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qpOASES
3.2.1
An Implementation of the Online Active Set Strategy
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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) 2007-2017 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 #include <qpOASES/Matrices.hpp> 00045 00046 00047 BEGIN_NAMESPACE_QPOASES 00048 00049 00061 class QProblem : public QProblemB 00062 { 00063 /* allow SolutionAnalysis class to access private members */ 00064 friend class SolutionAnalysis; 00065 00066 /* 00067 * PUBLIC MEMBER FUNCTIONS 00068 */ 00069 public: 00071 QProblem( ); 00072 00078 QProblem( int_t _nV, 00079 int_t _nC, 00080 HessianType _hessianType = HST_UNKNOWN, 00081 BooleanType allocDenseMats = BT_TRUE 00082 ); 00083 00085 QProblem( const QProblem& rhs 00086 ); 00087 00089 virtual ~QProblem( ); 00090 00092 virtual QProblem& operator=( const QProblem& rhs 00093 ); 00094 00095 00099 virtual returnValue reset( ); 00100 00101 00123 returnValue init( SymmetricMatrix *_H, 00124 const real_t* const _g, 00125 Matrix *_A, 00126 const real_t* const _lb, 00128 const real_t* const _ub, 00130 const real_t* const _lbA, 00132 const real_t* const _ubA, 00134 int_t& nWSR, 00136 real_t* const cputime = 0, 00138 const real_t* const xOpt = 0, 00140 const real_t* const yOpt = 0, 00142 const Bounds* const guessedBounds = 0, 00144 const Constraints* const guessedConstraints = 0, 00146 const real_t* const _R = 0 00150 ); 00151 00152 00174 returnValue init( const real_t* const _H, 00176 const real_t* const _g, 00177 const real_t* const _A, 00178 const real_t* const _lb, 00180 const real_t* const _ub, 00182 const real_t* const _lbA, 00184 const real_t* const _ubA, 00186 int_t& nWSR, 00188 real_t* const cputime = 0, 00190 const real_t* const xOpt = 0, 00192 const real_t* const yOpt = 0, 00194 const Bounds* const guessedBounds = 0, 00196 const Constraints* const guessedConstraints = 0, 00198 const real_t* const _R = 0 00202 ); 00203 00226 returnValue init( const char* const H_file, 00228 const char* const g_file, 00229 const char* const A_file, 00230 const char* const lb_file, 00232 const char* const ub_file, 00234 const char* const lbA_file, 00236 const char* const ubA_file, 00238 int_t& nWSR, 00240 real_t* const cputime = 0, 00242 const real_t* const xOpt = 0, 00244 const real_t* const yOpt = 0, 00246 const Bounds* const guessedBounds = 0, 00248 const Constraints* const guessedConstraints = 0, 00250 const char* const R_file = 0 00253 ); 00254 00255 00273 returnValue hotstart( const real_t* const g_new, 00274 const real_t* const lb_new, 00276 const real_t* const ub_new, 00278 const real_t* const lbA_new, 00280 const real_t* const ubA_new, 00282 int_t& nWSR, 00284 real_t* const cputime = 0, 00286 const Bounds* const guessedBounds = 0, 00288 const Constraints* const guessedConstraints = 0 00290 ); 00291 00312 returnValue hotstart( const char* const g_file, 00313 const char* const lb_file, 00315 const char* const ub_file, 00317 const char* const lbA_file, 00319 const char* const ubA_file, 00321 int_t& nWSR, 00323 real_t* const cputime = 0, 00325 const Bounds* const guessedBounds = 0, 00327 const Constraints* const guessedConstraints = 0 00329 ); 00330 00331 00337 returnValue solveCurrentEQP ( const int_t n_rhs, 00338 const real_t* g_in, 00339 const real_t* lb_in, 00341 const real_t* ub_in, 00343 const real_t* lbA_in, 00345 const real_t* ubA_in, 00346 real_t* x_out, 00347 real_t* y_out 00348 ); 00349 00353 virtual returnValue getWorkingSet( real_t* workingSet 00354 ); 00355 00359 virtual returnValue getWorkingSetBounds( real_t* workingSetB 00360 ); 00361 00365 virtual returnValue getWorkingSetConstraints( real_t* workingSetC 00366 ); 00367 00368 00372 inline returnValue getConstraints( Constraints& _constraints 00373 ) const; 00374 00375 00378 inline int_t getNC( ) const; 00379 00382 inline int_t getNEC( ) const; 00383 00386 inline int_t getNAC( ) const; 00387 00390 inline int_t getNIAC( ) const; 00391 00394 virtual int_t getNZ( ) const; 00395 00396 00400 virtual returnValue getDualSolution( real_t* const yOpt 00401 ) const; 00402 00403 00406 returnValue setConstraintProduct( ConstraintProduct* const _constraintProduct 00407 ); 00408 00409 00412 virtual returnValue printProperties( ); 00413 00416 returnValue getFreeVariablesFlags( BooleanType* varIsFree ); 00417 00418 00419 /* 00420 * PROTECTED MEMBER FUNCTIONS 00421 */ 00422 protected: 00425 returnValue clear( ); 00426 00429 returnValue copy( const QProblem& rhs 00430 ); 00431 00444 returnValue solveInitialQP( const real_t* const xOpt, 00445 const real_t* const yOpt, 00446 const Bounds* const guessedBounds, 00447 const Constraints* const guessedConstraints, 00448 const real_t* const _R, 00449 int_t& nWSR, 00451 real_t* const cputime 00453 ); 00454 00467 returnValue solveQP( const real_t* const g_new, 00468 const real_t* const lb_new, 00470 const real_t* const ub_new, 00472 const real_t* const lbA_new, 00474 const real_t* const ubA_new, 00476 int_t& nWSR, 00478 real_t* const cputime, 00480 int_t nWSRperformed = 0, 00484 BooleanType isFirstCall = BT_TRUE 00485 ); 00486 00487 00500 returnValue solveRegularisedQP( const real_t* const g_new, 00501 const real_t* const lb_new, 00503 const real_t* const ub_new, 00505 const real_t* const lbA_new, 00507 const real_t* const ubA_new, 00509 int_t& nWSR, 00511 real_t* const cputime, 00513 int_t nWSRperformed = 0, 00516 BooleanType isFirstCall = BT_TRUE 00517 ); 00518 00519 00522 /* \return SUCCESSFUL_RETURN \n 00523 RET_HOTSTART_FAILED */ 00524 virtual returnValue updateActivitiesForHotstart( const real_t* const lb_new, 00525 const real_t* const ub_new, 00526 const real_t* const lbA_new, 00527 const real_t* const ubA_new 00528 ); 00529 00530 00534 virtual returnValue setupSubjectToType( ); 00535 00539 using QProblemB::setupSubjectToType; 00540 virtual returnValue setupSubjectToType( const real_t* const lb_new, 00541 const real_t* const ub_new, 00542 const real_t* const lbA_new, 00543 const real_t* const ubA_new 00544 ); 00545 00552 virtual returnValue computeProjectedCholesky( ); 00553 00559 virtual returnValue setupInitialCholesky( ); 00560 00564 virtual returnValue setupTQfactorisation( ); 00565 00566 00573 returnValue obtainAuxiliaryWorkingSet( const real_t* const xOpt, 00575 const real_t* const yOpt, 00577 const Bounds* const guessedBounds, 00578 const Constraints* const guessedConstraints, 00579 Bounds* auxiliaryBounds, 00581 Constraints* auxiliaryConstraints 00583 ) const; 00584 00593 virtual returnValue setupAuxiliaryWorkingSet( const Bounds* const auxiliaryBounds, 00594 const Constraints* const auxiliaryConstraints, 00595 BooleanType setupAfresh 00597 ); 00598 00601 returnValue setupAuxiliaryQPsolution( const real_t* const xOpt, 00603 const real_t* const yOpt 00605 ); 00606 00611 returnValue setupAuxiliaryQPgradient( ); 00612 00618 returnValue setupAuxiliaryQPbounds( const Bounds* const auxiliaryBounds, 00619 const Constraints* const auxiliaryConstraints, 00620 BooleanType useRelaxation 00621 ); 00622 00623 00629 virtual returnValue addConstraint( int_t number, 00630 SubjectToStatus C_status, 00631 BooleanType updateCholesky, 00632 BooleanType ensureLI = BT_TRUE 00633 ); 00634 00640 virtual returnValue addConstraint_checkLI( int_t number 00641 ); 00642 00651 virtual returnValue addConstraint_ensureLI( int_t number, 00652 SubjectToStatus C_status 00653 ); 00654 00660 virtual returnValue addBound( int_t number, 00661 SubjectToStatus B_status, 00662 BooleanType updateCholesky, 00663 BooleanType ensureLI = BT_TRUE 00664 ); 00665 00670 virtual returnValue addBound_checkLI( int_t number 00671 ); 00672 00681 virtual returnValue addBound_ensureLI( int_t number, 00682 SubjectToStatus B_status 00683 ); 00684 00690 virtual returnValue removeConstraint( int_t number, 00691 BooleanType updateCholesky, 00692 BooleanType allowFlipping = BT_FALSE, 00693 BooleanType ensureNZC = BT_FALSE 00694 ); 00695 00701 virtual returnValue removeBound( int_t number, 00702 BooleanType updateCholesky, 00703 BooleanType allowFlipping = BT_FALSE, 00704 BooleanType ensureNZC = BT_FALSE 00705 ); 00706 00707 00711 returnValue performPlainRatioTest( int_t nIdx, 00712 const int_t* const idxList, 00713 const real_t* const num, 00714 const real_t* const den, 00715 real_t epsNum, 00716 real_t epsDen, 00717 real_t& t, 00718 int_t& BC_idx 00719 ) const; 00720 00721 00725 returnValue ensureNonzeroCurvature( 00726 BooleanType removeBoundNotConstraint, 00727 int_t remIdx, 00728 BooleanType &exchangeHappened, 00729 BooleanType &addBoundNotConstraint, 00730 int_t &addIdx, 00731 SubjectToStatus &addStatus 00732 ); 00733 00734 00738 virtual returnValue backsolveT( const real_t* const b, 00739 BooleanType transposed, 00740 real_t* const a 00741 ) const; 00742 00743 00746 returnValue determineDataShift( const real_t* const g_new, 00747 const real_t* const lbA_new, 00748 const real_t* const ubA_new, 00749 const real_t* const lb_new, 00750 const real_t* const ub_new, 00751 real_t* const delta_g, 00752 real_t* const delta_lbA, 00753 real_t* const delta_ubA, 00754 real_t* const delta_lb, 00755 real_t* const delta_ub, 00756 BooleanType& Delta_bC_isZero, 00757 BooleanType& Delta_bB_isZero 00758 ); 00759 00764 virtual returnValue determineStepDirection( const real_t* const delta_g, 00765 const real_t* const delta_lbA, 00766 const real_t* const delta_ubA, 00767 const real_t* const delta_lb, 00768 const real_t* const delta_ub, 00769 BooleanType Delta_bC_isZero, 00770 BooleanType Delta_bB_isZero, 00771 real_t* const delta_xFX, 00772 real_t* const delta_xFR, 00773 real_t* const delta_yAC, 00774 real_t* const delta_yFX 00775 ); 00776 00782 returnValue performStep( const real_t* const delta_g, 00783 const real_t* const delta_lbA, 00784 const real_t* const delta_ubA, 00785 const real_t* const delta_lb, 00786 const real_t* const delta_ub, 00787 const real_t* const delta_xFX, 00788 const real_t* const delta_xFR, 00789 const real_t* const delta_yAC, 00790 const real_t* const delta_yFX, 00791 int_t& BC_idx, 00792 SubjectToStatus& BC_status, 00793 BooleanType& BC_isBound 00794 ); 00795 00800 returnValue changeActiveSet( int_t BC_idx, 00801 SubjectToStatus BC_status, 00802 BooleanType BC_isBound 00803 ); 00804 00805 00809 real_t getRelativeHomotopyLength( const real_t* const g_new, 00810 const real_t* const lb_new, 00811 const real_t* const ub_new, 00812 const real_t* const lbA_new, 00813 const real_t* const ubA_new 00814 ); 00815 00816 00820 virtual returnValue performRamping( ); 00821 00822 00824 returnValue updateFarBounds( real_t curFarBound, 00825 int_t nRamp, 00826 const real_t* const lb_new, 00827 real_t* const lb_new_far, 00828 const real_t* const ub_new, 00829 real_t* const ub_new_far, 00830 const real_t* const lbA_new, 00831 real_t* const lbA_new_far, 00832 const real_t* const ubA_new, 00833 real_t* const ubA_new_far 00834 ) const; 00835 00836 00839 virtual returnValue performDriftCorrection( ); 00840 00841 00848 using QProblemB::setupAuxiliaryQP; 00849 virtual returnValue setupAuxiliaryQP( const Bounds* const guessedBounds, 00850 const Constraints* const guessedConstraints 00851 ); 00852 00857 BooleanType shallRefactorise( const Bounds* const guessedBounds, 00858 const Constraints* const guessedConstraints 00859 ) const; 00860 00865 returnValue setupQPdata( SymmetricMatrix *_H, 00867 const real_t* const _g, 00868 Matrix *_A, 00869 const real_t* const _lb, 00871 const real_t* const _ub, 00873 const real_t* const _lbA, 00875 const real_t* const _ubA 00877 ); 00878 00879 00886 returnValue setupQPdata( const real_t* const _H, 00888 const real_t* const _g, 00889 const real_t* const _A, 00890 const real_t* const _lb, 00892 const real_t* const _ub, 00894 const real_t* const _lbA, 00896 const real_t* const _ubA 00898 ); 00899 00908 returnValue setupQPdataFromFile( const char* const H_file, 00910 const char* const g_file, 00911 const char* const A_file, 00912 const char* const lb_file, 00914 const char* const ub_file, 00916 const char* const lbA_file, 00918 const char* const ubA_file 00920 ); 00921 00927 returnValue loadQPvectorsFromFile( const char* const g_file, 00928 const char* const lb_file, 00930 const char* const ub_file, 00932 const char* const lbA_file, 00934 const char* const ubA_file, 00936 real_t* const g_new, 00937 real_t* const lb_new, 00938 real_t* const ub_new, 00939 real_t* const lbA_new, 00940 real_t* const ubA_new 00941 ) const; 00942 00943 00946 returnValue printIteration( int_t iter, 00947 int_t BC_idx, 00948 SubjectToStatus BC_status, 00949 BooleanType BC_isBound, 00950 real_t homotopyLength, 00951 BooleanType isFirstCall = BT_TRUE 00952 ); 00953 00954 00959 inline returnValue setA( Matrix *A_new 00960 ); 00961 00966 inline returnValue setA( const real_t* const A_new 00967 ); 00968 00969 00973 inline returnValue setLBA( const real_t* const lbA_new 00974 ); 00975 00980 inline returnValue setLBA( int_t number, 00981 real_t value 00982 ); 00983 00987 inline returnValue setUBA( const real_t* const ubA_new 00988 ); 00989 00994 inline returnValue setUBA( int_t number, 00995 real_t value 00996 ); 00997 00998 01003 returnValue dropInfeasibles ( int_t BC_number, 01004 SubjectToStatus BC_status, 01005 BooleanType BC_isBound, 01006 real_t *xiB, 01007 real_t *xiC 01008 ); 01009 01015 returnValue areBoundsConsistent(const real_t* const lb, 01016 const real_t* const ub, 01017 const real_t* const lbA, 01018 const real_t* const ubA 01019 ) const; 01020 01021 01022 public: 01026 returnValue writeQpDataIntoMatFile( const char* const filename 01027 ) const; 01028 01032 returnValue writeQpWorkspaceIntoMatFile( const char* const filename 01033 ); 01034 01035 01036 01037 /* 01038 * PROTECTED MEMBER VARIABLES 01039 */ 01040 protected: 01041 BooleanType freeConstraintMatrix; 01042 Matrix* A; 01044 real_t* lbA; 01045 real_t* ubA; 01047 Constraints constraints; 01049 real_t* T; 01050 real_t* Q; 01051 int_t sizeT; 01053 real_t* Ax; 01055 real_t* Ax_l; 01057 real_t* Ax_u; 01060 ConstraintProduct* constraintProduct; 01062 real_t* tempA; 01063 real_t* tempB; 01064 real_t* ZFR_delta_xFRz; 01065 real_t* delta_xFRy; 01066 real_t* delta_xFRz; 01067 real_t* delta_yAC_TMP; 01069 real_t* tempC; 01070 }; 01071 01072 01073 END_NAMESPACE_QPOASES 01074 01075 #include <qpOASES/QProblem.ipp> 01076 01077 #endif /* QPOASES_QPROBLEM_HPP */ 01078 01079 01080 /* 01081 * end of file 01082 */
1.7.6.1