Simple optimization problem formulation. More...

#include <simple_optimization_problem.h>

Inheritance diagram for corbo::SimpleOptimizationProblem:

Public Member Functions
	SimpleOptimizationProblem ()

	SimpleOptimizationProblem (int parameter_dim)

Specify the dimension of the optimization problem
int	getNonLsqObjectiveDimension () override=0
	Total dimension of objective function terms. More...

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

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

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

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

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

double	computeValueNonLsqObjective () override=0

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

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

Configure parameter vector
void	resizeParameterVector (int parameter_dim)
	Resize the dimension of the parameter vector. More...

Access parameter vector and bounds
void	setX (const Eigen::Ref< const Eigen::VectorXd > &x)

Eigen::VectorXd &	getXRef ()

const Eigen::VectorXd &	getX () const

void	setLowerBounds (const Eigen::Ref< const Eigen::VectorXd > &lb)

Eigen::VectorXd &	getLowerBoundsRef ()

const Eigen::VectorXd &	getLowerBounds () const

void	setUpperBounds (const Eigen::Ref< const Eigen::VectorXd > &ub)

Eigen::VectorXd &	getUpperBoundsRef ()

const Eigen::VectorXd &	getUpperBounds () const

double	getParameterValue (int idx) override
	Return specific value of the parameter vector. More...

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

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

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

double	getLowerBound (int idx) override
	Return specific lower bound value of a parameter. More...

double	getUpperBound (int idx) override
	Return specific upper bound of a parameter. More...

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

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

void	getParameterVector (Eigen::Ref< Eigen::VectorXd > x) override
	Same as getX() but less efficient (overrides interface method, but here x must not be pre-allocated) More...

void	setParameterVector (const Eigen::Ref< const Eigen::VectorXd > &x) override
	Same as setX() (overrides interface method) More...

Interface implementations
int	getParameterDimension () override
	Effictive dimension of the optimization parameter set (changeable, non-fixed part) More...

void	applyIncrement (const Eigen::Ref< const Eigen::VectorXd > &increment) override
	Apply increment to the current parameter set. More...

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

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

void	restoreBackupParameters (bool keep_backup) override
	Discard last backup (or all) More...

void	discardBackupParameters (bool all=false) override

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

Public Member Functions inherited from corbo::OptimizationProblemInterface
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 ()

virtual double	computeValueObjective ()

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)

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...

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...

Private Attributes
Eigen::VectorXd	_lb

Eigen::VectorXd	_ub

Eigen::VectorXd	_x

std::vector< Eigen::VectorXd >	_x_backup

Additional Inherited Members
Public Types inherited from corbo::OptimizationProblemInterface
using	Ptr = std::shared_ptr< OptimizationProblemInterface >

using	UPtr = std::unique_ptr< OptimizationProblemInterface >

Protected Attributes inherited from corbo::OptimizationProblemInterface
bool	_warn_if_not_specialized = true

Detailed Description

Simple optimization problem formulation.

This class defines a standard optimization problem in which the optimization vector x is represented as a simple vector.

For the mathematical description refer to the OptimizationProblemInterface.

Remarks: This class is abstract and needs to be implemented in an appropriate subclass; alternatively, refer to SimpleOptimizationProblemWithCallbacks for direct usage.

See also: OptimizationProblemInterface SimpleOptimizationProblemWithCallbacks 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 51 of file simple_optimization_problem.h.

Constructor & Destructor Documentation

◆ SimpleOptimizationProblem() [1/2]

corbo::SimpleOptimizationProblem::SimpleOptimizationProblem ( )

inline

Definition at line 54 of file simple_optimization_problem.h.

◆ SimpleOptimizationProblem() [2/2]

corbo::SimpleOptimizationProblem::SimpleOptimizationProblem ( int parameter_dim )

inlineexplicit

Definition at line 55 of file simple_optimization_problem.h.

Member Function Documentation

◆ applyIncrement() [1/2]

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

inlineoverridevirtual

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 from corbo::OptimizationProblemInterface.

Definition at line 151 of file simple_optimization_problem.h.

◆ applyIncrement() [2/2]

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

inlineoverridevirtual

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 from corbo::OptimizationProblemInterface.

Definition at line 153 of file simple_optimization_problem.h.

◆ backupParameters()

void corbo::SimpleOptimizationProblem::backupParameters ( )

inlineoverridevirtual

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

Implements corbo::OptimizationProblemInterface.

Definition at line 156 of file simple_optimization_problem.h.

◆ computeValueNonLsqObjective()

double corbo::SimpleOptimizationProblem::computeValueNonLsqObjective ( )

overridepure virtual

Implements corbo::OptimizationProblemInterface.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks.

◆ computeValuesEquality()

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

overridepure 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!

Implements corbo::OptimizationProblemInterface.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks.

◆ computeValuesInequality()

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

overridepure 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!

Implements corbo::OptimizationProblemInterface.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks.

◆ computeValuesLsqObjective()

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

overridepure 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!

Implements corbo::OptimizationProblemInterface.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks.

◆ discardBackupParameters()

void corbo::SimpleOptimizationProblem::discardBackupParameters ( bool all = false )

inlineoverridevirtual

Implements corbo::OptimizationProblemInterface.

Definition at line 160 of file simple_optimization_problem.h.

◆ getBounds()

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

overridevirtual

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 from corbo::OptimizationProblemInterface.

Definition at line 44 of file simple_optimization_problem.cpp.

◆ getEqualityDimension()

int corbo::SimpleOptimizationProblem::getEqualityDimension ( )

overridepure virtual

Total dimension of equality constraints.

Implements corbo::OptimizationProblemInterface.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks.

◆ getInequalityDimension()

int corbo::SimpleOptimizationProblem::getInequalityDimension ( )

overridepure virtual

Total dimension of general inequality constraints.

Implements corbo::OptimizationProblemInterface.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks.

◆ getLowerBound()

double corbo::SimpleOptimizationProblem::getLowerBound ( int idx )

inlineoverridevirtual

Return specific lower bound value of a parameter.

Parameters

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

Returns: lower bound value

Implements corbo::OptimizationProblemInterface.

Definition at line 129 of file simple_optimization_problem.h.

◆ getLowerBounds()

const Eigen::VectorXd& corbo::SimpleOptimizationProblem::getLowerBounds ( ) const

inline

Definition at line 113 of file simple_optimization_problem.h.

◆ getLowerBoundsRef()

Eigen::VectorXd& corbo::SimpleOptimizationProblem::getLowerBoundsRef ( )

inline

Definition at line 112 of file simple_optimization_problem.h.

◆ getLsqObjectiveDimension()

int corbo::SimpleOptimizationProblem::getLsqObjectiveDimension ( )

overridepure virtual

Total dimension of least-squares objective function terms.

Implements corbo::OptimizationProblemInterface.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks.

◆ getNonLsqObjectiveDimension()

int corbo::SimpleOptimizationProblem::getNonLsqObjectiveDimension ( )

overridepure virtual

Total dimension of objective function terms.

Implements corbo::OptimizationProblemInterface.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks.

◆ getObjectiveDimension()

int corbo::SimpleOptimizationProblem::getObjectiveDimension ( )

overridepure virtual

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

Implements corbo::OptimizationProblemInterface.

Implemented in corbo::SimpleOptimizationProblemWithCallbacks.

◆ getParameterDimension()

int corbo::SimpleOptimizationProblem::getParameterDimension ( )

inlineoverridevirtual

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

Implements corbo::OptimizationProblemInterface.

Definition at line 148 of file simple_optimization_problem.h.

◆ getParameterValue()

double corbo::SimpleOptimizationProblem::getParameterValue ( int idx )

inlineoverridevirtual

Return specific value of the parameter vector.

Parameters

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

Returns: value

Implements corbo::OptimizationProblemInterface.

Definition at line 120 of file simple_optimization_problem.h.

◆ getParameterVector()

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

inlineoverridevirtual

Same as getX() but less efficient (overrides interface method, but here x must not be pre-allocated)

Reimplemented from corbo::OptimizationProblemInterface.

Definition at line 138 of file simple_optimization_problem.h.

◆ getUpperBound()

double corbo::SimpleOptimizationProblem::getUpperBound ( int idx )

inlineoverridevirtual

Return specific upper bound of a parameter.

Parameters

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

Returns: upper bound value

Implements corbo::OptimizationProblemInterface.

Definition at line 131 of file simple_optimization_problem.h.

◆ getUpperBounds()

const Eigen::VectorXd& corbo::SimpleOptimizationProblem::getUpperBounds ( ) const

inline

Definition at line 117 of file simple_optimization_problem.h.

◆ getUpperBoundsRef()

Eigen::VectorXd& corbo::SimpleOptimizationProblem::getUpperBoundsRef ( )

inline

Definition at line 116 of file simple_optimization_problem.h.

◆ getX()

const Eigen::VectorXd& corbo::SimpleOptimizationProblem::getX ( ) const

inline

Definition at line 109 of file simple_optimization_problem.h.

◆ getXRef()

Eigen::VectorXd& corbo::SimpleOptimizationProblem::getXRef ( )

inline

Definition at line 108 of file simple_optimization_problem.h.

◆ isLeastSquaresProblem()

bool corbo::SimpleOptimizationProblem::isLeastSquaresProblem ( ) const

overridepure 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.