Class EiquadprogFast

Class Documentation

class EiquadprogFast

Public Functions

EIGEN_MAKE_ALIGNED_OPERATOR_NEW EiquadprogFast()
virtual ~EiquadprogFast()
void reset(size_t dim_qp, size_t num_eq, size_t num_ineq)
inline int getMaxIter() const
inline bool setMaxIter(int maxIter)
inline size_t getActiveSetSize() const
Returns:

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

inline int getIteratios() const
Returns:

The number of active-set iteratios.

inline double getObjValue() const
Returns:

The value of the objective function.

inline const VectorXd &getLagrangeMultipliers() const
Returns:

The Lagrange multipliers

inline const VectorXi &getActiveSet() const

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.

EiquadprogFast_status solve_quadprog(const MatrixXd &Hess, const VectorXd &g0, const MatrixXd &CE, const VectorXd &ce0, const MatrixXd &CI, const VectorXd &ci0, VectorXd &x)

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

Public Members

MatrixXd m_J
bool is_inverse_provided_