finite_differences_interface.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
 *  it under the terms of the GNU General Public License as published by
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 *  Authors: Christoph Rösmann
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#ifndef SRC_NUMERICS_INCLUDE_CORBO_NUMERICS_FINITE_DIFFERENCES_INTERFACE_H_
#define SRC_NUMERICS_INCLUDE_CORBO_NUMERICS_FINITE_DIFFERENCES_INTERFACE_H_
 
#include <corbo-core/factory.h>
#include <corbo-core/time.h>
#include <corbo-core/types.h>
 
#ifdef MESSAGE_SUPPORT
#include <corbo-communication/messages/numerics/finite_differences.pb.h>
#endif
 
#include <functional>
#include <memory>
 
namespace corbo {
 
class FiniteDifferencesInterface
{
 public:
    using Ptr  = std::shared_ptr<FiniteDifferencesInterface>;
    using UPtr = std::unique_ptr<FiniteDifferencesInterface>;
 
    using StateVector = Eigen::VectorXd;
    using InputVector = Eigen::VectorXd;
 
    virtual ~FiniteDifferencesInterface() {}
    virtual FiniteDifferencesInterface::Ptr getInstance() const = 0;
 
    virtual void computeJacobian(std::function<void(int, const double&)> inc_fun, std::function<void(Eigen::Ref<Eigen::VectorXd>)> eval_fun,
                                 Eigen::Ref<Eigen::MatrixXd> jacobian) = 0;
 
    virtual void computeJacobian2(std::function<void(int, const double&)> inc_fun, std::function<void(Eigen::VectorXd&)> eval_fun,
                                  Eigen::Ref<Eigen::MatrixXd> jacobian) = 0;
 
    virtual void computeHessian(std::function<void(int, const double&)> inc_fun, std::function<void(Eigen::Ref<Eigen::VectorXd>)> eval_fun, int dim_f,
                                Eigen::Ref<Eigen::MatrixXd> hessian, const double* multipliers = nullptr) = 0;
 
    virtual void computeHessian2(std::function<void(int, const double&)> inc_fun, std::function<void(Eigen::VectorXd&)> eval_fun, int dim_f,
                                 Eigen::Ref<Eigen::MatrixXd> hessian, const double* multipliers = nullptr) = 0;
 
    virtual void computeJacobianAndHessian(std::function<void(int, const double&)> inc_fun, std::function<void(Eigen::Ref<Eigen::VectorXd>)> eval_fun,
                                           Eigen::Ref<Eigen::MatrixXd> jacobian, Eigen::Ref<Eigen::MatrixXd> hessian,
                                           const double* multipliers = nullptr) = 0;
 
    virtual void computeJacobianAndHessian2(std::function<void(int, const double&)> inc_fun, std::function<void(Eigen::VectorXd&)> eval_fun,
                                            Eigen::Ref<Eigen::MatrixXd> jacobian, Eigen::Ref<Eigen::MatrixXd> hessian,
                                            const double* multipliers = nullptr) = 0;
 
#ifdef MESSAGE_SUPPORT
    virtual void toMessage(messages::FiniteDifferences& message) const {}
    virtual void fromMessage(const messages::FiniteDifferences& message, std::stringstream* issues = nullptr) {}
#endif
};
 
using FiniteDifferencesFactory = Factory<FiniteDifferencesInterface>;
#define FACTORY_REGISTER_FINITE_DIFFERENCES(type) FACTORY_REGISTER_OBJECT(type, FiniteDifferencesInterface)
 
}  // namespace corbo
 
#endif  // SRC_NUMERICS_INCLUDE_CORBO_NUMERICS_FINITE_DIFFERENCES_INTERFACE_H_