SCPmethod Class Reference

Implements different sequential convex programming methods for solving NLPs. More...

#include <scp_method.hpp>

Inheritance diagram for SCPmethod:

List of all members.

Public Member Functions
virtual NLPsolver *	clone () const
virtual returnValue	feedbackStep (const DVector &x0_, const DVector &p_=emptyConstVector)
virtual returnValue	getVarianceCovariance (DMatrix &var)
virtual returnValue	init (VariablesGrid *x_init, VariablesGrid *xa_init, VariablesGrid *p_init, VariablesGrid *u_init, VariablesGrid *w_init)
SCPmethod &	operator= (const SCPmethod &rhs)
virtual returnValue	performCurrentStep ()
virtual returnValue	prepareNextStep ()
virtual returnValue	printRuntimeProfile () const
	SCPmethod ()
	SCPmethod (UserInteraction *_userInteraction, const Objective *objective_, const DynamicDiscretization *dynamic_discretization_, const Constraint *constraint_, BooleanType _isCP=BT_FALSE)
	SCPmethod (const SCPmethod &rhs)
virtual returnValue	setReference (const VariablesGrid &ref)
virtual returnValue	shiftVariables (double timeShift=-1.0, DVector lastX=emptyVector, DVector lastXA=emptyVector, DVector lastP=emptyVector, DVector lastU=emptyVector, DVector lastW=emptyVector)
virtual returnValue	solve (const DVector &x0_=emptyConstVector, const DVector &p_=emptyConstVector)
virtual returnValue	step (const DVector &x0_=emptyConstVector, const DVector &p_=emptyConstVector)
virtual	~SCPmethod ()
Protected Member Functions
returnValue	checkForConvergence ()
returnValue	checkForRealTimeMode (const DVector &x0_, const DVector &p_)
returnValue	computeHessianMatrix (const BlockMatrix &oldLagrangeGradient, const BlockMatrix &newLagrangeGradient)
virtual returnValue	getAlgebraicStates (VariablesGrid &xa_) const
virtual returnValue	getAnySensitivities (BlockMatrix &_sens, uint idx) const
virtual returnValue	getControls (VariablesGrid &u_) const
virtual returnValue	getDifferentialStates (VariablesGrid &xd_) const
virtual returnValue	getDisturbances (VariablesGrid &w_) const
virtual returnValue	getFirstControl (DVector &u0_) const
uint	getNC () const
uint	getNP () const
uint	getNU () const
uint	getNumPoints () const
uint	getNW () const
uint	getNX () const
uint	getNXA () const
virtual double	getObjectiveValue () const
virtual returnValue	getParameters (VariablesGrid &p_) const
virtual returnValue	getParameters (DVector &p_) const
virtual returnValue	getSensitivitiesP (BlockMatrix &_sens) const
virtual returnValue	getSensitivitiesU (BlockMatrix &_sens) const
virtual returnValue	getSensitivitiesW (BlockMatrix &_sens) const
virtual returnValue	getSensitivitiesX (BlockMatrix &_sens) const
virtual returnValue	getSensitivitiesXA (BlockMatrix &_sens) const
returnValue	initializeHessianProjection ()
returnValue	printIterate () const
returnValue	printIteration ()
returnValue	setup ()
virtual returnValue	setupLogging ()
returnValue	setupRealTimeParameters (const DVector &x0_=emptyConstVector, const DVector &p_=emptyConstVector)
returnValue	stopClockAndPrintRuntimeProfile ()
Protected Attributes
BandedCP	bandedCP
BandedCPsolver *	bandedCPsolver
RealClock	clock
RealClock	clockTotalTime
NLPderivativeApproximation *	derivativeApproximation
SCPevaluation *	eval
BooleanType	hasPerformedStep
BooleanType	isCP
BooleanType	isInRealTimeMode
OCPiterate	iter
BooleanType	needToReevaluate
OCPiterate	oldIter
SCPstep *	scpStep
BlockStatus	status
int	timeLoggingIdx

---

Detailed Description

Implements different sequential convex programming methods for solving NLPs.

The class SCPmethod implements different sequential convex programming methods for solving nonlinear programming problems.

Author:

Boris Houska, Hans Joachim Ferreau

Definition at line 67 of file scp_method.hpp.

---

Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO SCPmethod::SCPmethod

(

)

Default constructor.

Definition at line 50 of file scp_method.cpp.

SCPmethod::SCPmethod	(	UserInteraction *	_userInteraction,
		const Objective *	objective_,
		const DynamicDiscretization *	dynamic_discretization_,
		const Constraint *	constraint_,
		BooleanType	_isCP = BT_FALSE
	)

Default constructor.

Definition at line 69 of file scp_method.cpp.

SCPmethod::SCPmethod

(

const SCPmethod &

rhs

)

Copy constructor (deep copy).

Definition at line 93 of file scp_method.cpp.

SCPmethod::~SCPmethod

(

)

[virtual]

Destructor.

Definition at line 124 of file scp_method.cpp.

---

Member Function Documentation

returnValue SCPmethod::checkForConvergence

(

)

[protected]

Definition at line 885 of file scp_method.cpp.

returnValue SCPmethod::checkForRealTimeMode	(	const DVector &	x0_,
		const DVector &	p_
	)		[protected]

Definition at line 962 of file scp_method.cpp.

NLPsolver * SCPmethod::clone

(

)

const [virtual]

Implements NLPsolver.

Definition at line 191 of file scp_method.cpp.

returnValue SCPmethod::computeHessianMatrix	(	const BlockMatrix &	oldLagrangeGradient,
		const BlockMatrix &	newLagrangeGradient
	)		[protected]

Definition at line 923 of file scp_method.cpp.

returnValue SCPmethod::feedbackStep	(	const DVector &	x0_,
		const DVector &	p_ = emptyConstVector
	)		[virtual]

Executes a real-time feedback step

Reimplemented from NLPsolver.

Definition at line 317 of file scp_method.cpp.

returnValue SCPmethod::getAlgebraicStates

(

VariablesGrid &

xa_

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1021 of file scp_method.cpp.

returnValue SCPmethod::getAnySensitivities	(	BlockMatrix &	_sens,
		uint	idx
	)		const [protected, virtual]

Definition at line 1136 of file scp_method.cpp.

returnValue SCPmethod::getControls

(

VariablesGrid &

u_

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1050 of file scp_method.cpp.

returnValue SCPmethod::getDifferentialStates

(

VariablesGrid &

xd_

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1011 of file scp_method.cpp.

returnValue SCPmethod::getDisturbances

(

VariablesGrid &

w_

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1083 of file scp_method.cpp.

returnValue SCPmethod::getFirstControl

(

DVector &

u0_

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1060 of file scp_method.cpp.

uint SCPmethod::getNC

(

)

const [inline, protected]

uint SCPmethod::getNP

(

)

const [inline, protected]

uint SCPmethod::getNU

(

)

const [inline, protected]

uint SCPmethod::getNumPoints

(

)

const [inline, protected]

uint SCPmethod::getNW

(

)

const [inline, protected]

uint SCPmethod::getNX

(

)

const [inline, protected]

uint SCPmethod::getNXA

(

)

const [inline, protected]

double SCPmethod::getObjectiveValue

(

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1094 of file scp_method.cpp.

returnValue SCPmethod::getParameters

(

VariablesGrid &

p_

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1030 of file scp_method.cpp.

returnValue SCPmethod::getParameters

(

DVector &

p_

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1040 of file scp_method.cpp.

returnValue SCPmethod::getSensitivitiesP

(

BlockMatrix &

_sens

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1115 of file scp_method.cpp.

returnValue SCPmethod::getSensitivitiesU

(

BlockMatrix &

_sens

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1122 of file scp_method.cpp.

returnValue SCPmethod::getSensitivitiesW

(

BlockMatrix &

_sens

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1129 of file scp_method.cpp.

returnValue SCPmethod::getSensitivitiesX

(

BlockMatrix &

_sens

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1102 of file scp_method.cpp.

returnValue SCPmethod::getSensitivitiesXA

(

BlockMatrix &

_sens

)

const [protected, virtual]

Reimplemented from NLPsolver.

Definition at line 1109 of file scp_method.cpp.

returnValue SCPmethod::getVarianceCovariance

(

DMatrix &

var

)

[virtual]

Returns a variance-covariance estimate if possible or an error message otherwise.

Returns:

SUCCESSFUL_RETURN RET_MEMBER_NOT_INITIALISED

Implements NLPsolver.

Definition at line 611 of file scp_method.cpp.

returnValue SCPmethod::init	(	VariablesGrid *	x_init,
		VariablesGrid *	xa_init,
		VariablesGrid *	p_init,
		VariablesGrid *	u_init,
		VariablesGrid *	w_init
	)		[virtual]

Initialization.

Implements NLPsolver.

Definition at line 198 of file scp_method.cpp.

returnValue SCPmethod::initializeHessianProjection

(

)

[protected]

Definition at line 945 of file scp_method.cpp.

SCPmethod & SCPmethod::operator=

(

const SCPmethod &

rhs

)

Assignment operator (deep copy).

Definition at line 140 of file scp_method.cpp.

returnValue SCPmethod::performCurrentStep

(

)

[virtual]

Executes a real-time preparation step

Reimplemented from NLPsolver.

Definition at line 384 of file scp_method.cpp.

returnValue SCPmethod::prepareNextStep

(

)

[virtual]

Executes a real-time preparation step

Reimplemented from NLPsolver.

Definition at line 456 of file scp_method.cpp.

returnValue SCPmethod::printIterate

(

)

const [protected]

Prints the actual values of x, xa, p, u, and w.

Definition at line 828 of file scp_method.cpp.

returnValue SCPmethod::printIteration

(

)

[protected]

Definition at line 834 of file scp_method.cpp.

returnValue SCPmethod::printRuntimeProfile

(

)

const [virtual]

Prints the run-time profile. This routine
can be used after an integration run in
order to assess the performance.

Definition at line 623 of file scp_method.cpp.

returnValue SCPmethod::setReference

(

const VariablesGrid &

ref

)

[virtual]

Sets the reference to be used in the LSQ tracking terms. If the objective
has also non-LSQ terms or no LSQ terms, an error message will be returned
(cf. objective.hpp).
This routine has been designed for real-time applications where the reference
is explicitly time-dependent.

Returns:

SUCCESSFUL_RETURN

Reimplemented from NLPsolver.

Definition at line 567 of file scp_method.cpp.

returnValue SCPmethod::setup

(

)

[protected]

Definition at line 667 of file scp_method.cpp.

returnValue SCPmethod::setupLogging

(

)

[protected, virtual]

Reimplemented from NLPsolver.

Definition at line 634 of file scp_method.cpp.

returnValue SCPmethod::setupRealTimeParameters	(	const DVector &	x0_ = emptyConstVector,
		const DVector &	p_ = emptyConstVector
	)		[protected]

Definition at line 978 of file scp_method.cpp.

returnValue SCPmethod::shiftVariables	(	double	timeShift = -1.0,
		DVector	lastX = emptyVector,
		DVector	lastXA = emptyVector,
		DVector	lastP = emptyVector,
		DVector	lastU = emptyVector,
		DVector	lastW = emptyVector
	)		[virtual]

Shifts the data for preparating the next real-time step.

Returns:

RET_NOT_YET_IMPLEMENTED

Reimplemented from NLPsolver.

Definition at line 582 of file scp_method.cpp.

returnValue SCPmethod::solve	(	const DVector &	x0_ = emptyConstVector,
		const DVector &	p_ = emptyConstVector
	)		[virtual]

Solves current, possibly parametric, optimization problem.

Reimplemented from NLPsolver.

Definition at line 260 of file scp_method.cpp.

returnValue SCPmethod::step	(	const DVector &	x0_ = emptyConstVector,
		const DVector &	p_ = emptyConstVector
	)		[virtual]

Executes a complete real-time step.

Reimplemented from NLPsolver.

Definition at line 295 of file scp_method.cpp.

returnValue SCPmethod::stopClockAndPrintRuntimeProfile

(

)

[protected]

Definition at line 995 of file scp_method.cpp.

---

Member Data Documentation

BandedCP SCPmethod::bandedCP [protected]

Definition at line 267 of file scp_method.hpp.

BandedCPsolver* SCPmethod::bandedCPsolver [protected]

Definition at line 268 of file scp_method.hpp.

RealClock SCPmethod::clock [protected]

Definition at line 257 of file scp_method.hpp.

RealClock SCPmethod::clockTotalTime [protected]

Definition at line 258 of file scp_method.hpp.

NLPderivativeApproximation* SCPmethod::derivativeApproximation [protected]

Definition at line 265 of file scp_method.hpp.

SCPevaluation* SCPmethod::eval [protected]

Definition at line 263 of file scp_method.hpp.

BooleanType SCPmethod::hasPerformedStep [protected]

Definition at line 273 of file scp_method.hpp.

BooleanType SCPmethod::isCP [protected]

Definition at line 271 of file scp_method.hpp.

BooleanType SCPmethod::isInRealTimeMode [protected]

Definition at line 274 of file scp_method.hpp.

OCPiterate SCPmethod::iter [protected]

Definition at line 260 of file scp_method.hpp.

BooleanType SCPmethod::needToReevaluate [protected]

Definition at line 275 of file scp_method.hpp.

OCPiterate SCPmethod::oldIter [protected]

Definition at line 261 of file scp_method.hpp.

SCPstep* SCPmethod::scpStep [protected]

Definition at line 264 of file scp_method.hpp.

BlockStatus SCPmethod::status [protected]

Definition at line 270 of file scp_method.hpp.

int SCPmethod::timeLoggingIdx [protected]

Definition at line 256 of file scp_method.hpp.

---

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

• scp_method.hpp
• scp_method.cpp