#include <eiquadprog-rt.hpp>

Public Member Functions
const RtVectorX< nIneqCon+nEqCon >::i &	getActiveSet () const

int	getActiveSetSize () const

int	getIteratios () const

const RtVectorX< nIneqCon+nEqCon >::d &	getLagrangeMultipliers () const

int	getMaxIter () const

double	getObjValue () const

EIGEN_MAKE_ALIGNED_OPERATOR_NEW	RtEiquadprog ()

bool	setMaxIter (int maxIter)

RtEiquadprog_status	solve_quadprog (const typename RtMatrixX< nVars, nVars >::d &Hess, const typename RtVectorX< nVars >::d &g0, const typename RtMatrixX< nEqCon, nVars >::d &CE, const typename RtVectorX< nEqCon >::d &ce0, const typename RtMatrixX< nIneqCon, nVars >::d &CI, const typename RtVectorX< nIneqCon >::d &ci0, typename RtVectorX< nVars >::d &x)

virtual	~RtEiquadprog ()

Public Attributes
bool	is_inverse_provided_

RtMatrixX< nVars, nVars >::d	m_J

Private Member Functions
bool	add_constraint (typename RtMatrixX< nVars, nVars >::d &R, typename RtMatrixX< nVars, nVars >::d &J, typename RtVectorX< nVars >::d &d, int &iq, double &R_norm)

void	compute_d (typename RtVectorX< nVars >::d &d, const typename RtMatrixX< nVars, nVars >::d &J, const typename RtVectorX< nVars >::d &np)

void	delete_constraint (typename RtMatrixX< nVars, nVars >::d &R, typename RtMatrixX< nVars, nVars >::d &J, typename RtVectorX< nIneqCon+nEqCon >::i &A, typename RtVectorX< nIneqCon+nEqCon >::d &u, int &iq, int l)

template<typename Scalar >
Scalar	distance (Scalar a, Scalar b)

void	update_r (const typename RtMatrixX< nVars, nVars >::d &R, typename RtVectorX< nIneqCon+nEqCon >::d &r, const typename RtVectorX< nVars >::d &d, int iq)

void	update_z (typename RtVectorX< nVars >::d &z, const typename RtMatrixX< nVars, nVars >::d &J, const typename RtVectorX< nVars >::d &d, int iq)

Private Attributes
RtVectorX< nIneqCon+nEqCon >::i	A

RtVectorX< nIneqCon+nEqCon >::i	A_old

Eigen::LLT< typename RtMatrixX< nVars, nVars >::d, Eigen::Lower >	chol_
	current value of cost function More...

RtVectorX< nVars >::d	d
	J' np. More...

double	f_value
	max number of active-set iterations More...

RtVectorX< nIneqCon >::i	iaexcl

RtVectorX< nIneqCon >::i	iai

int	iter
	number of active-set iterations More...

int	m_maxIter

RtVectorX< nVars >::d	np
	current constraint normal More...

int	q

RtMatrixX< nVars, nVars >::d	R

RtVectorX< nIneqCon+nEqCon >::d	r
	infeasibility multipliers, i.e. negative step direction in dual space More...

RtVectorX< nIneqCon >::d	s
	CI*x+ci0. More...

double	solver_return_

RtVectorX< nIneqCon+nEqCon >::d	u
	Lagrange multipliers. More...

RtVectorX< nIneqCon+nEqCon >::d	u_old

RtVectorX< nVars >::d	x_old

RtVectorX< nVars >::d	z
	step direction in primal space More...

Detailed Description

template<int nVars, int nEqCon, int nIneqCon>
class eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >

Definition at line 89 of file eiquadprog-rt.hpp.

Constructor & Destructor Documentation

◆ RtEiquadprog()

template<int nVars, int nEqCon, int nIneqCon>

EIGEN_MAKE_ALIGNED_OPERATOR_NEW eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::RtEiquadprog ( )

◆ ~RtEiquadprog()

template<int nVars, int nEqCon, int nIneqCon>

virtual eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::~RtEiquadprog ( )

virtual

Member Function Documentation

◆ add_constraint()

template<int nVars, int nEqCon, int nIneqCon>

bool eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::add_constraint	(	typename RtMatrixX< nVars, nVars >::d &	R,
		typename RtMatrixX< nVars, nVars >::d &	J,
		typename RtVectorX< nVars >::d &	d,
		int &	iq,
		double &	R_norm
	)

private

◆ compute_d()

template<int nVars, int nEqCon, int nIneqCon>

void eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::compute_d	(	typename RtVectorX< nVars >::d &	d,
		const typename RtMatrixX< nVars, nVars >::d &	J,
		const typename RtVectorX< nVars >::d &	np
	)

inlineprivate

Definition at line 234 of file eiquadprog-rt.hpp.

◆ delete_constraint()

template<int nVars, int nEqCon, int nIneqCon>

void eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::delete_constraint	(	typename RtMatrixX< nVars, nVars >::d &	R,
		typename RtMatrixX< nVars, nVars >::d &	J,
		typename RtVectorX< nIneqCon+nEqCon >::i &	A,
		typename RtVectorX< nIneqCon+nEqCon >::d &	u,
		int &	iq,
		int	l
	)

private

◆ distance()

template<int nVars, int nEqCon, int nIneqCon>

template<typename Scalar >

Scalar eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::distance	(	Scalar	a,
		Scalar	b
	)

inlineprivate

Definition at line 220 of file eiquadprog-rt.hpp.

◆ getActiveSet()

template<int nVars, int nEqCon, int nIneqCon>

const RtVectorX<nIneqCon + nEqCon>::i& eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::getActiveSet ( ) const

inline

Return the active set, namely the indeces of active constraints. The first nEqCon indexes are for the equalities and are negative. The last nIneqCon indexes are for the inequalities and start from 0. Only the first q elements of the return vector are valid, where q is the size of the active set.

Returns: The set of indexes of the active constraints.

Definition at line 136 of file eiquadprog-rt.hpp.

◆ getActiveSetSize()

template<int nVars, int nEqCon, int nIneqCon>

int eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::getActiveSetSize ( ) const

inline

Returns: The size of the active set, namely the number of active constraints (including the equalities).

Definition at line 108 of file eiquadprog-rt.hpp.

◆ getIteratios()

template<int nVars, int nEqCon, int nIneqCon>

int eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::getIteratios ( ) const

inline

Returns: The number of active-set iteratios.

Definition at line 113 of file eiquadprog-rt.hpp.

◆ getLagrangeMultipliers()

template<int nVars, int nEqCon, int nIneqCon>

const RtVectorX<nIneqCon + nEqCon>::d& eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::getLagrangeMultipliers ( ) const

inline

Returns: The Lagrange multipliers

Definition at line 123 of file eiquadprog-rt.hpp.

◆ getMaxIter()

template<int nVars, int nEqCon, int nIneqCon>

int eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::getMaxIter ( ) const

inline

Definition at line 96 of file eiquadprog-rt.hpp.

◆ getObjValue()

template<int nVars, int nEqCon, int nIneqCon>

double eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::getObjValue ( ) const

inline

Returns: The value of the objective function.

Definition at line 118 of file eiquadprog-rt.hpp.

◆ setMaxIter()

template<int nVars, int nEqCon, int nIneqCon>

bool eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::setMaxIter ( int maxIter )

inline

Definition at line 98 of file eiquadprog-rt.hpp.

◆ solve_quadprog()

template<int nVars, int nEqCon, int nIneqCon>

RtEiquadprog_status eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::solve_quadprog	(	const typename RtMatrixX< nVars, nVars >::d &	Hess,
		const typename RtVectorX< nVars >::d &	g0,
		const typename RtMatrixX< nEqCon, nVars >::d &	CE,
		const typename RtVectorX< nEqCon >::d &	ce0,
		const typename RtMatrixX< nIneqCon, nVars >::d &	CI,
		const typename RtVectorX< nIneqCon >::d &	ci0,
		typename RtVectorX< nVars >::d &	x
	)

solves the problem min. x' Hess x + 2 g0' x s.t. CE x + ce0 = 0 CI x + ci0 >= 0

◆ update_r()

template<int nVars, int nEqCon, int nIneqCon>

void eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::update_r	(	const typename RtMatrixX< nVars, nVars >::d &	R,
		typename RtVectorX< nIneqCon+nEqCon >::d &	r,
		const typename RtVectorX< nVars >::d &	d,
		int	iq
	)

inlineprivate

Definition at line 254 of file eiquadprog-rt.hpp.

◆ update_z()

template<int nVars, int nEqCon, int nIneqCon>

void eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::update_z	(	typename RtVectorX< nVars >::d &	z,
		const typename RtMatrixX< nVars, nVars >::d &	J,
		const typename RtVectorX< nVars >::d &	d,
		int	iq
	)

inlineprivate

Definition at line 244 of file eiquadprog-rt.hpp.

Member Data Documentation

◆ A

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nIneqCon + nEqCon>::i eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::A

private

active set (indeces of active constraints) the first nEqCon indeces are for the equalities and are negative the last nIneqCon indeces are for the inequalities are start from 0

Definition at line 190 of file eiquadprog-rt.hpp.

◆ A_old

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nIneqCon + nEqCon>::i eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::A_old

private

Definition at line 206 of file eiquadprog-rt.hpp.

◆ chol_

template<int nVars, int nEqCon, int nIneqCon>

Eigen::LLT<typename RtMatrixX<nVars, nVars>::d, Eigen::Lower> eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::chol_

private

current value of cost function

Definition at line 162 of file eiquadprog-rt.hpp.

◆ d

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nVars>::d eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::d

private

J' np.

Definition at line 182 of file eiquadprog-rt.hpp.

◆ f_value

template<int nVars, int nEqCon, int nIneqCon>

double eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::f_value

private

max number of active-set iterations

Definition at line 160 of file eiquadprog-rt.hpp.

◆ iaexcl

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nIneqCon>::i eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::iaexcl

private

initialized as [1, ..., 1, .] if iaexcl(i)!=1 inequality constraint i cannot be added to the active set if adding ineq constraint i fails => iaexcl(i)=0 iaexcl(i)=0 iff ineq constraint i is linearly dependent to other active constraints iaexcl(i)=1 otherwise

Definition at line 202 of file eiquadprog-rt.hpp.

◆ iai

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nIneqCon>::i eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::iai

private

initialized as K \ A iai(i)=-1 iff inequality constraint i is in the active set iai(i)=i otherwise

Definition at line 195 of file eiquadprog-rt.hpp.

◆ is_inverse_provided_

template<int nVars, int nEqCon, int nIneqCon>

bool eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::is_inverse_provided_

Definition at line 156 of file eiquadprog-rt.hpp.

◆ iter

template<int nVars, int nEqCon, int nIneqCon>

int eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::iter

private

number of active-set iterations

Definition at line 217 of file eiquadprog-rt.hpp.

◆ m_J

template<int nVars, int nEqCon, int nIneqCon>

RtMatrixX<nVars, nVars>::d eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::m_J

Definition at line 155 of file eiquadprog-rt.hpp.

◆ m_maxIter

template<int nVars, int nEqCon, int nIneqCon>

int eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::m_maxIter

private

Definition at line 159 of file eiquadprog-rt.hpp.

◆ np

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nVars>::d eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::np

private

current constraint normal

Definition at line 185 of file eiquadprog-rt.hpp.

◆ q

template<int nVars, int nEqCon, int nIneqCon>

int eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::q

private

size of the active set A (containing the indices of the active constraints)

Definition at line 214 of file eiquadprog-rt.hpp.

◆ R

template<int nVars, int nEqCon, int nIneqCon>

RtMatrixX<nVars, nVars>::d eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::R

private

from QR of L' N, where L is Cholewsky factor of Hessian, and N is the matrix of active constraints

Definition at line 167 of file eiquadprog-rt.hpp.

◆ r

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nIneqCon + nEqCon>::d eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::r

private

infeasibility multipliers, i.e. negative step direction in dual space

Definition at line 173 of file eiquadprog-rt.hpp.

◆ s

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nIneqCon>::d eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::s

private

CI*x+ci0.

Definition at line 170 of file eiquadprog-rt.hpp.

◆ solver_return_

template<int nVars, int nEqCon, int nIneqCon>

double eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::solver_return_

private

Definition at line 163 of file eiquadprog-rt.hpp.

◆ u

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nIneqCon + nEqCon>::d eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::u

private

Lagrange multipliers.

Definition at line 176 of file eiquadprog-rt.hpp.

◆ u_old

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nIneqCon + nEqCon>::d eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::u_old

private

Definition at line 205 of file eiquadprog-rt.hpp.

◆ x_old

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nVars>::d eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::x_old

private

Definition at line 204 of file eiquadprog-rt.hpp.

◆ z

template<int nVars, int nEqCon, int nIneqCon>

RtVectorX<nVars>::d eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >::z

private

step direction in primal space

Definition at line 179 of file eiquadprog-rt.hpp.

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

eiquadprog-rt.hpp

Public Member Functions

Public Attributes

Private Member Functions

Private Attributes

Detailed Description

template<int nVars, int nEqCon, int nIneqCon> class eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >

Constructor & Destructor Documentation

◆ RtEiquadprog()

◆ ~RtEiquadprog()

Member Function Documentation

◆ add_constraint()

◆ compute_d()

◆ delete_constraint()

◆ distance()

◆ getActiveSet()

◆ getActiveSetSize()

◆ getIteratios()

◆ getLagrangeMultipliers()

◆ getMaxIter()

◆ getObjValue()

◆ setMaxIter()

◆ solve_quadprog()

◆ update_r()

◆ update_z()

Member Data Documentation

◆ A

◆ A_old

◆ chol_

◆ d

◆ f_value

◆ iaexcl

◆ iai

◆ is_inverse_provided_

◆ iter

◆ m_J

◆ m_maxIter

◆ np

◆ q

◆ R

◆ r

◆ s

◆ solver_return_

◆ u

◆ u_old

◆ x_old

◆ z

template<int nVars, int nEqCon, int nIneqCon>
class eiquadprog::solvers::RtEiquadprog< nVars, nEqCon, nIneqCon >