SolutionAnalysis Class Reference

Provides additional tools for analysing QP solutions. More...

#include <SolutionAnalysis.hpp>

List of all members.

Public Member Functions
	SolutionAnalysis ()
	SolutionAnalysis (const SolutionAnalysis &rhs)
	~SolutionAnalysis ()
SolutionAnalysis &	operator= (const SolutionAnalysis &rhs)
returnValue	getMaxKKTviolation (QProblemB *qp, real_t &maxKKTviolation) const
returnValue	getMaxKKTviolation (QProblem *qp, real_t &maxKKTviolation) const
returnValue	getMaxKKTviolation (SQProblem *qp, real_t &maxKKTviolation) const
returnValue	getVarianceCovariance (QProblemB *qp, real_t *g_b_bA_VAR, real_t *Primal_Dual_VAR) const
returnValue	getVarianceCovariance (QProblem *qp, real_t *g_b_bA_VAR, real_t *Primal_Dual_VAR) const
returnValue	getVarianceCovariance (SQProblem *qp, real_t *g_b_bA_VAR, real_t *Primal_Dual_VAR) const

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Detailed Description

This class is intended to provide additional tools for analysing a QP solution obtained with qpOASES.

Author:

Hans Joachim Ferreau (thanks to Boris Houska)

Version:

3.0

Date:

2007-2014

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Constructor & Destructor Documentation

BEGIN_NAMESPACE_QPOASES SolutionAnalysis::SolutionAnalysis

(

)

Default constructor.

SolutionAnalysis::SolutionAnalysis

(

const SolutionAnalysis &

rhs

)

Copy constructor (deep copy).

Parameters:

rhs	Rhs object.

SolutionAnalysis::~SolutionAnalysis

(

)

Destructor.

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Member Function Documentation

returnValue SolutionAnalysis::getMaxKKTviolation	(	QProblemB *	qp,
		real_t &	maxKKTviolation
	)		const

Determines the maximum violation of the KKT optimality conditions of the current iterate within the QProblemB object.

Returns:

SUCCESSFUL_RETURN
RET_UNABLE_TO_ANALYSE_QPROBLEM

Parameters:

qp	QProblemB to be analysed.
maxKKTviolation	OUTPUT: maximum violation of the KKT conditions.

References QProblemB::bounds, QProblemB::g, getAbs(), QProblemB::getHessianType(), QProblemB::getNV(), SubjectTo::getStatus(), QProblemB::H, HST_IDENTITY, HST_ZERO, QProblemB::lb, real_t, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, Matrix::times(), QProblemB::ub, QProblemB::x, and QProblemB::y.

Referenced by getMaxKKTviolation(), and main().

returnValue SolutionAnalysis::getMaxKKTviolation	(	QProblem *	qp,
		real_t &	maxKKTviolation
	)		const

Determines the maximum violation of the KKT optimality conditions of the current iterate within the QProblem object.

Returns:

SUCCESSFUL_RETURN
RET_UNABLE_TO_ANALYSE_QPROBLEM

Parameters:

qp	QProblem to be analysed.
maxKKTviolation	OUTPUT: maximum violation of the KKT conditions.

References QProblem::A, QProblemB::bounds, QProblem::constraints, QProblemB::g, getAbs(), QProblemB::getHessianType(), QProblem::getNC(), QProblemB::getNV(), SubjectTo::getStatus(), QProblemB::H, HST_IDENTITY, HST_ZERO, QProblemB::lb, QProblem::lbA, real_t, ST_LOWER, ST_UPPER, SUCCESSFUL_RETURN, Matrix::times(), Matrix::transTimes(), QProblemB::ub, QProblem::ubA, QProblemB::x, and QProblemB::y.

returnValue SolutionAnalysis::getMaxKKTviolation	(	SQProblem *	qp,
		real_t &	maxKKTviolation
	)		const

Determines the maximum violation of the KKT optimality conditions of the current iterate within the SQProblem object.

Returns:

SUCCESSFUL_RETURN
RET_UNABLE_TO_ANALYSE_QPROBLEM

Parameters:

qp	SQProblem to be analysed.
maxKKTviolation	OUTPUT: maximum violation of the KKT conditions.

References getMaxKKTviolation().

returnValue SolutionAnalysis::getVarianceCovariance	(	QProblemB *	qp,
		real_t *	g_b_bA_VAR,
		real_t *	Primal_Dual_VAR
	)		const

Computes the variance-covariance matrix of the QP output for uncertain inputs.

Returns:

SUCCESSFUL_RETURN
RET_HOTSTART_FAILED
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY

Parameters:

qp	QProblemB to be analysed.
g_b_bA_VAR	INPUT : Variance-covariance of g, the bounds lb and ub, and lbA and ubA respectively. Dimension: 2nV x 2nV
Primal_Dual_VAR	OUTPUT: The result for the variance-covariance of the primal and dual variables. Dimension: 2nV x 2nV

References RET_NOT_YET_IMPLEMENTED, and THROWERROR.

Referenced by getVarianceCovariance(), and main().

returnValue SolutionAnalysis::getVarianceCovariance	(	QProblem *	qp,
		real_t *	g_b_bA_VAR,
		real_t *	Primal_Dual_VAR
	)		const

Computes the variance-covariance matrix of the QP output for uncertain inputs.

Returns:

SUCCESSFUL_RETURN
RET_HOTSTART_FAILED
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY

Parameters:

qp	QProblem to be analysed.
g_b_bA_VAR	INPUT : Variance-covariance of g, the bounds lb and ub, and lbA and ubA respectively. Dimension: (2nV+nC) x (2nV+nC)
Primal_Dual_VAR	OUTPUT: The result for the variance-covariance of the primal and dual variables. Dimension: (2nV+nC) x (2nV+nC)

References QProblemB::bounds, BT_FALSE, QProblem::constraints, QProblem::determineStepDirection(), Constraints::getActive(), Bounds::getFixed(), Bounds::getFree(), QProblem::getNAC(), QProblem::getNC(), QProblemB::getNFR(), QProblemB::getNFX(), Indexlist::getNumberArray(), QProblemB::getNV(), real_t, RET_HOTSTART_FAILED, RET_STEPDIRECTION_DETERMINATION_FAILED, SUCCESSFUL_RETURN, and THROWERROR.

returnValue SolutionAnalysis::getVarianceCovariance	(	SQProblem *	qp,
		real_t *	g_b_bA_VAR,
		real_t *	Primal_Dual_VAR
	)		const

Computes the variance-covariance matrix of the QP output for uncertain inputs.

Returns:

SUCCESSFUL_RETURN
RET_HOTSTART_FAILED
RET_STEPDIRECTION_FAILED_TQ
RET_STEPDIRECTION_FAILED_CHOLESKY

Parameters:

qp	SQProblem to be analysed.
g_b_bA_VAR	INPUT : Variance-covariance of g, the bounds lb and ub, and lbA and ubA respectively. Dimension: (2nV+nC) x (2nV+nC)
Primal_Dual_VAR	OUTPUT: The result for the variance-covariance of the primal and dual variables. Dimension: (2nV+nC) x (2nV+nC)

References getVarianceCovariance().

SolutionAnalysis & SolutionAnalysis::operator=

(

const SolutionAnalysis &

rhs

)

Assignment operator (deep copy).

Parameters:

rhs	Rhs object.

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The documentation for this class was generated from the following files:

• include/qpOASES/extras/SolutionAnalysis.hpp
• src/SolutionAnalysis.cpp