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qpOASES
3.0.1
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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) 2007-2014 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 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 00112 returnValue init( SymmetricMatrix *_H, 00113 const real_t* const _g, 00114 Matrix *_A, 00115 const real_t* const _lb, 00117 const real_t* const _ub, 00119 const real_t* const _lbA, 00121 const real_t* const _ubA, 00123 int& nWSR, 00125 real_t* const cputime = 0 00127 ); 00128 00129 00142 returnValue init( const real_t* const _H, 00144 const real_t* const _g, 00145 const real_t* const _A, 00146 const real_t* const _lb, 00148 const real_t* const _ub, 00150 const real_t* const _lbA, 00152 const real_t* const _ubA, 00154 int& nWSR, 00156 real_t* const cputime = 0 00158 ); 00159 00172 returnValue init( const char* const H_file, 00174 const char* const g_file, 00175 const char* const A_file, 00176 const char* const lb_file, 00178 const char* const ub_file, 00180 const char* const lbA_file, 00182 const char* const ubA_file, 00184 int& nWSR, 00186 real_t* const cputime = 0 00188 ); 00189 00209 returnValue init( SymmetricMatrix *_H, 00210 const real_t* const _g, 00211 Matrix *_A, 00212 const real_t* const _lb, 00214 const real_t* const _ub, 00216 const real_t* const _lbA, 00218 const real_t* const _ubA, 00220 int& nWSR, 00222 real_t* const cputime, 00224 const real_t* const xOpt, 00226 const real_t* const yOpt, 00228 const Bounds* const guessedBounds, 00229 const Constraints* const guessedConstraints 00230 ); 00231 00251 returnValue init( const real_t* const _H, 00253 const real_t* const _g, 00254 const real_t* const _A, 00255 const real_t* const _lb, 00257 const real_t* const _ub, 00259 const real_t* const _lbA, 00261 const real_t* const _ubA, 00263 int& nWSR, 00265 real_t* const cputime, 00267 const real_t* const xOpt, 00269 const real_t* const yOpt, 00271 const Bounds* const guessedBounds, 00272 const Constraints* const guessedConstraints 00273 ); 00274 00294 returnValue init( const char* const H_file, 00296 const char* const g_file, 00297 const char* const A_file, 00298 const char* const lb_file, 00300 const char* const ub_file, 00302 const char* const lbA_file, 00304 const char* const ubA_file, 00306 int& nWSR, 00308 real_t* const cputime, 00310 const real_t* const xOpt, 00312 const real_t* const yOpt, 00314 const Bounds* const guessedBounds, 00315 const Constraints* const guessedConstraints 00316 ); 00317 00318 00332 returnValue hotstart( const real_t* const g_new, 00333 const real_t* const lb_new, 00335 const real_t* const ub_new, 00337 const real_t* const lbA_new, 00339 const real_t* const ubA_new, 00341 int& nWSR, 00343 real_t* const cputime = 0 00345 ); 00346 00363 returnValue hotstart( const char* const g_file, 00364 const char* const lb_file, 00366 const char* const ub_file, 00368 const char* const lbA_file, 00370 const char* const ubA_file, 00372 int& nWSR, 00374 real_t* const cputime = 0 00376 ); 00377 00392 returnValue hotstart( const real_t* const g_new, 00393 const real_t* const lb_new, 00395 const real_t* const ub_new, 00397 const real_t* const lbA_new, 00399 const real_t* const ubA_new, 00401 int& nWSR, 00403 real_t* const cputime, 00405 const Bounds* const guessedBounds, 00407 const Constraints* const guessedConstraints 00409 ); 00410 00428 returnValue hotstart( const char* const g_file, 00429 const char* const lb_file, 00431 const char* const ub_file, 00433 const char* const lbA_file, 00435 const char* const ubA_file, 00437 int& nWSR, 00439 real_t* const cputime, 00441 const Bounds* const guessedBounds, 00443 const Constraints* const guessedConstraints 00445 ); 00446 00451 returnValue solveCurrentEQP ( const int n_rhs, 00452 const real_t* g_in, 00453 const real_t* lb_in, 00455 const real_t* ub_in, 00457 const real_t* lbA_in, 00459 const real_t* ubA_in, 00460 real_t* x_out, 00461 real_t* y_out 00462 ); 00463 00466 returnValue getWorkingSet( real_t* workingSet 00467 ); 00468 00472 inline returnValue getConstraints( Constraints& _constraints 00473 ) const; 00474 00475 00478 inline int getNC( ) const; 00479 00482 inline int getNEC( ) const; 00483 00486 inline int getNAC( ) const; 00487 00490 inline int getNIAC( ) const; 00491 00494 virtual int getNZ( ) const; 00495 00496 00500 virtual returnValue getDualSolution( real_t* const yOpt 00501 ) const; 00502 00503 00506 returnValue setConstraintProduct( ConstraintProduct* const _constraintProduct 00507 ); 00508 00509 00512 virtual returnValue printProperties( ); 00513 00514 00515 /* 00516 * PROTECTED MEMBER FUNCTIONS 00517 */ 00518 protected: 00521 returnValue clear( ); 00522 00525 returnValue copy( const QProblem& rhs 00526 ); 00527 00540 returnValue solveInitialQP( const real_t* const xOpt, 00542 const real_t* const yOpt, 00544 const Bounds* const guessedBounds, 00546 const Constraints* const guessedConstraints, 00548 int& nWSR, 00550 real_t* const cputime 00552 ); 00553 00566 returnValue solveQP( const real_t* const g_new, 00567 const real_t* const lb_new, 00569 const real_t* const ub_new, 00571 const real_t* const lbA_new, 00573 const real_t* const ubA_new, 00575 int& nWSR, 00577 real_t* const cputime, 00579 int nWSRperformed = 0 00583 ); 00584 00585 00598 returnValue solveRegularisedQP( const real_t* const g_new, 00599 const real_t* const lb_new, 00601 const real_t* const ub_new, 00603 const real_t* const lbA_new, 00605 const real_t* const ubA_new, 00607 int& nWSR, 00609 real_t* const cputime, 00611 int nWSRperformed = 0 00614 ); 00615 00616 00620 virtual returnValue setupSubjectToType( ); 00621 00625 virtual returnValue setupSubjectToType( const real_t* const lb_new, 00626 const real_t* const ub_new, 00627 const real_t* const lbA_new, 00628 const real_t* const ubA_new 00629 ); 00630 00637 returnValue computeProjectedCholesky( ); 00638 00644 virtual returnValue setupInitialCholesky( ); 00645 00649 returnValue setupTQfactorisation( ); 00650 00651 00658 returnValue obtainAuxiliaryWorkingSet( const real_t* const xOpt, 00660 const real_t* const yOpt, 00662 const Bounds* const guessedBounds, 00663 const Constraints* const guessedConstraints, 00664 Bounds* auxiliaryBounds, 00666 Constraints* auxiliaryConstraints 00668 ) const; 00669 00678 returnValue setupAuxiliaryWorkingSet( const Bounds* const auxiliaryBounds, 00679 const Constraints* const auxiliaryConstraints, 00680 BooleanType setupAfresh 00682 ); 00683 00686 returnValue setupAuxiliaryQPsolution( const real_t* const xOpt, 00688 const real_t* const yOpt 00690 ); 00691 00696 returnValue setupAuxiliaryQPgradient( ); 00697 00703 returnValue setupAuxiliaryQPbounds( const Bounds* const auxiliaryBounds, 00704 const Constraints* const auxiliaryConstraints, 00705 BooleanType useRelaxation 00706 ); 00707 00708 00714 returnValue addConstraint( int number, 00715 SubjectToStatus C_status, 00716 BooleanType updateCholesky, 00717 BooleanType ensureLI = BT_TRUE 00718 ); 00719 00725 returnValue addConstraint_checkLI( int number 00726 ); 00727 00736 returnValue addConstraint_ensureLI( int number, 00737 SubjectToStatus C_status 00738 ); 00739 00745 returnValue addBound( int number, 00746 SubjectToStatus B_status, 00747 BooleanType updateCholesky, 00748 BooleanType ensureLI = BT_TRUE 00749 ); 00750 00755 returnValue addBound_checkLI( int number 00756 ); 00757 00766 returnValue addBound_ensureLI( int number, 00767 SubjectToStatus B_status 00768 ); 00769 00775 returnValue removeConstraint( int number, 00776 BooleanType updateCholesky, 00777 BooleanType allowFlipping = BT_FALSE, 00778 BooleanType ensureNZC = BT_FALSE 00779 ); 00780 00786 returnValue removeBound( int number, 00787 BooleanType updateCholesky, 00788 BooleanType allowFlipping = BT_FALSE, 00789 BooleanType ensureNZC = BT_FALSE 00790 ); 00791 00792 00796 returnValue performPlainRatioTest( int nIdx, 00797 const int* const idxList, 00798 const real_t* const num, 00799 const real_t* const den, 00800 real_t epsNum, 00801 real_t epsDen, 00802 real_t& t, 00803 int& BC_idx 00804 ) const; 00805 00806 00810 returnValue ensureNonzeroCurvature( 00811 BooleanType removeBoundNotConstraint, 00812 int remIdx, 00813 BooleanType &exchangeHappened, 00814 BooleanType &addBoundNotConstraint, 00815 int &addIdx, 00816 SubjectToStatus &addStatus 00817 ); 00818 00819 00823 returnValue backsolveT( const real_t* const b, 00824 BooleanType transposed, 00825 real_t* const a 00826 ) const; 00827 00828 00831 returnValue determineDataShift( const real_t* const g_new, 00832 const real_t* const lbA_new, 00833 const real_t* const ubA_new, 00834 const real_t* const lb_new, 00835 const real_t* const ub_new, 00836 real_t* const delta_g, 00837 real_t* const delta_lbA, 00838 real_t* const delta_ubA, 00839 real_t* const delta_lb, 00840 real_t* const delta_ub, 00841 BooleanType& Delta_bC_isZero, 00842 BooleanType& Delta_bB_isZero 00843 ); 00844 00849 returnValue determineStepDirection( const real_t* const delta_g, 00850 const real_t* const delta_lbA, 00851 const real_t* const delta_ubA, 00852 const real_t* const delta_lb, 00853 const real_t* const delta_ub, 00854 BooleanType Delta_bC_isZero, 00855 BooleanType Delta_bB_isZero, 00856 real_t* const delta_xFX, 00857 real_t* const delta_xFR, 00858 real_t* const delta_yAC, 00859 real_t* const delta_yFX 00860 ); 00861 00867 returnValue performStep( const real_t* const delta_g, 00868 const real_t* const delta_lbA, 00869 const real_t* const delta_ubA, 00870 const real_t* const delta_lb, 00871 const real_t* const delta_ub, 00872 const real_t* const delta_xFX, 00873 const real_t* const delta_xFR, 00874 const real_t* const delta_yAC, 00875 const real_t* const delta_yFX, 00876 int& BC_idx, 00877 SubjectToStatus& BC_status, 00878 BooleanType& BC_isBound 00879 ); 00880 00885 returnValue changeActiveSet( int BC_idx, 00886 SubjectToStatus BC_status, 00887 BooleanType BC_isBound 00888 ); 00889 00890 00894 real_t getRelativeHomotopyLength( const real_t* const g_new, 00895 const real_t* const lb_new, 00896 const real_t* const ub_new, 00897 const real_t* const lbA_new, 00898 const real_t* const ubA_new 00899 ); 00900 00901 00905 virtual returnValue performRamping( ); 00906 00907 00909 returnValue updateFarBounds( real_t curFarBound, 00910 int nRamp, 00911 const real_t* const lb_new, 00912 real_t* const lb_new_far, 00913 const real_t* const ub_new, 00914 real_t* const ub_new_far, 00915 const real_t* const lbA_new, 00916 real_t* const lbA_new_far, 00917 const real_t* const ubA_new, 00918 real_t* const ubA_new_far 00919 ) const; 00920 00921 00924 virtual returnValue performDriftCorrection( ); 00925 00926 00933 virtual returnValue setupAuxiliaryQP( const Bounds* const guessedBounds, 00934 const Constraints* const guessedConstraints 00935 ); 00936 00941 BooleanType shallRefactorise( const Bounds* const guessedBounds, 00942 const Constraints* const guessedConstraints 00943 ) const; 00944 00949 returnValue setupQPdata( SymmetricMatrix *_H, 00951 const real_t* const _g, 00952 Matrix *_A, 00953 const real_t* const _lb, 00955 const real_t* const _ub, 00957 const real_t* const _lbA, 00959 const real_t* const _ubA 00961 ); 00962 00963 00970 returnValue setupQPdata( const real_t* const _H, 00972 const real_t* const _g, 00973 const real_t* const _A, 00974 const real_t* const _lb, 00976 const real_t* const _ub, 00978 const real_t* const _lbA, 00980 const real_t* const _ubA 00982 ); 00983 00992 returnValue setupQPdataFromFile( const char* const H_file, 00994 const char* const g_file, 00995 const char* const A_file, 00996 const char* const lb_file, 00998 const char* const ub_file, 01000 const char* const lbA_file, 01002 const char* const ubA_file 01004 ); 01005 01011 returnValue loadQPvectorsFromFile( const char* const g_file, 01012 const char* const lb_file, 01014 const char* const ub_file, 01016 const char* const lbA_file, 01018 const char* const ubA_file, 01020 real_t* const g_new, 01021 real_t* const lb_new, 01022 real_t* const ub_new, 01023 real_t* const lbA_new, 01024 real_t* const ubA_new 01025 ) const; 01026 01027 01030 returnValue printIteration( int iter, 01031 int BC_idx, 01032 SubjectToStatus BC_status, 01033 BooleanType BC_isBound, 01034 real_t homotopyLength 01035 ); 01036 01037 01042 inline returnValue setA( Matrix *A_new 01043 ); 01044 01049 inline returnValue setA( const real_t* const A_new 01050 ); 01051 01052 01056 inline returnValue setLBA( const real_t* const lbA_new 01057 ); 01058 01063 inline returnValue setLBA( int number, 01064 real_t value 01065 ); 01066 01070 inline returnValue setUBA( const real_t* const ubA_new 01071 ); 01072 01077 inline returnValue setUBA( int number, 01078 real_t value 01079 ); 01080 01081 01086 returnValue dropInfeasibles ( int BC_number, 01087 SubjectToStatus BC_status, 01088 BooleanType BC_isBound, 01089 real_t *xiB, 01090 real_t *xiC 01091 ); 01092 01098 returnValue areBoundsConsistent(const real_t* const lb, 01099 const real_t* const ub, 01100 const real_t* const lbA, 01101 const real_t* const ubA 01102 ) const; 01103 01104 01105 public: 01109 returnValue writeQpDataIntoMatFile( const char* const filename 01110 ) const; 01111 01115 returnValue writeQpWorkspaceIntoMatFile( const char* const filename 01116 ); 01117 01118 01119 01120 /* 01121 * PROTECTED MEMBER VARIABLES 01122 */ 01123 protected: 01124 BooleanType freeConstraintMatrix; 01125 Matrix* A; 01127 real_t* lbA; 01128 real_t* ubA; 01130 Constraints constraints; 01132 real_t* T; 01133 real_t* Q; 01134 int sizeT; 01136 real_t* Ax; 01138 real_t* Ax_l; 01140 real_t* Ax_u; 01143 ConstraintProduct* constraintProduct; 01145 real_t* tempA; 01146 real_t* tempB; 01147 real_t* ZFR_delta_xFRz; 01148 real_t* delta_xFRy; 01149 real_t* delta_xFRz; 01150 real_t* delta_yAC_TMP; 01151 }; 01152 01153 01154 END_NAMESPACE_QPOASES 01155 01156 #include <qpOASES/QProblem.ipp> 01157 01158 #endif /* QPOASES_QPROBLEM_HPP */ 01159 01160 01161 /* 01162 * end of file 01163 */
1.7.6.1