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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) 2007-2014 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 00038 #ifndef QPOASES_SQPROBLEMSCHUR_HPP 00039 #define QPOASES_SQPROBLEMSCHUR_HPP 00040 00041 00042 #include <qpOASES/SQProblem.hpp> 00043 #include <qpOASES/SparseSolver.hpp> 00044 #include <qpOASES/LapackBlasReplacement.hpp> 00045 00046 00047 BEGIN_NAMESPACE_QPOASES 00048 00049 00061 class SQProblemSchur : public SQProblem 00062 { 00063 /* allow SolutionAnalysis class to access private members */ 00064 friend class SolutionAnalysis; 00065 00066 /* 00067 * PUBLIC MEMBER FUNCTIONS 00068 */ 00069 public: 00071 SQProblemSchur( ); 00072 00078 SQProblemSchur( int_t _nV, 00079 int_t _nC, 00080 HessianType _hessianType = HST_UNKNOWN, 00081 int_t maxSchurUpdates = 75 00082 ); 00083 00085 SQProblemSchur( const SQProblemSchur& rhs 00086 ); 00087 00089 virtual ~SQProblemSchur( ); 00090 00092 virtual SQProblemSchur& operator=( const SQProblemSchur& rhs 00093 ); 00094 00098 virtual returnValue reset( ); 00099 00102 returnValue resetSchurComplement( BooleanType allowInertiaCorrection ); 00103 00105 inline int_t getNumFactorizations( ) const; 00106 00107 /* 00108 * PROTECTED MEMBER FUNCTIONS 00109 */ 00110 protected: 00113 returnValue clear( ); 00114 00117 returnValue copy( const SQProblemSchur& rhs 00118 ); 00119 00122 virtual returnValue computeProjectedCholesky( ); 00123 00127 virtual returnValue computeInitialCholesky( ); 00128 00131 virtual returnValue setupTQfactorisation( ); 00132 00142 virtual returnValue setupAuxiliaryQP( SymmetricMatrix *H_new, 00144 Matrix *A_new, 00146 const real_t *lb_new, 00147 const real_t *ub_new, 00148 const real_t *lbA_new, 00149 const real_t *ubA_new 00150 ); 00151 00158 virtual returnValue setupAuxiliaryWorkingSet( const Bounds* const auxiliaryBounds, 00159 const Constraints* const auxiliaryConstraints, 00160 BooleanType setupAfresh 00161 ); 00162 00163 00169 virtual returnValue addConstraint( int_t number, 00170 SubjectToStatus C_status, 00171 BooleanType updateCholesky, 00172 BooleanType ensureLI = BT_TRUE 00173 ); 00174 00180 virtual returnValue addConstraint_checkLI( int_t number 00181 ); 00182 00191 virtual returnValue addConstraint_ensureLI( int_t number, 00192 SubjectToStatus C_status 00193 ); 00194 00200 virtual returnValue addBound( int_t number, 00201 SubjectToStatus B_status, 00202 BooleanType updateCholesky, 00203 BooleanType ensureLI = BT_TRUE 00204 ); 00205 00210 virtual returnValue addBound_checkLI( int_t number 00211 ); 00212 00221 virtual returnValue addBound_ensureLI( int_t number, 00222 SubjectToStatus B_status 00223 ); 00224 00230 virtual returnValue removeConstraint( int_t number, 00231 BooleanType updateCholesky, 00232 BooleanType allowFlipping = BT_FALSE, 00233 BooleanType ensureNZC = BT_FALSE 00234 ); 00235 00241 virtual returnValue removeBound( int_t number, 00242 BooleanType updateCholesky, 00243 BooleanType allowFlipping = BT_FALSE, 00244 BooleanType ensureNZC = BT_FALSE 00245 ); 00246 00249 virtual returnValue backsolveT( const real_t* const b, 00250 BooleanType transposed, 00251 real_t* const a 00252 ) const; 00253 00256 virtual returnValue backsolveR( const real_t* const b, 00257 BooleanType transposed, 00258 real_t* const a 00259 ) const; 00260 00263 virtual returnValue backsolveR( const real_t* const b, 00264 BooleanType transposed, 00265 BooleanType removingBound, 00266 real_t* const a 00267 ) const; 00268 00269 00274 virtual returnValue determineStepDirection( const real_t* const delta_g, 00275 const real_t* const delta_lbA, 00276 const real_t* const delta_ubA, 00277 const real_t* const delta_lb, 00278 const real_t* const delta_ub, 00279 BooleanType Delta_bC_isZero, 00280 BooleanType Delta_bB_isZero, 00281 real_t* const delta_xFX, 00282 real_t* const delta_xFR, 00283 real_t* const delta_yAC, 00284 real_t* const delta_yFX 00285 ); 00286 00287 virtual returnValue determineStepDirection2( const real_t* const delta_g, 00288 const real_t* const delta_lbA, 00289 const real_t* const delta_ubA, 00290 const real_t* const delta_lb, 00291 const real_t* const delta_ub, 00292 BooleanType Delta_bC_isZero, 00293 BooleanType Delta_bB_isZero, 00294 real_t* const delta_xFX, 00295 real_t* const delta_xFR, 00296 real_t* const delta_yAC, 00297 real_t* const delta_yFX 00298 ); 00299 00300 /* 00301 * PRIVATE MEMBER FUNCTION 00302 */ 00303 private: 00309 returnValue addBound_checkLISchur( int_t number, 00310 real_t* const xiC, 00311 real_t* const xiX 00312 ); 00313 00319 returnValue addConstraint_checkLISchur( int_t number, 00320 real_t* const xiC, 00321 real_t* const xiX 00322 ); 00323 00326 returnValue computeMTimes( real_t alpha, const real_t* const x, real_t beta, real_t* const y ); 00327 00330 returnValue computeMTransTimes( real_t alpha, const real_t* const x, real_t beta, real_t* const y ); 00331 00333 returnValue addToSchurComplement( int_t number, SchurUpdateType update, int_t numNonzerosM, const sparse_int_t* M_pos, const real_t* const M_vals, int_t numNonzerosN, const sparse_int_t* Npos, const real_t* const Nvals, real_t N_diag ); 00334 00336 returnValue deleteFromSchurComplement( int_t idx, BooleanType allowUndo = BT_FALSE ); 00337 00339 returnValue undoDeleteFromSchurComplement( int_t idx ); 00340 00342 real_t calcDetSchur( int_t idxDel ); 00343 00345 returnValue updateSchurQR( int_t idxDel ); 00346 00348 returnValue backsolveSchurQR( int_t dimS, const real_t* const rhs, int_t dimRhs, real_t* const sol ); 00349 00351 returnValue correctInertia(); 00352 00354 returnValue repairSingularWorkingSet( ); 00355 00356 returnValue stepCalcRhs( int_t nFR, int_t nFX, int_t nAC, int_t* FR_idx, int_t* FX_idx, int_t* AC_idx, real_t& rhs_max, const real_t* const delta_g, 00357 const real_t* const delta_lbA, const real_t* const delta_ubA, 00358 const real_t* const delta_lb, const real_t* const delta_ub, 00359 BooleanType Delta_bC_isZero, BooleanType Delta_bB_isZero, 00360 real_t* const delta_xFX, real_t* const delta_xFR, 00361 real_t* const delta_yAC, real_t* const delta_yFX 00362 ); 00363 00364 returnValue stepCalcReorder(int_t nFR, int_t nAC, int_t* FR_idx, int_t* AC_idx, int_t nFRStart, int_t nACStart, 00365 int_t* FR_idxStart, int_t* AC_idxStart, int_t* FR_iSort, int_t* FR_iSortStart, 00366 int_t* AC_iSort, int_t* AC_iSortStart, real_t* rhs 00367 ); 00368 00369 returnValue stepCalcBacksolveSchur( int_t nFR, int_t nFX, int_t nAC, int_t* FR_idx, int_t* FX_idx, int_t* AC_idx, 00370 int_t dim, real_t* rhs, real_t* sol 00371 ); 00372 00373 returnValue stepCalcReorder2( int_t nFR, int_t nAC, int_t* FR_idx, int_t* AC_idx, int_t nFRStart, int_t nACStart, 00374 int_t* FR_idxStart, int_t* AC_idxStart, int_t* FR_iSort, int_t* FR_iSortStart, 00375 int_t* AC_iSort, int_t* AC_iSortStart, real_t* sol, real_t* const delta_xFR, real_t* const delta_yAC 00376 ); 00377 00378 returnValue stepCalcResid( int_t nFR, int_t nFX, int_t nAC, int_t* FR_idx, int_t* FX_idx, int_t* AC_idx, 00379 BooleanType Delta_bC_isZero, real_t* const delta_xFX, real_t* const delta_xFR, 00380 real_t* const delta_yAC, const real_t* const delta_g, 00381 const real_t* const delta_lbA, const real_t* const delta_ubA, real_t& rnrm 00382 ); 00383 00384 returnValue stepCalcDeltayFx( int_t nFR, int_t nFX, int_t nAC, int_t* FX_idx, const real_t* const delta_g, 00385 real_t* const delta_xFX, real_t* const delta_xFR, real_t* const delta_yAC, real_t* const delta_yFX 00386 ); 00387 00388 /* 00389 * PROTECTED MEMBER VARIABLES 00390 */ 00391 protected: 00392 SparseSolver* sparseSolver; 00394 real_t* S; 00395 int_t nS; 00396 int_t nSmax; 00398 real_t* Q_; 00399 real_t* R_; 00400 real_t detS; 00401 real_t rcondS; 00402 int_t numFactorizations; 00404 int_t* schurUpdateIndex; 00405 SchurUpdateType* schurUpdate; 00407 int_t M_physicallength; 00408 real_t* M_vals; 00409 sparse_int_t* M_ir; 00410 sparse_int_t* M_jc; 00412 Indexlist boundsFreeStart; 00413 Indexlist constraintsActiveStart; 00414 }; 00415 00416 00417 END_NAMESPACE_QPOASES 00418 00419 #include <qpOASES/SQProblemSchur.ipp> 00420 00421 #endif /* QPOASES_QPROBLEMSCHUR_HPP */ 00422 00423 00424 /* 00425 * end of file 00426 */
1.7.6.1