finite_differences_collocation.h

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/*********************************************************************
 *
 *  Software License Agreement
 *
 *  Copyright (c) 2020,
 *  TU Dortmund - Institute of Control Theory and Systems Engineering.
 *  All rights reserved.
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 *  This program is free software: you can redistribute it and/or modify
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 *  GNU General Public License for more details.
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 *  Authors: Christoph Rösmann
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#ifndef SRC_NUMERICS_INCLUDE_CORBO_NUMERICS_FINITE_DIFFERENCES_COLLOCATION_H_
#define SRC_NUMERICS_INCLUDE_CORBO_NUMERICS_FINITE_DIFFERENCES_COLLOCATION_H_
 
#include <corbo-core/factory.h>
#include <corbo-core/time.h>
#include <corbo-core/types.h>
#include <corbo-numerics/dynamics_eval_interface.h>
 
#ifdef MESSAGE_SUPPORT
#include <corbo-communication/messages/numerics/finite_differences_collocation.pb.h>
#endif
 
#include <functional>
#include <memory>
 
namespace corbo {
 
class FiniteDifferencesCollocationInterface
{
 public:
    using Ptr  = std::shared_ptr<FiniteDifferencesCollocationInterface>;
    using UPtr = std::unique_ptr<FiniteDifferencesCollocationInterface>;
 
    using StateVector = Eigen::VectorXd;
    using InputVector = Eigen::VectorXd;
 
    virtual ~FiniteDifferencesCollocationInterface() = default;
    virtual FiniteDifferencesCollocationInterface::Ptr getInstance() const = 0;
 
    static Factory<FiniteDifferencesCollocationInterface>& getFactory() { return Factory<FiniteDifferencesCollocationInterface>::instance(); }
 
    virtual void computeEqualityConstraint(const StateVector& x1, const InputVector& u1, const StateVector& x2, double dt,
                                           const SystemDynamicsInterface& system, Eigen::Ref<Eigen::VectorXd> error) = 0;
 
#ifdef MESSAGE_SUPPORT
    virtual void toMessage(corbo::messages::FiniteDifferencesCollocation& message) const {}
    // Message import
    virtual void fromMessage(const corbo::messages::FiniteDifferencesCollocation& message, std::stringstream* issues = nullptr) {}
#endif
};
 
using FiniteDifferencesCollocationFactory = Factory<FiniteDifferencesCollocationInterface>;
#define FACTORY_REGISTER_FD_COLLOCATION(type) FACTORY_REGISTER_OBJECT(type, FiniteDifferencesCollocationInterface)
 
class ForwardDiffCollocation : public FiniteDifferencesCollocationInterface
{
 public:
    // Implements interface method
    FiniteDifferencesCollocationInterface::Ptr getInstance() const override { return std::make_shared<ForwardDiffCollocation>(); }
 
    // Implements interface method
    void computeEqualityConstraint(const StateVector& x1, const InputVector& u1, const StateVector& x2, double dt,
                                   const SystemDynamicsInterface& system, Eigen::Ref<Eigen::VectorXd> error) override
    {
        assert(error.size() == x1.size());
        // assert(dt > 0 && "dt must be greater then zero!");
 
        system.dynamics(x1, u1, error);
        error -= (x2 - x1) / dt;
    }
 
};
FACTORY_REGISTER_FD_COLLOCATION(ForwardDiffCollocation)
 
 
class BackwardDiffCollocation : public FiniteDifferencesCollocationInterface
{
 public:
    // Implements interface method
    FiniteDifferencesCollocationInterface::Ptr getInstance() const override { return std::make_shared<BackwardDiffCollocation>(); }
 
    // Implements interface method
    void computeEqualityConstraint(const StateVector& x1, const InputVector& u1, const StateVector& x2, double dt,
                                   const SystemDynamicsInterface& system, Eigen::Ref<Eigen::VectorXd> error) override
    {
        assert(error.size() == x1.size());
        assert(dt > 0 && "dt must be greater then zero!");
 
        system.dynamics(x2, u1, error);
        error -= (x2 - x1) / dt;
    }
 
};
FACTORY_REGISTER_FD_COLLOCATION(BackwardDiffCollocation)
 
 
class MidpointDiffCollocation : public FiniteDifferencesCollocationInterface
{
 public:
    // Implements interface method
    FiniteDifferencesCollocationInterface::Ptr getInstance() const override { return std::make_shared<MidpointDiffCollocation>(); }
 
    // Implements interface method
    void computeEqualityConstraint(const StateVector& x1, const InputVector& u1, const StateVector& x2, double dt,
                                   const SystemDynamicsInterface& system, Eigen::Ref<Eigen::VectorXd> error) override
    {
        assert(error.size() == x1.size());
        assert(dt > 0 && "dt must be greater then zero!");
 
        system.dynamics(0.5 * (x1 + x2), u1, error);
        error -= (x2 - x1) / dt;
    }
 
};
FACTORY_REGISTER_FD_COLLOCATION(MidpointDiffCollocation)
 
 
class CrankNicolsonDiffCollocation : public FiniteDifferencesCollocationInterface
{
 public:
    // Implements interface method
    FiniteDifferencesCollocationInterface::Ptr getInstance() const override { return std::make_shared<CrankNicolsonDiffCollocation>(); }
 
    // Implements interface method
    void computeEqualityConstraint(const StateVector& x1, const InputVector& u1, const StateVector& x2, double dt,
                                   const SystemDynamicsInterface& system, Eigen::Ref<Eigen::VectorXd> error) override
    {
        assert(error.size() == x1.size());
        assert(dt > 0 && "dt must be greater then zero!");
 
        Eigen::VectorXd f1(x1.size());
        system.dynamics(x1, u1, f1);
        system.dynamics(x2, u1, error);
        error = (x2 - x1) / dt - 0.5 * (f1 + error);
    }
 
};
FACTORY_REGISTER_FD_COLLOCATION(CrankNicolsonDiffCollocation)
 
}  // namespace corbo
 
#endif  // SRC_NUMERICS_INCLUDE_CORBO_NUMERICS_FINITE_DIFFERENCES_COLLOCATION_H_