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qpOASES
3.1.1
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00001 /* 00002 * This file is part of qpOASES. 00003 * 00004 * qpOASES -- An Implementation of the Online Active Set Strategy. 00005 * Copyright (C) 2007-2015 by Hans Joachim Ferreau, Andreas Potschka, 00006 * Christian Kirches et al. All rights reserved. 00007 * 00008 * qpOASES is free software; you can redistribute it and/or 00009 * modify it under the terms of the GNU Lesser General Public 00010 * License as published by the Free Software Foundation; either 00011 * version 2.1 of the License, or (at your option) any later version. 00012 * 00013 * qpOASES is distributed in the hope that it will be useful, 00014 * but WITHOUT ANY WARRANTY; without even the implied warranty of 00015 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. 00016 * See the GNU Lesser General Public License for more details. 00017 * 00018 * You should have received a copy of the GNU Lesser General Public 00019 * License along with qpOASES; if not, write to the Free Software 00020 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA 00021 * 00022 */ 00023 00024 00037 #ifndef QPOASES_QPROBLEM_HPP 00038 #define QPOASES_QPROBLEM_HPP 00039 00040 00041 #include <qpOASES/QProblemB.hpp> 00042 #include <qpOASES/Constraints.hpp> 00043 #include <qpOASES/ConstraintProduct.hpp> 00044 00045 00046 BEGIN_NAMESPACE_QPOASES 00047 00048 00060 class QProblem : public QProblemB 00061 { 00062 /* allow SolutionAnalysis class to access private members */ 00063 friend class SolutionAnalysis; 00064 00065 /* 00066 * PUBLIC MEMBER FUNCTIONS 00067 */ 00068 public: 00070 QProblem( ); 00071 00077 QProblem( int _nV, 00078 int _nC, 00079 HessianType _hessianType = HST_UNKNOWN 00080 ); 00081 00083 QProblem( const QProblem& rhs 00084 ); 00085 00087 virtual ~QProblem( ); 00088 00090 QProblem& operator=( const QProblem& rhs 00091 ); 00092 00093 00097 virtual returnValue reset( ); 00098 00099 00121 returnValue init( SymmetricMatrix *_H, 00122 const real_t* const _g, 00123 Matrix *_A, 00124 const real_t* const _lb, 00126 const real_t* const _ub, 00128 const real_t* const _lbA, 00130 const real_t* const _ubA, 00132 int& nWSR, 00134 real_t* const cputime = 0, 00136 const real_t* const xOpt = 0, 00138 const real_t* const yOpt = 0, 00140 const Bounds* const guessedBounds = 0, 00142 const Constraints* const guessedConstraints = 0, 00144 const real_t* const _R = 0 00148 ); 00149 00150 00172 returnValue init( const real_t* const _H, 00174 const real_t* const _g, 00175 const real_t* const _A, 00176 const real_t* const _lb, 00178 const real_t* const _ub, 00180 const real_t* const _lbA, 00182 const real_t* const _ubA, 00184 int& nWSR, 00186 real_t* const cputime = 0, 00188 const real_t* const xOpt = 0, 00190 const real_t* const yOpt = 0, 00192 const Bounds* const guessedBounds = 0, 00194 const Constraints* const guessedConstraints = 0, 00196 const real_t* const _R = 0 00200 ); 00201 00224 returnValue init( const char* const H_file, 00226 const char* const g_file, 00227 const char* const A_file, 00228 const char* const lb_file, 00230 const char* const ub_file, 00232 const char* const lbA_file, 00234 const char* const ubA_file, 00236 int& nWSR, 00238 real_t* const cputime = 0, 00240 const real_t* const xOpt = 0, 00242 const real_t* const yOpt = 0, 00244 const Bounds* const guessedBounds = 0, 00246 const Constraints* const guessedConstraints = 0, 00248 const char* const R_file = 0 00251 ); 00252 00253 00271 returnValue hotstart( const real_t* const g_new, 00272 const real_t* const lb_new, 00274 const real_t* const ub_new, 00276 const real_t* const lbA_new, 00278 const real_t* const ubA_new, 00280 int& nWSR, 00282 real_t* const cputime = 0, 00284 const Bounds* const guessedBounds = 0, 00286 const Constraints* const guessedConstraints = 0 00288 ); 00289 00310 returnValue hotstart( const char* const g_file, 00311 const char* const lb_file, 00313 const char* const ub_file, 00315 const char* const lbA_file, 00317 const char* const ubA_file, 00319 int& nWSR, 00321 real_t* const cputime = 0, 00323 const Bounds* const guessedBounds = 0, 00325 const Constraints* const guessedConstraints = 0 00327 ); 00328 00329 00335 returnValue solveCurrentEQP ( const int n_rhs, 00336 const real_t* g_in, 00337 const real_t* lb_in, 00339 const real_t* ub_in, 00341 const real_t* lbA_in, 00343 const real_t* ubA_in, 00344 real_t* x_out, 00345 real_t* y_out 00346 ); 00347 00351 virtual returnValue getWorkingSet( real_t* workingSet 00352 ); 00353 00357 virtual returnValue getWorkingSetBounds( real_t* workingSetB 00358 ); 00359 00363 virtual returnValue getWorkingSetConstraints( real_t* workingSetC 00364 ); 00365 00366 00370 inline returnValue getConstraints( Constraints& _constraints 00371 ) const; 00372 00373 00376 inline int getNC( ) const; 00377 00380 inline int getNEC( ) const; 00381 00384 inline int getNAC( ) const; 00385 00388 inline int getNIAC( ) const; 00389 00392 virtual int getNZ( ) const; 00393 00394 00398 virtual returnValue getDualSolution( real_t* const yOpt 00399 ) const; 00400 00401 00404 returnValue setConstraintProduct( ConstraintProduct* const _constraintProduct 00405 ); 00406 00407 00410 virtual returnValue printProperties( ); 00411 00412 00413 /* 00414 * PROTECTED MEMBER FUNCTIONS 00415 */ 00416 protected: 00419 returnValue clear( ); 00420 00423 returnValue copy( const QProblem& rhs 00424 ); 00425 00438 returnValue solveInitialQP( const real_t* const xOpt, 00439 const real_t* const yOpt, 00440 const Bounds* const guessedBounds, 00441 const Constraints* const guessedConstraints, 00442 const real_t* const _R, 00443 int& nWSR, 00445 real_t* const cputime 00447 ); 00448 00461 returnValue solveQP( const real_t* const g_new, 00462 const real_t* const lb_new, 00464 const real_t* const ub_new, 00466 const real_t* const lbA_new, 00468 const real_t* const ubA_new, 00470 int& nWSR, 00472 real_t* const cputime, 00474 int nWSRperformed = 0, 00478 BooleanType isFirstCall = BT_TRUE 00479 ); 00480 00481 00494 returnValue solveRegularisedQP( const real_t* const g_new, 00495 const real_t* const lb_new, 00497 const real_t* const ub_new, 00499 const real_t* const lbA_new, 00501 const real_t* const ubA_new, 00503 int& nWSR, 00505 real_t* const cputime, 00507 int nWSRperformed = 0, 00510 BooleanType isFirstCall = BT_TRUE 00511 ); 00512 00513 00517 virtual returnValue setupSubjectToType( ); 00518 00522 using QProblemB::setupSubjectToType; 00523 virtual returnValue setupSubjectToType( const real_t* const lb_new, 00524 const real_t* const ub_new, 00525 const real_t* const lbA_new, 00526 const real_t* const ubA_new 00527 ); 00528 00535 returnValue computeProjectedCholesky( ); 00536 00542 virtual returnValue setupInitialCholesky( ); 00543 00547 returnValue setupTQfactorisation( ); 00548 00549 00556 returnValue obtainAuxiliaryWorkingSet( const real_t* const xOpt, 00558 const real_t* const yOpt, 00560 const Bounds* const guessedBounds, 00561 const Constraints* const guessedConstraints, 00562 Bounds* auxiliaryBounds, 00564 Constraints* auxiliaryConstraints 00566 ) const; 00567 00576 returnValue setupAuxiliaryWorkingSet( const Bounds* const auxiliaryBounds, 00577 const Constraints* const auxiliaryConstraints, 00578 BooleanType setupAfresh 00580 ); 00581 00584 returnValue setupAuxiliaryQPsolution( const real_t* const xOpt, 00586 const real_t* const yOpt 00588 ); 00589 00594 returnValue setupAuxiliaryQPgradient( ); 00595 00601 returnValue setupAuxiliaryQPbounds( const Bounds* const auxiliaryBounds, 00602 const Constraints* const auxiliaryConstraints, 00603 BooleanType useRelaxation 00604 ); 00605 00606 00612 returnValue addConstraint( int number, 00613 SubjectToStatus C_status, 00614 BooleanType updateCholesky, 00615 BooleanType ensureLI = BT_TRUE 00616 ); 00617 00623 returnValue addConstraint_checkLI( int number 00624 ); 00625 00634 returnValue addConstraint_ensureLI( int number, 00635 SubjectToStatus C_status 00636 ); 00637 00643 returnValue addBound( int number, 00644 SubjectToStatus B_status, 00645 BooleanType updateCholesky, 00646 BooleanType ensureLI = BT_TRUE 00647 ); 00648 00653 returnValue addBound_checkLI( int number 00654 ); 00655 00664 returnValue addBound_ensureLI( int number, 00665 SubjectToStatus B_status 00666 ); 00667 00673 returnValue removeConstraint( int number, 00674 BooleanType updateCholesky, 00675 BooleanType allowFlipping = BT_FALSE, 00676 BooleanType ensureNZC = BT_FALSE 00677 ); 00678 00684 returnValue removeBound( int number, 00685 BooleanType updateCholesky, 00686 BooleanType allowFlipping = BT_FALSE, 00687 BooleanType ensureNZC = BT_FALSE 00688 ); 00689 00690 00694 returnValue performPlainRatioTest( int nIdx, 00695 const int* const idxList, 00696 const real_t* const num, 00697 const real_t* const den, 00698 real_t epsNum, 00699 real_t epsDen, 00700 real_t& t, 00701 int& BC_idx 00702 ) const; 00703 00704 00708 returnValue ensureNonzeroCurvature( 00709 BooleanType removeBoundNotConstraint, 00710 int remIdx, 00711 BooleanType &exchangeHappened, 00712 BooleanType &addBoundNotConstraint, 00713 int &addIdx, 00714 SubjectToStatus &addStatus 00715 ); 00716 00717 00721 returnValue backsolveT( const real_t* const b, 00722 BooleanType transposed, 00723 real_t* const a 00724 ) const; 00725 00726 00729 returnValue determineDataShift( const real_t* const g_new, 00730 const real_t* const lbA_new, 00731 const real_t* const ubA_new, 00732 const real_t* const lb_new, 00733 const real_t* const ub_new, 00734 real_t* const delta_g, 00735 real_t* const delta_lbA, 00736 real_t* const delta_ubA, 00737 real_t* const delta_lb, 00738 real_t* const delta_ub, 00739 BooleanType& Delta_bC_isZero, 00740 BooleanType& Delta_bB_isZero 00741 ); 00742 00747 returnValue determineStepDirection( const real_t* const delta_g, 00748 const real_t* const delta_lbA, 00749 const real_t* const delta_ubA, 00750 const real_t* const delta_lb, 00751 const real_t* const delta_ub, 00752 BooleanType Delta_bC_isZero, 00753 BooleanType Delta_bB_isZero, 00754 real_t* const delta_xFX, 00755 real_t* const delta_xFR, 00756 real_t* const delta_yAC, 00757 real_t* const delta_yFX 00758 ); 00759 00765 returnValue performStep( const real_t* const delta_g, 00766 const real_t* const delta_lbA, 00767 const real_t* const delta_ubA, 00768 const real_t* const delta_lb, 00769 const real_t* const delta_ub, 00770 const real_t* const delta_xFX, 00771 const real_t* const delta_xFR, 00772 const real_t* const delta_yAC, 00773 const real_t* const delta_yFX, 00774 int& BC_idx, 00775 SubjectToStatus& BC_status, 00776 BooleanType& BC_isBound 00777 ); 00778 00783 returnValue changeActiveSet( int BC_idx, 00784 SubjectToStatus BC_status, 00785 BooleanType BC_isBound 00786 ); 00787 00788 00792 real_t getRelativeHomotopyLength( const real_t* const g_new, 00793 const real_t* const lb_new, 00794 const real_t* const ub_new, 00795 const real_t* const lbA_new, 00796 const real_t* const ubA_new 00797 ); 00798 00799 00803 virtual returnValue performRamping( ); 00804 00805 00807 returnValue updateFarBounds( real_t curFarBound, 00808 int nRamp, 00809 const real_t* const lb_new, 00810 real_t* const lb_new_far, 00811 const real_t* const ub_new, 00812 real_t* const ub_new_far, 00813 const real_t* const lbA_new, 00814 real_t* const lbA_new_far, 00815 const real_t* const ubA_new, 00816 real_t* const ubA_new_far 00817 ) const; 00818 00819 00822 virtual returnValue performDriftCorrection( ); 00823 00824 00831 using QProblemB::setupAuxiliaryQP; 00832 virtual returnValue setupAuxiliaryQP( const Bounds* const guessedBounds, 00833 const Constraints* const guessedConstraints 00834 ); 00835 00840 BooleanType shallRefactorise( const Bounds* const guessedBounds, 00841 const Constraints* const guessedConstraints 00842 ) const; 00843 00848 returnValue setupQPdata( SymmetricMatrix *_H, 00850 const real_t* const _g, 00851 Matrix *_A, 00852 const real_t* const _lb, 00854 const real_t* const _ub, 00856 const real_t* const _lbA, 00858 const real_t* const _ubA 00860 ); 00861 00862 00869 returnValue setupQPdata( const real_t* const _H, 00871 const real_t* const _g, 00872 const real_t* const _A, 00873 const real_t* const _lb, 00875 const real_t* const _ub, 00877 const real_t* const _lbA, 00879 const real_t* const _ubA 00881 ); 00882 00891 returnValue setupQPdataFromFile( const char* const H_file, 00893 const char* const g_file, 00894 const char* const A_file, 00895 const char* const lb_file, 00897 const char* const ub_file, 00899 const char* const lbA_file, 00901 const char* const ubA_file 00903 ); 00904 00910 returnValue loadQPvectorsFromFile( const char* const g_file, 00911 const char* const lb_file, 00913 const char* const ub_file, 00915 const char* const lbA_file, 00917 const char* const ubA_file, 00919 real_t* const g_new, 00920 real_t* const lb_new, 00921 real_t* const ub_new, 00922 real_t* const lbA_new, 00923 real_t* const ubA_new 00924 ) const; 00925 00926 00929 returnValue printIteration( int iter, 00930 int BC_idx, 00931 SubjectToStatus BC_status, 00932 BooleanType BC_isBound, 00933 real_t homotopyLength, 00934 BooleanType isFirstCall = BT_TRUE 00935 ); 00936 00937 00942 inline returnValue setA( Matrix *A_new 00943 ); 00944 00949 inline returnValue setA( const real_t* const A_new 00950 ); 00951 00952 00956 inline returnValue setLBA( const real_t* const lbA_new 00957 ); 00958 00963 inline returnValue setLBA( int number, 00964 real_t value 00965 ); 00966 00970 inline returnValue setUBA( const real_t* const ubA_new 00971 ); 00972 00977 inline returnValue setUBA( int number, 00978 real_t value 00979 ); 00980 00981 00986 returnValue dropInfeasibles ( int BC_number, 00987 SubjectToStatus BC_status, 00988 BooleanType BC_isBound, 00989 real_t *xiB, 00990 real_t *xiC 00991 ); 00992 00998 returnValue areBoundsConsistent(const real_t* const lb, 00999 const real_t* const ub, 01000 const real_t* const lbA, 01001 const real_t* const ubA 01002 ) const; 01003 01004 01005 public: 01009 returnValue writeQpDataIntoMatFile( const char* const filename 01010 ) const; 01011 01015 returnValue writeQpWorkspaceIntoMatFile( const char* const filename 01016 ); 01017 01018 01019 01020 /* 01021 * PROTECTED MEMBER VARIABLES 01022 */ 01023 protected: 01024 BooleanType freeConstraintMatrix; 01025 Matrix* A; 01027 real_t* lbA; 01028 real_t* ubA; 01030 Constraints constraints; 01032 real_t* T; 01033 real_t* Q; 01034 int sizeT; 01036 real_t* Ax; 01038 real_t* Ax_l; 01040 real_t* Ax_u; 01043 ConstraintProduct* constraintProduct; 01045 real_t* tempA; 01046 real_t* tempB; 01047 real_t* ZFR_delta_xFRz; 01048 real_t* delta_xFRy; 01049 real_t* delta_xFRz; 01050 real_t* delta_yAC_TMP; 01051 }; 01052 01053 01054 END_NAMESPACE_QPOASES 01055 01056 #include <qpOASES/QProblem.ipp> 01057 01058 #endif /* QPOASES_QPROBLEM_HPP */ 01059 01060 01061 /* 01062 * end of file 01063 */
1.7.6.1