#include <eiquadprog-fast.hpp>

Public Member Functions
EIGEN_MAKE_ALIGNED_OPERATOR_NEW	EiquadprogFast ()

const VectorXi &	getActiveSet () const

size_t	getActiveSetSize () const

int	getIteratios () const

const VectorXd &	getLagrangeMultipliers () const

int	getMaxIter () const

double	getObjValue () const

void	reset (size_t dim_qp, size_t num_eq, size_t num_ineq)

bool	setMaxIter (int maxIter)

EiquadprogFast_status	solve_quadprog (const MatrixXd &Hess, const VectorXd &g0, const MatrixXd &CE, const VectorXd &ce0, const MatrixXd &CI, const VectorXd &ci0, VectorXd &x)

virtual	~EiquadprogFast ()

Public Attributes
bool	is_inverse_provided_

MatrixXd	m_J

Private Types
typedef Eigen::MatrixXd	MatrixXd

typedef Eigen::VectorXd	VectorXd

typedef Eigen::VectorXi	VectorXi

Private Member Functions
bool	add_constraint (MatrixXd &R, MatrixXd &J, VectorXd &d, size_t &iq, double &R_norm)

void	compute_d (VectorXd &d, const MatrixXd &J, const VectorXd &np)

void	delete_constraint (MatrixXd &R, MatrixXd &J, VectorXi &A, VectorXd &u, size_t nEqCon, size_t &iq, size_t l)

void	update_r (const MatrixXd &R, VectorXd &r, const VectorXd &d, size_t iq)

void	update_z (VectorXd &z, const MatrixXd &J, const VectorXd &d, size_t iq)

Private Attributes
VectorXi	A

VectorXi	A_old

Eigen::LLT< MatrixXd, Eigen::Lower >	chol_
	current value of cost function More...

VectorXd	d
	J' np. More...

double	f_value
	max number of active-set iterations More...

VectorXi	iaexcl

VectorXi	iai

int	iter
	number of active-set iterations More...

int	m_maxIter

size_t	m_nEqCon

size_t	m_nIneqCon

size_t	m_nVars

VectorXd	np
	current constraint normal More...

size_t	q

MatrixXd	R

VectorXd	r
	infeasibility multipliers, i.e. negative step direction in dual space More...

VectorXd	s
	CI*x+ci0. More...

VectorXd	u
	Lagrange multipliers. More...

VectorXd	u_old

VectorXd	x_old

VectorXd	z
	step direction in primal space More...

Detailed Description

Definition at line 78 of file eiquadprog-fast.hpp.

Member Typedef Documentation

◆ MatrixXd

typedef Eigen::MatrixXd eiquadprog::solvers::EiquadprogFast::MatrixXd

private

Definition at line 79 of file eiquadprog-fast.hpp.

◆ VectorXd

typedef Eigen::VectorXd eiquadprog::solvers::EiquadprogFast::VectorXd

private

Definition at line 80 of file eiquadprog-fast.hpp.

◆ VectorXi

typedef Eigen::VectorXi eiquadprog::solvers::EiquadprogFast::VectorXi

private

Definition at line 81 of file eiquadprog-fast.hpp.

Constructor & Destructor Documentation

◆ EiquadprogFast()

eiquadprog::solvers::EiquadprogFast::EiquadprogFast ( )

Definition at line 8 of file src/eiquadprog-fast.cpp.

◆ ~EiquadprogFast()

eiquadprog::solvers::EiquadprogFast::~EiquadprogFast ( )

virtual

Definition at line 18 of file src/eiquadprog-fast.cpp.

Member Function Documentation

◆ add_constraint()

bool eiquadprog::solvers::EiquadprogFast::add_constraint	(	MatrixXd &	R,
		MatrixXd &	J,
		VectorXd &	d,
		size_t &	iq,
		double &	R_norm
	)

inlineprivate

Definition at line 45 of file src/eiquadprog-fast.cpp.

◆ compute_d()

void eiquadprog::solvers::EiquadprogFast::compute_d	(	VectorXd &	d,
		const MatrixXd &	J,
		const VectorXd &	np
	)

inlineprivate

Definition at line 208 of file eiquadprog-fast.hpp.

◆ delete_constraint()

void eiquadprog::solvers::EiquadprogFast::delete_constraint	(	MatrixXd &	R,
		MatrixXd &	J,
		VectorXi &	A,
		VectorXd &	u,
		size_t	nEqCon,
		size_t &	iq,
		size_t	l
	)

inlineprivate

Definition at line 120 of file src/eiquadprog-fast.cpp.

◆ getActiveSet()

const VectorXi& eiquadprog::solvers::EiquadprogFast::getActiveSet ( ) const

inline

Return the active set, namely the indeces of active constraints. The first nEqCon indexes are for the equalities and are negative. The last nIneqCon indexes are for the inequalities and start from 0. Only the first q elements of the return vector are valid, where q is the size of the active set.

Returns: The set of indexes of the active constraints.

Definition at line 128 of file eiquadprog-fast.hpp.

◆ getActiveSetSize()

size_t eiquadprog::solvers::EiquadprogFast::getActiveSetSize ( ) const

inline

Returns: The size of the active set, namely the number of active constraints (including the equalities).

Definition at line 103 of file eiquadprog-fast.hpp.

◆ getIteratios()

int eiquadprog::solvers::EiquadprogFast::getIteratios ( ) const

inline

Returns: The number of active-set iteratios.

Definition at line 108 of file eiquadprog-fast.hpp.

◆ getLagrangeMultipliers()

const VectorXd& eiquadprog::solvers::EiquadprogFast::getLagrangeMultipliers ( ) const

inline

Returns: The Lagrange multipliers

Definition at line 118 of file eiquadprog-fast.hpp.

◆ getMaxIter()

int eiquadprog::solvers::EiquadprogFast::getMaxIter ( ) const

inline

Definition at line 91 of file eiquadprog-fast.hpp.

◆ getObjValue()

double eiquadprog::solvers::EiquadprogFast::getObjValue ( ) const

inline

Returns: The value of the objective function.

Definition at line 113 of file eiquadprog-fast.hpp.

◆ reset()

void eiquadprog::solvers::EiquadprogFast::reset	(	size_t	dim_qp,
		size_t	num_eq,
		size_t	num_ineq
	)

Definition at line 20 of file src/eiquadprog-fast.cpp.

◆ setMaxIter()

bool eiquadprog::solvers::EiquadprogFast::setMaxIter ( int maxIter )

inline

Definition at line 93 of file eiquadprog-fast.hpp.

◆ solve_quadprog()

EiquadprogFast_status eiquadprog::solvers::EiquadprogFast::solve_quadprog	(	const MatrixXd &	Hess,
		const VectorXd &	g0,
		const MatrixXd &	CE,
		const VectorXd &	ce0,
		const MatrixXd &	CI,
		const VectorXd &	ci0,
		VectorXd &	x
	)

solves the problem min. x' Hess x + 2 g0' x s.t. CE x + ce0 = 0 CI x + ci0 >= 0

Definition at line 189 of file src/eiquadprog-fast.cpp.

◆ update_r()

void eiquadprog::solvers::EiquadprogFast::update_r	(	const MatrixXd &	R,
		VectorXd &	r,
		const VectorXd &	d,
		size_t	iq
	)

inlineprivate

Definition at line 225 of file eiquadprog-fast.hpp.

◆ update_z()

void eiquadprog::solvers::EiquadprogFast::update_z	(	VectorXd &	z,
		const MatrixXd &	J,
		const VectorXd &	d,
		size_t	iq
	)

inlineprivate

Definition at line 216 of file eiquadprog-fast.hpp.

Member Data Documentation

◆ A

VectorXi eiquadprog::solvers::EiquadprogFast::A

private

active set (indeces of active constraints) the first nEqCon indeces are for the equalities and are negative the last nIneqCon indeces are for the inequalities are start from 0

Definition at line 179 of file eiquadprog-fast.hpp.

◆ A_old

VectorXi eiquadprog::solvers::EiquadprogFast::A_old

private

Definition at line 195 of file eiquadprog-fast.hpp.

◆ chol_

Eigen::LLT<MatrixXd, Eigen::Lower> eiquadprog::solvers::EiquadprogFast::chol_

private

current value of cost function

Definition at line 152 of file eiquadprog-fast.hpp.

◆ d

VectorXd eiquadprog::solvers::EiquadprogFast::d

private

J' np.

Definition at line 171 of file eiquadprog-fast.hpp.

◆ f_value

double eiquadprog::solvers::EiquadprogFast::f_value

private

max number of active-set iterations

Definition at line 150 of file eiquadprog-fast.hpp.

◆ iaexcl

VectorXi eiquadprog::solvers::EiquadprogFast::iaexcl

private

initialized as [1, ..., 1, .] if iaexcl(i)!=1 inequality constraint i cannot be added to the active set if adding ineq constraint i fails => iaexcl(i)=0 iaexcl(i)=0 iff ineq constraint i is linearly dependent to other active constraints iaexcl(i)=1 otherwise

Definition at line 191 of file eiquadprog-fast.hpp.

◆ iai

VectorXi eiquadprog::solvers::EiquadprogFast::iai

private

initialized as K \ A iai(i)=-1 iff inequality constraint i is in the active set iai(i)=i otherwise

Definition at line 184 of file eiquadprog-fast.hpp.

◆ is_inverse_provided_

bool eiquadprog::solvers::EiquadprogFast::is_inverse_provided_

Definition at line 142 of file eiquadprog-fast.hpp.

◆ iter

int eiquadprog::solvers::EiquadprogFast::iter

private

number of active-set iterations

Definition at line 206 of file eiquadprog-fast.hpp.

◆ m_J

MatrixXd eiquadprog::solvers::EiquadprogFast::m_J

Definition at line 141 of file eiquadprog-fast.hpp.

◆ m_maxIter

int eiquadprog::solvers::EiquadprogFast::m_maxIter

private

Definition at line 149 of file eiquadprog-fast.hpp.

◆ m_nEqCon

size_t eiquadprog::solvers::EiquadprogFast::m_nEqCon

private

Definition at line 146 of file eiquadprog-fast.hpp.

◆ m_nIneqCon

size_t eiquadprog::solvers::EiquadprogFast::m_nIneqCon

private

Definition at line 147 of file eiquadprog-fast.hpp.

◆ m_nVars

size_t eiquadprog::solvers::EiquadprogFast::m_nVars

private

Definition at line 145 of file eiquadprog-fast.hpp.

◆ np

VectorXd eiquadprog::solvers::EiquadprogFast::np

private

current constraint normal

Definition at line 174 of file eiquadprog-fast.hpp.

◆ q

size_t eiquadprog::solvers::EiquadprogFast::q

private

size of the active set A (containing the indices of the active constraints)

Definition at line 203 of file eiquadprog-fast.hpp.

◆ R

MatrixXd eiquadprog::solvers::EiquadprogFast::R

private

from QR of L' N, where L is Cholewsky factor of Hessian, and N is the matrix of active constraints

Definition at line 156 of file eiquadprog-fast.hpp.

◆ r

VectorXd eiquadprog::solvers::EiquadprogFast::r

private

infeasibility multipliers, i.e. negative step direction in dual space

Definition at line 162 of file eiquadprog-fast.hpp.

◆ s

VectorXd eiquadprog::solvers::EiquadprogFast::s

private

CI*x+ci0.

Definition at line 159 of file eiquadprog-fast.hpp.

◆ u

VectorXd eiquadprog::solvers::EiquadprogFast::u

private

Lagrange multipliers.

Definition at line 165 of file eiquadprog-fast.hpp.

◆ u_old

VectorXd eiquadprog::solvers::EiquadprogFast::u_old

private

Definition at line 194 of file eiquadprog-fast.hpp.

◆ x_old

VectorXd eiquadprog::solvers::EiquadprogFast::x_old

private

Definition at line 193 of file eiquadprog-fast.hpp.

◆ z

VectorXd eiquadprog::solvers::EiquadprogFast::z

private

step direction in primal space

Definition at line 168 of file eiquadprog-fast.hpp.

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

Public Member Functions

Public Attributes

Private Types

Private Member Functions

Private Attributes

Detailed Description

Member Typedef Documentation

◆ MatrixXd

◆ VectorXd

◆ VectorXi

Constructor & Destructor Documentation

◆ EiquadprogFast()

◆ ~EiquadprogFast()

Member Function Documentation

◆ add_constraint()

◆ compute_d()

◆ delete_constraint()

◆ getActiveSet()

◆ getActiveSetSize()

◆ getIteratios()

◆ getLagrangeMultipliers()

◆ getMaxIter()

◆ getObjValue()

◆ reset()

◆ setMaxIter()

◆ solve_quadprog()

◆ update_r()

◆ update_z()

Member Data Documentation

◆ A

◆ A_old

◆ chol_

◆ d

◆ f_value

◆ iaexcl

◆ iai

◆ is_inverse_provided_

◆ iter

◆ m_J

◆ m_maxIter

◆ m_nEqCon

◆ m_nIneqCon

◆ m_nVars

◆ np

◆ q

◆ R

◆ r

◆ s

◆ u

◆ u_old

◆ x_old

◆ z