problem.h
Go to the documentation of this file.
1 /******************************************************************************
2 Copyright (c) 2017, Alexander W Winkler. All rights reserved.
3 
4 Redistribution and use in source and binary forms, with or without
5 modification, are permitted provided that the following conditions are met:
6 
7 * Redistributions of source code must retain the above copyright notice, this
8  list of conditions and the following disclaimer.
9 
10 * Redistributions in binary form must reproduce the above copyright notice,
11  this list of conditions and the following disclaimer in the documentation
12  and/or other materials provided with the distribution.
13 
14 * Neither the name of the copyright holder nor the names of its
15  contributors may be used to endorse or promote products derived from
16  this software without specific prior written permission.
17 
18 THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
19 AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
20 IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
21 DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
22 FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
23 DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
24 SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
25 CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
26 OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
27 OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
28 ******************************************************************************/
29 
30 #ifndef IFOPT_INCLUDE_OPT_PROBLEM_H_
31 #define IFOPT_INCLUDE_OPT_PROBLEM_H_
32 
33 #include "constraint_set.h"
34 #include "cost_term.h"
35 #include "variable_set.h"
36 
40 namespace ifopt {
41 
96 class Problem {
97  public:
101 
105  Problem();
106  virtual ~Problem() = default;
107 
117  void AddVariableSet(VariableSet::Ptr variable_set);
118 
127  void AddConstraintSet(ConstraintSet::Ptr constraint_set);
128 
137  void AddCostSet(CostTerm::Ptr cost_set);
138 
142  void SetVariables(const double* x);
143 
148 
153  bool HasCostTerms() const;
154 
160 
164  VectorXd GetVariableValues() const;
165 
169  double EvaluateCostFunction(const double* x);
170 
177  const double* x, bool use_finite_difference_approximation = false,
178  double epsilon = std::numeric_limits<double>::epsilon());
179 
183  int GetNumberOfConstraints() const;
184 
189 
193  VectorXd EvaluateConstraints(const double* x);
194 
200  void EvalNonzerosOfJacobian(const double* x, double* values);
201 
209 
217 
223  void SaveCurrent();
224 
229 
233  void SetOptVariables(int iter);
234 
238  void SetOptVariablesFinal();
239 
243  int GetIterationCount() const { return x_prev.size(); };
244 
248  void PrintCurrent() const;
249 
254  const Composite& GetConstraints() const { return constraints_; };
255 
260  const Composite& GetCosts() const { return costs_; };
261 
266  const std::vector<VectorXd>& GetIterations() const { return x_prev; };
267 
268  private:
272 
273  std::vector<VectorXd> x_prev;
274 
275  VectorXd ConvertToEigen(const double* x) const;
276 };
277 
278 } // namespace ifopt
279 
280 #endif /* IFOPT_INCLUDE_OPT_PROBLEM_H_ */
ifopt::Problem::GetJacobianOfCosts
Jacobian GetJacobianOfCosts() const
The sparse-matrix representation of Jacobian of the costs.
Definition: problem.cc:178
ifopt::Problem::GetNumberOfOptimizationVariables
int GetNumberOfOptimizationVariables() const
The number of optimization variables.
Definition: problem.cc:86
ifopt::Problem::EvaluateCostFunction
double EvaluateCostFunction(const double *x)
The scalar cost for current optimization variables x.
Definition: problem.cc:106
ifopt::Problem::GetIterations
const std::vector< VectorXd > & GetIterations() const
Read access to the history of iterations.
Definition: problem.h:293
ifopt::Problem::SetVariables
void SetVariables(const double *x)
Updates the variables with the values of the raw pointer x.
Definition: problem.cc:101
ifopt::Problem::EvaluateCostFunctionGradient
VectorXd EvaluateCostFunctionGradient(const double *x, bool use_finite_difference_approximation=false, double epsilon=std::numeric_limits< double >::epsilon())
The column-vector of derivatives of the cost w.r.t. each variable.
Definition: problem.cc:116
ifopt::Problem::VecBound
Component::VecBound VecBound
Definition: problem.h:125
ifopt::Component::VecBound
std::vector< Bounds > VecBound
Definition: composite.h:69
ifopt::Problem::GetBoundsOnConstraints
VecBound GetBoundsOnConstraints() const
The upper and lower bound of each individual constraint.
Definition: problem.cc:143
ifopt::Problem::HasCostTerms
bool HasCostTerms() const
True if the optimization problem includes a cost, false if merely a feasibility problem is defined.
Definition: problem.cc:159
ifopt::Problem::VectorXd
Component::VectorXd VectorXd
Definition: problem.h:127
ifopt::Problem::EvalNonzerosOfJacobian
void EvalNonzerosOfJacobian(const double *x, double *values)
Extracts those entries from constraint Jacobian that are not zero.
Definition: problem.cc:164
ifopt::Problem::AddConstraintSet
void AddConstraintSet(ConstraintSet::Ptr constraint_set)
Add a set of multiple constraints to the optimization problem.
Definition: problem.cc:74
ifopt::Problem::x_prev
std::vector< VectorXd > x_prev
the pure variables for every iteration.
Definition: problem.h:300
ifopt::Problem::SetOptVariablesFinal
void SetOptVariablesFinal()
Sets the optimization variables to those of the final iteration.
Definition: problem.cc:198
ifopt::Problem::Jacobian
Component::Jacobian Jacobian
Definition: problem.h:126
constraint_set.h
ifopt::Problem::GetNumberOfConstraints
int GetNumberOfConstraints() const
The number of individual constraints.
Definition: problem.cc:148
ifopt::Problem::GetJacobianOfConstraints
Jacobian GetJacobianOfConstraints() const
The sparse-matrix representation of Jacobian of the constraints.
Definition: problem.cc:173
cost_term.h
ifopt::Problem::EvaluateConstraints
VectorXd EvaluateConstraints(const double *x)
Each constraint value g(x) for current optimization variables x.
Definition: problem.cc:153
ifopt::Problem::Problem
Problem()
Creates a optimization problem with no variables, costs or constraints.
Definition: problem.cc:63
ifopt::Problem::costs_
Composite costs_
Definition: problem.h:298
ifopt::Problem::SetOptVariables
void SetOptVariables(int iter)
Sets the optimization variables to those at iteration iter.
Definition: problem.cc:193
ifopt::Problem::GetVariableValues
VectorXd GetVariableValues() const
The current value of the optimization variables.
Definition: problem.cc:96
ifopt::Problem::GetBoundsOnOptimizationVariables
VecBound GetBoundsOnOptimizationVariables() const
The maximum and minimum value each optimization variable is allowed to have.
Definition: problem.cc:91
ifopt::Problem::AddCostSet
void AddCostSet(CostTerm::Ptr cost_set)
Add a cost term to the optimization problem.
Definition: problem.cc:80
ifopt::Composite::Ptr
std::shared_ptr< Composite > Ptr
Definition: composite.h:162
ifopt::Problem::GetIterationCount
int GetIterationCount() const
The number of iterations it took to solve the problem.
Definition: problem.h:270
ifopt::Component::Ptr
std::shared_ptr< Component > Ptr
Definition: composite.h:65
ifopt::Problem::AddVariableSet
void AddVariableSet(VariableSet::Ptr variable_set)
Add one individual set of variables to the optimization problem.
Definition: problem.cc:69
ifopt::Problem::variables_
Composite::Ptr variables_
Definition: problem.h:293
variable_set.h
ifopt
common namespace for all elements in this library.
Definition: bounds.h:33
ifopt::Problem::SaveCurrent
void SaveCurrent()
Saves the current values of the optimization variables in x_prev.
Definition: problem.cc:183
ifopt::Problem::~Problem
virtual ~Problem()=default
ifopt::Composite
A collection of components which is treated as another Component.
Definition: composite.h:160
ifopt::Component::VectorXd
Eigen::VectorXd VectorXd
Definition: composite.h:68
ifopt::Problem::GetConstraints
const Composite & GetConstraints() const
Read access to the constraints composite.
Definition: problem.h:281
ifopt::ConstraintSet::Ptr
std::shared_ptr< ConstraintSet > Ptr
Definition: constraint_set.h:107
ifopt::Component::Jacobian
Eigen::SparseMatrix< double, Eigen::RowMajor > Jacobian
Definition: composite.h:67
ifopt::Problem::GetOptVariables
Composite::Ptr GetOptVariables() const
Read/write access to the current optimization variables.
Definition: problem.cc:188
ifopt::Problem::PrintCurrent
void PrintCurrent() const
Prints the variables, costs and constraints.
Definition: problem.cc:203
ifopt::Problem::GetCosts
const Composite & GetCosts() const
Read access to the costs composite.
Definition: problem.h:287
ifopt::Problem::ConvertToEigen
VectorXd ConvertToEigen(const double *x) const
Definition: problem.cc:228
ifopt::Problem::constraints_
Composite constraints_
Definition: problem.h:297


ifopt
Author(s): Alexander W. Winkler
autogenerated on Mon Sep 18 2023 02:14:38