Generic interface for QP solver implementations. More...
#include <qp_solver_interface.h>
Public Types | |
| using | Ptr = std::shared_ptr< QpSolverInterface > |
| using | SparseMatrix = Eigen::SparseMatrix< double, Eigen::ColMajor, long long > |
| using | UPtr = std::unique_ptr< QpSolverInterface > |
Public Member Functions | |
| virtual void | clear ()=0 |
| clear internal caches More... | |
| virtual void | enforceNewStructure (bool new_structure=true)=0 |
| virtual Eigen::Ref< Eigen::VectorXd > | getDualSolution ()=0 |
| virtual Ptr | getInstance () const =0 |
| Return a newly created instance of the current solver. More... | |
| virtual Eigen::Ref< Eigen::VectorXd > | getPrimalSolution ()=0 |
| virtual bool | initialize () |
| Initialize the qp solver. More... | |
| virtual bool | isSupportingSimpleBounds ()=0 |
| virtual SolverStatus | solve (SparseMatrix &P, Eigen::Ref< Eigen::VectorXd > q, SparseMatrix &A, Eigen::Ref< Eigen::VectorXd > lbA, Eigen::Ref< Eigen::VectorXd > ubA, Eigen::Ref< Eigen::VectorXd > lb, Eigen::Ref< Eigen::VectorXd > ub, bool new_structure=true, bool zero_x_warmstart=false)=0 |
| Solve full QP. More... | |
| virtual SolverStatus | solve (SparseMatrix &P, Eigen::Ref< Eigen::VectorXd > q, SparseMatrix &A, Eigen::Ref< Eigen::VectorXd > lbA, Eigen::Ref< Eigen::VectorXd > ubA, bool new_structure=true, bool zero_x_warmstart=false, bool update_P=true, bool update_q=true, bool update_A=true, bool update_bounds=true)=0 |
| Solve QP without simple bounds. More... | |
| virtual void | updateDualSolutionWarmStart (const Eigen::Ref< const Eigen::VectorXd > &y)=0 |
| virtual void | updatePrimalSolutionWarmStart (const Eigen::Ref< const Eigen::VectorXd > &x)=0 |
| virtual | ~QpSolverInterface ()=default |
| Virtual destructor. More... | |
Detailed Description
Generic interface for QP solver implementations.
This class can be used to generically define solver back-ends for optimization problems with quadratic objectives and linear constraints.
Since we are currently working with OSQP, the interface is primarly defined to perfectly match the OSQP interface. This means we require SparseMatrix indices vectors to be defined in long long format. Furthermore, the problem definition is as follows
![\[ \min 0.5 x^T P x + q^T x \\ \text{subject to:} \\ lbA <= A x <= ubB \\ lb <= x <= ub \]](form_287.png)
The gradient of the Lagrangian is defined as follows: grad L(x, lambda, mu) = grad f(x) + A^T lambda + mu
Some QP solvers do not allow the special treatment of bounds. The particular solver implementation creates a new matrix Atile = [A; I] for that purpose. However, in order to avoid this step, isSupportingSimpleBounds() can be checked a-priori.
Note, bounds can be set to corbo_DBL_INF and -corbo_DBL_INF respectively.
- See also
- OptimizationProblemInterface
Definition at line 73 of file qp_solver_interface.h.
Member Typedef Documentation
◆ Ptr
| using corbo::QpSolverInterface::Ptr = std::shared_ptr<QpSolverInterface> |
Definition at line 76 of file qp_solver_interface.h.
◆ SparseMatrix
| using corbo::QpSolverInterface::SparseMatrix = Eigen::SparseMatrix<double, Eigen::ColMajor, long long> |
Definition at line 79 of file qp_solver_interface.h.
◆ UPtr
| using corbo::QpSolverInterface::UPtr = std::unique_ptr<QpSolverInterface> |
Definition at line 77 of file qp_solver_interface.h.
Constructor & Destructor Documentation
◆ ~QpSolverInterface()
|
virtualdefault |
Virtual destructor.
Member Function Documentation
◆ clear()
|
pure virtual |
clear internal caches
Implemented in corbo::SolverOsqp.
◆ enforceNewStructure()
|
pure virtual |
Implemented in corbo::SolverOsqp.
◆ getDualSolution()
|
pure virtual |
Implemented in corbo::SolverOsqp.
◆ getInstance()
|
pure virtual |
Return a newly created instance of the current solver.
Implemented in corbo::SolverOsqp.
◆ getPrimalSolution()
|
pure virtual |
Implemented in corbo::SolverOsqp.
◆ initialize()
|
inlinevirtual |
Initialize the qp solver.
Definition at line 93 of file qp_solver_interface.h.
◆ isSupportingSimpleBounds()
|
pure virtual |
Implemented in corbo::SolverOsqp.
◆ solve() [1/2]
|
pure virtual |
Solve full QP.
- Remarks
- We require that all arguments are non-const in order to facilitate the usage of some lowlevel c-APIs (e.g. OSQP).
- Parameters
-
[in] P Quadratic form matrix, [in] q Linear part [in] A Linear constraint matrix [in] lbA Lower bounds of linear constraints [in] ubA Upper bounds of linear constraints [in] lb Lower bounds of parameters [in] ub Upper bounds of parameters [in] new_structure If true, the solver must reallocte the internal memory
- Returns
- Solver status
Implemented in corbo::SolverOsqp.
◆ solve() [2/2]
|
pure virtual |
Solve QP without simple bounds.
- Remarks
- We require that all arguments are non-const in order to facilitate the usage of some lowlevel c-APIs (e.g. OSQP).
- Parameters
-
[in] P Quadratic form matrix, [in] q Linear part [in] A Linear constraint matrix [in] lbA Lower bounds of linear constraints [in] ubA Upper bounds of linear constraints [in] new_structure If true, the solver must reallocte the internal memory
- Returns
- Solver status
Implemented in corbo::SolverOsqp.
◆ updateDualSolutionWarmStart()
|
pure virtual |
Implemented in corbo::SolverOsqp.
◆ updatePrimalSolutionWarmStart()
|
pure virtual |
Implemented in corbo::SolverOsqp.
The documentation for this class was generated from the following file: