ocra::FSQPSolver Class Reference

FSQPSolver class. More...

#include <FSQPSolver.h>

Inheritance diagram for ocra::FSQPSolver:

Collaboration diagram for ocra::FSQPSolver:

Public Types
enum	eFsqpProblemType { NORMAL_PB =0, INFINITE_PB }
enum	eFsqpAlgo { AL =0, NL }
enum	eFsqpEvaluationDomainPolicy { LOOSE =1, STRICT }
enum	eFsqpPrintOption { NONE, FINAL, EACH, FULL }
typedef Map< VectorXd >	VectorMap
typedef Map< MatrixXd >	MatrixMap

Public Member Functions
	FSQPSolver ()
void	set_x0 (const VectorXd &x0, const Variable &ref)
eFsqpProblemType	getA () const
eFsqpAlgo	getB () const
eFsqpEvaluationDomainPolicy	getC () const
int	getMode () const
eFsqpPrintOption	getPrintMode () const
int	getPrintStep () const
int	getPrintOption () const
int	getMaxIter () const
double	getInfinity () const
double	setEps () const
double	setEqnViol () const
double	setUDelta () const
void	printValuesAtSolution ()
std::string	toString ()
void	obj (int nparam, int j, double *x, double *fj, void *cd)
void	constr (int nparam, int j, double *x, double *gj, void *cd)
void	gradob (int nparam, int j, double *x, double *gradfj, void *cd)
void	gradcn (int nparam, int j, double *x, double *gradgj, void *cd)
void	addObjective (GenericObjective &obj)
void	removeObjective (Function &obj)
void	removeObjective (GenericObjective &obj)
void	addConstraint (LinearConstraint &constraint)
void	addConstraint (GenericConstraint &constraint)
void	removeConstraint (LinearConstraint &constraint)
void	removeConstraint (GenericConstraint &constraint)
void	addBounds (BoundConstraint &constraint)
void	addBounds (IdentityConstraint &constraint)
void	removeBounds (BoundConstraint &constraint)
void	removeBounds (IdentityConstraint &constraint)
void	clearObjectives ()
void	clearConstraints ()
void	clearEqualityConstraints ()
void	clearNonLinearEqualityConstraints ()
void	clearLinearEqualityConstraints ()
void	clearInequalityConstraints ()
void	clearNonLinearInequalityConstraints ()
void	clearLinearInequalityConstraints ()
void	clearBounds ()
void	setA (eFsqpProblemType type)
void	setB (eFsqpAlgo type)
void	setC (eFsqpEvaluationDomainPolicy type)
void	setMode (int m)
void	setPrintMode (eFsqpPrintOption m)
void	setPrintStep (int N)
void	setPrintOption (int option)
void	setMaxIter (int n)
void	setInfinity (double infinity)
void	setEps (double eps)
void	setEqnViol (double eps)
void	setUDelta (double udelta)
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 ()
Public Member Functions inherited from ocra::OFSQPProblem
	OFSQPProblem ()
void	invalidateX ()
void	validateX ()
bool	isXNew ()
void	setFSQPstruct (fsqpDetails::Grd &grd, fsqpDetails::Prnt &prnt)
void	resetFSQPstruct ()

Protected Member Functions
void	doPrepare ()
void	doSolve ()
void	doConclude ()
virtual void	onConstraintResize (int timestamp)
virtual void	onObjectiveResize (int timestamp)
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)
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 ()

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
Protected Attributes inherited from ocra::Solver
OptimizationResult	_result

Detailed Description

FSQPSolver class.

Warning

None

This class offers an OCRA interface for a simple subset of the FSQP solver possiblities. The problem solved here is: min. sum f_i s.t. g_j<=0 h_k=0 l<=x<=u where the function f_i are real-valued functions while the functions g_j and h_k can have an output space of dimension greater than one. The sets of indices for i, j and k might be empty. In particular, having an objective function is not mandatory. All functions need to be at least C^1 (at least close to the optimum), but they do not need to provide their gradient. In case they don't, the gradient will be evaluate by finite differences. This approximation can however be costly and poor, so it is advised that each function provides its gradient.

Compared to all the possibilities described in fsqp manual, this implementation does not handle:

• minimizing the max of several objectives
• related objective or constraints function

Definition at line 45 of file FSQPSolver.h.

Member Typedef Documentation

typedef Map<MatrixXd> ocra::FSQPSolver::MatrixMap

Definition at line 50 of file FSQPSolver.h.

typedef Map<VectorXd> ocra::FSQPSolver::VectorMap

Definition at line 49 of file FSQPSolver.h.

Member Enumeration Documentation

enum ocra::FSQPSolver::eFsqpAlgo

Enumerator
AL
NL

Definition at line 59 of file FSQPSolver.h.

enum ocra::FSQPSolver::eFsqpEvaluationDomainPolicy

Enumerator
LOOSE
STRICT

Definition at line 65 of file FSQPSolver.h.

enum ocra::FSQPSolver::eFsqpPrintOption

Enumerator
NONE
FINAL
EACH
FULL

Definition at line 71 of file FSQPSolver.h.

enum ocra::FSQPSolver::eFsqpProblemType

Enumerator
NORMAL_PB
INFINITE_PB

Definition at line 53 of file FSQPSolver.h.

Constructor & Destructor Documentation

ocra::FSQPSolver::FSQPSolver

(

)

Definition at line 5 of file FSQPSolver.cpp.

Member Function Documentation

void ocra::FSQPSolver::addBounds

(

BoundConstraint &

constraint

)

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

Definition at line 86 of file FSQPSolver.cpp.

void ocra::FSQPSolver::addBounds

(

IdentityConstraint &

constraint

)

Definition at line 91 of file FSQPSolver.cpp.

void ocra::FSQPSolver::addConstraint

(

LinearConstraint &

constraint

)

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

Definition at line 61 of file FSQPSolver.cpp.

void ocra::FSQPSolver::addConstraint

(

GenericConstraint &

constraint

)

Definition at line 67 of file FSQPSolver.cpp.

void ocra::FSQPSolver::addObjective

(

GenericObjective &

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 29 of file FSQPSolver.cpp.

void ocra::FSQPSolver::clearBounds

(

)

Definition at line 163 of file FSQPSolver.cpp.

void ocra::FSQPSolver::clearConstraints

(

)

Definition at line 125 of file FSQPSolver.cpp.

void ocra::FSQPSolver::clearEqualityConstraints

(

)

Definition at line 131 of file FSQPSolver.cpp.

void ocra::FSQPSolver::clearInequalityConstraints

(

)

Definition at line 147 of file FSQPSolver.cpp.

void ocra::FSQPSolver::clearLinearEqualityConstraints

(

)

Definition at line 142 of file FSQPSolver.cpp.

void ocra::FSQPSolver::clearLinearInequalityConstraints

(

)

Definition at line 158 of file FSQPSolver.cpp.

void ocra::FSQPSolver::clearNonLinearEqualityConstraints

(

)

Definition at line 137 of file FSQPSolver.cpp.

void ocra::FSQPSolver::clearNonLinearInequalityConstraints

(

)

Definition at line 153 of file FSQPSolver.cpp.

void ocra::FSQPSolver::clearObjectives

(

)

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

Definition at line 120 of file FSQPSolver.cpp.

void ocra::FSQPSolver::constr ( int  nparam, int  j, double *  x, double *  gj, void *  cd  )

virtual

Implements ocra::OFSQPProblem.

Definition at line 341 of file FSQPSolver.cpp.

void ocra::FSQPSolver::doConclude ( )

protectedvirtual

Implements ocra::Solver.

Definition at line 416 of file FSQPSolver.cpp.

void ocra::FSQPSolver::doPrepare ( void  )

protectedvirtual

Implements ocra::Solver.

Definition at line 376 of file FSQPSolver.cpp.

void ocra::FSQPSolver::doSolve ( void  )

protectedvirtual

Implements ocra::Solver.

Definition at line 386 of file FSQPSolver.cpp.

FSQPSolver::eFsqpProblemType ocra::FSQPSolver::getA

(

void

)

const

Definition at line 261 of file FSQPSolver.cpp.

FSQPSolver::eFsqpAlgo ocra::FSQPSolver::getB

(

)

const

Definition at line 266 of file FSQPSolver.cpp.

FSQPSolver::eFsqpEvaluationDomainPolicy ocra::FSQPSolver::getC

(

void

)

const

Definition at line 271 of file FSQPSolver.cpp.

double ocra::FSQPSolver::getInfinity

(

)

const

Definition at line 301 of file FSQPSolver.cpp.

int ocra::FSQPSolver::getMaxIter

(

)

const

Definition at line 296 of file FSQPSolver.cpp.

int ocra::FSQPSolver::getMode

(

)

const

Definition at line 276 of file FSQPSolver.cpp.

FSQPSolver::eFsqpPrintOption ocra::FSQPSolver::getPrintMode

(

)

const

Definition at line 281 of file FSQPSolver.cpp.

int ocra::FSQPSolver::getPrintOption

(

)

const

Definition at line 291 of file FSQPSolver.cpp.

int ocra::FSQPSolver::getPrintStep

(

)

const

Definition at line 286 of file FSQPSolver.cpp.

void ocra::FSQPSolver::gradcn ( int  nparam, int  j, double *  x, double *  gradgj, void *  cd  )

virtual

Reimplemented from ocra::OFSQPProblem.

Definition at line 362 of file FSQPSolver.cpp.

void ocra::FSQPSolver::gradob ( int  nparam, int  j, double *  x, double *  gradfj, void *  cd  )

virtual

Reimplemented from ocra::OFSQPProblem.

Definition at line 347 of file FSQPSolver.cpp.

void ocra::FSQPSolver::obj ( int  nparam, int  j, double *  x, double *  fj, void *  cd  )

virtual

Implements ocra::OFSQPProblem.

Definition at line 332 of file FSQPSolver.cpp.

void ocra::FSQPSolver::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 from ocra::Solver.

Definition at line 422 of file FSQPSolver.cpp.

void ocra::FSQPSolver::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 from ocra::Solver.

Definition at line 427 of file FSQPSolver.cpp.

void ocra::FSQPSolver::printValuesAtSolution ( void  )

virtual

Implements ocra::Solver.

Definition at line 321 of file FSQPSolver.cpp.

void ocra::FSQPSolver::removeBounds

(

BoundConstraint &

constraint

)

Definition at line 103 of file FSQPSolver.cpp.

void ocra::FSQPSolver::removeBounds

(

IdentityConstraint &

constraint

)

Definition at line 108 of file FSQPSolver.cpp.

void ocra::FSQPSolver::removeConstraint

(

LinearConstraint &

constraint

)

Definition at line 73 of file FSQPSolver.cpp.

void ocra::FSQPSolver::removeConstraint

(

GenericConstraint &

constraint

)

Definition at line 79 of file FSQPSolver.cpp.

void ocra::FSQPSolver::removeObjective

(

Function &

obj

)

Definition at line 38 of file FSQPSolver.cpp.

void ocra::FSQPSolver::removeObjective

(

GenericObjective &

obj

)

Definition at line 50 of file FSQPSolver.cpp.

void ocra::FSQPSolver::set_x0	(	const VectorXd &	x0,
		const Variable &	ref
	)

Set the initial guess. The order of x0 is done w.r.t. to the order of the Variable ref

Definition at line 169 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setA

(

eFsqpProblemType

type

)

Set options

Definition at line 186 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setB

(

eFsqpAlgo

type

)

Definition at line 191 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setC

(

eFsqpEvaluationDomainPolicy

type

)

Definition at line 197 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setEps

(

double

eps

)

Definition at line 243 of file FSQPSolver.cpp.

double ocra::FSQPSolver::setEps

(

)

const

Definition at line 306 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setEqnViol

(

double

eps

)

Definition at line 249 of file FSQPSolver.cpp.

double ocra::FSQPSolver::setEqnViol

(

)

const

Definition at line 311 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setInfinity

(

double

infinity

)

Definition at line 237 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setMaxIter

(

int

n

)

Definition at line 231 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setMode

(

int

m

)

Definition at line 203 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setPrintMode

(

eFsqpPrintOption

m

)

Definition at line 209 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setPrintOption

(

int

option

)

Definition at line 224 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setPrintStep

(

int

N

)

Definition at line 217 of file FSQPSolver.cpp.

void ocra::FSQPSolver::setUDelta

(

double

udelta

)

Definition at line 255 of file FSQPSolver.cpp.

double ocra::FSQPSolver::setUDelta

(

)

const

Definition at line 316 of file FSQPSolver.cpp.

std::string ocra::FSQPSolver::toString ( )

virtual

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

Implements ocra::Solver.

Definition at line 326 of file FSQPSolver.cpp.

---

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

• FSQPSolver.h
• FSQPSolver.cpp