Public Member Functions | Protected Member Functions | Protected Attributes | Private Member Functions | Friends
QProblemB Class Reference

Implements the online active set strategy for box-constrained QPs. More...

#include <QProblemB.hpp>

Inheritance diagram for QProblemB:
Inheritance graph
[legend]

List of all members.

Public Member Functions

returnValue getBounds (Bounds *const _bounds) const
returnValue getBounds (Bounds *const _bounds) const
returnValue getBounds (Bounds &_bounds) const
returnValue getDualSolution (real_t *const yOpt) const
returnValue getDualSolution (real_t *const yOpt) const
virtual returnValue getDualSolution (real_t *const yOpt) const
returnValue getG (real_t *const _g) const
returnValue getG (real_t *const _g) const
returnValue getH (real_t *const _H) const
returnValue getH (real_t *const _H) const
HessianType getHessianType () const
HessianType getHessianType () const
HessianType getHessianType () const
returnValue getLB (real_t *const _lb) const
returnValue getLB (int number, real_t &value) const
returnValue getLB (real_t *const _lb) const
returnValue getLB (int number, real_t &value) const
int getNFR ()
int getNFR ()
int getNFR () const
int getNFV () const
int getNFV () const
int getNFV () const
int getNFX ()
int getNFX ()
int getNFX () const
int getNV () const
int getNV () const
int getNV () const
int getNZ ()
int getNZ ()
virtual int getNZ () const
real_t getObjVal () const
real_t getObjVal (const real_t *const _x) const
real_t getObjVal () const
real_t getObjVal (const real_t *const _x) const
real_t getObjVal () const
real_t getObjVal (const real_t *const _x) const
Options getOptions () const
returnValue getPrimalSolution (real_t *const xOpt) const
returnValue getPrimalSolution (real_t *const xOpt) const
returnValue getPrimalSolution (real_t *const xOpt) const
PrintLevel getPrintLevel () const
PrintLevel getPrintLevel () const
PrintLevel getPrintLevel () const
QProblemStatus getStatus () const
QProblemStatus getStatus () const
QProblemStatus getStatus () const
returnValue getUB (real_t *const _ub) const
returnValue getUB (int number, real_t &value) const
returnValue getUB (real_t *const _ub) const
returnValue getUB (int number, real_t &value) const
returnValue hotstart (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int &nWSR, real_t *const cputime)
returnValue hotstart (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int &nWSR, real_t *const cputime)
returnValue hotstart (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int &nWSR, real_t *const cputime)
returnValue hotstart (const char *const g_file, const char *const lb_file, const char *const ub_file, int &nWSR, real_t *const cputime)
returnValue hotstart (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int &nWSR, real_t *const cputime, const Bounds *const guessedBounds)
returnValue hotstart (const char *const g_file, const char *const lb_file, const char *const ub_file, int &nWSR, real_t *const cputime, const Bounds *const guessedBounds)
returnValue init (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, const real_t *const yOpt=0, real_t *const cputime=0)
returnValue init (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, const real_t *const yOpt=0, real_t *const cputime=0)
returnValue init (SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, real_t *const cputime)
returnValue init (const real_t *const _H, const real_t *const _R, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, const real_t *const yOpt=0, real_t *const cputime=0)
returnValue init (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, real_t *const cputime)
returnValue init (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file, int &nWSR, real_t *const cputime)
returnValue init (SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, real_t *const cputime, const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds)
returnValue init (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub, int &nWSR, real_t *const cputime, const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds)
returnValue init (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file, int &nWSR, real_t *const cputime, const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds)
BooleanType isInfeasible () const
BooleanType isInfeasible () const
BooleanType isInfeasible () const
BooleanType isInitialised () const
BooleanType isInitialised () const
BooleanType isInitialised () const
BooleanType isSolved () const
BooleanType isSolved () const
BooleanType isSolved () const
BooleanType isUnbounded () const
BooleanType isUnbounded () const
BooleanType isUnbounded () const
QProblemBoperator= (const QProblemB &rhs)
QProblemBoperator= (const QProblemB &rhs)
QProblemBoperator= (const QProblemB &rhs)
returnValue printOptions () const
virtual returnValue printProperties ()
 QProblemB ()
 QProblemB ()
 QProblemB (int _nV)
 QProblemB (int _nV)
 QProblemB (const QProblemB &rhs)
 QProblemB (const QProblemB &rhs)
 QProblemB ()
 QProblemB (int _nV, HessianType _hessianType=HST_UNKNOWN)
 QProblemB (const QProblemB &rhs)
returnValue reset ()
returnValue reset ()
virtual returnValue reset ()
returnValue setHessianType (HessianType _hessianType)
returnValue setHessianType (HessianType _hessianType)
returnValue setHessianType (HessianType _hessianType)
returnValue setOptions (const Options &_options)
returnValue setPrintLevel (PrintLevel _printlevel)
returnValue setPrintLevel (PrintLevel _printlevel)
returnValue setPrintLevel (PrintLevel _printlevel)
BooleanType usingRegularisation () const
 ~QProblemB ()
 ~QProblemB ()
virtual ~QProblemB ()

Protected Member Functions

returnValue addBound (int number, SubjectToStatus B_status, BooleanType updateCholesky)
returnValue addBound (int number, SubjectToStatus B_status, BooleanType updateCholesky)
void applyGivens (real_t c, real_t s, real_t xold, real_t yold, real_t &xnew, real_t &ynew) const
void applyGivens (real_t c, real_t s, real_t xold, real_t yold, real_t &xnew, real_t &ynew) const
void applyGivens (real_t c, real_t s, real_t nu, real_t xold, real_t yold, real_t &xnew, real_t &ynew) const
BooleanType areBoundsConsistent (const real_t *const delta_lb, const real_t *const delta_ub) const
BooleanType areBoundsConsistent (const real_t *const delta_lb, const real_t *const delta_ub) const
returnValue backsolveR (const real_t *const b, BooleanType transposed, real_t *const a)
returnValue backsolveR (const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a)
returnValue backsolveR (const real_t *const b, BooleanType transposed, real_t *const a)
returnValue backsolveR (const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a)
returnValue backsolveR (const real_t *const b, BooleanType transposed, real_t *const a) const
returnValue backsolveR (const real_t *const b, BooleanType transposed, BooleanType removingBound, real_t *const a) const
returnValue checkForIdentityHessian ()
returnValue checkForIdentityHessian ()
returnValue clear ()
void computeGivens (real_t xold, real_t yold, real_t &xnew, real_t &ynew, real_t &c, real_t &s) const
void computeGivens (real_t xold, real_t yold, real_t &xnew, real_t &ynew, real_t &c, real_t &s) const
void computeGivens (real_t xold, real_t yold, real_t &xnew, real_t &ynew, real_t &c, real_t &s) const
returnValue copy (const QProblemB &rhs)
returnValue determineDataShift (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, real_t *const delta_g, real_t *const delta_lb, real_t *const delta_ub, BooleanType &Delta_bB_isZero)
returnValue determineHessianType ()
returnValue hotstart_determineDataShift (const int *const FX_idx, const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, real_t *const delta_g, real_t *const delta_lb, real_t *const delta_ub, BooleanType &Delta_bB_isZero)
returnValue hotstart_determineDataShift (const int *const FX_idx, const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, real_t *const delta_g, real_t *const delta_lb, real_t *const delta_ub, BooleanType &Delta_bB_isZero)
BooleanType isBlocking (real_t num, real_t den, real_t epsNum, real_t epsDen, real_t &t) const
BooleanType isCPUtimeLimitExceeded (const real_t *const cputime, real_t starttime, int nWSR) const
returnValue loadQPvectorsFromFile (const char *const g_file, const char *const lb_file, const char *const ub_file, real_t *const g_new, real_t *const lb_new, real_t *const ub_new) const
returnValue obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, Bounds *auxiliaryBounds) const
returnValue obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, Bounds *auxiliaryBounds) const
returnValue obtainAuxiliaryWorkingSet (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, Bounds *auxiliaryBounds) const
virtual returnValue performRamping ()
returnValue performRatioTest (int nIdx, const int *const idxList, const SubjectTo *const subjectTo, const real_t *const num, const real_t *const den, real_t epsNum, real_t epsDen, real_t &t, int &BC_idx) const
returnValue regulariseHessian ()
real_t relativeHomotopyLength (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new)
returnValue removeBound (int number, BooleanType updateCholesky)
returnValue removeBound (int number, BooleanType updateCholesky)
returnValue setG (const real_t *const g_new)
returnValue setG (const real_t *const g_new)
returnValue setG (const real_t *const g_new)
returnValue setH (const real_t *const H_new)
returnValue setH (const real_t *const H_new)
returnValue setH (SymmetricMatrix *H_new)
returnValue setH (const real_t *const H_new)
returnValue setInfeasibilityFlag (returnValue returnvalue)
returnValue setLB (const real_t *const lb_new)
returnValue setLB (int number, real_t value)
returnValue setLB (const real_t *const lb_new)
returnValue setLB (int number, real_t value)
returnValue setLB (const real_t *const lb_new)
returnValue setLB (int number, real_t value)
returnValue setUB (const real_t *const ub_new)
returnValue setUB (int number, real_t value)
returnValue setUB (const real_t *const ub_new)
returnValue setUB (int number, real_t value)
returnValue setUB (const real_t *const ub_new)
returnValue setUB (int number, real_t value)
returnValue setupAuxiliaryQPbounds (BooleanType useRelaxation)
returnValue setupAuxiliaryQPbounds (BooleanType useRelaxation)
returnValue setupAuxiliaryQPgradient ()
returnValue setupAuxiliaryQPgradient ()
returnValue setupAuxiliaryQPsolution (const real_t *const xOpt, const real_t *const yOpt)
returnValue setupAuxiliaryQPsolution (const real_t *const xOpt, const real_t *const yOpt)
returnValue setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, BooleanType setupAfresh)
returnValue setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, BooleanType setupAfresh)
returnValue setupCholeskyDecomposition ()
returnValue setupCholeskyDecomposition ()
returnValue setupCholeskyDecomposition ()
returnValue setupQPdata (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue setupQPdata (const real_t *const _H, const real_t *const _R, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue setupQPdata (SymmetricMatrix *_H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue setupQPdata (const real_t *const _H, const real_t *const _g, const real_t *const _lb, const real_t *const _ub)
returnValue setupQPdataFromFile (const char *const H_file, const char *const g_file, const char *const lb_file, const char *const ub_file)
returnValue setupSubjectToType ()
returnValue setupSubjectToType ()
virtual returnValue setupSubjectToType ()
virtual returnValue setupSubjectToType (const real_t *const lb_new, const real_t *const ub_new)
returnValue solveInitialQP (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, int &nWSR, real_t *const cputime)
returnValue solveInitialQP (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, int &nWSR, real_t *const cputime)

Protected Attributes

Bounds bounds
int count
real_tdelta_xFR_TMP
Flipper flipper
BooleanType freeHessian
real_t g [NVMAX]
real_tg
real_t H [NVMAX *NVMAX]
SymmetricMatrixH
BooleanType hasCholesky
BooleanType hasHessian
BooleanType haveCholesky
HessianType hessianType
BooleanType infeasible
BooleanType isRegularised
real_t lb [NVMAX]
real_tlb
Options options
PrintLevel printlevel
real_t R [NVMAX *NVMAX]
real_tR
real_t ramp0
real_t ramp1
QProblemStatus status
real_t tau
real_t ub [NVMAX]
real_tub
BooleanType unbounded
real_t x [NVMAX]
real_tx
real_t y [NVMAX+NCMAX]
real_ty

Private Member Functions

returnValue addBound (int number, SubjectToStatus B_status, BooleanType updateCholesky)
returnValue changeActiveSet (int BC_idx, SubjectToStatus BC_status)
returnValue checkKKTconditions ()
returnValue checkKKTconditions ()
returnValue determineStepDirection (const real_t *const delta_g, const real_t *const delta_lb, const real_t *const delta_ub, BooleanType Delta_bB_isZero, real_t *const delta_xFX, real_t *const delta_xFR, real_t *const delta_yFX)
returnValue hotstart_determineStepDirection (const int *const FR_idx, const int *const FX_idx, const real_t *const delta_g, const real_t *const delta_lb, const real_t *const delta_ub, BooleanType Delta_bB_isZero, real_t *const delta_xFX, real_t *const delta_xFR, real_t *const delta_yFX)
returnValue hotstart_determineStepDirection (const int *const FR_idx, const int *const FX_idx, const real_t *const delta_g, const real_t *const delta_lb, const real_t *const delta_ub, BooleanType Delta_bB_isZero, real_t *const delta_xFX, real_t *const delta_xFR, real_t *const delta_yFX)
returnValue hotstart_determineStepLength (const int *const FR_idx, const int *const FX_idx, const real_t *const delta_lb, const real_t *const delta_ub, const real_t *const delta_xFR, const real_t *const delta_yFX, int &BC_idx, SubjectToStatus &BC_status)
returnValue hotstart_determineStepLength (const int *const FR_idx, const int *const FX_idx, const real_t *const delta_lb, const real_t *const delta_ub, const real_t *const delta_xFR, const real_t *const delta_yFX, int &BC_idx, SubjectToStatus &BC_status)
returnValue hotstart_performStep (const int *const FR_idx, const int *const FX_idx, const real_t *const delta_g, const real_t *const delta_lb, const real_t *const delta_ub, const real_t *const delta_xFX, const real_t *const delta_xFR, const real_t *const delta_yFX, int BC_idx, SubjectToStatus BC_status)
returnValue hotstart_performStep (const int *const FR_idx, const int *const FX_idx, const real_t *const delta_g, const real_t *const delta_lb, const real_t *const delta_ub, const real_t *const delta_xFX, const real_t *const delta_xFR, const real_t *const delta_yFX, int BC_idx, SubjectToStatus BC_status)
returnValue performDriftCorrection ()
returnValue performStep (const real_t *const delta_g, const real_t *const delta_lb, const real_t *const delta_ub, const real_t *const delta_xFX, const real_t *const delta_xFR, const real_t *const delta_yFX, int &BC_idx, SubjectToStatus &BC_status)
returnValue printIteration (int iteration, int BC_idx, SubjectToStatus BC_status)
returnValue removeBound (int number, BooleanType updateCholesky)
returnValue setupAuxiliaryQP (const Bounds *const guessedBounds)
returnValue setupAuxiliaryQPbounds (BooleanType useRelaxation)
returnValue setupAuxiliaryQPgradient ()
returnValue setupAuxiliaryQPsolution (const real_t *const xOpt, const real_t *const yOpt)
returnValue setupAuxiliaryWorkingSet (const Bounds *const auxiliaryBounds, BooleanType setupAfresh)
BooleanType shallRefactorise (const Bounds *const guessedBounds) const
returnValue solveInitialQP (const real_t *const xOpt, const real_t *const yOpt, const Bounds *const guessedBounds, int &nWSR, real_t *const cputime)
returnValue solveQP (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int &nWSR, real_t *const cputime, int nWSRperformed=0)
returnValue solveRegularisedQP (const real_t *const g_new, const real_t *const lb_new, const real_t *const ub_new, int &nWSR, real_t *const cputime, int nWSRperformed=0)

Friends

class SolutionAnalysis

Detailed Description

Implements the online active set strategy for box-constrained QPs.

Class for setting up and solving quadratic programs with (simple) bounds only. The main feature is the possibily to use the newly developed online active set strategy for parametric quadratic programming.

Author:
Hans Joachim Ferreau
Version:
1.3embedded
Date:
2007-2008

Class for setting up and solving quadratic programs with bounds (= box constraints) only. The main feature is the possibily to use the newly developed online active set strategy for parametric quadratic programming.

Author:
Hans Joachim Ferreau, Andreas Potschka, Christian Kirches
Version:
3.0beta
Date:
2007-2011

Definition at line 55 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/QProblemB.hpp.


Constructor & Destructor Documentation

QProblemB::QProblemB ( int  _nV)

Constructor which takes the QP dimension only.

Parameters:
_nVNumber of variables.

Definition at line 90 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

QProblemB::QProblemB ( const QProblemB rhs)

Copy constructor (deep copy).

Parameters:
rhsRhs object.

Definition at line 126 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Default constructor.

QProblemB::QProblemB ( int  _nV)

Constructor which takes the QP dimension only.

Parameters:
_nVNumber of variables.
QProblemB::QProblemB ( const QProblemB rhs)

Copy constructor (deep copy).

Parameters:
rhsRhs object.

Destructor.

Default constructor.

QProblemB::QProblemB ( int  _nV,
HessianType  _hessianType = HST_UNKNOWN 
)

Constructor which takes the QP dimension and Hessian type information. If the Hessian is the zero (i.e. HST_ZERO) or the identity matrix (i.e. HST_IDENTITY), respectively, no memory is allocated for it and a NULL pointer can be passed for it to the init() functions.

Parameters:
_nVNumber of variables.
_hessianTypeType of Hessian matrix.

Definition at line 95 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

QProblemB::QProblemB ( const QProblemB rhs)

Copy constructor (deep copy).

Parameters:
rhsRhs object.
virtual QProblemB::~QProblemB ( ) [virtual]

Destructor.


Member Function Documentation

returnValue QProblemB::addBound ( int  number,
SubjectToStatus  B_status,
BooleanType  updateCholesky 
) [protected]

Adds a bound to active set (specialised version for the case where no constraints exist).

Returns:
SUCCESSFUL_RETURN
RET_ADDBOUND_FAILED
Parameters:
numberNumber of bound to be added to active set.
B_statusStatus of new active bound.
updateCholeskyFlag indicating if Cholesky decomposition shall be updated.

Reimplemented in QProblem, and QProblem.

Definition at line 1226 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::addBound ( int  number,
SubjectToStatus  B_status,
BooleanType  updateCholesky 
) [protected]

Adds a bound to active set (specialised version for the case where no constraints exist).

Returns:
SUCCESSFUL_RETURN
RET_ADDBOUND_FAILED
Parameters:
numberNumber of bound to be added to active set.
B_statusStatus of new active bound.
updateCholeskyFlag indicating if Cholesky decomposition shall be updated.

Reimplemented in QProblem, and QProblem.

returnValue QProblemB::addBound ( int  number,
SubjectToStatus  B_status,
BooleanType  updateCholesky 
) [private]

Adds a bound to active set (specialised version for the case where no constraints exist).

Returns:
SUCCESSFUL_RETURN
RET_ADDBOUND_FAILED
Parameters:
numberNumber of bound to be added to active set.
B_statusStatus of new active bound.
updateCholeskyFlag indicating if Cholesky decomposition shall be updated.

Reimplemented in QProblem, and QProblem.

void QProblemB::applyGivens ( real_t  c,
real_t  s,
real_t  xold,
real_t  yold,
real_t xnew,
real_t ynew 
) const [inline, protected]

Applies Givens matrix determined by c and s (cf. computeGivens).

Returns:
SUCCESSFUL_RETURN
Parameters:
cCosine entry of Givens matrix.
sSine entry of Givens matrix.
xoldMatrix entry to be transformed corresponding to the normalised entry of the original matrix.
yoldMatrix entry to be transformed corresponding to the annihilated entry of the original matrix.
xnewOutput: Transformed matrix entry corresponding to the normalised entry of the original matrix.
ynewOutput: Transformed matrix entry corresponding to the annihilated entry of the original matrix.
void QProblemB::applyGivens ( real_t  c,
real_t  s,
real_t  xold,
real_t  yold,
real_t xnew,
real_t ynew 
) const [inline, protected]

Applies Givens matrix determined by c and s (cf. computeGivens).

Returns:
SUCCESSFUL_RETURN
Parameters:
cCosine entry of Givens matrix.
sSine entry of Givens matrix.
xoldMatrix entry to be transformed corresponding to the normalised entry of the original matrix.
yoldMatrix entry to be transformed corresponding to the annihilated entry of the original matrix.
xnewOutput: Transformed matrix entry corresponding to the normalised entry of the original matrix.
ynewOutput: Transformed matrix entry corresponding to the annihilated entry of the original matrix.
void QProblemB::applyGivens ( real_t  c,
real_t  s,
real_t  nu,
real_t  xold,
real_t  yold,
real_t xnew,
real_t ynew 
) const [inline, protected]

Applies Givens matrix determined by c and s (cf. computeGivens).

Returns:
SUCCESSFUL_RETURN
Parameters:
cCosine entry of Givens matrix.
sSine entry of Givens matrix.
nuFurther factor: s/(1+c).
xoldMatrix entry to be transformed corresponding to the normalised entry of the original matrix.
yoldMatrix entry to be transformed corresponding to the annihilated entry of the original matrix.
xnewOutput: Transformed matrix entry corresponding to the normalised entry of the original matrix.
ynewOutput: Transformed matrix entry corresponding to the annihilated entry of the original matrix.
BooleanType QProblemB::areBoundsConsistent ( const real_t *const  delta_lb,
const real_t *const  delta_ub 
) const [protected]

Checks if lower/upper bounds remain consistent (i.e. if lb <= ub) during the current step.

Returns:
BT_TRUE iff bounds remain consistent
Parameters:
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.

Definition at line 1487 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

BooleanType QProblemB::areBoundsConsistent ( const real_t *const  delta_lb,
const real_t *const  delta_ub 
) const [protected]

Checks if lower/upper bounds remain consistent (i.e. if lb <= ub) during the current step.

Returns:
BT_TRUE iff bounds remain consistent
Parameters:
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.
returnValue QProblemB::backsolveR ( const real_t *const  b,
BooleanType  transposed,
real_t *const  a 
) [protected]

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.

Returns:
SUCCESSFUL_RETURN
RET_DIV_BY_ZERO
Parameters:
bRight hand side vector.
transposedIndicates if the transposed system shall be solved.
aOutput: Solution vector

Reimplemented in QProblem, and QProblem.

Definition at line 1356 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::backsolveR ( const real_t *const  b,
BooleanType  transposed,
BooleanType  removingBound,
real_t *const  a 
) [protected]

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.
Special variant for the case that this function is called from within "removeBound()".

Returns:
SUCCESSFUL_RETURN
RET_DIV_BY_ZERO
Parameters:
bRight hand side vector.
transposedIndicates if the transposed system shall be solved.
removingBoundIndicates if function is called from "removeBound()".
aOutput: Solution vector

Reimplemented in QProblem, and QProblem.

Definition at line 1368 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::backsolveR ( const real_t *const  b,
BooleanType  transposed,
real_t *const  a 
) [protected]

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.

Returns:
SUCCESSFUL_RETURN
RET_DIV_BY_ZERO
Parameters:
bRight hand side vector.
transposedIndicates if the transposed system shall be solved.
aOutput: Solution vector

Reimplemented in QProblem, and QProblem.

returnValue QProblemB::backsolveR ( const real_t *const  b,
BooleanType  transposed,
BooleanType  removingBound,
real_t *const  a 
) [protected]

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.
Special variant for the case that this function is called from within "removeBound()".

Returns:
SUCCESSFUL_RETURN
RET_DIV_BY_ZERO
Parameters:
bRight hand side vector.
transposedIndicates if the transposed system shall be solved.
removingBoundIndicates if function is called from "removeBound()".
aOutput: Solution vector

Reimplemented in QProblem, and QProblem.

returnValue QProblemB::backsolveR ( const real_t *const  b,
BooleanType  transposed,
real_t *const  a 
) const [protected]

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.

Returns:
SUCCESSFUL_RETURN
RET_DIV_BY_ZERO
Parameters:
bRight hand side vector.
transposedIndicates if the transposed system shall be solved.
aOutput: Solution vector

Definition at line 1653 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::backsolveR ( const real_t *const  b,
BooleanType  transposed,
BooleanType  removingBound,
real_t *const  a 
) const [protected]

Solves the system Ra = b or R^Ta = b where R is an upper triangular matrix.
Special variant for the case that this function is called from within "removeBound()".

Returns:
SUCCESSFUL_RETURN
RET_DIV_BY_ZERO
Parameters:
bRight hand side vector.
transposedIndicates if the transposed system shall be solved.
removingBoundIndicates if function is called from "removeBound()".
aOutput: Solution vector

Definition at line 1665 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::changeActiveSet ( int  BC_idx,
SubjectToStatus  BC_status 
) [private]

Updates active set.

Returns:
SUCCESSFUL_RETURN
RET_REMOVE_FROM_ACTIVESET_FAILED
RET_ADD_TO_ACTIVESET_FAILED
Parameters:
BC_idxIndex of blocking constraint.
BC_statusStatus of blocking constraint.

Definition at line 3270 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

Checks if Hessian happens to be the identity matrix, and sets corresponding status flag (otherwise the flag remains unaltered!).

Returns:
SUCCESSFUL_RETURN

Definition at line 631 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Checks if Hessian happens to be the identity matrix, and sets corresponding status flag (otherwise the flag remains unaltered!).

Returns:
SUCCESSFUL_RETURN

Determines the maximum violation of the KKT optimality conditions of the current iterate within the QProblemB object.

Returns:
SUCCESSFUL_RETURN
RET_INACCURATE_SOLUTION
RET_NO_SOLUTION

Reimplemented in QProblem, and QProblem.

Definition at line 2008 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Determines the maximum violation of the KKT optimality conditions of the current iterate within the QProblemB object.

Returns:
SUCCESSFUL_RETURN
RET_INACCURATE_SOLUTION
RET_NO_SOLUTION

Reimplemented in QProblem, and QProblem.

returnValue QProblemB::clear ( ) [protected]

Frees all allocated memory.

Returns:
SUCCESSFUL_RETURN

Reimplemented in QProblem.

Definition at line 1152 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

void QProblemB::computeGivens ( real_t  xold,
real_t  yold,
real_t xnew,
real_t ynew,
real_t c,
real_t s 
) const [inline, protected]

Computes parameters for the Givens matrix G for which [x,y]*G = [z,0]

Returns:
SUCCESSFUL_RETURN
Parameters:
xoldMatrix entry to be normalised.
yoldMatrix entry to be annihilated.
xnewOutput: Normalised matrix entry.
ynewOutput: Annihilated matrix entry.
cOutput: Cosine entry of Givens matrix.
sOutput: Sine entry of Givens matrix.
void QProblemB::computeGivens ( real_t  xold,
real_t  yold,
real_t xnew,
real_t ynew,
real_t c,
real_t s 
) const [inline, protected]

Computes parameters for the Givens matrix G for which [x,y]*G = [z,0]

Returns:
SUCCESSFUL_RETURN
Parameters:
xoldMatrix entry to be normalised.
yoldMatrix entry to be annihilated.
xnewOutput: Normalised matrix entry.
ynewOutput: Annihilated matrix entry.
cOutput: Cosine entry of Givens matrix.
sOutput: Sine entry of Givens matrix.
void QProblemB::computeGivens ( real_t  xold,
real_t  yold,
real_t xnew,
real_t ynew,
real_t c,
real_t s 
) const [inline, protected]

Computes parameters for the Givens matrix G for which [x,y]*G = [z,0]

Returns:
SUCCESSFUL_RETURN
Parameters:
xoldMatrix entry to be normalised.
yoldMatrix entry to be annihilated.
xnewOutput: Normalised matrix entry.
ynewOutput: Annihilated matrix entry.
cOutput: Cosine entry of Givens matrix.
sOutput: Sine entry of Givens matrix.
returnValue QProblemB::copy ( const QProblemB rhs) [protected]

Copies all members from given rhs object.

Returns:
SUCCESSFUL_RETURN
Parameters:
rhsRhs object.

Definition at line 1209 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::determineDataShift ( const real_t *const  g_new,
const real_t *const  lb_new,
const real_t *const  ub_new,
real_t *const  delta_g,
real_t *const  delta_lb,
real_t *const  delta_ub,
BooleanType Delta_bB_isZero 
) [protected]

Determines step direction of the shift of the QP data.

Returns:
SUCCESSFUL_RETURN
Parameters:
g_newNew gradient vector.
lb_newNew lower bounds.
ub_newNew upper bounds.
delta_gOutput: Step direction of gradient vector.
delta_lbOutput: Step direction of lower bounds.
delta_ubOutput: Step direction of upper bounds.
Delta_bB_isZeroOutput: Indicates if active bounds are to be shifted.

Definition at line 1724 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

If Hessian type has been set by the user, nothing is done. Otherwise the Hessian type is set to HST_IDENTITY, HST_ZERO, or HST_POSDEF (default), respectively.

Returns:
SUCCESSFUL_RETURN
RET_HESSIAN_INDEFINITE

Definition at line 1302 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::determineStepDirection ( const real_t *const  delta_g,
const real_t *const  delta_lb,
const real_t *const  delta_ub,
BooleanType  Delta_bB_isZero,
real_t *const  delta_xFX,
real_t *const  delta_xFR,
real_t *const  delta_yFX 
) [private]

Determines step direction of the homotopy path.

Returns:
SUCCESSFUL_RETURN
RET_STEPDIRECTION_FAILED_CHOLESKY
Parameters:
delta_gStep direction of gradient vector.
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.
Delta_bB_isZeroIndicates if active bounds are to be shifted.
delta_xFXOutput: Primal homotopy step direction of fixed variables.
delta_xFROutput: Primal homotopy step direction of free variables.
delta_yFXOutput: Dual homotopy step direction of fixed variables' multiplier.

Definition at line 2958 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::getBounds ( Bounds *const  _bounds) const [inline]

Returns current bounds object of the QP (deep copy).

Returns:
SUCCESSFUL_RETURN
Parameters:
_boundsOutput: Bounds object.
returnValue QProblemB::getBounds ( Bounds *const  _bounds) const [inline]

Returns current bounds object of the QP (deep copy).

Returns:
SUCCESSFUL_RETURN
Parameters:
_boundsOutput: Bounds object.
returnValue QProblemB::getBounds ( Bounds _bounds) const [inline]

Returns current bounds object of the QP (deep copy).

Returns:
SUCCESSFUL_RETURN
RET_QPOBJECT_NOT_SETUP
Parameters:
_boundsOutput: Bounds object.

Returns the dual solution vector.

Returns:
SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED
Parameters:
yOptOutput: Dual solution vector (if QP has been solved).

Reimplemented in QProblem, QProblem, and QProblem.

Definition at line 563 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Returns the dual solution vector.

Returns:
SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED
Parameters:
yOptOutput: Dual solution vector (if QP has been solved).

Reimplemented in QProblem, QProblem, and QProblem.

virtual returnValue QProblemB::getDualSolution ( real_t *const  yOpt) const [virtual]

Returns the dual solution vector.

Returns:
SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED
Parameters:
yOptOutput: Dual solution vector (if QP has been solved).

Reimplemented in QProblem, QProblem, and QProblem.

returnValue QProblemB::getG ( real_t *const  _g) const [inline]

Returns gradient vector of the QP (deep copy).

Returns:
SUCCESSFUL_RETURN
Parameters:
_gArray of appropriate dimension for copying gradient vector.
returnValue QProblemB::getG ( real_t *const  _g) const [inline]

Returns gradient vector of the QP (deep copy).

Returns:
SUCCESSFUL_RETURN
Parameters:
_gArray of appropriate dimension for copying gradient vector.
returnValue QProblemB::getH ( real_t *const  _H) const [inline]

Returns Hessian matrix of the QP (deep copy).

Returns:
SUCCESSFUL_RETURN
Parameters:
_HArray of appropriate dimension for copying Hessian matrix.
returnValue QProblemB::getH ( real_t *const  _H) const [inline]

Returns Hessian matrix of the QP (deep copy).

Returns:
SUCCESSFUL_RETURN
Parameters:
_HArray of appropriate dimension for copying Hessian matrix.

Returns Hessian type flag (type is not determined due to this call!).

Returns:
Hessian type.

Returns Hessian type flag (type is not determined due to this call!).

Returns:
Hessian type.

Returns Hessian type flag (type is not determined due to this call!).

Returns:
Hessian type.
returnValue QProblemB::getLB ( real_t *const  _lb) const [inline]

Returns lower bound vector of the QP (deep copy).

Returns:
SUCCESSFUL_RETURN
Parameters:
_lbArray of appropriate dimension for copying lower bound vector.
returnValue QProblemB::getLB ( int  number,
real_t value 
) const [inline]

Returns single entry of lower bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INDEX_OUT_OF_BOUNDS
Parameters:
numberNumber of entry to be returned.
valueOutput: lb[number].
returnValue QProblemB::getLB ( real_t *const  _lb) const [inline]

Returns lower bound vector of the QP (deep copy).

Returns:
SUCCESSFUL_RETURN
Parameters:
_lbArray of appropriate dimension for copying lower bound vector.
returnValue QProblemB::getLB ( int  number,
real_t value 
) const [inline]

Returns single entry of lower bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INDEX_OUT_OF_BOUNDS
Parameters:
numberNumber of entry to be returned.
valueOutput: lb[number].
int QProblemB::getNFR ( ) [inline]

Returns the number of free variables.

Returns:
Number of free variables.
int QProblemB::getNFR ( ) [inline]

Returns the number of free variables.

Returns:
Number of free variables.
int QProblemB::getNFR ( ) const [inline]

Returns the number of free variables.

Returns:
Number of free variables.
int QProblemB::getNFV ( ) const [inline]

Returns the number of implicitly fixed variables.

Returns:
Number of implicitly fixed variables.
int QProblemB::getNFV ( ) const [inline]

Returns the number of implicitly fixed variables.

Returns:
Number of implicitly fixed variables.
int QProblemB::getNFV ( ) const [inline]

Returns the number of implicitly fixed variables.

Returns:
Number of implicitly fixed variables.
int QProblemB::getNFX ( ) [inline]

Returns the number of fixed variables.

Returns:
Number of fixed variables.
int QProblemB::getNFX ( ) [inline]

Returns the number of fixed variables.

Returns:
Number of fixed variables.
int QProblemB::getNFX ( ) const [inline]

Returns the number of fixed variables.

Returns:
Number of fixed variables.
int QProblemB::getNV ( ) const [inline]

Returns the number of variables.

Returns:
Number of variables.
int QProblemB::getNV ( ) const [inline]

Returns the number of variables.

Returns:
Number of variables.
int QProblemB::getNV ( ) const [inline]

Returns the number of variables.

Returns:
Number of variables.

Returns the dimension of null space.

Returns:
Dimension of null space.

Reimplemented in QProblem, and QProblem.

Definition at line 482 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Returns the dimension of null space.

Returns:
Dimension of null space.

Reimplemented in QProblem, and QProblem.

int QProblemB::getNZ ( ) const [virtual]

Returns the dimension of null space.

Returns:
Dimension of null space.

Reimplemented in QProblem.

Definition at line 828 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

Returns the optimal objective function value.

Returns:
finite value: Optimal objective function value (QP was solved)
+infinity: QP was not yet solved

Definition at line 492 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

real_t QProblemB::getObjVal ( const real_t *const  _x) const

Returns the objective function value at an arbitrary point x.

Returns:
Objective function value at point x
Parameters:
_xPoint at which the objective function shall be evaluated.

Definition at line 516 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Returns the optimal objective function value.

Returns:
finite value: Optimal objective function value (QP was solved)
+infinity: QP was not yet solved
real_t QProblemB::getObjVal ( const real_t *const  _x) const

Returns the objective function value at an arbitrary point x.

Returns:
Objective function value at point x
Parameters:
_xPoint at which the objective function shall be evaluated.

Returns the optimal objective function value.

Returns:
finite value: Optimal objective function value (QP was solved)
+infinity: QP was not yet solved
real_t QProblemB::getObjVal ( const real_t *const  _x) const

Returns the objective function value at an arbitrary point x.

Returns:
Objective function value at point x
Parameters:
_xPoint at which the objective function shall be evaluated.
Options QProblemB::getOptions ( ) const [inline]

Returns current options struct.

Returns:
Current options struct.

Returns the primal solution vector.

Returns:
SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED
Parameters:
xOptOutput: Primal solution vector (if QP has been solved).

Definition at line 538 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Returns the primal solution vector.

Returns:
SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED
Parameters:
xOptOutput: Primal solution vector (if QP has been solved).

Returns the primal solution vector.

Returns:
SUCCESSFUL_RETURN
RET_QP_NOT_SOLVED
Parameters:
xOptOutput: Primal solution vector (if QP has been solved).

Returns the print level.

Returns:
Print level.

Returns the print level.

Returns:
Print level.

Returns the print level.

Returns:
Print level.

Returns status of the solution process.

Returns:
Status of solution process.

Returns status of the solution process.

Returns:
Status of solution process.

Returns status of the solution process.

Returns:
Status of solution process.
returnValue QProblemB::getUB ( real_t *const  _ub) const [inline]

Returns upper bound vector of the QP (deep copy).

Returns:
SUCCESSFUL_RETURN
Parameters:
_ubArray of appropriate dimension for copying upper bound vector.
returnValue QProblemB::getUB ( int  number,
real_t value 
) const [inline]

Returns single entry of upper bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INDEX_OUT_OF_BOUNDS
Parameters:
numberNumber of entry to be returned.
valueOutput: ub[number].
returnValue QProblemB::getUB ( real_t *const  _ub) const [inline]

Returns upper bound vector of the QP (deep copy).

Returns:
SUCCESSFUL_RETURN
Parameters:
_ubArray of appropriate dimension for copying upper bound vector.
returnValue QProblemB::getUB ( int  number,
real_t value 
) const [inline]

Returns single entry of upper bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INDEX_OUT_OF_BOUNDS
Parameters:
numberNumber of entry to be returned.
valueOutput: ub[number].
returnValue QProblemB::hotstart ( const real_t *const  g_new,
const real_t *const  lb_new,
const real_t *const  ub_new,
int &  nWSR,
real_t *const  cputime 
)

Solves an initialised QProblemB using online active set strategy.

Returns:
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_INACCURATE_SOLUTION
RET_NO_SOLUTION
Parameters:
g_newGradient of neighbouring QP to be solved.
lb_newLower bounds of neighbouring QP to be solved.
If no lower bounds exist, a NULL pointer can be passed.
ub_newUpper bounds of neighbouring QP to be solved.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeOutput: CPU time required to solve QP (or to perform nWSR iterations).

Definition at line 285 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::hotstart ( const real_t *const  g_new,
const real_t *const  lb_new,
const real_t *const  ub_new,
int &  nWSR,
real_t *const  cputime 
)

Solves an initialised QProblemB using online active set strategy.

Returns:
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_INACCURATE_SOLUTION
RET_NO_SOLUTION
Parameters:
g_newGradient of neighbouring QP to be solved.
lb_newLower bounds of neighbouring QP to be solved.
If no lower bounds exist, a NULL pointer can be passed.
ub_newUpper bounds of neighbouring QP to be solved.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeOutput: CPU time required to solve QP (or to perform nWSR iterations).
returnValue QProblemB::hotstart ( const real_t *const  g_new,
const real_t *const  lb_new,
const real_t *const  ub_new,
int &  nWSR,
real_t *const  cputime 
)

Solves an initialised QProblemB using online active set strategy. Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns:
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
Parameters:
g_newGradient of neighbouring QP to be solved.
lb_newLower bounds of neighbouring QP to be solved.
If no lower bounds exist, a NULL pointer can be passed.
ub_newUpper bounds of neighbouring QP to be solved.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spend for QP solution (or to perform nWSR iterations).
returnValue QProblemB::hotstart ( const char *const  g_file,
const char *const  lb_file,
const char *const  ub_file,
int &  nWSR,
real_t *const  cputime 
)

Solves an initialised QProblemB online active set strategy reading QP data from files. Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns:
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS
Parameters:
g_fileName of file where gradient, of neighbouring QP to be solved, is stored.
lb_fileName of file where lower bounds, of neighbouring QP to be solved, is stored.
If no lower bounds exist, a NULL pointer can be passed.
ub_fileName of file where upper bounds, of neighbouring QP to be solved, is stored.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spend for QP solution (or to perform nWSR iterations).

Definition at line 655 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::hotstart ( const real_t *const  g_new,
const real_t *const  lb_new,
const real_t *const  ub_new,
int &  nWSR,
real_t *const  cputime,
const Bounds *const  guessedBounds 
)

Solves an initialised QProblemB using online active set strategy (using an initialised homotopy). Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns:
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_SETUP_AUXILIARYQP_FAILED
Parameters:
g_newGradient of neighbouring QP to be solved.
lb_newLower bounds of neighbouring QP to be solved.
If no lower bounds exist, a NULL pointer can be passed.
ub_newUpper bounds of neighbouring QP to be solved.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spend for QP solution (or to perform nWSR iterations).
guessedBoundsInitial guess for working set of bounds. A null pointer corresponds to an empty working set!

Definition at line 713 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::hotstart ( const char *const  g_file,
const char *const  lb_file,
const char *const  ub_file,
int &  nWSR,
real_t *const  cputime,
const Bounds *const  guessedBounds 
)

Solves an initialised QProblemB using online active set strategy (using an initialised homotopy) reading QP data from files. Note: This function internally calls solveQP/solveRegularisedQP for solving an initialised QP!

Returns:
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS
RET_SETUP_AUXILIARYQP_FAILED
Parameters:
g_fileName of file where gradient, of neighbouring QP to be solved, is stored.
lb_fileName of file where lower bounds, of neighbouring QP to be solved, is stored.
If no lower bounds exist, a NULL pointer can be passed.
ub_fileName of file where upper bounds, of neighbouring QP to be solved, is stored.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spend for QP solution (or to perform nWSR iterations).
guessedBoundsInitial guess for working set of bounds. A null pointer corresponds to an empty working set!

Definition at line 767 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::hotstart_determineDataShift ( const int *const  FX_idx,
const real_t *const  g_new,
const real_t *const  lb_new,
const real_t *const  ub_new,
real_t *const  delta_g,
real_t *const  delta_lb,
real_t *const  delta_ub,
BooleanType Delta_bB_isZero 
) [protected]

Determines step direction of the shift of the QP data.

Returns:
SUCCESSFUL_RETURN
Parameters:
FX_idxIndex array of fixed variables.
g_newNew gradient vector.
lb_newNew lower bounds.
ub_newNew upper bounds.
delta_gOutput: Step direction of gradient vector.
delta_lbOutput: Step direction of lower bounds.
delta_ubOutput: Step direction of upper bounds.
Delta_bB_isZeroOutput: Indicates if active bounds are to be shifted.

Definition at line 1427 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::hotstart_determineDataShift ( const int *const  FX_idx,
const real_t *const  g_new,
const real_t *const  lb_new,
const real_t *const  ub_new,
real_t *const  delta_g,
real_t *const  delta_lb,
real_t *const  delta_ub,
BooleanType Delta_bB_isZero 
) [protected]

Determines step direction of the shift of the QP data.

Returns:
SUCCESSFUL_RETURN
Parameters:
FX_idxIndex array of fixed variables.
g_newNew gradient vector.
lb_newNew lower bounds.
ub_newNew upper bounds.
delta_gOutput: Step direction of gradient vector.
delta_lbOutput: Step direction of lower bounds.
delta_ubOutput: Step direction of upper bounds.
Delta_bB_isZeroOutput: Indicates if active bounds are to be shifted.
returnValue QProblemB::hotstart_determineStepDirection ( const int *const  FR_idx,
const int *const  FX_idx,
const real_t *const  delta_g,
const real_t *const  delta_lb,
const real_t *const  delta_ub,
BooleanType  Delta_bB_isZero,
real_t *const  delta_xFX,
real_t *const  delta_xFR,
real_t *const  delta_yFX 
) [private]

Determines step direction of the homotopy path.

Returns:
SUCCESSFUL_RETURN
RET_STEPDIRECTION_FAILED_CHOLESKY
Parameters:
FR_idxIndex array of free variables.
FX_idxIndex array of fixed variables.
delta_gStep direction of gradient vector.
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.
Delta_bB_isZeroIndicates if active bounds are to be shifted.
delta_xFXOutput: Primal homotopy step direction of fixed variables.
delta_xFROutput: Primal homotopy step direction of free variables.
delta_yFXOutput: Dual homotopy step direction of fixed variables' multiplier.

Definition at line 1570 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::hotstart_determineStepDirection ( const int *const  FR_idx,
const int *const  FX_idx,
const real_t *const  delta_g,
const real_t *const  delta_lb,
const real_t *const  delta_ub,
BooleanType  Delta_bB_isZero,
real_t *const  delta_xFX,
real_t *const  delta_xFR,
real_t *const  delta_yFX 
) [private]

Determines step direction of the homotopy path.

Returns:
SUCCESSFUL_RETURN
RET_STEPDIRECTION_FAILED_CHOLESKY
Parameters:
FR_idxIndex array of free variables.
FX_idxIndex array of fixed variables.
delta_gStep direction of gradient vector.
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.
Delta_bB_isZeroIndicates if active bounds are to be shifted.
delta_xFXOutput: Primal homotopy step direction of fixed variables.
delta_xFROutput: Primal homotopy step direction of free variables.
delta_yFXOutput: Dual homotopy step direction of fixed variables' multiplier.
returnValue QProblemB::hotstart_determineStepLength ( const int *const  FR_idx,
const int *const  FX_idx,
const real_t *const  delta_lb,
const real_t *const  delta_ub,
const real_t *const  delta_xFR,
const real_t *const  delta_yFX,
int &  BC_idx,
SubjectToStatus BC_status 
) [private]

Determines the maximum possible step length along the homotopy path.

Returns:
SUCCESSFUL_RETURN
Parameters:
FR_idxIndex array of free variables.
FX_idxIndex array of fixed variables.
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.
delta_xFRPrimal homotopy step direction of free variables.
delta_yFXDual homotopy step direction of fixed variables' multiplier.
BC_idxOutput: Index of blocking constraint.
BC_statusOutput: Status of blocking constraint.

Definition at line 1686 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::hotstart_determineStepLength ( const int *const  FR_idx,
const int *const  FX_idx,
const real_t *const  delta_lb,
const real_t *const  delta_ub,
const real_t *const  delta_xFR,
const real_t *const  delta_yFX,
int &  BC_idx,
SubjectToStatus BC_status 
) [private]

Determines the maximum possible step length along the homotopy path.

Returns:
SUCCESSFUL_RETURN
Parameters:
FR_idxIndex array of free variables.
FX_idxIndex array of fixed variables.
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.
delta_xFRPrimal homotopy step direction of free variables.
delta_yFXDual homotopy step direction of fixed variables' multiplier.
BC_idxOutput: Index of blocking constraint.
BC_statusOutput: Status of blocking constraint.
returnValue QProblemB::hotstart_performStep ( const int *const  FR_idx,
const int *const  FX_idx,
const real_t *const  delta_g,
const real_t *const  delta_lb,
const real_t *const  delta_ub,
const real_t *const  delta_xFX,
const real_t *const  delta_xFR,
const real_t *const  delta_yFX,
int  BC_idx,
SubjectToStatus  BC_status 
) [private]

Performs a step along the homotopy path (and updates active set).

Returns:
SUCCESSFUL_RETURN
RET_OPTIMAL_SOLUTION_FOUND
RET_REMOVE_FROM_ACTIVESET_FAILED
RET_ADD_TO_ACTIVESET_FAILED
RET_QP_INFEASIBLE
Parameters:
FR_idxIndex array of free variables.
FX_idxIndex array of fixed variables.
delta_gStep direction of gradient vector.
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.
delta_xFXPrimal homotopy step direction of fixed variables.
delta_xFRPrimal homotopy step direction of free variables.
delta_yFXDual homotopy step direction of fixed variables' multiplier.
BC_idxIndex of blocking constraint.
BC_statusStatus of blocking constraint.

Definition at line 1837 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::hotstart_performStep ( const int *const  FR_idx,
const int *const  FX_idx,
const real_t *const  delta_g,
const real_t *const  delta_lb,
const real_t *const  delta_ub,
const real_t *const  delta_xFX,
const real_t *const  delta_xFR,
const real_t *const  delta_yFX,
int  BC_idx,
SubjectToStatus  BC_status 
) [private]

Performs a step along the homotopy path (and updates active set).

Returns:
SUCCESSFUL_RETURN
RET_OPTIMAL_SOLUTION_FOUND
RET_REMOVE_FROM_ACTIVESET_FAILED
RET_ADD_TO_ACTIVESET_FAILED
RET_QP_INFEASIBLE
Parameters:
FR_idxIndex array of free variables.
FX_idxIndex array of fixed variables.
delta_gStep direction of gradient vector.
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.
delta_xFXPrimal homotopy step direction of fixed variables.
delta_xFRPrimal homotopy step direction of free variables.
delta_yFXDual homotopy step direction of fixed variables' multiplier.
BC_idxIndex of blocking constraint.
BC_statusStatus of blocking constraint.
returnValue QProblemB::init ( const real_t *const  _H,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub,
int &  nWSR,
const real_t *const  yOpt = 0,
real_t *const  cputime = 0 
)

Initialises a QProblemB with given QP data and solves it using an initial homotopy with empty working set (at most nWSR iterations).

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS
RET_INACCURATE_SOLUTION
RET_NO_SOLUTION
Parameters:
_HHessian matrix.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
yOptInitial guess for dual solution vector.
cputimeOutput: CPU time required to initialise QP.

Definition at line 268 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::init ( const real_t *const  _H,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub,
int &  nWSR,
const real_t *const  yOpt = 0,
real_t *const  cputime = 0 
)

Initialises a QProblemB with given QP data and solves it using an initial homotopy with empty working set (at most nWSR iterations).

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS
RET_INACCURATE_SOLUTION
RET_NO_SOLUTION
Parameters:
_HHessian matrix.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
yOptInitial guess for dual solution vector.
cputimeOutput: CPU time required to initialise QP.
returnValue QProblemB::init ( SymmetricMatrix _H,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub,
int &  nWSR,
real_t *const  cputime 
)

Initialises a QProblemB with given QP data and solves it using an initial homotopy with empty working set (at most nWSR iterations). Note: This function internally calls solveInitialQP for initialisation!

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS
Parameters:
_HHessian matrix.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP initialisation.
Output: CPU time spend for QP initialisation.

Definition at line 228 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::init ( const real_t *const  _H,
const real_t *const  _R,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub,
int &  nWSR,
const real_t *const  yOpt = 0,
real_t *const  cputime = 0 
)

Initialises a QProblemB with given QP data and solves it using an initial homotopy with empty working set (at most nWSR iterations).

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS
RET_INACCURATE_SOLUTION
RET_NO_SOLUTION
Parameters:
_HHessian matrix.
_RCholesky factorization of the Hessian matrix.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
yOptInitial guess for dual solution vector.
cputimeOutput: CPU time required to initialise QP.

Definition at line 298 of file external_packages/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::init ( const real_t *const  _H,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub,
int &  nWSR,
real_t *const  cputime 
)

Initialises a QProblemB with given QP data and solves it using an initial homotopy with empty working set (at most nWSR iterations). Note: This function internally calls solveInitialQP for initialisation!

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS
Parameters:
_HHessian matrix.
If Hessian matrix is trivial, a NULL pointer can be passed.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP initialisation.
Output: CPU time spend for QP initialisation.

Definition at line 255 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::init ( const char *const  H_file,
const char *const  g_file,
const char *const  lb_file,
const char *const  ub_file,
int &  nWSR,
real_t *const  cputime 
)

Initialises a QProblemB with given QP data to be read from files and solves it using an initial homotopy with empty working set (at most nWSR iterations). Note: This function internally calls solveInitialQP for initialisation!

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_UNABLE_TO_READ_FILE
Parameters:
H_fileName of file where Hessian matrix is stored.
If Hessian matrix is trivial, a NULL pointer can be passed.
g_fileName of file where gradient vector is stored.
lb_fileName of file where lower bound vector.
If no lower bounds exist, a NULL pointer can be passed.
ub_fileName of file where upper bound vector.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP initialisation.
Output: CPU time spend for QP initialisation.

Definition at line 282 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::init ( SymmetricMatrix _H,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub,
int &  nWSR,
real_t *const  cputime,
const real_t *const  xOpt,
const real_t *const  yOpt,
const Bounds *const  guessedBounds 
)

Initialises a QProblemB with given QP data and solves it depending on the parameter constellation:
1. 0, 0, 0 : start with xOpt = 0, yOpt = 0 and IB empty (or all implicit equality bounds),
2. xOpt, 0, 0 : start with xOpt, yOpt = 0 and obtain IB by "clipping",
3. 0, yOpt, 0 : start with xOpt = 0, yOpt and obtain IB from yOpt != 0,
4. 0, 0, IB: start with xOpt = 0, yOpt = 0 and IB,
5. xOpt, yOpt, 0 : start with xOpt, yOpt and obtain IB from yOpt != 0,
6. xOpt, 0, IB: start with xOpt, yOpt = 0 and IB,
7. xOpt, yOpt, IB: start with xOpt, yOpt and IB (assume them to be consistent!) Note: This function internally calls solveInitialQP for initialisation!

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS
Parameters:
_HHessian matrix.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP initialisation.
Output: CPU time spend for QP initialisation.
xOptOptimal primal solution vector. A NULL pointer can be passed.
yOptOptimal dual solution vector. A NULL pointer can be passed.
guessedBoundsOptimal working set for solution (xOpt,yOpt). A NULL pointer can be passed.

Definition at line 309 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::init ( const real_t *const  _H,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub,
int &  nWSR,
real_t *const  cputime,
const real_t *const  xOpt,
const real_t *const  yOpt,
const Bounds *const  guessedBounds 
)

Initialises a QProblemB with given QP data and solves it depending on the parameter constellation:
1. 0, 0, 0 : start with xOpt = 0, yOpt = 0 and IB empty (or all implicit equality bounds),
2. xOpt, 0, 0 : start with xOpt, yOpt = 0 and obtain IB by "clipping",
3. 0, yOpt, 0 : start with xOpt = 0, yOpt and obtain IB from yOpt != 0,
4. 0, 0, IB: start with xOpt = 0, yOpt = 0 and IB,
5. xOpt, yOpt, 0 : start with xOpt, yOpt and obtain IB from yOpt != 0,
6. xOpt, 0, IB: start with xOpt, yOpt = 0 and IB,
7. xOpt, yOpt, IB: start with xOpt, yOpt and IB (assume them to be consistent!) Note: This function internally calls solveInitialQP for initialisation!

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_INVALID_ARGUMENTS
Parameters:
_HHessian matrix.
If Hessian matrix is trivial, a NULL pointer can be passed.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP initialisation.
Output: CPU time spend for QP initialisation.
xOptOptimal primal solution vector. A NULL pointer can be passed.
yOptOptimal dual solution vector. A NULL pointer can be passed.
guessedBoundsOptimal working set for solution (xOpt,yOpt). A NULL pointer can be passed.

Definition at line 354 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::init ( const char *const  H_file,
const char *const  g_file,
const char *const  lb_file,
const char *const  ub_file,
int &  nWSR,
real_t *const  cputime,
const real_t *const  xOpt,
const real_t *const  yOpt,
const Bounds *const  guessedBounds 
)

Initialises a QProblemB with given QP data to be read from files and solves it depending on the parameter constellation:
1. 0, 0, 0 : start with xOpt = 0, yOpt = 0 and IB empty (or all implicit equality bounds),
2. xOpt, 0, 0 : start with xOpt, yOpt = 0 and obtain IB by "clipping",
3. 0, yOpt, 0 : start with xOpt = 0, yOpt and obtain IB from yOpt != 0,
4. 0, 0, IB: start with xOpt = 0, yOpt = 0 and IB,
5. xOpt, yOpt, 0 : start with xOpt, yOpt and obtain IB from yOpt != 0,
6. xOpt, 0, IB: start with xOpt, yOpt = 0 and IB,
7. xOpt, yOpt, IB: start with xOpt, yOpt and IB (assume them to be consistent!) Note: This function internally calls solveInitialQP for initialisation!

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
RET_UNABLE_TO_READ_FILE
Parameters:
H_fileName of file where Hessian matrix is stored.
If Hessian matrix is trivial, a NULL pointer can be passed.
g_fileName of file where gradient vector is stored.
lb_fileName of file where lower bound vector.
If no lower bounds exist, a NULL pointer can be passed.
ub_fileName of file where upper bound vector.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations when using initial homotopy.
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP initialisation.
Output: CPU time spend for QP initialisation.
xOptOptimal primal solution vector. A NULL pointer can be passed.
yOptOptimal dual solution vector. A NULL pointer can be passed.
guessedBoundsOptimal working set for solution (xOpt,yOpt). A NULL pointer can be passed.

Definition at line 399 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

BooleanType QProblemB::isBlocking ( real_t  num,
real_t  den,
real_t  epsNum,
real_t  epsDen,
real_t t 
) const [inline, protected]

Checks whether given ratio is blocking, i.e. limits the maximum step length along the homotopy path to a value lower than given one.

Returns:
SUCCESSFUL_RETURN
Parameters:
numNumerator for performing the ratio test.
denDenominator for performing the ratio test.
epsNumNumerator tolerance.
epsDenDenominator tolerance.
tInput: Current maximum step length along the homotopy path, Output: Updated maximum possible step length along the homotopy path.
BooleanType QProblemB::isCPUtimeLimitExceeded ( const real_t *const  cputime,
real_t  starttime,
int  nWSR 
) const [protected]

Determines if next QP iteration can be performed within given CPU time limit.

Returns:
BT_TRUE: CPU time limit is exceeded, stop QP solution.
BT_FALSE: Sufficient CPU time for next QP iteration.
Parameters:
cputimeMaximum CPU time allowed for QP solution.
starttimeStart time of current QP solution.
nWSRNumber of working set recalculations performed so far.

Definition at line 2021 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

Returns if the QP is infeasible.

Returns:
BT_TRUE: QP infeasible
BT_FALSE: QP feasible (or not known to be infeasible!)

Returns if the QP is infeasible.

Returns:
BT_TRUE: QP infeasible
BT_FALSE: QP feasible (or not known to be infeasible!)

Returns if the QP is infeasible.

Returns:
BT_TRUE: QP infeasible
BT_FALSE: QP feasible (or not known to be infeasible!)

Returns if the QProblem object is initialised.

Returns:
BT_TRUE: QProblemB initialised
BT_FALSE: QProblemB not initialised

Returns if the QProblem object is initialised.

Returns:
BT_TRUE: QProblemB initialised
BT_FALSE: QProblemB not initialised

Returns if the QProblem object is initialised.

Returns:
BT_TRUE: QProblemB initialised
BT_FALSE: QProblemB not initialised
BooleanType QProblemB::isSolved ( ) const [inline]

Returns if the QP has been solved.

Returns:
BT_TRUE: QProblemB solved
BT_FALSE: QProblemB not solved
BooleanType QProblemB::isSolved ( ) const [inline]

Returns if the QP has been solved.

Returns:
BT_TRUE: QProblemB solved
BT_FALSE: QProblemB not solved
BooleanType QProblemB::isSolved ( ) const [inline]

Returns if the QP has been solved.

Returns:
BT_TRUE: QProblemB solved
BT_FALSE: QProblemB not solved
BooleanType QProblemB::isUnbounded ( ) const [inline]

Returns if the QP is unbounded.

Returns:
BT_TRUE: QP unbounded
BT_FALSE: QP unbounded (or not known to be unbounded!)
BooleanType QProblemB::isUnbounded ( ) const [inline]

Returns if the QP is unbounded.

Returns:
BT_TRUE: QP unbounded
BT_FALSE: QP unbounded (or not known to be unbounded!)
BooleanType QProblemB::isUnbounded ( ) const [inline]

Returns if the QP is unbounded.

Returns:
BT_TRUE: QP unbounded
BT_FALSE: QP unbounded (or not known to be unbounded!)
returnValue QProblemB::loadQPvectorsFromFile ( const char *const  g_file,
const char *const  lb_file,
const char *const  ub_file,
real_t *const  g_new,
real_t *const  lb_new,
real_t *const  ub_new 
) const [protected]

Loads new QP vectors from files (internal members are not affected!).

Returns:
SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS
Parameters:
g_fileName of file where gradient, of neighbouring QP to be solved, is stored.
lb_fileName of file where lower bounds, of neighbouring QP to be solved, is stored.
If no lower bounds exist, a NULL pointer can be passed.
ub_fileName of file where upper bounds, of neighbouring QP to be solved, is stored.
If no upper bounds exist, a NULL pointer can be passed.
g_newOutput: Gradient of neighbouring QP to be solved.
lb_newOutput: Lower bounds of neighbouring QP to be solved
ub_newOutput: Upper bounds of neighbouring QP to be solved

Definition at line 1945 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::obtainAuxiliaryWorkingSet ( const real_t *const  xOpt,
const real_t *const  yOpt,
const Bounds *const  guessedBounds,
Bounds auxiliaryBounds 
) const [protected]

Obtains the desired working set for the auxiliary initial QP in accordance with the user specifications

Returns:
SUCCESSFUL_RETURN
RET_OBTAINING_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
Parameters:
xOptOptimal primal solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
yOptOptimal dual solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
guessedBoundsGuessed working set for solution (xOpt,yOpt).
auxiliaryBoundsInput: Allocated bound object.
Ouput: Working set for auxiliary QP.

Definition at line 900 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::obtainAuxiliaryWorkingSet ( const real_t *const  xOpt,
const real_t *const  yOpt,
const Bounds *const  guessedBounds,
Bounds auxiliaryBounds 
) const [protected]

Obtains the desired working set for the auxiliary initial QP in accordance with the user specifications

Returns:
SUCCESSFUL_RETURN
RET_OBTAINING_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
Parameters:
xOptOptimal primal solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
yOptOptimal dual solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
guessedBoundsGuessed working set for solution (xOpt,yOpt).
auxiliaryBoundsInput: Allocated bound object.
Ouput: Working set for auxiliary QP.
returnValue QProblemB::obtainAuxiliaryWorkingSet ( const real_t *const  xOpt,
const real_t *const  yOpt,
const Bounds *const  guessedBounds,
Bounds auxiliaryBounds 
) const [protected]

Obtains the desired working set for the auxiliary initial QP in accordance with the user specifications

Returns:
SUCCESSFUL_RETURN
RET_OBTAINING_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
Parameters:
xOptOptimal primal solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
yOptOptimal dual solution vector. If a NULL pointer is passed, all entries are assumed to be zero.
guessedBoundsGuessed working set for solution (xOpt,yOpt).
auxiliaryBoundsInput: Allocated bound object.
Ouput: Working set for auxiliary QP.
QProblemB& QProblemB::operator= ( const QProblemB rhs)

Assignment operator (deep copy).

Parameters:
rhsRhs object.
QProblemB & QProblemB::operator= ( const QProblemB rhs)

Assignment operator (deep copy).

Parameters:
rhsRhs object.

Definition at line 183 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

QProblemB& QProblemB::operator= ( const QProblemB rhs)

Assignment operator (deep copy).

Parameters:
rhsRhs object.

Drift correction at end of each active set iteration

Returns:
SUCCESSFUL_RETURN

Reimplemented in QProblem.

Definition at line 3319 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::performRamping ( ) [protected, virtual]

Ramping Strategy to avoid ties. Modifies homotopy start without changing current active set.

Returns:
SUCCESSFUL_RETURN

Reimplemented in QProblem.

Definition at line 2168 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::performRatioTest ( int  nIdx,
const int *const  idxList,
const SubjectTo *const  subjectTo,
const real_t *const  num,
const real_t *const  den,
real_t  epsNum,
real_t  epsDen,
real_t t,
int &  BC_idx 
) const [protected]

Performs robustified ratio test yield the maximum possible step length along the homotopy path.

Returns:
SUCCESSFUL_RETURN
Parameters:
nIdxNumber of ratios to be checked.
idxListArray containing the indices of all ratios to be checked.
subjectToBound/Constraint object corresponding to ratios to be checked.
numArray containing all numerators for performing the ratio test.
denArray containing all denominators for performing the ratio test.
epsNumNumerator tolerance.
epsDenDenominator tolerance.
tOutput: Maximum possible step length along the homotopy path.
BC_idxOutput: Index of blocking constraint.

Definition at line 2081 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::performStep ( const real_t *const  delta_g,
const real_t *const  delta_lb,
const real_t *const  delta_ub,
const real_t *const  delta_xFX,
const real_t *const  delta_xFR,
const real_t *const  delta_yFX,
int &  BC_idx,
SubjectToStatus BC_status 
) [private]

Determines the maximum possible step length along the homotopy path and performs this step (without changing working set).

Returns:
SUCCESSFUL_RETURN
RET_QP_INFEASIBLE
Parameters:
delta_gStep direction of gradient.
delta_lbStep direction of lower bounds.
delta_ubStep direction of upper bounds.
delta_xFXPrimal homotopy step direction of fixed variables.
delta_xFRPrimal homotopy step direction of free variables.
delta_yFXDual homotopy step direction of fixed variables' multiplier.
BC_idxOutput: Index of blocking constraint.
BC_statusOutput: Status of blocking constraint.

Definition at line 3125 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::printIteration ( int  iteration,
int  BC_idx,
SubjectToStatus  BC_status 
) [private]

Prints concise information on the current iteration.

Returns:
SUCCESSFUL_RETURN
Parameters:
iterationNumber of current iteration.
BC_idxIndex of blocking bound.
BC_statusStatus of blocking bound.

Definition at line 3588 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

Prints a list of all options and their current values.

Returns:
SUCCESSFUL_RETURN

Definition at line 1138 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

Prints concise list of properties of the current QP.

Returns:
SUCCESSFUL_RETURN

Reimplemented in QProblem.

Definition at line 1013 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

Regularise Hessian matrix by adding a scaled identity matrix to it.

Returns:
SUCCESSFUL_RETURN
RET_HESSIAN_ALREADY_REGULARISED

Definition at line 2049 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

real_t QProblemB::relativeHomotopyLength ( const real_t *const  g_new,
const real_t *const  lb_new,
const real_t *const  ub_new 
) [protected]

Compute relative length of homotopy in data space for termination criterion.

Returns:
Relative length in data space.
Parameters:
g_newFinal gradient.
lb_newFinal lower variable bounds.
ub_newFinal upper variable bounds.

Definition at line 2129 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::removeBound ( int  number,
BooleanType  updateCholesky 
) [protected]

Removes a bounds from active set (specialised version for the case where no constraints exist).

Returns:
SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_REMOVEBOUND_FAILED
Parameters:
numberNumber of bound to be removed from active set.
updateCholeskyFlag indicating if Cholesky decomposition shall be updated.

Reimplemented in QProblem, and QProblem.

Definition at line 1287 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::removeBound ( int  number,
BooleanType  updateCholesky 
) [protected]

Removes a bounds from active set (specialised version for the case where no constraints exist).

Returns:
SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_REMOVEBOUND_FAILED
Parameters:
numberNumber of bound to be removed from active set.
updateCholeskyFlag indicating if Cholesky decomposition shall be updated.

Reimplemented in QProblem, and QProblem.

returnValue QProblemB::removeBound ( int  number,
BooleanType  updateCholesky 
) [private]

Removes a bounds from active set (specialised version for the case where no constraints exist).

Returns:
SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_REMOVEBOUND_FAILED
Parameters:
numberNumber of bound to be removed from active set.
updateCholeskyFlag indicating if Cholesky decomposition shall be updated.

Reimplemented in QProblem, and QProblem.

Clears all data structures of QProblemB except for QP data.

Returns:
SUCCESSFUL_RETURN
RET_RESET_FAILED

0) Reset has Hessian flag.

Reimplemented in QProblem, QProblem, and QProblem.

Definition at line 238 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Clears all data structures of QProblemB except for QP data.

Returns:
SUCCESSFUL_RETURN
RET_RESET_FAILED

Reimplemented in QProblem, QProblem, and QProblem.

virtual returnValue QProblemB::reset ( ) [virtual]

Clears all data structures of QProblemB except for QP data.

Returns:
SUCCESSFUL_RETURN
RET_RESET_FAILED

Reimplemented in QProblem, QProblem, and QProblem.

returnValue QProblemB::setG ( const real_t *const  g_new) [inline, protected]

Changes gradient vector of the QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
g_newNew gradient vector (with correct dimension!).
returnValue QProblemB::setG ( const real_t *const  g_new) [inline, protected]

Changes gradient vector of the QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
g_newNew gradient vector (with correct dimension!).
returnValue QProblemB::setG ( const real_t *const  g_new) [inline, protected]

Changes gradient vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
Parameters:
g_newNew gradient vector (with correct dimension!).
returnValue QProblemB::setH ( const real_t *const  H_new) [inline, protected]

Sets Hessian matrix of the QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
H_newNew Hessian matrix (with correct dimension!).
returnValue QProblemB::setH ( const real_t *const  H_new) [inline, protected]

Sets Hessian matrix of the QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
H_newNew Hessian matrix (with correct dimension!).
returnValue QProblemB::setH ( SymmetricMatrix H_new) [inline, protected]

Sets Hessian matrix of the QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
H_newNew Hessian matrix.
returnValue QProblemB::setH ( const real_t *const  H_new) [inline, protected]

Sets dense Hessian matrix of the QP. If a null pointer is passed and a) hessianType is HST_IDENTITY, nothing is done, b) hessianType is not HST_IDENTITY, Hessian matrix is set to zero.

Returns:
SUCCESSFUL_RETURN
Parameters:
H_newNew dense Hessian matrix (with correct dimension!).

Changes the print level.

Returns:
SUCCESSFUL_RETURN
Parameters:
_hessianTypeNew Hessian type.

Changes the print level.

Returns:
SUCCESSFUL_RETURN
Parameters:
_hessianTypeNew Hessian type.

Changes the print level.

Returns:
SUCCESSFUL_RETURN
Parameters:
_hessianTypeNew Hessian type.

Sets internal infeasibility flag and throws given error in case the far bound strategy is not enabled (as QP might actually not be infeasible in this case).

Returns:
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_ENSURELI_FAILED_CYCLING
RET_ENSURELI_FAILED_NOINDEX

Definition at line 2006 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::setLB ( const real_t *const  lb_new) [inline, protected]

Changes lower bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
lb_newNew lower bound vector (with correct dimension!).
returnValue QProblemB::setLB ( int  number,
real_t  value 
) [inline, protected]

Changes single entry of lower bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INDEX_OUT_OF_BOUNDS
Parameters:
numberNumber of entry to be changed.
valueNew value for entry of lower bound vector.
returnValue QProblemB::setLB ( const real_t *const  lb_new) [inline, protected]

Changes lower bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
lb_newNew lower bound vector (with correct dimension!).
returnValue QProblemB::setLB ( int  number,
real_t  value 
) [inline, protected]

Changes single entry of lower bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INDEX_OUT_OF_BOUNDS
Parameters:
numberNumber of entry to be changed.
valueNew value for entry of lower bound vector.
returnValue QProblemB::setLB ( const real_t *const  lb_new) [inline, protected]

Changes lower bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
Parameters:
lb_newNew lower bound vector (with correct dimension!).
returnValue QProblemB::setLB ( int  number,
real_t  value 
) [inline, protected]

Changes single entry of lower bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INDEX_OUT_OF_BOUNDS
Parameters:
numberNumber of entry to be changed.
valueNew value for entry of lower bound vector.
returnValue QProblemB::setOptions ( const Options _options) [inline]

Overrides current options with given ones.

Returns:
SUCCESSFUL_RETURN
Parameters:
_optionsNew options.

Changes the print level.

Returns:
SUCCESSFUL_RETURN
Parameters:
_printlevelNew print level.

Definition at line 588 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Changes the print level.

Returns:
SUCCESSFUL_RETURN
Parameters:
_printlevelNew print level.

Changes the print level.

Returns:
SUCCESSFUL_RETURN
Parameters:
_printlevelNew print level.
returnValue QProblemB::setUB ( const real_t *const  ub_new) [inline, protected]

Changes upper bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
ub_newNew upper bound vector (with correct dimension!).
returnValue QProblemB::setUB ( int  number,
real_t  value 
) [inline, protected]

Changes single entry of upper bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INDEX_OUT_OF_BOUNDS
Parameters:
numberNumber of entry to be changed.
valueNew value for entry of upper bound vector.
returnValue QProblemB::setUB ( const real_t *const  ub_new) [inline, protected]

Changes upper bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
ub_newNew upper bound vector (with correct dimension!).
returnValue QProblemB::setUB ( int  number,
real_t  value 
) [inline, protected]

Changes single entry of upper bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INDEX_OUT_OF_BOUNDS
Parameters:
numberNumber of entry to be changed.
valueNew value for entry of upper bound vector.
returnValue QProblemB::setUB ( const real_t *const  ub_new) [inline, protected]

Changes upper bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
Parameters:
ub_newNew upper bound vector (with correct dimension!).
returnValue QProblemB::setUB ( int  number,
real_t  value 
) [inline, protected]

Changes single entry of upper bound vector of the QP.

Returns:
SUCCESSFUL_RETURN
RET_INDEX_OUT_OF_BOUNDS
Parameters:
numberNumber of entry to be changed.
valueNew value for entry of upper bound vector.
returnValue QProblemB::setupAuxiliaryQP ( const Bounds *const  guessedBounds) [private]

Updates QP vectors, working sets and internal data structures in order to start from an optimal solution corresponding to initial guesses of the working set for bounds

Returns:
SUCCESSFUL_RETURN
RET_SETUP_AUXILIARYQP_FAILED
Parameters:
guessedBoundsInitial guess for working set of bounds.

Definition at line 2896 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

Setups bounds of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS have already been initialised!).

Returns:
SUCCESSFUL_RETURN
RET_UNKNOWN BUG
Parameters:
useRelaxationFlag indicating if inactive bounds shall be relaxed.

Definition at line 1161 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Setups bounds of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS have already been initialised!).

Returns:
SUCCESSFUL_RETURN
RET_UNKNOWN BUG
Parameters:
useRelaxationFlag indicating if inactive bounds shall be relaxed.

Setups bounds of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS have already been initialised!).

Returns:
SUCCESSFUL_RETURN
RET_UNKNOWN_BUG
Parameters:
useRelaxationFlag indicating if inactive bounds shall be relaxed.

Setups gradient of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS have already been initialised!).

Returns:
SUCCESSFUL_RETURN

Reimplemented in QProblem, QProblem, and QProblem.

Definition at line 1137 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Setups gradient of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS have already been initialised!).

Returns:
SUCCESSFUL_RETURN

Reimplemented in QProblem, QProblem, and QProblem.

Setups gradient of the auxiliary initial QP for given optimal primal/dual solution and given initial working set (assumes that members X, Y and BOUNDS have already been initialised!).

Returns:
SUCCESSFUL_RETURN

Reimplemented in QProblem, QProblem, and QProblem.

returnValue QProblemB::setupAuxiliaryQPsolution ( const real_t *const  xOpt,
const real_t *const  yOpt 
) [protected]

Setups the optimal primal/dual solution of the auxiliary initial QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
xOptOptimal primal solution vector. If a NULL pointer is passed, all entries are set to zero.
yOptOptimal dual solution vector. If a NULL pointer is passed, all entries are set to zero.

Reimplemented in QProblem, QProblem, and QProblem.

Definition at line 1096 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::setupAuxiliaryQPsolution ( const real_t *const  xOpt,
const real_t *const  yOpt 
) [protected]

Setups the optimal primal/dual solution of the auxiliary initial QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
xOptOptimal primal solution vector. If a NULL pointer is passed, all entries are set to zero.
yOptOptimal dual solution vector. If a NULL pointer is passed, all entries are set to zero.

Reimplemented in QProblem, QProblem, and QProblem.

returnValue QProblemB::setupAuxiliaryQPsolution ( const real_t *const  xOpt,
const real_t *const  yOpt 
) [private]

Setups the optimal primal/dual solution of the auxiliary initial QP.

Returns:
SUCCESSFUL_RETURN
Parameters:
xOptOptimal primal solution vector. If a NULL pointer is passed, all entries are set to zero.
yOptOptimal dual solution vector. If a NULL pointer is passed, all entries are set to zero.

Reimplemented in QProblem, QProblem, and QProblem.

returnValue QProblemB::setupAuxiliaryWorkingSet ( const Bounds *const  auxiliaryBounds,
BooleanType  setupAfresh 
) [protected]

Setups bound data structure according to auxiliaryBounds. (If the working set shall be setup afresh, make sure that bounds data structure has been resetted!)

Returns:
SUCCESSFUL_RETURN
RET_SETUP_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
RET_UNKNOWN BUG
Parameters:
auxiliaryBoundsWorking set for auxiliary QP.
setupAfreshFlag indicating if given working set shall be setup afresh or by updating the current one.

Definition at line 1029 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::setupAuxiliaryWorkingSet ( const Bounds *const  auxiliaryBounds,
BooleanType  setupAfresh 
) [protected]

Setups bound data structure according to auxiliaryBounds. (If the working set shall be setup afresh, make sure that bounds data structure has been resetted!)

Returns:
SUCCESSFUL_RETURN
RET_SETUP_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
RET_UNKNOWN BUG
Parameters:
auxiliaryBoundsWorking set for auxiliary QP.
setupAfreshFlag indicating if given working set shall be setup afresh or by updating the current one.
returnValue QProblemB::setupAuxiliaryWorkingSet ( const Bounds *const  auxiliaryBounds,
BooleanType  setupAfresh 
) [private]

Setups bound data structure according to auxiliaryBounds. (If the working set shall be setup afresh, make sure that bounds data structure has been resetted!)

Returns:
SUCCESSFUL_RETURN
RET_SETUP_WORKINGSET_FAILED
RET_INVALID_ARGUMENTS
RET_UNKNOWN_BUG
Parameters:
auxiliaryBoundsWorking set for auxiliary QP.
setupAfreshFlag indicating if given working set shall be setup afresh or by updating the current one.

Computes the Cholesky decomposition R of the (simply projected) Hessian (i.e. R^T*R = Z^T*H*Z). It only works in the case where Z is a simple projection matrix!

Returns:
SUCCESSFUL_RETURN
RET_INDEXLIST_CORRUPTED

Definition at line 723 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Computes the Cholesky decomposition R of the (simply projected) Hessian (i.e. R^T*R = Z^T*H*Z). It only works in the case where Z is a simple projection matrix!

Returns:
SUCCESSFUL_RETURN
RET_INDEXLIST_CORRUPTED

Computes the Cholesky decomposition of the (simply projected) Hessian (i.e. R^T*R = Z^T*H*Z). It only works in the case where Z is a simple projection matrix! Note: If Hessian turns out not to be positive definite, the Hessian type is set to HST_SEMIDEF accordingly.

Returns:
SUCCESSFUL_RETURN
RET_HESSIAN_NOT_SPD
RET_INDEXLIST_CORRUPTED
returnValue QProblemB::setupQPdata ( const real_t *const  _H,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub 
) [protected]

Setups internal QP data.

Returns:
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
Parameters:
_HHessian matrix.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.

Definition at line 1505 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::setupQPdata ( const real_t *const  _H,
const real_t *const  _R,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub 
) [protected]

Setups internal QP data.

Returns:
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
Parameters:
_HHessian matrix.
_RCholesky factorization of the Hessian matrix.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.

Definition at line 1548 of file external_packages/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::setupQPdata ( SymmetricMatrix _H,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub 
) [protected]

Setups internal QP data.

Returns:
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
Parameters:
_HHessian matrix.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.

Definition at line 1787 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::setupQPdata ( const real_t *const  _H,
const real_t *const  _g,
const real_t *const  _lb,
const real_t *const  _ub 
) [protected]

Setups internal QP data. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns:
SUCCESSFUL_RETURN
RET_INVALID_ARGUMENTS
RET_NO_HESSIAN_SPECIFIED
Parameters:
_HHessian matrix.
If Hessian matrix is trivial,a NULL pointer can be passed.
_gGradient vector.
_lbLower bounds (on variables).
If no lower bounds exist, a NULL pointer can be passed.
_ubUpper bounds (on variables).
If no upper bounds exist, a NULL pointer can be passed.
returnValue QProblemB::setupQPdataFromFile ( const char *const  H_file,
const char *const  g_file,
const char *const  lb_file,
const char *const  ub_file 
) [protected]

Setups internal QP data by loading it from files. If the current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a non-trivial one is given, memory for Hessian is allocated and it is set to the given one.

Returns:
SUCCESSFUL_RETURN
RET_UNABLE_TO_OPEN_FILE
RET_UNABLE_TO_READ_FILE
RET_INVALID_ARGUMENTS
RET_NO_HESSIAN_SPECIFIED
Parameters:
H_fileName of file where Hessian matrix, of neighbouring QP to be solved, is stored.
If Hessian matrix is trivial,a NULL pointer can be passed.
g_fileName of file where gradient, of neighbouring QP to be solved, is stored.
lb_fileName of file where lower bounds, of neighbouring QP to be solved, is stored.
If no lower bounds exist, a NULL pointer can be passed.
ub_fileName of file where upper bounds, of neighbouring QP to be solved, is stored.
If no upper bounds exist, a NULL pointer can be passed.

Definition at line 1873 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

Determines type of constraints and bounds (i.e. implicitly fixed, unbounded etc.).

Returns:
SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED

Reimplemented in QProblem, QProblem, and QProblem.

Definition at line 664 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

Determines type of constraints and bounds (i.e. implicitly fixed, unbounded etc.).

Returns:
SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED

Reimplemented in QProblem, QProblem, and QProblem.

virtual returnValue QProblemB::setupSubjectToType ( ) [protected, virtual]

Determines type of existing constraints and bounds (i.e. implicitly fixed, unbounded etc.).

Returns:
SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED

Reimplemented in QProblem, QProblem, and QProblem.

returnValue QProblemB::setupSubjectToType ( const real_t *const  lb_new,
const real_t *const  ub_new 
) [protected, virtual]

Determines type of new constraints and bounds (i.e. implicitly fixed, unbounded etc.).

Returns:
SUCCESSFUL_RETURN
RET_SETUPSUBJECTTOTYPE_FAILED
Parameters:
lb_newNew lower bounds.
ub_newNew upper bounds.

Definition at line 1365 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

BooleanType QProblemB::shallRefactorise ( const Bounds *const  guessedBounds) const [private]

Determines if it is more efficient to refactorise the matrices when hotstarting or not (i.e. better to update the existing factorisations).

Returns:
BT_TRUE iff matrices shall be refactorised afresh
Parameters:
guessedBoundsGuessed new working set.

Definition at line 3369 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::solveInitialQP ( const real_t *const  xOpt,
const real_t *const  yOpt,
const Bounds *const  guessedBounds,
int &  nWSR,
real_t *const  cputime 
) [protected]

Solves a QProblemB whose QP data is assumed to be stored in the member variables. A guess for its primal/dual optimal solution vectors and the corresponding optimal working set can be provided.

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
Parameters:
xOptOptimal primal solution vector. A NULL pointer can be passed.
yOptOptimal dual solution vector. A NULL pointer can be passed.
guessedBoundsGuessed working set for solution (xOpt,yOpt). A NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeOutput: CPU time required to solve QP (or to perform nWSR iterations).

Definition at line 791 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/SRC/QProblemB.cpp.

returnValue QProblemB::solveInitialQP ( const real_t *const  xOpt,
const real_t *const  yOpt,
const Bounds *const  guessedBounds,
int &  nWSR,
real_t *const  cputime 
) [protected]

Solves a QProblemB whose QP data is assumed to be stored in the member variables. A guess for its primal/dual optimal solution vectors and the corresponding optimal working set can be provided.

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
Parameters:
xOptOptimal primal solution vector. A NULL pointer can be passed.
yOptOptimal dual solution vector. A NULL pointer can be passed.
guessedBoundsGuessed working set for solution (xOpt,yOpt). A NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeOutput: CPU time required to solve QP (or to perform nWSR iterations).
returnValue QProblemB::solveInitialQP ( const real_t *const  xOpt,
const real_t *const  yOpt,
const Bounds *const  guessedBounds,
int &  nWSR,
real_t *const  cputime 
) [private]

Solves a QProblemB whose QP data is assumed to be stored in the member variables. A guess for its primal/dual optimal solution vectors and the corresponding optimal working set can be provided. Note: This function is internally called by all init functions!

Returns:
SUCCESSFUL_RETURN
RET_INIT_FAILED
RET_INIT_FAILED_CHOLESKY
RET_INIT_FAILED_HOTSTART
RET_INIT_FAILED_INFEASIBILITY
RET_INIT_FAILED_UNBOUNDEDNESS
RET_MAX_NWSR_REACHED
Parameters:
xOptOptimal primal solution vector. A NULL pointer can be passed.
yOptOptimal dual solution vector. A NULL pointer can be passed.
guessedBoundsGuessed working set for solution (xOpt,yOpt). A NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spend for QP solution (or to perform nWSR iterations).
returnValue QProblemB::solveQP ( const real_t *const  g_new,
const real_t *const  lb_new,
const real_t *const  ub_new,
int &  nWSR,
real_t *const  cputime,
int  nWSRperformed = 0 
) [private]

Solves an initialised QProblemB using online active set strategy. Note: This function is internally called by all hotstart functions!

Returns:
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
Parameters:
g_newGradient of neighbouring QP to be solved.
lb_newLower bounds of neighbouring QP to be solved.
If no lower bounds exist, a NULL pointer can be passed.
ub_newUpper bounds of neighbouring QP to be solved.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spend for QP solution (or to perform nWSR iterations).
nWSRperformedNumber of working set recalculations already performed to solve this QP within previous solveQP() calls. This number is always zero, except for successive calls from solveRegularisedQP() or when using the far bound strategy.

Definition at line 2352 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

returnValue QProblemB::solveRegularisedQP ( const real_t *const  g_new,
const real_t *const  lb_new,
const real_t *const  ub_new,
int &  nWSR,
real_t *const  cputime,
int  nWSRperformed = 0 
) [private]

Solves an initialised QProblemB using online active set strategy. Note: This function is internally called by all hotstart functions!

Returns:
SUCCESSFUL_RETURN
RET_MAX_NWSR_REACHED
RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED
RET_HOTSTART_FAILED
RET_SHIFT_DETERMINATION_FAILED
RET_STEPDIRECTION_DETERMINATION_FAILED
RET_STEPLENGTH_DETERMINATION_FAILED
RET_HOMOTOPY_STEP_FAILED
RET_HOTSTART_STOPPED_INFEASIBILITY
RET_HOTSTART_STOPPED_UNBOUNDEDNESS
Parameters:
g_newGradient of neighbouring QP to be solved.
lb_newLower bounds of neighbouring QP to be solved.
If no lower bounds exist, a NULL pointer can be passed.
ub_newUpper bounds of neighbouring QP to be solved.
If no upper bounds exist, a NULL pointer can be passed.
nWSRInput: Maximum number of working set recalculations;
Output: Number of performed working set recalculations.
cputimeInput: Maximum CPU time allowed for QP solution.
Output: CPU time spend for QP solution (or to perform nWSR iterations).
nWSRperformedNumber of working set recalculations already performed to solve this QP within previous solveRegularisedQP() calls. This number is always zero, except for successive calls when using the far bound strategy.

Definition at line 2579 of file external_packages/qpOASES-3.0beta/src/QProblemB.cpp.

Returns if the QP has been internally regularised.

Returns:
BT_TRUE: Hessian is internally regularised for QP solution
BT_FALSE: No internal Hessian regularisation is used for QP solution

Friends And Related Function Documentation

SolutionAnalysis [friend]

Member Data Documentation

Data structure for problem's bounds.

Definition at line 569 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/QProblemB.hpp.

int QProblemB::count [protected]

Counts the number of hotstart function calls (internal usage only!).

Definition at line 587 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/QProblemB.hpp.

Temporary for determineStepDirection

Definition at line 1025 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

Struct for making a temporary copy of the matrix factorisations.

Definition at line 1032 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

Flag indicating whether the Hessian matrix needs to be de-allocated.

Definition at line 998 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

real_t QProblemB::g [protected]
real_t* QProblemB::g [protected]
real_t QProblemB::H [protected]

Hessian matrix.

Definition at line 999 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

Flag indicating whether Cholesky decomposition has already been setup.

Definition at line 601 of file external_packages/qpoases/INCLUDE/QProblemB.hpp.

Flag indicating whether H contains Hessian or corresponding Cholesky factor R;

See also:
init.

Definition at line 592 of file external_packages/qpoases/INCLUDE/QProblemB.hpp.

Flag indicating whether Cholesky decomposition has already been setup.

Definition at line 1008 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

Flag indicating whether Hessian matrix has been regularised.

Definition at line 1021 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

real_t QProblemB::lb [protected]

Lower bound vector (on variables).

Definition at line 566 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/QProblemB.hpp.

real_t* QProblemB::lb [protected]

Lower bound vector (on variables).

Definition at line 1002 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

Struct containing all user-defined options for solving QPs.

Definition at line 1030 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

real_t QProblemB::R [protected]

Cholesky decomposition of H (i.e. H = R^T*R).

Definition at line 571 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/QProblemB.hpp.

real_t* QProblemB::R [protected]

Cholesky factor of H (i.e. H = R^T*R).

Definition at line 1007 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

real_t QProblemB::ramp0 [protected]

Start value for Ramping Strategy (usually 0.5 or 1.0).

Definition at line 1027 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

real_t QProblemB::ramp1 [protected]

Final value for Ramping Strategy (usually 1.0 or 0.5).

Definition at line 1028 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

Current status of the solution process.

Definition at line 578 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/QProblemB.hpp.

real_t QProblemB::tau [protected]
real_t QProblemB::ub [protected]

Upper bound vector (on variables).

Definition at line 567 of file examples/code_generation/mpc_mhe/getting_started_export/qpoases/INCLUDE/QProblemB.hpp.

real_t* QProblemB::ub [protected]

Upper bound vector (on variables).

Definition at line 1003 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

real_t QProblemB::x [protected]
real_t* QProblemB::x [protected]

Primal solution vector.

Definition at line 1010 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.

real_t QProblemB::y [protected]
real_t* QProblemB::y [protected]

Dual solution vector.

Definition at line 1011 of file external_packages/qpOASES-3.0beta/include/qpOASES/QProblemB.hpp.


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


acado
Author(s): Milan Vukov, Rien Quirynen
autogenerated on Thu Aug 27 2015 12:01:40