Solver class. More...

#include <Solver.h>

Inheritance diagram for ocra::Solver:

Collaboration diagram for ocra::Solver:

Public Member Functions
const std::vector< int > &	findMapping (Variable &var)

virtual	~Solver ()

const OptimizationResult &	solve ()

const OptimizationResult &	getLastResult () const

void	printStatus (std::ostream &os)

virtual const std::string &	getMoreInfo () const

virtual void	printValuesAtSolution ()=0

virtual std::string	toString ()=0

void	setMemoryLevel (int level)

void	setAutoDumpFile (const std::string &file)

void	activateAutoDump ()

void	deactivateAutoDump ()

void	dump (const std::string &file="") const

int	n ()

Variable &	getProblemVariable ()

void	setVariableValue (const VectorXd &value)

Public Member Functions inherited from ocra::ObserverSubject
	ObserverSubject ()

virtual	~ObserverSubject ()

Public Member Functions inherited from ocra::Observer
virtual	~Observer ()

template<int EVT>
void	bind (SubjectBase< EVT > &subject)
	Call this method to automatically propagate observed events to observers connected to the subject given in argument. More...

template<int EVT>
void	stopPropagation ()

Public Member Functions inherited from ocra::ObserverBase< EVT_RESIZE >
void	bind (subject_type &subject)
	Call this method to automatically propagate observed events to observers connected to the subject given in argument. More...

Public Member Functions inherited from ocra::ObserverBase< EVT_CHANGE_DEPENDENCIES >
void	bind (subject_type &subject)
	Call this method to automatically propagate observed events to observers connected to the subject given in argument. More...

Public Member Functions inherited from ocra::ObserverBase< EVT_CHANGE_VALUE >
void	bind (subject_type &subject)
	Call this method to automatically propagate observed events to observers connected to the subject given in argument. More...

Public Member Functions inherited from ocra::Subject
virtual	~Subject ()

template<int EVT, class Derived , class Base >
void	connect (Derived &object, void(Base::*newCallback)(int)) const
	Call this method to register a non-static method as a callback. More...

template<int EVT>
void	connect (void(*newCallback)(int)) const
	Call this method to register a free function as a callback. More...

template<int EVT, class Derived , class Base >
void	disconnect (Derived &object, void(Base::*callbackToErase)(int)) const
	Disconnect non-static method. More...

template<int EVT>
void	disconnect (void(*callbackToErase)(int)) const
	Disconnect free function. More...

template<int EVT>
void	propagate () const

template<int EVT>
void	propagate (int timestamp) const

Public Member Functions inherited from ocra::SubjectBase< EVT_RESIZE >
void	connect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type newCallback) const
	Call this method to register a non-static method as a callback. More...

void	connect (typename SubjectBaseTraits< EVT, void >::callback_type newCallback) const
	Call this method to register a free function as a callback. More...

void	disconnect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type callback) const
	Disconnect non-static method. More...

void	disconnect (typename SubjectBaseTraits< EVT, void >::callback_type callbackToErase) const
	Disconnect free function. More...

void	propagate (int timestamp) const

void	propagate () const

Public Member Functions inherited from ocra::SubjectBase< EVT_CHANGE_DEPENDENCIES >
void	connect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type newCallback) const
	Call this method to register a non-static method as a callback. More...

void	connect (typename SubjectBaseTraits< EVT, void >::callback_type newCallback) const
	Call this method to register a free function as a callback. More...

void	disconnect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type callback) const
	Disconnect non-static method. More...

void	disconnect (typename SubjectBaseTraits< EVT, void >::callback_type callbackToErase) const
	Disconnect free function. More...

void	propagate (int timestamp) const

void	propagate () const

Public Member Functions inherited from ocra::SubjectBase< EVT_CHANGE_VALUE >
void	connect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type newCallback) const
	Call this method to register a non-static method as a callback. More...

void	connect (typename SubjectBaseTraits< EVT, void >::callback_type newCallback) const
	Call this method to register a free function as a callback. More...

void	disconnect (T &object, typename SubjectBaseTraits< EVT, T >::callback_type callback) const
	Disconnect non-static method. More...

void	disconnect (typename SubjectBaseTraits< EVT, void >::callback_type callbackToErase) const
	Disconnect free function. More...

void	propagate (int timestamp) const

void	propagate () const

Public Member Functions inherited from ocra::NamedInstance
	NamedInstance (const std::string &name)

const std::string &	getName () const

virtual	~NamedInstance ()

Protected Member Functions
	Solver ()

void	internalAddObjective (const GenericObjective &objective)

void	internalAddConstraint (const GenericConstraint &constraint)

void	internalRemoveObjective (const GenericObjective &objective)

void	internalRemoveConstraint (const GenericConstraint &constraint)

virtual void	onConstraintResize (int timestamp)

virtual void	onObjectiveResize (int timestamp)


virtual void	doPrepare ()=0

virtual void	doSolve ()=0

virtual void	doConclude ()=0

Protected Member Functions inherited from ocra::ObserverBase< EVT_RESIZE >
void	stopPropagation ()
	Call this method from your callbacks to avoid propagation to the bound subject (if any). More...

	ObserverBase ()

	~ObserverBase ()

Protected Member Functions inherited from ocra::ObserverBase< EVT_CHANGE_DEPENDENCIES >
void	stopPropagation ()
	Call this method from your callbacks to avoid propagation to the bound subject (if any). More...

	ObserverBase ()

	~ObserverBase ()

Protected Member Functions inherited from ocra::ObserverBase< EVT_CHANGE_VALUE >
void	stopPropagation ()
	Call this method from your callbacks to avoid propagation to the bound subject (if any). More...

	ObserverBase ()

	~ObserverBase ()

Protected Member Functions inherited from ocra::SubjectBase< EVT_RESIZE >
	SubjectBase ()

	~SubjectBase ()

Protected Member Functions inherited from ocra::SubjectBase< EVT_CHANGE_DEPENDENCIES >
	SubjectBase ()

	~SubjectBase ()

Protected Member Functions inherited from ocra::SubjectBase< EVT_CHANGE_VALUE >
	SubjectBase ()

	~SubjectBase ()

Protected Attributes
OptimizationResult	_result

Additional Inherited Members
Protected Types inherited from ocra::ObserverBase< EVT_RESIZE >
typedef SubjectBase< EVT >	subject_type

typedef InvokerBase< EVT >	invoker_type

Protected Types inherited from ocra::ObserverBase< EVT_CHANGE_DEPENDENCIES >
typedef SubjectBase< EVT >	subject_type

typedef InvokerBase< EVT >	invoker_type

Protected Types inherited from ocra::ObserverBase< EVT_CHANGE_VALUE >
typedef SubjectBase< EVT >	subject_type

typedef InvokerBase< EVT >	invoker_type

Detailed Description

Solver class.

Warning: None

This is a base class for every optimization solver in ocra. It provides an interface for derived solvers and some core methods. It has two responsibilities of its own:

(i) keep (lazily) up-do-date the variable of the optimization problem,
(ii) maintain the mappings of function's variables relative to this problem variable.

(i) can be explain by an example: if we want to optimize the sum of two functions f(x,y) and g(y,z), then we need to solve a problem over V=(x,y,z). V is said to be the problem variable. If at one point g becomes a function of y only, then we have a new problem variable V'=(x,y). The solver tracks correctly such changes to keep the problem variable up-to-date. This implies to observe the EVT_CHANGE_DEPENDENCIES events coming from the variables of all constraints and objectives. This observation is configured in the internalAdd/RemoveObjective/Constraint methods which the user must call when adding/removing an objective/constraint in a derived solver. When this event is triggered, a flag is simply change, the actual recomputation of the problem variable will only take automatically place, if needed, when the solve method is called.

(ii) the variable of any constraint or objective in an optimization problem is a subset of the problem variable. Many solvers need to know how a specific variable is mapped with respect to the problem variable. The Solver class provides facilities to keep the mapping of each constraint/objective's variable wrt the problem variable up-to-date. It is done in a transparent way for the user, who just need to use the findMapping() method to retrieve the mapping of a variable.

Some general rules which must be followed by the derived solver:

when there are several objectives, they are added in one objective. If not (multi-objective optimization e.g.), the documentation of the particular solver must report it,
likewise, when there is several constraints, the problem considers (naturally) their intersection, unless documented differently.

Definition at line 70 of file Solver.h.

Constructor & Destructor Documentation

ocra::Solver::Solver ( )

protected

The class is meant to be derived

Definition at line 25 of file Solver.cpp.

virtual ocra::Solver::~Solver ( )

inlinevirtual

Definition at line 89 of file Solver.h.

Member Function Documentation

void ocra::Solver::activateAutoDump ( )

Activates auto dumping when solver fails.

Definition at line 160 of file Solver.cpp.

void ocra::Solver::deactivateAutoDump ( )

Deactivates auto dumping when solver fails.

Definition at line 165 of file Solver.cpp.

virtual void ocra::Solver::doConclude ( )

protectedpure virtual

Implemented in ocra::FSQPSolver, ocra::NewtonSolver, ocra::OneLevelSolver, ocra::CascadeQPSolver, and ocra::QLDSolver.

virtual void ocra::Solver::doPrepare ( )

protectedpure virtual

Implemented in ocra::FSQPSolver, ocra::NewtonSolver, ocra::CmlQuadraticSolver, ocra::OneLevelSolver, ocra::CascadeQPSolver, and ocra::QLDSolver.

virtual void ocra::Solver::doSolve ( )

protectedpure virtual

Implemented in ocra::OneLevelSolverWithQLD, ocra::OneLevelSolverWithQPOASES, ocra::FSQPSolver, ocra::OneLevelSolverWithQuadProg, ocra::NewtonSolver, ocra::CmlQuadraticSolver, ocra::OneLevelSolver, ocra::CascadeQPSolver, and ocra::QLDSolver.

void ocra::Solver::dump ( const std::string & file = "" ) const

Dumps the memory.

Empty string parameter (default): dumps on standard output. Else, dumps in specified file, from older to newer state.

Definition at line 170 of file Solver.cpp.

const std::vector< int > & ocra::Solver::findMapping ( Variable & var )

Definition at line 12 of file Solver.cpp.

const OptimizationResult & ocra::Solver::getLastResult ( ) const

Get the last result computed with solve()

Definition at line 59 of file Solver.cpp.

const std::string & ocra::Solver::getMoreInfo ( void ) const

virtual

Reimplemented in ocra::CmlQuadraticSolver, and ocra::QLDSolver.

Definition at line 71 of file Solver.cpp.

Variable& ocra::Solver::getProblemVariable ( )

inline

Definition at line 148 of file Solver.h.

void ocra::Solver::internalAddConstraint ( const GenericConstraint & constraint )

protected

This method MUST be called whenever constraint is added to the optimization problem. Failing to do that will induce an erroneous management of the problem variable and the mappings.

Parameters

constraint Constraint.

Exceptions

This	method will throw a runtime_error if one attempts to add an already added constraint that does not exist in the problem.

Definition at line 91 of file Solver.cpp.

void ocra::Solver::internalAddObjective ( const GenericObjective & objective )

protected

This method MUST be called whenever objective is added to the optimization problem. Failing to do that will induce an erroneous management of the problem variable and the mappings.

Parameters

objective Objective.

Exceptions

This	method will throw a runtime_error if one attempts to add an already added objective that does not exist in the problem.

Definition at line 77 of file Solver.cpp.

void ocra::Solver::internalRemoveConstraint ( const GenericConstraint & constraint )

protected

This method MUST be called whenever a constraint is removed from the optimization problem. Failing to do that will induce an erroneous management of the problem variable and the mappings.

Parameters

constraint Constraint to be removed.

Exceptions

This	method will throw a runtime_error if one attempts to remove an already removed constraint that does not exist in the problem.

Definition at line 121 of file Solver.cpp.

void ocra::Solver::internalRemoveObjective ( const GenericObjective & objective )

protected

This method MUST be called whenever an objective is removed from the optimization problem. Failing to do that will induce an erroneous management of the problem variable and the mappings.

Parameters

objective Objective to be removed.

Exceptions

This	method will throw a runtime_error if one attempts to remove an already removed objective that does not exist in the problem.

Definition at line 106 of file Solver.cpp.

int ocra::Solver::n ( )

inline

Definition at line 146 of file Solver.h.

void ocra::Solver::onConstraintResize ( int timestamp )

protectedvirtual

Callback method to be invoked when the function of a constraint indicates an EVT_RESIZE, or the constraint itself triggers an EVT_CHANGE_BOUNDS_NUMBER event.

Parameters

timestamp Time stamp.

Reimplemented in ocra::FSQPSolver, and ocra::QuadraticSolver.

Definition at line 137 of file Solver.cpp.

void ocra::Solver::onObjectiveResize ( int timestamp )

protectedvirtual

Callback method to be invoked when the function of an objective triggers a EVT_RESIZE event

Parameters

timestamp Time stamp.

Reimplemented in ocra::FSQPSolver.

Definition at line 142 of file Solver.cpp.

void ocra::Solver::printStatus ( std::ostream & os )

Definition at line 64 of file Solver.cpp.

virtual void ocra::Solver::printValuesAtSolution ( )

pure virtual

Implemented in ocra::FSQPSolver, ocra::QuadraticSolver, ocra::NewtonSolver, ocra::CascadeQPSolver, ocra::CmlQuadraticSolver, and ocra::OneLevelSolver.

void ocra::Solver::setAutoDumpFile ( const std::string & file )

Sets the file where memory will be dumped after solve() errors.

Activates auto dumping automatically. If an empty filename is given, throws runtime_error. Else, each time solve() fails, the memorized states (see setMemoryLevel) will be dumped into the specified file from older to newer state.

Definition at line 152 of file Solver.cpp.

void ocra::Solver::setMemoryLevel ( int level )

Sets the number of solver states that will be kept in memory.

If the level is set to 0, the state will never be saved. If it is set to 1, the current state (ie, the state before solving the problem) will be stored when calling solve(). If set to 2, the state before the last two solve() will be stored and so on.

Definition at line 147 of file Solver.cpp.

void ocra::Solver::setVariableValue ( const VectorXd & value )

inline

Definition at line 150 of file Solver.h.

const OptimizationResult & ocra::Solver::solve ( )

Translate the actual optimization problem for a specific solver and call its optimization routine.

Definition at line 37 of file Solver.cpp.

virtual std::string ocra::Solver::toString ( )

pure virtual

Returns the state of the solver (e.g. matrices) as a string.

Implemented in ocra::FSQPSolver, ocra::QuadraticSolver, ocra::NewtonSolver, ocra::OneLevelSolver, and ocra::CascadeQPSolver.

Member Data Documentation

OptimizationResult ocra::Solver::_result

protected

Definition at line 215 of file Solver.h.

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

Public Member Functions

Protected Member Functions

Protected Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation