Simple optimization problem formulation (callback based configuration) More...

#include <simple_optimization_problem.h>

Inheritance diagram for corbo::SimpleOptimizationProblemWithCallbacks:

Public Member Functions
double	computeValueNonLsqObjective () override

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

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

void	computeValuesLsqObjective (Eigen::Ref< Eigen::VectorXd > values) override
	Compute the objective function values f(x) for the current parameter set. More...

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

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

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

int	getNonLsqObjectiveDimension () override
	Total dimension of objective function terms. More...

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

bool	isLeastSquaresProblem () const override
	Check if the underlying problem is defined in the least squares form. More...

	SimpleOptimizationProblemWithCallbacks ()
	Default constructor (do not forget to initialize the parameter vector dimension manually) More...

	SimpleOptimizationProblemWithCallbacks (int param_dim)
	Construct Optimization Problem with a given parameter vector dimension. More...

Set callbacks for the objective function and constraints
void	setObjectiveFunction (std::function< void(const Eigen::VectorXd &, Eigen::Ref< Eigen::VectorXd >)> obj_fun, int obj_dim, bool lsq_form=false)
	Set objective function callback. More...

void	setEqualityConstraint (std::function< void(const Eigen::VectorXd &, Eigen::Ref< Eigen::VectorXd >)> eq_fun, int eq_dim)
	Set equality constraint callback. More...

void	setInequalityConstraint (std::function< void(const Eigen::VectorXd &, Eigen::Ref< Eigen::VectorXd >)> ineq_fun, int ineq_dim)
	Set inequality constraint callback. More...

Public Member Functions inherited from corbo::SimpleOptimizationProblem
	SimpleOptimizationProblem ()

	SimpleOptimizationProblem (int parameter_dim)

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

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...

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

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
int	_eq_dim = 0

std::function< void(const Eigen::VectorXd &, Eigen::Ref< Eigen::VectorXd >)>	_eq_fun

int	_ineq_dim = 0

std::function< void(const Eigen::VectorXd &, Eigen::Ref< Eigen::VectorXd >)>	_ineq_fun

bool	_lsq_form = false

int	_obj_dim = 0

std::function< void(const Eigen::VectorXd &, Eigen::Ref< Eigen::VectorXd >)>	_obj_fun

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 (callback based configuration)

This class defines a standard optimization problem in which the optimization vector x is represented as a simple vector. In comparison to SimpleOptimizationProblem, the objective function and constraints are integrated via callbacks rather then implementing interface methods.

For the mathematical description refer to the OptimizationProblemInterface.

See also: SimpleOptimizationProblem OptimizationProblemInterface 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 203 of file simple_optimization_problem.h.

Constructor & Destructor Documentation

◆ SimpleOptimizationProblemWithCallbacks() [1/2]

corbo::SimpleOptimizationProblemWithCallbacks::SimpleOptimizationProblemWithCallbacks ( )

inline

Default constructor (do not forget to initialize the parameter vector dimension manually)

Definition at line 207 of file simple_optimization_problem.h.

◆ SimpleOptimizationProblemWithCallbacks() [2/2]

corbo::SimpleOptimizationProblemWithCallbacks::SimpleOptimizationProblemWithCallbacks ( int param_dim )

inlineexplicit

Construct Optimization Problem with a given parameter vector dimension.

Definition at line 209 of file simple_optimization_problem.h.

Member Function Documentation

◆ computeValueNonLsqObjective()

double corbo::SimpleOptimizationProblemWithCallbacks::computeValueNonLsqObjective ( )

inlineoverridevirtual

Implements corbo::SimpleOptimizationProblem.

Definition at line 283 of file simple_optimization_problem.h.

◆ computeValuesEquality()

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

inlineoverridevirtual

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::SimpleOptimizationProblem.

Definition at line 298 of file simple_optimization_problem.h.

◆ computeValuesInequality()

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

inlineoverridevirtual

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::SimpleOptimizationProblem.

Definition at line 304 of file simple_optimization_problem.h.

◆ computeValuesLsqObjective()

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

inlineoverridevirtual

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::SimpleOptimizationProblem.

Definition at line 292 of file simple_optimization_problem.h.

◆ getEqualityDimension()

int corbo::SimpleOptimizationProblemWithCallbacks::getEqualityDimension ( )

inlineoverridevirtual

Total dimension of equality constraints.

Implements corbo::SimpleOptimizationProblem.

Definition at line 275 of file simple_optimization_problem.h.

◆ getInequalityDimension()

int corbo::SimpleOptimizationProblemWithCallbacks::getInequalityDimension ( )

inlineoverridevirtual

Total dimension of general inequality constraints.

Implements corbo::SimpleOptimizationProblem.

Definition at line 277 of file simple_optimization_problem.h.

◆ getLsqObjectiveDimension()

int corbo::SimpleOptimizationProblemWithCallbacks::getLsqObjectiveDimension ( )

inlineoverridevirtual

Total dimension of least-squares objective function terms.

Implements corbo::SimpleOptimizationProblem.

Definition at line 271 of file simple_optimization_problem.h.

◆ getNonLsqObjectiveDimension()

int corbo::SimpleOptimizationProblemWithCallbacks::getNonLsqObjectiveDimension ( )

inlineoverridevirtual

Total dimension of objective function terms.

Implements corbo::SimpleOptimizationProblem.

Definition at line 269 of file simple_optimization_problem.h.

◆ getObjectiveDimension()

int corbo::SimpleOptimizationProblemWithCallbacks::getObjectiveDimension ( )

inlineoverridevirtual

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

Implements corbo::SimpleOptimizationProblem.

Definition at line 273 of file simple_optimization_problem.h.

◆ isLeastSquaresProblem()

bool corbo::SimpleOptimizationProblemWithCallbacks::isLeastSquaresProblem ( ) const

inlineoverridevirtual

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.

Implements corbo::SimpleOptimizationProblem.

Definition at line 280 of file simple_optimization_problem.h.

◆ setEqualityConstraint()

void corbo::SimpleOptimizationProblemWithCallbacks::setEqualityConstraint	(	std::function< void(const Eigen::VectorXd &, Eigen::Ref< Eigen::VectorXd >)>	eq_fun,
		int	eq_dim
	)

Set equality constraint callback.

The prototype is as follows:

void equality(const Eigen::VectorXd& x, Eigen::Ref<Eigen::VectorXd> values);

in which x contains the current parameter values [parameterDimension() x 1] and values should be filled with the corresponding equality constraint values (output argument). Please note, values is assumed to be pre-allocated with size [eq_dim x 1].

Parameters

[in]	eq_fun	Set callback for the equality constraint computation
[in]	eq_dim	Dimension of the equality constraint vector

Definition at line 64 of file simple_optimization_problem.cpp.

◆ setInequalityConstraint()

void corbo::SimpleOptimizationProblemWithCallbacks::setInequalityConstraint	(	std::function< void(const Eigen::VectorXd &, Eigen::Ref< Eigen::VectorXd >)>	ineq_fun,
		int	ineq_dim
	)

Set inequality constraint callback.

The prototype is as follows:

void inequality(const Eigen::VectorXd& x, Eigen::Ref<Eigen::VectorXd> values);

in which x contains the current parameter values [parameterDimension() x 1] and values should be filled with the corresponding inequality constraint values (output argument). Please note, values is assumed to be pre-allocated with size [ineq_dim x 1].

Parameters

[in]	ineq_fun	Set callback for the inequality constraint computation
[in]	ineq_dim	Dimension of the inequality constraint vector

Definition at line 71 of file simple_optimization_problem.cpp.

◆ setObjectiveFunction()

void corbo::SimpleOptimizationProblemWithCallbacks::setObjectiveFunction	(	std::function< void(const Eigen::VectorXd &, Eigen::Ref< Eigen::VectorXd >)>	obj_fun,
		int	obj_dim,
		bool	lsq_form = `false`
	)

Set objective function callback.

The prototype is as follows:

void objective(const Eigen::VectorXd& x, Eigen::Ref<Eigen::VectorXd> values);

in which x contains the current parameter values [parameterDimension() x 1] and values should be filled with the corresponding objective functin values (output argument). Please note, values is assumed to be pre-allocated with size [obj_dim x 1].

Argument lsq_form indicates that the solver should take the squared l2-norm of the objective function vector: e.g., $\mathbf{f}^T \mathbf{f}$ . Hereby, $\mathbf{f}$ denotes the objective function value vector with size [obj_dim x 1].

Parameters

[in]	obj_fun	Set callback for the objective function computation
[in]	obj_dim	Dimension of the objective function vector
[in]	lsq_form	If true, the solver takes the squared l2-norm of the obejctive function value.

Definition at line 56 of file simple_optimization_problem.cpp.

Member Data Documentation

◆ _eq_dim

int corbo::SimpleOptimizationProblemWithCallbacks::_eq_dim = 0

private

Definition at line 311 of file simple_optimization_problem.h.

◆ _eq_fun

std::function<void(const Eigen::VectorXd&, Eigen::Ref<Eigen::VectorXd>)> corbo::SimpleOptimizationProblemWithCallbacks::_eq_fun

private

Definition at line 316 of file simple_optimization_problem.h.

◆ _ineq_dim

int corbo::SimpleOptimizationProblemWithCallbacks::_ineq_dim = 0

private

Definition at line 312 of file simple_optimization_problem.h.

◆ _ineq_fun

std::function<void(const Eigen::VectorXd&, Eigen::Ref<Eigen::VectorXd>)> corbo::SimpleOptimizationProblemWithCallbacks::_ineq_fun

private

Definition at line 317 of file simple_optimization_problem.h.

◆ _lsq_form

bool corbo::SimpleOptimizationProblemWithCallbacks::_lsq_form = false

private

Definition at line 313 of file simple_optimization_problem.h.

◆ _obj_dim

int corbo::SimpleOptimizationProblemWithCallbacks::_obj_dim = 0

private

Definition at line 310 of file simple_optimization_problem.h.

◆ _obj_fun

std::function<void(const Eigen::VectorXd&, Eigen::Ref<Eigen::VectorXd>)> corbo::SimpleOptimizationProblemWithCallbacks::_obj_fun

private

Definition at line 315 of file simple_optimization_problem.h.

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

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ SimpleOptimizationProblemWithCallbacks() [1/2]

◆ SimpleOptimizationProblemWithCallbacks() [2/2]

Member Function Documentation

◆ computeValueNonLsqObjective()

◆ computeValuesEquality()

◆ computeValuesInequality()

◆ computeValuesLsqObjective()

◆ getEqualityDimension()

◆ getInequalityDimension()

◆ getLsqObjectiveDimension()

◆ getNonLsqObjectiveDimension()

◆ getObjectiveDimension()

◆ isLeastSquaresProblem()

◆ setEqualityConstraint()

◆ setInequalityConstraint()

◆ setObjectiveFunction()

Member Data Documentation

◆ _eq_dim

◆ _eq_fun

◆ _ineq_dim

◆ _ineq_fun

◆ _lsq_form

◆ _obj_dim

◆ _obj_fun