quadratic_cost.h

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 *  Copyright (c) 2020,
 *  TU Dortmund - Institute of Control Theory and Systems Engineering.
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 *  Authors: Christoph Rösmann
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#ifndef SRC_OPTIMAL_CONTROL_INCLUDE_CORBO_OPTIMAL_CONTROL_FUNCTIONS_QUADRATIC_COST_H_
#define SRC_OPTIMAL_CONTROL_INCLUDE_CORBO_OPTIMAL_CONTROL_FUNCTIONS_QUADRATIC_COST_H_
 
#include <corbo-core/reference_trajectory.h>
#include <corbo-optimal-control/functions/stage_functions.h>
 
#include <memory>
 
namespace corbo {
 
class QuadraticFormCost : public StageCost
{
 public:
    using Ptr = std::shared_ptr<QuadraticFormCost>;
 
    QuadraticFormCost()
    {
        _Q_sqrt = Eigen::MatrixXd::Constant(1, 1, 1);
        _R_sqrt = Eigen::MatrixXd::Constant(1, 1, 1);
    }
 
    QuadraticFormCost(const Eigen::Ref<const Eigen::MatrixXd>& Q, const Eigen::Ref<const Eigen::MatrixXd>& R, bool integral_form = false,
                      bool lsq_form = false)
        : _integral_form(integral_form), _lsq_form(lsq_form)
    {
        setWeightQ(Q);
        setWeightR(R);
    }
 
    StageCost::Ptr getInstance() const override { return std::make_shared<QuadraticFormCost>(); }
 
    bool hasNonIntegralTerms(int k) const override { return !_integral_form; }
    bool hasIntegralTerms(int k) const override { return _integral_form; }
 
    int getNonIntegralStateTermDimension(int k) const override { return !_integral_form ? (_lsq_form ? _Q.rows() : 1) : 0; }
    int getNonIntegralControlTermDimension(int k) const override { return !_integral_form ? (_lsq_form ? _R.rows() : 1) : 0; }
    int getIntegralStateControlTermDimension(int k) const override { return _integral_form ? 1 : 0; }
 
    bool isLsqFormNonIntegralStateTerm(int k) const override { return !_integral_form && _lsq_form; }
    bool isLsqFormNonIntegralControlTerm(int k) const override { return !_integral_form && _lsq_form; }
 
    bool setWeightQ(const Eigen::Ref<const Eigen::MatrixXd>& Q);
    bool setWeightQ(const Eigen::DiagonalMatrix<double, -1>& Q);
    bool setWeightR(const Eigen::Ref<const Eigen::MatrixXd>& R);
    bool setWeightR(const Eigen::DiagonalMatrix<double, -1>& R);
 
    void setLsqForm(bool lsq_form) { _lsq_form = lsq_form; }
    void setIntegralForm(bool integral_form) { _integral_form = integral_form; }
 
    void computeNonIntegralStateTerm(int k, const Eigen::Ref<const Eigen::VectorXd>& x_k, Eigen::Ref<Eigen::VectorXd> cost) const override;
 
    void computeNonIntegralControlTerm(int k, const Eigen::Ref<const Eigen::VectorXd>& u_k, Eigen::Ref<Eigen::VectorXd> cost) const override;
 
    void computeIntegralStateControlTerm(int k, const Eigen::Ref<const Eigen::VectorXd>& x_k, const Eigen::Ref<const Eigen::VectorXd>& u_k,
                                         Eigen::Ref<Eigen::VectorXd> cost) const override;
 
    bool update(int n, double t, ReferenceTrajectoryInterface& xref, ReferenceTrajectoryInterface& uref, ReferenceTrajectoryInterface* sref,
                bool single_dt, const Eigen::VectorXd& x0, StagePreprocessor::Ptr stage_preprocessor, const std::vector<double>& dts,
                const DiscretizationGridInterface* /*grid*/) override
    {
        _x_ref = &xref;
        _u_ref = &uref;
 
        _zero_x_ref = _x_ref->isZero();
        _zero_u_ref = _u_ref->isZero();
 
        return false;
    }
 
    bool checkParameters(int state_dim, int control_dim, std::stringstream* issues) const override;
 
    void scaleCurrentWeightQ(double scale);
    void scaleCurrentWeightR(double scale);
 
    const Eigen::MatrixXd& getWeightQ() const { return _Q; }
    const Eigen::MatrixXd& getWeightR() const { return _R; }
 
#ifdef MESSAGE_SUPPORT
    virtual bool fromMessage(const messages::QuadraticFormCost& message, std::stringstream* issues);
    virtual void toMessage(messages::QuadraticFormCost& message) const;
 
    bool fromMessage(const messages::StageCost& message, std::stringstream* issues) override
    {
        return fromMessage(message.quadratic_form_cost(), issues);
    }
    void toMessage(messages::StageCost& message) const override { toMessage(*message.mutable_quadratic_form_cost()); }
#endif
 
 protected:
    Eigen::MatrixXd _Q_sqrt;
    Eigen::MatrixXd _R_sqrt;
    Eigen::MatrixXd _Q;
    Eigen::MatrixXd _R;
    Eigen::DiagonalMatrix<double, -1> _Q_diag_sqrt;
    Eigen::DiagonalMatrix<double, -1> _R_diag_sqrt;
    Eigen::DiagonalMatrix<double, -1> _Q_diag;
    Eigen::DiagonalMatrix<double, -1> _R_diag;
    bool _Q_diagonal_mode               = false;
    bool _Q_diagonal_mode_intentionally = false;
    bool _R_diagonal_mode               = false;
    bool _R_diagonal_mode_intentionally = false;
 
    bool _lsq_form      = true;
    bool _integral_form = false;
 
    const ReferenceTrajectoryInterface* _x_ref = nullptr;
    const ReferenceTrajectoryInterface* _u_ref = nullptr;
    bool _zero_x_ref                           = false;
    bool _zero_u_ref                           = false;
};
FACTORY_REGISTER_STAGE_COST(QuadraticFormCost)
 
}  // namespace corbo
 
#endif  // SRC_OPTIMAL_CONTROL_INCLUDE_CORBO_OPTIMAL_CONTROL_FUNCTIONS_QUADRATIC_COST_H_