Hyper-graph optimization problem formulation. More...

#include <hyper_graph_optimization_problem_base.h>

Inheritance diagram for corbo::BaseHyperGraphOptimizationProblem:

[legend]

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

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

using	UPtr = std::unique_ptr< OptimizationProblemInterface >

Public Member Functions
	BaseHyperGraphOptimizationProblem ()=default

	BaseHyperGraphOptimizationProblem (OptimizationEdgeSet::Ptr edges, VertexSetInterface::Ptr vertices)

HyperGraph &	getGraph ()

const HyperGraph &	getGraph () const

virtual Ptr	getInstance () const

virtual void	precomputeEdgeQuantities ()

virtual void	precomputeGraphQuantities ()

virtual void	precomputeVertexQuantities ()

void	setGraph (OptimizationEdgeSet::Ptr edges, VertexSetInterface::Ptr vertices)

Specify the dimension of the optimization problem

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

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

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

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

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

main equations of the optimization problem

double	computeValueNonLsqObjective () override

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

double	computeValueObjective () 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	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) override

Access parameter vector and bounds

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

void	setParameterVector (const Eigen::Ref< const Eigen::VectorXd > &x) override
	Set complete 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...

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

Public Member Functions inherited from corbo::OptimizationProblemInterface
virtual	~OptimizationProblemInterface ()

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

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

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

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

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 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	computeSparseJacobianInequalities (Eigen::SparseMatrix< double > &jacobian, const double *multipliers=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	computeSparseJacobianActiveInequalitiesValues (Eigen::Ref< Eigen::VectorXd > values, double weight=1.0)

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

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

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

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

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

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	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	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	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...

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)

Static Public Member Functions
static Factory< BaseHyperGraphOptimizationProblem > &	getFactory ()
	Get access to the accociated factory. More...

Methods for dealing with bounds

HyperGraph	_graph

bool	_graph_precomputed = false

int	_dim_param = 0

int	_dim_non_lsq_obj = 0

int	_dim_lsq_obj = 0

int	_dim_eq = 0

int	_dim_ineq = 0

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

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

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

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

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

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

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

int	computeSparseJacobianFiniteCombinedBoundsNNZ () override

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

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

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

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...

void	clear () override

Additional Inherited Members
Protected Attributes inherited from corbo::OptimizationProblemInterface
bool	_warn_if_not_specialized = true

Detailed Description

Hyper-graph optimization problem formulation.

For the mathematical description refer to the OptimizationProblemInterface.

Edges in a hyper-graph are cost terms. Vertices optimization parameters (e.g. states or control inputs). The complete cost-function is defined in terms of the sum of all edge cost-terms. The major advantage of a hyper-graph formulation is that the graph is modular and directly mimics the sparsity structure of the optimization problem. Hence, by iterating vertices and edges only the non-zero portions of the values/Jacobian/Hessian are computed.

Note, the graph can be operated in Least-Squares mode (all least-squares edges are retained as cost subvectors: f = e) or standard mode (Least-squares edges are multiplied with its transpose(): f = e^t * e, hereby f is scalar). The selected mode influences the objective dimension. Note, many Least-Squares solvers (e.g. LevenbergMarquardtDense) require the graph to be in LS mode and only LS objectives are allowed.

See also: OptimizationProblemInterface StandardOptimizationProblem SolverInterface; VertexInterface EdgeInterface BaseEdge DiscretizationGrid

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 92 of file hyper_graph_optimization_problem_base.h.

Member Typedef Documentation

◆ Ptr

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

Definition at line 117 of file hyper_graph_optimization_problem_base.h.

Constructor & Destructor Documentation

◆ BaseHyperGraphOptimizationProblem() [1/2]

corbo::BaseHyperGraphOptimizationProblem::BaseHyperGraphOptimizationProblem ( )

default

◆ BaseHyperGraphOptimizationProblem() [2/2]

corbo::BaseHyperGraphOptimizationProblem::BaseHyperGraphOptimizationProblem	(	OptimizationEdgeSet::Ptr	edges,
		VertexSetInterface::Ptr	vertices
	)

inline

Definition at line 120 of file hyper_graph_optimization_problem_base.h.

Member Function Documentation

◆ applyIncrement() [1/2]

void corbo::BaseHyperGraphOptimizationProblem::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 239 of file hyper_graph_optimization_problem_base.h.

◆ applyIncrement() [2/2]

void corbo::BaseHyperGraphOptimizationProblem::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 241 of file hyper_graph_optimization_problem_base.h.

◆ backupParameters()

void corbo::BaseHyperGraphOptimizationProblem::backupParameters ( )

inlineoverridevirtual

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

Implements corbo::OptimizationProblemInterface.

Definition at line 244 of file hyper_graph_optimization_problem_base.h.

◆ checkIfAllUnfixedParam()

bool corbo::BaseHyperGraphOptimizationProblem::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 from corbo::OptimizationProblemInterface.

Definition at line 508 of file hyper_graph_optimization_problem_base.cpp.

◆ clear()

void corbo::BaseHyperGraphOptimizationProblem::clear ( )

overridevirtual

Reimplemented from corbo::OptimizationProblemInterface.

Definition at line 90 of file hyper_graph_optimization_problem_base.cpp.

◆ computeDenseJacobianFiniteCombinedBounds()

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

overridevirtual

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 from corbo::OptimizationProblemInterface.

Definition at line 386 of file hyper_graph_optimization_problem_base.cpp.

◆ computeDenseJacobianFiniteCombinedBoundsIdentity()

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

overridevirtual

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 from corbo::OptimizationProblemInterface.

Definition at line 480 of file hyper_graph_optimization_problem_base.cpp.

◆ computeDistanceFiniteCombinedBounds()

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

overridevirtual

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 from corbo::OptimizationProblemInterface.

Definition at line 313 of file hyper_graph_optimization_problem_base.cpp.

◆ computeLowerAndUpperBoundDiff()

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

overridevirtual

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 from corbo::OptimizationProblemInterface.

Definition at line 339 of file hyper_graph_optimization_problem_base.cpp.

◆ computeSparseJacobianFiniteCombinedBoundsNNZ()

int corbo::BaseHyperGraphOptimizationProblem::computeSparseJacobianFiniteCombinedBoundsNNZ ( )

overridevirtual

Reimplemented from corbo::OptimizationProblemInterface.

Definition at line 421 of file hyper_graph_optimization_problem_base.cpp.

◆ computeSparseJacobianFiniteCombinedBoundsStructure()

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

overridevirtual

Reimplemented from corbo::OptimizationProblemInterface.

Definition at line 423 of file hyper_graph_optimization_problem_base.cpp.

◆ computeSparseJacobianFiniteCombinedBoundsValues()

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

overridevirtual

Reimplemented from corbo::OptimizationProblemInterface.

Definition at line 449 of file hyper_graph_optimization_problem_base.cpp.

◆ computeValueNonLsqObjective()

double corbo::BaseHyperGraphOptimizationProblem::computeValueNonLsqObjective ( )

overridevirtual

Implements corbo::OptimizationProblemInterface.

Definition at line 103 of file hyper_graph_optimization_problem_base.cpp.

◆ computeValueObjective()

double corbo::BaseHyperGraphOptimizationProblem::computeValueObjective ( )

overridevirtual

Reimplemented from corbo::OptimizationProblemInterface.

Definition at line 149 of file hyper_graph_optimization_problem_base.cpp.

◆ computeValues()

void corbo::BaseHyperGraphOptimizationProblem::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
	)

overridevirtual

Reimplemented from corbo::OptimizationProblemInterface.

Definition at line 224 of file hyper_graph_optimization_problem_base.cpp.

◆ computeValuesActiveInequality()

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

overridevirtual

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 from corbo::OptimizationProblemInterface.

Definition at line 300 of file hyper_graph_optimization_problem_base.cpp.

◆ computeValuesEquality()

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

overridevirtual

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.

Definition at line 184 of file hyper_graph_optimization_problem_base.cpp.

◆ computeValuesInequality()

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

overridevirtual

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.

Definition at line 204 of file hyper_graph_optimization_problem_base.cpp.

◆ computeValuesLsqObjective()

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

overridevirtual

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.

Definition at line 128 of file hyper_graph_optimization_problem_base.cpp.

◆ discardBackupParameters()

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

inlineoverridevirtual

Implements corbo::OptimizationProblemInterface.

Definition at line 248 of file hyper_graph_optimization_problem_base.h.

◆ finiteBoundsDimension()

int corbo::BaseHyperGraphOptimizationProblem::finiteBoundsDimension ( )

overridevirtual

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 from corbo::OptimizationProblemInterface.

Definition at line 285 of file hyper_graph_optimization_problem_base.cpp.

◆ finiteCombinedBoundsDimension()

int corbo::BaseHyperGraphOptimizationProblem::finiteCombinedBoundsDimension ( )

overridevirtual

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 from corbo::OptimizationProblemInterface.

Definition at line 271 of file hyper_graph_optimization_problem_base.cpp.

◆ getBounds()

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

inlineoverridevirtual

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 211 of file hyper_graph_optimization_problem_base.h.

◆ getEqualityDimension()

int corbo::BaseHyperGraphOptimizationProblem::getEqualityDimension ( )

inlineoverridevirtual

Total dimension of equality constraints.

Implements corbo::OptimizationProblemInterface.

Definition at line 160 of file hyper_graph_optimization_problem_base.h.

◆ getFactory()

static Factory<BaseHyperGraphOptimizationProblem>& corbo::BaseHyperGraphOptimizationProblem::getFactory ( )

inlinestatic

Get access to the accociated factory.

Definition at line 125 of file hyper_graph_optimization_problem_base.h.

◆ getGraph() [1/2]

HyperGraph& corbo::BaseHyperGraphOptimizationProblem::getGraph ( )

inline

Definition at line 134 of file hyper_graph_optimization_problem_base.h.

◆ getGraph() [2/2]

const HyperGraph& corbo::BaseHyperGraphOptimizationProblem::getGraph ( ) const

inline

Definition at line 133 of file hyper_graph_optimization_problem_base.h.

◆ getInequalityDimension()

int corbo::BaseHyperGraphOptimizationProblem::getInequalityDimension ( )

inlineoverridevirtual

Total dimension of general inequality constraints.

Implements corbo::OptimizationProblemInterface.

Definition at line 166 of file hyper_graph_optimization_problem_base.h.

◆ getInstance()

virtual Ptr corbo::BaseHyperGraphOptimizationProblem::getInstance ( ) const

inlinevirtual

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

Definition at line 122 of file hyper_graph_optimization_problem_base.h.

◆ getLowerBound()

double corbo::BaseHyperGraphOptimizationProblem::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 218 of file hyper_graph_optimization_problem_base.h.

◆ getLsqObjectiveDimension()

int corbo::BaseHyperGraphOptimizationProblem::getLsqObjectiveDimension ( )

inlineoverridevirtual

Total dimension of least-squares objective function terms.

Implements corbo::OptimizationProblemInterface.

Definition at line 149 of file hyper_graph_optimization_problem_base.h.

◆ getNonLsqObjectiveDimension()

int corbo::BaseHyperGraphOptimizationProblem::getNonLsqObjectiveDimension ( )

inlineoverridevirtual

Total dimension of objective function terms.

Implements corbo::OptimizationProblemInterface.

Definition at line 144 of file hyper_graph_optimization_problem_base.h.

◆ getObjectiveDimension()

int corbo::BaseHyperGraphOptimizationProblem::getObjectiveDimension ( )

inlineoverridevirtual

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

Implements corbo::OptimizationProblemInterface.

Definition at line 154 of file hyper_graph_optimization_problem_base.h.

◆ getParameterDimension()

int corbo::BaseHyperGraphOptimizationProblem::getParameterDimension ( )

inlineoverridevirtual

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

Implements corbo::OptimizationProblemInterface.

Definition at line 232 of file hyper_graph_optimization_problem_base.h.

◆ getParametersAndBoundsFinite()

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

overridevirtual

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 from corbo::OptimizationProblemInterface.

Definition at line 361 of file hyper_graph_optimization_problem_base.cpp.

◆ getParameterValue()

double corbo::BaseHyperGraphOptimizationProblem::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 202 of file hyper_graph_optimization_problem_base.h.

◆ getParameterVector()

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

inlineoverridevirtual

Return deep copy of the complete parameter vector.

Parameters

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

Reimplemented from corbo::OptimizationProblemInterface.

Definition at line 206 of file hyper_graph_optimization_problem_base.h.

◆ getUpperBound()

double corbo::BaseHyperGraphOptimizationProblem::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 220 of file hyper_graph_optimization_problem_base.h.

◆ isLeastSquaresProblem()

bool corbo::BaseHyperGraphOptimizationProblem::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.