User-interface to formulate and solve optimal control problems with multiple objectives. More...

#include <multi_objective_algorithm.hpp>

Inheritance diagram for MultiObjectiveAlgorithm:

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Public Member Functions
returnValue	getAllAlgebraicStates (const char *fileName) const

returnValue	getAllControls (const char *fileName) const

returnValue	getAllDifferentialStates (const char *fileName) const

returnValue	getAllDisturbances (const char *fileName) const

returnValue	getAllParameters (const char *fileName) const

DVector	getNadirVector () const

DVector	getNormalizationVector () const

DMatrix	getNormalizedPayOffMatrix () const

returnValue	getParetoFront (VariablesGrid &paretoFront) const

returnValue	getParetoFrontWithFilter (VariablesGrid &paretoFront) const

DMatrix	getPayOffMatrix () const

DMatrix	getUtopiaPlaneVectors () const

DVector	getUtopiaVector () const

DMatrix	getWeights () const

returnValue	getWeights (const char *fileName) const

returnValue	getWeightsWithFilter (const char *fileName) const

	MultiObjectiveAlgorithm ()

	MultiObjectiveAlgorithm (const OCP &ocp_)

	MultiObjectiveAlgorithm (const MultiObjectiveAlgorithm &arg)

MultiObjectiveAlgorithm &	operator= (const MultiObjectiveAlgorithm &arg)

returnValue	printInfo ()

returnValue	setParetoFrontDiscretization (const int &N_)

virtual returnValue	solve ()

virtual returnValue	solveSingleObjective (const int &number)

virtual	~MultiObjectiveAlgorithm ()

Public Member Functions inherited from OptimizationAlgorithm
virtual returnValue	init ()

OptimizationAlgorithm &	operator= (const OptimizationAlgorithm &arg)

	OptimizationAlgorithm ()

	OptimizationAlgorithm (const OCP &ocp_)

	OptimizationAlgorithm (const OptimizationAlgorithm &arg)

virtual	~OptimizationAlgorithm ()

Public Member Functions inherited from OptimizationAlgorithmBase
returnValue	getAlgebraicStates (VariablesGrid &xa_) const

returnValue	getAlgebraicStates (const char *fileName) const

returnValue	getControls (VariablesGrid &p_) const

returnValue	getControls (const char *fileName) const

returnValue	getDifferentialStates (VariablesGrid &xd_) const

returnValue	getDifferentialStates (const char *fileName) const

returnValue	getDisturbances (VariablesGrid &w_) const

returnValue	getDisturbances (const char *fileName) const

double	getEndTime () const

virtual uint	getNP () const

virtual uint	getNU () const

virtual uint	getNW () const

virtual uint	getNX () const

virtual uint	getNXA () const

double	getObjectiveValue (const char *fileName) const

double	getObjectiveValue () const

returnValue	getParameters (VariablesGrid &u_) const

returnValue	getParameters (DVector &u_) const

returnValue	getParameters (const char *fileName) const

returnValue	getSensitivitiesP (BlockMatrix &_sens) const

returnValue	getSensitivitiesU (BlockMatrix &_sens) const

returnValue	getSensitivitiesW (BlockMatrix &_sens) const

returnValue	getSensitivitiesX (BlockMatrix &_sens) const

returnValue	getSensitivitiesXA (BlockMatrix &_sens) const

double	getStartTime () const

returnValue	initializeAlgebraicStates (const char *fileName, BooleanType autoinit=BT_FALSE)

returnValue	initializeAlgebraicStates (const VariablesGrid &xa_init_, BooleanType autoinit=BT_FALSE)

returnValue	initializeControls (const char *fileName)

returnValue	initializeControls (const VariablesGrid &p_init_)

returnValue	initializeDifferentialStates (const char *fileName, BooleanType autoinit=BT_FALSE)

returnValue	initializeDifferentialStates (const VariablesGrid &xd_init_, BooleanType autoinit=BT_FALSE)

returnValue	initializeDisturbances (const char *fileName)

returnValue	initializeDisturbances (const VariablesGrid &w_init_)

returnValue	initializeParameters (const char *fileName)

returnValue	initializeParameters (const VariablesGrid &u_init_)

OptimizationAlgorithmBase &	operator= (const OptimizationAlgorithmBase &arg)

	OptimizationAlgorithmBase ()

	OptimizationAlgorithmBase (const OCP &ocp_)

	OptimizationAlgorithmBase (const OptimizationAlgorithmBase &arg)

returnValue	simulateStatesForInitialization ()

virtual	~OptimizationAlgorithmBase ()

Public Member Functions inherited from UserInteraction
virtual int	addPlotWindow (PlotWindow &_window)

virtual int	operator<< (PlotWindow &_window)

virtual int	operator<< (LogRecord &_record)

UserInteraction &	operator= (const UserInteraction &rhs)

	UserInteraction ()

	UserInteraction (const UserInteraction &rhs)

virtual	~UserInteraction ()

Public Member Functions inherited from Options
returnValue	addOptionsList ()

returnValue	ensureConsistency ()

returnValue	ensureConsistency ()

returnValue	get (OptionsName name, int &value) const

returnValue	get (OptionsName name, double &value) const

returnValue	get (OptionsName name, std::string &value) const

returnValue	get (uint idx, OptionsName name, int &value) const

returnValue	get (uint idx, OptionsName name, double &value) const

returnValue	get (uint idx, OptionsName name, std::string &value) const

uint	getNumOptionsLists () const

Options	getOptions (uint idx) const

Options &	operator= (const Options &rhs)

Options &	operator= (const Options &rhs)

	Options ()

	Options ()

	Options (const Options &rhs)

	Options (const Options &rhs)

	Options ()

	Options (const OptionsList &_optionsList)

returnValue	print () const

returnValue	print () const

returnValue	printOptionsList () const

returnValue	printOptionsList (uint idx) const

returnValue	set (OptionsName name, int value)

returnValue	set (OptionsName name, double value)

returnValue	set (OptionsName name, const std::string &value)

returnValue	set (uint idx, OptionsName name, int value)

returnValue	set (uint idx, OptionsName name, double value)

returnValue	set (uint idx, OptionsName name, const std::string &value)

returnValue	setOptions (const Options &arg)

returnValue	setOptions (uint idx, const Options &arg)

returnValue	setToDefault ()

returnValue	setToDefault ()

returnValue	setToFast ()

returnValue	setToFast ()

returnValue	setToMPC ()

returnValue	setToReliable ()

returnValue	setToReliable ()

	~Options ()

	~Options ()

virtual	~Options ()

Public Member Functions inherited from Logging
int	addLogRecord (LogRecord &record)

returnValue	getAll (LogName _name, MatrixVariablesGrid &values) const

returnValue	getFirst (LogName _name, DMatrix &firstValue) const

returnValue	getFirst (LogName _name, VariablesGrid &firstValue) const

returnValue	getLast (LogName _name, DMatrix &lastValue) const

returnValue	getLast (LogName _name, VariablesGrid &lastValue) const

returnValue	getLogRecord (LogRecord &_record) const

uint	getNumLogRecords () const

	Logging ()

int	operator<< (LogRecord &record)

returnValue	printLoggingInfo () const

returnValue	printNumDoubles () const

returnValue	setAll (LogName _name, const MatrixVariablesGrid &values)

returnValue	setLast (LogName _name, const DMatrix &value, double time=-INFTY)

returnValue	setLast (LogName _name, VariablesGrid &value, double time=-INFTY)

returnValue	updateLogRecord (LogRecord &_record) const

virtual	~Logging ()

Public Member Functions inherited from Plotting
int	addPlotWindow (PlotWindow &_window)

uint	getNumPlotWindows () const

returnValue	getPlotWindow (uint idx, PlotWindow &_window) const

returnValue	getPlotWindow (PlotWindow &_window) const

int	operator<< (PlotWindow &_window)

Plotting &	operator= (const Plotting &rhs)

virtual returnValue	plot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)

	Plotting ()

	Plotting (const Plotting &rhs)

virtual returnValue	replot (PlotFrequency _frequency=PLOT_IN_ANY_CASE)

virtual	~Plotting ()

Protected Member Functions
returnValue	evaluateObjectives (VariablesGrid &xd_, VariablesGrid &xa_, VariablesGrid &p_, VariablesGrid &u_, VariablesGrid &w_, Expression **arg1)

returnValue	formulateOCP (double idx, OCP ocp_, Expression **arg)

virtual returnValue	initializeNlpSolver (const OCPiterate &_userInit)

virtual returnValue	initializeObjective (Objective *F)

returnValue	printAuxiliaryRoutine (const char fileName, VariablesGrid x_) const

virtual returnValue	setupOptions ()

Protected Member Functions inherited from OptimizationAlgorithm
virtual returnValue	allocateNlpSolver (Objective F, DynamicDiscretization G, Constraint *H)

virtual returnValue	setupLogging ()

Protected Member Functions inherited from OptimizationAlgorithmBase
returnValue	clear ()

virtual returnValue	determineDimensions (Objective const _objective, DifferentialEquation const _differentialEquation, Constraint const _constraint, uint &_nx, uint &_nxa, uint &_np, uint &_nu, uint &_nw) const

virtual returnValue	extractOCPdata (Objective objective, DifferentialEquation differentialEquation, Constraint *constraint, Grid &unionGrid)

returnValue	init (UserInteraction *_userIteraction)

virtual returnValue	initializeOCPiterate (Constraint *const _constraint, const Grid &_unionGrid, uint nx, uint nxa, uint np, uint nu, uint nw)

BooleanType	isLinearQuadratic (Objective F, DynamicDiscretization G, Constraint *H) const

virtual returnValue	setupDifferentialEquation (Objective objective, DifferentialEquation differentialEquation, Constraint constraint, Grid unionGrid)

virtual returnValue	setupDynamicDiscretization (UserInteraction _userIteraction, Objective objective, DifferentialEquation *differentialEquation, Constraint constraint, Grid unionGrid, DynamicDiscretization **dynamicDiscretization)

virtual returnValue	setupObjective (Objective objective, DifferentialEquation differentialEquation, Constraint constraint, Grid unionGrid)

Protected Member Functions inherited from UserInteraction
virtual returnValue	getPlotDataFromMemberLoggings (PlotWindow &_window) const

BlockStatus	getStatus () const

returnValue	setStatus (BlockStatus _status)

Protected Member Functions inherited from Options
returnValue	addOption (OptionsName name, int value)

returnValue	addOption (OptionsName name, double value)

returnValue	addOption (OptionsName name, const std::string &value)

returnValue	addOption (uint idx, OptionsName name, int value)

returnValue	addOption (uint idx, OptionsName name, double value)

returnValue	addOption (uint idx, OptionsName name, const std::string &value)

returnValue	clearOptionsList ()

returnValue	copy (const Options &rhs)

returnValue	copy (const Options &rhs)

returnValue	declareOptionsUnchanged ()

returnValue	declareOptionsUnchanged (uint idx)

BooleanType	haveOptionsChanged () const

BooleanType	haveOptionsChanged (uint idx) const

Protected Attributes
int	count

int	m

int	N

VariablesGrid *	pResults

DMatrix	result

VariablesGrid *	uResults

DMatrix	vertices

VariablesGrid *	wResults

VariablesGrid *	xaResults

VariablesGrid *	xResults

Protected Attributes inherited from OptimizationAlgorithmBase
OCPiterate	iter

NLPsolver *	nlpSolver

OCP *	ocp

OCPiterate	userInit

Protected Attributes inherited from UserInteraction
BlockStatus	status

Protected Attributes inherited from Options
std::vector< OptionsList >	lists

Protected Attributes inherited from Logging
std::vector< LogRecord >	logCollection

int	logIdx

Protected Attributes inherited from Plotting
PlotCollection	plotCollection

Private Attributes
double	totalCPUtime

int	totalNumberOfSQPiterations

Additional Inherited Members
Public Attributes inherited from Options
real_t	boundRelaxation

real_t	boundTolerance

int	dropBoundPriority

int_t	dropBoundPriority

int	dropEqConPriority

int_t	dropEqConPriority

int	dropIneqConPriority

int_t	dropIneqConPriority

int	enableCholeskyRefactorisation

int_t	enableCholeskyRefactorisation

int	enableDriftCorrection

int_t	enableDriftCorrection

BooleanType	enableDropInfeasibles

BooleanType	enableEqualities

BooleanType	enableFarBounds

BooleanType	enableFlippingBounds

BooleanType	enableFullLITests

BooleanType	enableInertiaCorrection

BooleanType	enableNZCTests

BooleanType	enableRamping

BooleanType	enableRegularisation

real_t	epsDen

real_t	epsFlipping

real_t	epsIterRef

real_t	epsLITests

real_t	epsNum

real_t	epsNZCTests

real_t	epsRegularisation

real_t	finalRamping

real_t	growFarBounds

real_t	initialFarBounds

real_t	initialRamping

SubjectToStatus	initialStatusBounds

real_t	maxDualJump

real_t	maxPrimalJump

int	numRefinementSteps

int_t	numRefinementSteps

int	numRegularisationSteps

int_t	numRegularisationSteps

PrintLevel	printLevel

real_t	rcondSMin

real_t	terminationTolerance

Detailed Description

User-interface to formulate and solve optimal control problems with multiple objectives.

The class MultiObjectiveAlgorithm serves as a user-interface to formulate and solve optimal control problems with multiple objectives.

Author: Boris Houska, Hans Joachim Ferreau

Definition at line 54 of file multi_objective_algorithm.hpp.

Constructor & Destructor Documentation

BEGIN_NAMESPACE_ACADO MultiObjectiveAlgorithm::MultiObjectiveAlgorithm ( )

Default constructor.

Definition at line 45 of file multi_objective_algorithm.cpp.

MultiObjectiveAlgorithm::MultiObjectiveAlgorithm ( const OCP & ocp_ )

Default constructor.

Definition at line 64 of file multi_objective_algorithm.cpp.

MultiObjectiveAlgorithm::MultiObjectiveAlgorithm ( const MultiObjectiveAlgorithm & arg )

Copy constructor (deep copy).

Definition at line 83 of file multi_objective_algorithm.cpp.

MultiObjectiveAlgorithm::~MultiObjectiveAlgorithm ( )

virtual

Destructor.

Definition at line 106 of file multi_objective_algorithm.cpp.

Member Function Documentation

returnValue MultiObjectiveAlgorithm::evaluateObjectives	(	VariablesGrid &	xd_,
		VariablesGrid &	xa_,
		VariablesGrid &	p_,
		VariablesGrid &	u_,
		VariablesGrid &	w_,
		Expression **	arg1
	)

protected

Evaluates the objectives.

Returns: SUCCESSFUL_RETURN

Definition at line 623 of file multi_objective_algorithm.cpp.

returnValue MultiObjectiveAlgorithm::formulateOCP	(	double *	idx,
		OCP *	ocp_,
		Expression **	arg
	)

protected

Reformulates the OCP problem for the multi-objective case.

Returns: SUCCESSFUL_RETURN

Definition at line 446 of file multi_objective_algorithm.cpp.

returnValue MultiObjectiveAlgorithm::getAllAlgebraicStates ( const char * fileName ) const

inline

returnValue MultiObjectiveAlgorithm::getAllControls ( const char * fileName ) const

inline

returnValue MultiObjectiveAlgorithm::getAllDifferentialStates ( const char * fileName ) const

inline

returnValue MultiObjectiveAlgorithm::getAllDisturbances ( const char * fileName ) const

inline

returnValue MultiObjectiveAlgorithm::getAllParameters ( const char * fileName ) const

inline

DVector MultiObjectiveAlgorithm::getNadirVector ( ) const

inline

Returns the nadir vector.

Returns: the nadir vector.

DVector MultiObjectiveAlgorithm::getNormalizationVector ( ) const

inline

Returns the normalisation vector
= difference between nadir vector and utopia vector.

Returns: the normalization vector.

DMatrix MultiObjectiveAlgorithm::getNormalizedPayOffMatrix ( ) const

inline

Returns the normalized pay-off matrix.

Returns: the pay-off matrix.

returnValue MultiObjectiveAlgorithm::getParetoFront ( VariablesGrid & paretoFront ) const

inline

Returns the Pareto front

Parameters

paretoFront The pareto front in form of a
VariablesGrid.

Returns: SUCCESSFUL_RETURN

returnValue MultiObjectiveAlgorithm::getParetoFrontWithFilter ( VariablesGrid & paretoFront ) const

inline

Returns the filtered Pareto front

Parameters

paretoFront The pareto front in form of a
VariablesGrid.

Returns: SUCCESSFUL_RETURN

DMatrix MultiObjectiveAlgorithm::getPayOffMatrix ( ) const

inline

Returns the pay-off matrix.

Returns: the pay-off matrix.

DMatrix MultiObjectiveAlgorithm::getUtopiaPlaneVectors ( ) const

inline

Returns the utopia plane vectors

Returns: the utopia plane vector (stored column-wise).

DVector MultiObjectiveAlgorithm::getUtopiaVector ( ) const

inline

Returns the utopia vector.

Returns: the utopia vector.

DMatrix MultiObjectiveAlgorithm::getWeights ( ) const

inline

Returns the weights

Returns: SUCCESSFUL_RETURN

returnValue MultiObjectiveAlgorithm::getWeights ( const char * fileName ) const

inline

Prints the weights into a file (with pre-ordering)

Returns: SUCCESSFUL_RETURN

returnValue MultiObjectiveAlgorithm::getWeightsWithFilter ( const char * fileName ) const

inline

Prints the weights into a file (with pre-ordering)
and after applying the Pareto filter.

Returns: SUCCESSFUL_RETURN

returnValue MultiObjectiveAlgorithm::initializeNlpSolver ( const OCPiterate & _userInit )

protectedvirtual

Reimplemented from OptimizationAlgorithm.

Definition at line 431 of file multi_objective_algorithm.cpp.

returnValue MultiObjectiveAlgorithm::initializeObjective ( Objective * F )

protectedvirtual

Reimplemented from OptimizationAlgorithm.

Definition at line 437 of file multi_objective_algorithm.cpp.

MultiObjectiveAlgorithm & MultiObjectiveAlgorithm::operator= ( const MultiObjectiveAlgorithm & arg )

Assignment operator (deep copy).

Definition at line 116 of file multi_objective_algorithm.cpp.

returnValue MultiObjectiveAlgorithm::printAuxiliaryRoutine	(	const char *	fileName,
		VariablesGrid *	x_
	)		const

inlineprotected

returnValue MultiObjectiveAlgorithm::printInfo ( )

inline

Prints general Info (statistics)

Returns: SUCCESSFUL_RETURN

returnValue MultiObjectiveAlgorithm::setParetoFrontDiscretization ( const int & N_ )

inline

Defines the descretization of the Pareto front
(for the 2-dimensional case)

Parameters

N	the number of descretization intervals

Returns: SUCCESSFUL_RETURN

returnValue MultiObjectiveAlgorithm::setupOptions ( )

protectedvirtual

Sets-up default options.

Returns: SUCCESSFUL_RETURN

Reimplemented from OptimizationAlgorithm.

Definition at line 418 of file multi_objective_algorithm.cpp.

returnValue MultiObjectiveAlgorithm::solve ( )

virtual

Starts execution.

Reimplemented from OptimizationAlgorithm.

Definition at line 278 of file multi_objective_algorithm.cpp.

returnValue MultiObjectiveAlgorithm::solveSingleObjective ( const int & number )

virtual

Starts the optimization of one objective specified by the
the number.

Parameters

number The number of the objective to be optimized

Returns: SUCCESSFUL_RETURN
or an error message from the optimization
algorithms

Definition at line 142 of file multi_objective_algorithm.cpp.

Member Data Documentation

int MultiObjectiveAlgorithm::count

protected

Definition at line 264 of file multi_objective_algorithm.hpp.

int MultiObjectiveAlgorithm::m

protected

Definition at line 259 of file multi_objective_algorithm.hpp.

int MultiObjectiveAlgorithm::N

protected

Definition at line 258 of file multi_objective_algorithm.hpp.

VariablesGrid* MultiObjectiveAlgorithm::pResults

protected

Definition at line 269 of file multi_objective_algorithm.hpp.

DMatrix MultiObjectiveAlgorithm::result

protected

Definition at line 263 of file multi_objective_algorithm.hpp.

double MultiObjectiveAlgorithm::totalCPUtime

private

Definition at line 277 of file multi_objective_algorithm.hpp.

int MultiObjectiveAlgorithm::totalNumberOfSQPiterations

private

Definition at line 276 of file multi_objective_algorithm.hpp.

VariablesGrid* MultiObjectiveAlgorithm::uResults

protected

Definition at line 270 of file multi_objective_algorithm.hpp.

DMatrix MultiObjectiveAlgorithm::vertices

protected

Definition at line 260 of file multi_objective_algorithm.hpp.

VariablesGrid* MultiObjectiveAlgorithm::wResults

protected

Definition at line 271 of file multi_objective_algorithm.hpp.

VariablesGrid* MultiObjectiveAlgorithm::xaResults

protected

Definition at line 268 of file multi_objective_algorithm.hpp.

VariablesGrid* MultiObjectiveAlgorithm::xResults

protected

Definition at line 267 of file multi_objective_algorithm.hpp.

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

Public Member Functions

Protected Member Functions

Protected Attributes

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation