QuadraticSolver class. More...

#include <QuadraticSolver.h>

Inheritance diagram for ocra::QuadraticSolver:

Collaboration diagram for ocra::QuadraticSolver:

Public Member Functions
void	printValuesAtSolution ()


void	addObjective (QuadraticObjective &obj)

void	removeObjective (QuadraticFunction &obj)

void	removeObjective (QuadraticObjective &obj)


void	addConstraint (LinearConstraint &constraint)

void	removeConstraint (LinearConstraint &constraint)


void	addBounds (BoundConstraint &constraint)

void	addBounds (IdentityConstraint &constraint)

void	removeBounds (BoundConstraint &constraint)

void	removeBounds (IdentityConstraint &constraint)


void	clearObjectives ()

void	clearConstraints ()

void	clearEqualityConstraints ()

void	clearInequalityConstraints ()

void	clearBounds ()


std::string	toString ()

virtual MatrixXd	getP () const =0

virtual VectorXd	getq () const =0

virtual MatrixXd	getA () const =0

virtual VectorXd	getb () const =0

virtual VectorXd	getbp () const =0

virtual MatrixXd	getC () const =0

virtual VectorXd	getd () const =0

virtual VectorXd	getl () const =0

virtual VectorXd	getu () const =0

virtual VectorXd	getxl () const =0

virtual VectorXd	getxu () const =0

Public Member Functions inherited from ocra::Solver
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

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
	QuadraticSolver (bool boundsAsConstraints=false)

void	onConstraintResize (int timestamp)

void	recomputeMP ()

Protected Member Functions inherited from ocra::Solver
	Solver ()

void	internalAddObjective (const GenericObjective &objective)

void	internalAddConstraint (const GenericConstraint &constraint)

void	internalRemoveObjective (const GenericObjective &objective)

void	internalRemoveConstraint (const GenericConstraint &constraint)

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
std::vector< LinearConstraint * >	_equalityConstraints

std::vector< LinearConstraint * >	_inequalityConstraints

std::vector< QuadraticObjective * >	_objectives

std::vector< DiagonalLinearConstraint * >	_bounds

size_t	_m

size_t	_p

size_t	_ps

const bool	_boundsAsConstraints

bool	_invalidatedMP

Protected Attributes inherited from ocra::Solver
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

QuadraticSolver class.

Warning: None

Base class for a quadratic solver Objective functions and constraints given as input assume the following form: Minimize 1/2 x^t P x + q^t x Subj. to Ax + b = b' l <= Cx + d <= u (xl <= x <= xu)

This class gives functionalities to maintain the right count in the number of equality or inequality constraints. Bounds can be either considered separatly as bounds or as 'normal' constraints, together with the other linear constraints.

Definition at line 46 of file QuadraticSolver.h.

Constructor & Destructor Documentation

ocra::QuadraticSolver::QuadraticSolver ( bool boundsAsConstraints = false )

inlineprotected

Constructor to be used by derived class

Parameters

[in] boundsAsConstraints. If true, the bounds will be considered as normal constraints

Definition at line 59 of file QuadraticSolver.h.

Member Function Documentation

void ocra::QuadraticSolver::addBounds ( BoundConstraint & constraint )

Add/remove a bound. Will throw a runtime_error for similar reasons as add/removeObjective.

Definition at line 64 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::addBounds ( IdentityConstraint & constraint )

Definition at line 69 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::addConstraint ( LinearConstraint & constraint )

Add/remove a constraint. Will throw a runtime_error for similar reasons as add/removeObjective.

Definition at line 43 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::addObjective ( QuadraticObjective & obj )

Add/remove an objective. Will throw a runtime_error in case obj already exist and is added again, or if one tries to remove obj and obj does not appear in the problem.

Definition at line 19 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::clearBounds ( )

Definition at line 131 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::clearConstraints ( )

Definition at line 115 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::clearEqualityConstraints ( )

Definition at line 121 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::clearInequalityConstraints ( )

Definition at line 126 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::clearObjectives ( )

Clear all the corresponding data of the problem. Equivalent to call remove() one by one for each of them

Definition at line 110 of file QuadraticSolver.cpp.

virtual MatrixXd ocra::QuadraticSolver::getA ( ) const

pure virtual

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

virtual VectorXd ocra::QuadraticSolver::getb ( ) const

pure virtual

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

virtual VectorXd ocra::QuadraticSolver::getbp ( ) const

pure virtual

Implemented in ocra::QLDSolver.

virtual MatrixXd ocra::QuadraticSolver::getC ( ) const

pure virtual

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

virtual VectorXd ocra::QuadraticSolver::getd ( ) const

pure virtual

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

virtual VectorXd ocra::QuadraticSolver::getl ( ) const

pure virtual

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

virtual MatrixXd ocra::QuadraticSolver::getP ( ) const

pure virtual

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

virtual VectorXd ocra::QuadraticSolver::getq ( ) const

pure virtual

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

virtual VectorXd ocra::QuadraticSolver::getu ( ) const

pure virtual

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

virtual VectorXd ocra::QuadraticSolver::getxl ( ) const

pure virtual

Implemented in ocra::QLDSolver.

virtual VectorXd ocra::QuadraticSolver::getxu ( ) const

pure virtual

Implemented in ocra::QLDSolver.

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

protectedvirtual

Overload of the callback defined in Solver.

Reimplemented from ocra::Solver.

Definition at line 150 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::printValuesAtSolution ( void )

virtual

Print the value of each objective and constraint at the previously found solution

Warning: This assumes the value of the problem variable is still the value of the solution. It does not set the value of the variable to the solution again. Thus, if the variable's value has been changed (directly or through one of its sub-variable) between the last call to solve() and the call to this methods, values displayed will not be the value at the solution.

Implements ocra::Solver.

Definition at line 137 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::recomputeMP ( )

protected

Compute the value of _m, _p and _ps for the actual set of constraints (and bounds if _boundsAsConstraints is true), and put back _invalidatedMP to false.

Definition at line 155 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::removeBounds ( BoundConstraint & constraint )

Definition at line 87 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::removeBounds ( IdentityConstraint & constraint )

Definition at line 92 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::removeConstraint ( LinearConstraint & constraint )

Definition at line 53 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::removeObjective ( QuadraticFunction & obj )

Definition at line 25 of file QuadraticSolver.cpp.

void ocra::QuadraticSolver::removeObjective ( QuadraticObjective & obj )

Definition at line 37 of file QuadraticSolver.cpp.

std::string ocra::QuadraticSolver::toString ( )

virtual

Get debug info. Don't use these functions in critical loops.

Implements ocra::Solver.

Definition at line 175 of file QuadraticSolver.cpp.

Member Data Documentation

std::vector<DiagonalLinearConstraint*> ocra::QuadraticSolver::_bounds

protected

Definition at line 153 of file QuadraticSolver.h.

const bool ocra::QuadraticSolver::_boundsAsConstraints

protected

Definition at line 159 of file QuadraticSolver.h.

std::vector<LinearConstraint*> ocra::QuadraticSolver::_equalityConstraints

protected

Definition at line 150 of file QuadraticSolver.h.

std::vector<LinearConstraint*> ocra::QuadraticSolver::_inequalityConstraints

protected

Definition at line 151 of file QuadraticSolver.h.

bool ocra::QuadraticSolver::_invalidatedMP

protected

Definition at line 160 of file QuadraticSolver.h.

size_t ocra::QuadraticSolver::_m

protected

Definition at line 155 of file QuadraticSolver.h.

std::vector<QuadraticObjective*> ocra::QuadraticSolver::_objectives

protected

Definition at line 152 of file QuadraticSolver.h.

size_t ocra::QuadraticSolver::_p

protected

Definition at line 156 of file QuadraticSolver.h.

size_t ocra::QuadraticSolver::_ps

protected

Definition at line 157 of file QuadraticSolver.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