStructure	(	Eigen::Ref< Eigen::VectorXi >	i_row,
		Eigen::Ref< Eigen::VectorXi >	j_col,
		bool	include_finite_bounds
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1050 of file optimization_problem_interface.cpp.

◆ computeSparseJacobianTwoSideBoundedLinearFormValues()

void corbo::OptimizationProblemInterface::computeSparseJacobianTwoSideBoundedLinearFormValues	(	Eigen::Ref< Eigen::VectorXd >	values,
		bool	include_finite_bounds
	)

virtual

Reimplemented in corbo::HyperGraphOptimizationProblemEdgeBased.

Definition at line 1099 of file optimization_problem_interface.cpp.

◆ computeValueNonLsqObjective()

virtual double corbo::OptimizationProblemInterface::computeValueNonLsqObjective ( )

pure virtual

Implemented in corbo::SimpleOptimizationProblemWithCallbacks, corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ computeValueObjective()

double corbo::OptimizationProblemInterface::computeValueObjective ( )

virtual

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 31 of file optimization_problem_interface.cpp.

◆ computeValues()

virtual void corbo::OptimizationProblemInterface::computeValues	(	double &	non_lsq_obj_value,
		Eigen::Ref< Eigen::VectorXd >	lsq_obj_values,
		Eigen::Ref< Eigen::VectorXd >	eq_values,
		Eigen::Ref< Eigen::VectorXd >	ineq_values
	)

inlinevirtual

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 252 of file optimization_problem_interface.h.

◆ computeValuesActiveInequality()

void corbo::OptimizationProblemInterface::computeValuesActiveInequality	(	Eigen::Ref< Eigen::VectorXd >	values,
		double	weight = `1.0`
	)

virtual

Compute the values of the active inequality constraints (elementwise max(0, c(x)))

Return a vector [inequalityDimension() x 1] in which elements are set to max(0, c(x))

Weight scales the values to "weight*max(0, c(x))".

Parameters

[out]	values	The resulting value vector [inequalityDimension() x 1]. Warning: the size must be pre-allocated!
[in]	weight	Optionally provide a weight factor

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 118 of file optimization_problem_interface.cpp.

◆ computeValuesEquality()

virtual void corbo::OptimizationProblemInterface::computeValuesEquality ( Eigen::Ref< Eigen::VectorXd > values )

pure virtual

Compute the equality constraint values ceq(x) for the current parameter set.

Parameters

[out] values The resulting value vector [equalityDimension() x 1]. Warning: the size must be pre-allocated!

Implemented in corbo::SimpleOptimizationProblemWithCallbacks, corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ computeValuesInequality()

virtual void corbo::OptimizationProblemInterface::computeValuesInequality ( Eigen::Ref< Eigen::VectorXd > values )

pure virtual

Compute the inequality constraint values c(x) for the current parameter set.

Parameters

[out] values The resulting value vector [inequalityDimension() x 1]. Warning: the size must be pre-allocated!

Implemented in corbo::SimpleOptimizationProblemWithCallbacks, corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ computeValuesLsqObjective()

virtual void corbo::OptimizationProblemInterface::computeValuesLsqObjective ( Eigen::Ref< Eigen::VectorXd > values )

pure virtual

Compute the objective function values f(x) for the current parameter set.

Parameters

[out] values The resulting value vector [objectiveDimension() x 1]. Warning: the size must be pre-allocated!

Implemented in corbo::SimpleOptimizationProblemWithCallbacks, corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ discardBackupParameters()

virtual void corbo::OptimizationProblemInterface::discardBackupParameters ( bool all = false )

pure virtual

Implemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ finiteBoundsDimension()

int corbo::OptimizationProblemInterface::finiteBoundsDimension ( )

virtual

Dimension of the set of finite bounds (individual bounds ub and lb)

This method retuns the total number of finite bounds, in particular: numFinite(lb) + numFinite(ub) with numFinite counting values within interval [-CORBO_INF_DBL, CORBO_INF_DBL]. If all bounds are finite, the (maximum) value is 2*parameterDimension().

Returns: number of finite lower bounds + number of finite upper bounds

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 106 of file optimization_problem_interface.cpp.

◆ finiteCombinedBoundsDimension()

int corbo::OptimizationProblemInterface::finiteCombinedBoundsDimension ( )

virtual

Dimension of the set of finite bounds (combined such that each ub and lb component define a single dimension)

This method returns the number of parameters that exhibit either finite lower or finite upper bounds. In particular, it counts how often (is_finite(lb[i]) || is_finite(ub[i])) evaluates to true. The maximum value is parameterDimension().

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 94 of file optimization_problem_interface.cpp.

◆ getBounds()

void corbo::OptimizationProblemInterface::getBounds	(	Eigen::Ref< Eigen::VectorXd >	lb,
		Eigen::Ref< Eigen::VectorXd >	ub
	)

virtual

Get lower and upper bound vector.

Parameters

[out]	lb	Lower bounds [parameterDimension() x 1] (must be pre-allocated!)
[out]	ub	Upper bounds [parameterDimension() x 1] (must be pre-allocated!)

Reimplemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

Definition at line 81 of file optimization_problem_interface.cpp.

◆ getEqualityDimension()

virtual int corbo::OptimizationProblemInterface::getEqualityDimension ( )

pure virtual

Total dimension of equality constraints.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks, corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ getInequalityDimension()

virtual int corbo::OptimizationProblemInterface::getInequalityDimension ( )

pure virtual

Total dimension of general inequality constraints.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks, corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ getLowerBound()

virtual double corbo::OptimizationProblemInterface::getLowerBound ( int idx )

pure virtual

Return specific lower bound value of a parameter.

Parameters

[in] idx Value index according vector size [parameterDimension() x 1]

Returns: lower bound value

Implemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ getLsqObjectiveDimension()

virtual int corbo::OptimizationProblemInterface::getLsqObjectiveDimension ( )

pure virtual

Total dimension of least-squares objective function terms.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks, corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ getNonLsqObjectiveDimension()

virtual int corbo::OptimizationProblemInterface::getNonLsqObjectiveDimension ( )

pure virtual

Get dimension of the objective (should be zero or one)

Implemented in corbo::SimpleOptimizationProblemWithCallbacks, corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ getObjectiveDimension()

virtual int corbo::OptimizationProblemInterface::getObjectiveDimension ( )

pure virtual

Get dimension of the objective (should be zero or one, includes Lsq objectives if present)

Implemented in corbo::SimpleOptimizationProblemWithCallbacks, corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ getParameterDimension()

virtual int corbo::OptimizationProblemInterface::getParameterDimension ( )

pure virtual

Effictive dimension of the optimization parameter set (changeable, non-fixed part)

Implemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ getParametersAndBoundsFinite()

void corbo::OptimizationProblemInterface::getParametersAndBoundsFinite	(	Eigen::Ref< Eigen::VectorXd >	lb_finite_bounds,
		Eigen::Ref< Eigen::VectorXd >	ub_finite_bounds,
		Eigen::Ref< Eigen::VectorXd >	x_finite_bounds
	)

virtual

Return bound and parameter vectors only for finite boudns.

The values are returned if lb < inf or ub < inf. The Dimension of each vector is finiteCombinedBoundsDimension().

Warning: This dimension of the resulting vector corresponds to finite bounds only, this method should be used according with computeFiniteCombinedBoundsJacobian().

Parameters

[out]	lb_finite_bounds	Lower bounds [finiteCombinedBoundsDimension() x 1], Warning: the size must be pre-allocated!
[out]	ub_finite_bounds	Upper bounds [finiteCombinedBoundsDimension() x 1], Warning: the size must be pre-allocated!
[out]	x_finite_bounds	related parameters [finiteCombinedBoundsDimension() x 1], Warning: the size must be pre-allocated!

Reimplemented in corbo::BaseHyperGraphOptimizationProblem.

Definition at line 166 of file optimization_problem_interface.cpp.

◆ getParameterValue()

virtual double corbo::OptimizationProblemInterface::getParameterValue ( int idx )

pure virtual

Return specific value of the parameter vector.

Parameters

[in] idx Value index according vector size [parameterDimension() x 1]

Returns: value

Implemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ getParameterVector()

void corbo::OptimizationProblemInterface::getParameterVector ( Eigen::Ref< Eigen::VectorXd > x )

virtual

Return deep copy of the complete parameter vector.

Parameters

[out] x Current parameter vector of size [parameterDimension() x 1] (must be pre-allocated!)

Reimplemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

Definition at line 43 of file optimization_problem_interface.cpp.

◆ getUpperBound()

virtual double corbo::OptimizationProblemInterface::getUpperBound ( int idx )

pure virtual

Return specific upper bound of a parameter.

Parameters

[in] idx Value index according vector size [parameterDimension() x 1]

Returns: upper bound value

Implemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ isLeastSquaresProblem()

virtual bool corbo::OptimizationProblemInterface::isLeastSquaresProblem ( ) const

pure virtual

Check if the underlying problem is defined in the least squares form.

Least-squares problems are defined as $\min f(x)^T f(x)$ and the function values and Jacobian are computed for $ f(x) $ rather than for $ f(x)^T f(x) $ . Specialiezed least-squares solvers require the optimization problem to be defined in this particular form.

In summary, the solver computes the squared l2-norm of the objective function value (scalar) if set to true.

Returns: true if all objectives are in least-squares form, false otherwise.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks, corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ restoreBackupParameters()

virtual void corbo::OptimizationProblemInterface::restoreBackupParameters ( bool keep_backup )

pure virtual

Discard last backup (or all)

Implemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ setBounds()

void corbo::OptimizationProblemInterface::setBounds	(	const Eigen::Ref< const Eigen::VectorXd > &	lb,
		const Eigen::Ref< const Eigen::VectorXd > &	ub
	)

virtual

Set lower and upper bound vector.

Parameters

[in]	lb	Lower bounds [parameterDimension() x 1]
[in]	ub	Upper bounds [parameterDimension() x 1]

Reimplemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

Definition at line 69 of file optimization_problem_interface.cpp.

◆ setLowerBound()

virtual void corbo::OptimizationProblemInterface::setLowerBound	(	int	idx,
		double	lb
	)

pure virtual

Set specific lower bound of a parameter.

Parameters

[in]	idx	Value index according vector size [parameterDimension() x 1]
[in]	lb	New lower bound to be set

Implemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ setParameterValue()

virtual void corbo::OptimizationProblemInterface::setParameterValue	(	int	idx,
		double	x
	)

pure virtual

Set specific value of the parameter vector.

Parameters

[in]	idx	Value index according vector size [parameterDimension() x 1]
[in]	x	New value to be set

Implemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

◆ setParameterVector()

void corbo::OptimizationProblemInterface::setParameterVector ( const Eigen::Ref< const Eigen::VectorXd > & x )

virtual

Set complete parameter vector.

Remarks: The default implementation requires parameterDimension() to be valid, hence no automatic resizing

Parameters

[in] x New parameter vector of size [parameterDimension() x 1]Push the current parameter set to some backup stack

Reimplemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

Definition at line 50 of file optimization_problem_interface.cpp.

◆ setUpperBound()

virtual void corbo::OptimizationProblemInterface::setUpperBound	(	int	idx,
		double	ub
	)

pure virtual

Set specific upper bound of a parameter.

Parameters

[in]	idx	Value index according vector size [parameterDimension() x 1]
[in]	ub	New upper bound to be set

Implemented in corbo::BaseHyperGraphOptimizationProblem, and corbo::SimpleOptimizationProblem.

Member Data Documentation

◆ _warn_if_not_specialized

bool corbo::OptimizationProblemInterface::_warn_if_not_specialized = true

protected

Definition at line 628 of file optimization_problem_interface.h.

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

Public Types

Public Member Functions

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ Ptr

◆ UPtr

Constructor & Destructor Documentation

◆ ~OptimizationProblemInterface()

Member Function Documentation

◆ applyIncrement() [1/2]

◆ applyIncrement() [2/2]

◆ backupParameters()

◆ checkIfAllUnfixedParam()

◆ clear()

◆ computeBoundsForTwoSideBoundedLinearForm()

◆ computeCombinedSparseJacobian()

◆ computeCombinedSparseJacobiansNNZ()

◆ computeCombinedSparseJacobiansStructure()

◆ computeCombinedSparseJacobiansValues()

◆ computeDenseHessianEqualities()

◆ computeDenseHessianInequalities()

◆ computeDenseHessianObjective() [1/2]

◆ computeDenseHessianObjective() [2/2]

◆ computeDenseHessians()

◆ computeDenseJacobianActiveInequalities()

◆ computeDenseJacobianEqualities()

◆ computeDenseJacobianFiniteCombinedBounds()

◆ computeDenseJacobianFiniteCombinedBoundsIdentity()

◆ computeDenseJacobianInequalities()

◆ computeDenseJacobianLsqObjective()

◆ computeDenseJacobians()

◆ computeDistanceFiniteCombinedBounds()

◆ computeGradientNonLsqObjective()

◆ computeGradientObjective()

◆ computeGradientObjectiveAndCombinedSparseJacobiansValues()

◆ computeLowerAndUpperBoundDiff()

◆ computeSparseHessianEqualities()

◆ computeSparseHessianEqualitiesNNZ()

◆ computeSparseHessianEqualitiesStructure()

◆ computeSparseHessianEqualitiesValues()

◆ computeSparseHessianInequalities()

◆ computeSparseHessianInequalitiesNNZ()

◆ computeSparseHessianInequalitiesStructure()

◆ computeSparseHessianInequalitiesValues()

◆ computeSparseHessianLagrangian()

◆ computeSparseHessianLagrangianNNZperCol()

◆ computeSparseHessianObjective()

◆ computeSparseHessianObjectiveLL()

◆ computeSparseHessianObjectiveNNZ()

◆ computeSparseHessianObjectiveNNZperCol()

◆ computeSparseHessianObjectiveStructure()

◆ computeSparseHessianObjectiveValues()

◆ computeSparseHessians()

◆ computeSparseHessiansNNZ()

◆ computeSparseHessiansStructure()

◆ computeSparseHessiansValues()

◆ computeSparseJacobianActiveInequalities()

◆ computeSparseJacobianActiveInequalitiesValues()

◆ computeSparseJacobianEqualities()

◆ computeSparseJacobianEqualitiesNNZ()

◆ computeSparseJacobianEqualitiesStructure()

◆ computeSparseJacobianEqualitiesValues()

◆ computeSparseJacobianFiniteCombinedBounds()

◆ computeSparseJacobianFiniteCombinedBoundsNNZ()

◆ computeSparseJacobianFiniteCombinedBoundsStructure()

◆ computeSparseJacobianFiniteCombinedBoundsValues()

◆ computeSparseJacobianInequalities()

◆ computeSparseJacobianInequalitiesNNZ()

◆ computeSparseJacobianInequalitiesStructure()

◆ computeSparseJacobianInequalitiesValues()

◆ computeSparseJacobianLsqObjective()

◆ computeSparseJacobianLsqObjectiveNNZ()

◆ computeSparseJacobianLsqObjectiveStructure()

◆ computeSparseJacobianLsqObjectiveValues()

◆ computeSparseJacobians()

◆ computeSparseJacobiansNNZ()

◆ computeSparseJacobiansStructure()

◆ computeSparseJacobiansValues()

◆ computeSparseJacobianTwoSideBoundedLinearForm()