dense_qp_solver.hpp

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/*
 *    This file is part of ACADO Toolkit.
 *
 *    ACADO Toolkit -- A Toolkit for Automatic Control and Dynamic Optimization.
 *    Copyright (C) 2008-2014 by Boris Houska, Hans Joachim Ferreau,
 *    Milan Vukov, Rien Quirynen, KU Leuven.
 *    Developed within the Optimization in Engineering Center (OPTEC)
 *    under supervision of Moritz Diehl. All rights reserved.
 *
 *    ACADO Toolkit is free software; you can redistribute it and/or
 *    modify it under the terms of the GNU Lesser General Public
 *    License as published by the Free Software Foundation; either
 *    version 3 of the License, or (at your option) any later version.
 *
 *    ACADO Toolkit is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 *    Lesser General Public License for more details.
 *
 *    You should have received a copy of the GNU Lesser General Public
 *    License along with ACADO Toolkit; if not, write to the Free Software
 *    Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA  02110-1301  USA
 *
 */


#ifndef ACADO_TOOLKIT_DENSE_QP_SOLVER_HPP
#define ACADO_TOOLKIT_DENSE_QP_SOLVER_HPP


#include <acado/nlp_solver/nlp_solver.hpp>
#include <acado/matrix_vector/matrix_vector.hpp>
#include <acado/conic_solver/dense_cp_solver.hpp>


BEGIN_NAMESPACE_ACADO


class DenseQPsolver : public DenseCPsolver
{
    //
    // PUBLIC MEMBER FUNCTIONS:
    //
    public:

        DenseQPsolver( );

        DenseQPsolver(  UserInteraction* _userInteraction
                                                );

        DenseQPsolver( const DenseQPsolver& rhs );

        ~DenseQPsolver( );

        DenseQPsolver& operator=( const DenseQPsolver& rhs );

        virtual DenseCPsolver* clone( ) const = 0;

        virtual DenseQPsolver* cloneDenseQPsolver( ) const = 0;



        virtual returnValue init( const DenseCP *cp );



        virtual returnValue init(       uint nV,        
                                                                        uint nC         
                                                                        );



        virtual returnValue solve( DenseCP *cp_  );


        virtual returnValue solve(      double* H,      
                                                                        double* A,      
                                                                        double* g,      
                                                                        double* lb,     
                                                                        double* ub,     
                                                                        double* lbA,    
                                                                        double* ubA,    
                                                                        uint maxIter            
                                                                        ) = 0;

        virtual returnValue solve(  DMatrix *H,    
                                    DMatrix *A,    
                                    DVector *g,    
                                    DVector *lb,   
                                    DVector *ub,   
                                    DVector *lbA,  
                                    DVector *ubA,  
                                    uint maxIter        
                                                                        ) = 0;


        virtual returnValue step(       double* H,              
                                                                        double* A,              
                                                                        double* g,              
                                                                        double* lb,             
                                                                        double* ub,             
                                                                        double* lbA,    
                                                                        double* ubA             
                                                                        ) = 0;


        virtual returnValue step(       DMatrix *H,    
                                    DMatrix *A,    
                                    DVector *g,    
                                    DVector *lb,   
                                    DVector *ub,   
                                    DVector *lbA,  
                                    DVector *ubA  
                                                                        ) = 0;


                inline QPStatus getStatus( ) const;

                inline BooleanType isSolved( ) const;

                inline BooleanType isInfeasible( ) const;

                inline BooleanType isUnbounded( ) const;


                virtual returnValue getPrimalSolution(  DVector& xOpt   
                                                                                                ) const = 0;

                virtual returnValue getDualSolution(    DVector& yOpt   
                                                                                                ) const = 0;


                virtual double getObjVal( ) const = 0;


                virtual uint getNumberOfIterations( ) const;

                virtual uint getNumberOfVariables( ) const = 0;
                virtual uint getNumberOfConstraints( ) const = 0;


        virtual returnValue getVarianceCovariance( DMatrix &var ) = 0;


        virtual returnValue getVarianceCovariance( DMatrix &H, DMatrix &var ) = 0;



    //
    // PROTECTED MEMBER FUNCTIONS:
    //
    protected:

                virtual returnValue setupLogging( );
          
          
        virtual returnValue setupQPobject(      uint nV,        
                                                                                        uint nC         
                                                                                        ) = 0;

                virtual returnValue makeBoundsConsistent(       DenseCP *cp
                                                                                                        ) const;


    //
    // DATA MEMBERS:
    //
    protected:

        QPStatus qpStatus;
        int numberOfSteps;
};


CLOSE_NAMESPACE_ACADO



#include <acado/conic_solver/dense_qp_solver.ipp>


#endif  // ACADO_TOOLKIT_QP_SOLVER_HPP

/*
 *      end of file
 */