export_gauss_newton_cn2_factorization.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_EXPORT_GAUSS_NEWTON_CN2_FACTORIZATION_HPP
#define ACADO_TOOLKIT_EXPORT_GAUSS_NEWTON_CN2_FACTORIZATION_HPP

#include <acado/code_generation/export_nlp_solver.hpp>
#include <acado/code_generation/linear_solvers/export_cholesky_solver.hpp>

BEGIN_NAMESPACE_ACADO

class ExportGaussNewtonCn2Factorization : public ExportNLPSolver
{
public:

        ExportGaussNewtonCn2Factorization(      UserInteraction* _userInteraction = 0,
                                                                                const std::string& _commonHeaderName = ""
                                                                                );

        virtual ~ExportGaussNewtonCn2Factorization( )
        {}

        virtual returnValue setup( );

        virtual returnValue getDataDeclarations(        ExportStatementBlock& declarations,
                                                                                                ExportStruct dataStruct = ACADO_ANY
                                                                                                ) const;

        virtual returnValue getFunctionDeclarations(    ExportStatementBlock& declarations
                                                                                                        ) const;


        virtual returnValue getCode(    ExportStatementBlock& code
                                                                        );


        unsigned getNumQPvars( ) const;

        virtual unsigned getNumStateBounds( ) const;

protected:

        virtual returnValue setupObjectiveEvaluation( void );

        virtual returnValue setupConstraintsEvaluation( void );

        virtual returnValue setupVariables( );

        virtual returnValue setupMultiplicationRoutines( );

        virtual returnValue setupEvaluation( );

        virtual returnValue setupQPInterface( );

        virtual returnValue setupCondensing( );

        bool performFullCondensing( ) const;

protected:

        ExportFunction evaluateObjective;

        ExportVariable x0, Dx0;

        ExportFunction setObjQ1Q2;
        ExportFunction setObjR1R2;
        ExportFunction setObjQN1QN2;

        ExportVariable H, H00, H10, H11;
        ExportVariable U;
        ExportVariable A;

        ExportVariable g, g0, g1;

        ExportVariable lb;

        ExportVariable ub;

        ExportVariable lbA;

        ExportVariable ubA;

        ExportVariable xVars;

        ExportVariable yVars;

        std::vector< unsigned > xBoundsIdxRev, xBoundsIdx;
        ExportVariable lbValues, ubValues;
        ExportVariable lbAValues, ubAValues;

        ExportVariable Qd;

        ExportFunction condensePrep;
        ExportFunction condenseFdb;
        ExportFunction expand;

        ExportVariable E, QE, QGx, QDy;

        ExportFunction multGxd;
        ExportFunction moveGxT;
        ExportFunction multGxGx;
        ExportFunction multGxGu;
        ExportFunction moveGuE;
        ExportFunction setBlockH11;
        ExportFunction zeroBlockH11;
        ExportFunction copyHTH;
        ExportFunction multQ1d;
        ExportFunction multQN1d;
        ExportFunction multRDy;
        ExportFunction multQDy;
        ExportFunction multEQDy;
        ExportFunction multQETGx;
        ExportFunction zeroBlockH10;
        ExportFunction multEDu;
        ExportFunction multQ1Gx;
        ExportFunction multQN1Gx;
        ExportFunction multQ1Gu;
        ExportFunction multQN1Gu;
        ExportFunction zeroBlockH00;
        ExportFunction multCTQC;

        ExportVariable A10;
        ExportVariable A20;
        ExportVariable pacA01Dx0;
        ExportVariable pocA02Dx0;
        ExportFunction multHxC;
        ExportFunction multHxE;
        ExportFunction macHxd;

        ExportFunction macCTSlx;
        ExportFunction macETSlu;

        ExportFunction preparation;
        ExportFunction feedback;

        ExportFunction getKKT;

        // N2 condensing related
        ExportVariable W1, W2;
        ExportVariable sbar, w1, w2;

        ExportFunction mult_H_W2T_W3, mac_H_W2T_W3_R, mac_W3_G_W1T_G;

        ExportFunction multBTW1, macBTW1_R1, multGxTGu, macQEW2;
        ExportFunction macATw1QDy, macBTw1, macQSbarW2, macASbar, macASbarD2;
        ExportFunction expansionStep;

        ExportCholeskySolver cholSolver;

        ExportFunction mac_R_T2_B_D;
        ExportFunction move_D_U;
        ExportFunction mult_L_E_U;
        ExportFunction updateQ;
        ExportFunction mul_T2_A_L;
        ExportFunction mult_BT_T1_T2;

        ExportVariable D, L;

        ExportVariable T1, T2, T3, F;

        ExportFunction mac_R_BT_F_D, mult_FT_A_L;
        ExportFunction updateQ2;
        ExportFunction mac_W1_T1_E_F;
        ExportFunction move_GxT_T3;
};

CLOSE_NAMESPACE_ACADO

#endif  // ACADO_TOOLKIT_EXPORT_GAUSS_NEWTON_CN2_FACTORIZATION_HPP