ProblemOnlyD Class Reference

#include <alpaqa/util/problem.hpp>

Detailed Description

Moves the state constraints in the set C to the set D, resulting in an unconstraint inner problem.

The new constraints function g becomes the concatenation of the original g function and the identity function. The new set D is the cartesian product of the original D × C.

Definition at line 300 of file include/alpaqa/util/problem.hpp.

Inheritance diagram for ProblemOnlyD:

Collaboration diagram for ProblemOnlyD:

Public Types
using	f_sig = real_t(crvec x)
	Signature of the function that evaluates the cost $f(x)$. More...
using	grad_f_sig = void(crvec x, rvec grad_fx)
	Signature of the function that evaluates the gradient of the cost function $\mathrm{\nabla }f(x)$. More...
using	g_sig = void(crvec x, rvec gx)
	Signature of the function that evaluates the constraints $g(x)$. More...
using	grad_g_prod_sig = void(crvec x, crvec y, rvec grad_gxy)
	Signature of the function that evaluates the gradient of the constraints times a vector $\mathrm{\nabla }g(x)y$. More...
using	grad_gi_sig = void(crvec x, unsigned i, rvec grad_gi)
	Signature of the function that evaluates the gradient of one specific constraints $\mathrm{\nabla }{g}_i(x)$. More...
using	hess_L_prod_sig = void(crvec x, crvec y, crvec v, rvec Hv)
	Signature of the function that evaluates the Hessian of the Lagrangian multiplied by a vector ${\mathrm{\nabla }}_{xx}^{2}L(x,y)v$. More...
using	hess_L_sig = void(crvec x, crvec y, rmat H)
	Signature of the function that evaluates the Hessian of the Lagrangian ${\mathrm{\nabla }}_{xx}^{2}L(x,y)$. More...

Public Member Functions
	ProblemOnlyD (Problem &&p)
	ProblemOnlyD (const Problem &p)

Public Attributes
unsigned int	n
	Number of decision variables, dimension of x. More...
unsigned int	m
	Number of constraints, dimension of g(x) and z. More...
Box	C
	Constraints of the decision variables, $x\in C$. More...
Box	D
	Other constraints, $g(x)\in D$. More...
std::function< f_sig >	f
	Cost function $f(x)$. More...
std::function< grad_f_sig >	grad_f
	Gradient of the cost function $\mathrm{\nabla }f(x)$. More...
std::function< g_sig >	g
	Constraint function $g(x)$. More...
std::function< grad_g_prod_sig >	grad_g_prod
	Gradient of the constraint function times vector $\mathrm{\nabla }g(x)y$. More...
std::function< grad_gi_sig >	grad_gi
	Gradient of a specific constraint $\mathrm{\nabla }{g}_i(x)$. More...
std::function< hess_L_prod_sig >	hess_L_prod
	Hessian of the Lagrangian function times vector ${\mathrm{\nabla }}_{xx}^{2}L(x,y)v$. More...
std::function< hess_L_sig >	hess_L
	Hessian of the Lagrangian function ${\mathrm{\nabla }}_{xx}^{2}L(x,y)$. More...

Private Member Functions
void	transform ()

Private Attributes
Problem	original
vec	work

Member Typedef Documentation

f_sig

using f_sig = real_t(crvec x)

inherited

Signature of the function that evaluates the cost $f(x)$.

Parameters

[in]

x

Decision variable $x\in {\mathbb{R}}^n$

Definition at line 35 of file include/alpaqa/util/problem.hpp.

grad_f_sig

using grad_f_sig = void(crvec x, rvec grad_fx)

inherited

Signature of the function that evaluates the gradient of the cost function $\mathrm{\nabla }f(x)$.

Parameters

[in]	x	Decision variable $x\in {\mathbb{R}}^n$
[out]	grad_fx	Gradient of cost function $\mathrm{\nabla }f(x)\in {\mathbb{R}}^n$

Definition at line 42 of file include/alpaqa/util/problem.hpp.

g_sig

using g_sig = void(crvec x, rvec gx)

inherited

Signature of the function that evaluates the constraints $g(x)$.

Parameters

[in]	x	Decision variable $x\in {\mathbb{R}}^n$
[out]	gx	Value of the constraints $g(x)\in {\mathbb{R}}^m$

Definition at line 48 of file include/alpaqa/util/problem.hpp.

grad_g_prod_sig

using grad_g_prod_sig = void(crvec x, crvec y, rvec grad_gxy)

inherited

Signature of the function that evaluates the gradient of the constraints times a vector $\mathrm{\nabla }g(x)y$.

Parameters

[in]	x	Decision variable $x\in {\mathbb{R}}^n$
[in]	y	Vector $y\in {\mathbb{R}}^m$ to multiply the gradient by
[out]	grad_gxy	Gradient of the constraints $\mathrm{\nabla }g(x)y\in {\mathbb{R}}^n$

Definition at line 59 of file include/alpaqa/util/problem.hpp.

grad_gi_sig

using grad_gi_sig = void(crvec x, unsigned i, rvec grad_gi)

inherited

Signature of the function that evaluates the gradient of one specific constraints $\mathrm{\nabla }{g}_i(x)$.

Parameters

[in]	x	Decision variable $x\in {\mathbb{R}}^n$
[in]	i	Which constraint $0\le i<m$
[out]	grad_gi	Gradient of the constraint $\mathrm{\nabla }{g}_i(x){\mathbb{R}}^n$

Definition at line 70 of file include/alpaqa/util/problem.hpp.

hess_L_prod_sig

using hess_L_prod_sig = void(crvec x, crvec y, crvec v, rvec Hv)

inherited

Signature of the function that evaluates the Hessian of the Lagrangian multiplied by a vector ${\mathrm{\nabla }}_{xx}^{2}L(x,y)v$.

Parameters

[in]	x	Decision variable $x\in {\mathbb{R}}^n$
[in]	y	Lagrange multipliers $y\in {\mathbb{R}}^m$
[in]	v	Vector to multiply by $v\in {\mathbb{R}}^n$
[out]	Hv	Hessian-vector product ${\mathrm{\nabla }}_{xx}^{2}L(x,y)v\in {\mathbb{R}}^n$

Definition at line 83 of file include/alpaqa/util/problem.hpp.

hess_L_sig

using hess_L_sig = void(crvec x, crvec y, rmat H)

inherited

Signature of the function that evaluates the Hessian of the Lagrangian ${\mathrm{\nabla }}_{xx}^{2}L(x,y)$.

Parameters

[in]	x	Decision variable $x\in {\mathbb{R}}^n$
[in]	y	Lagrange multipliers $y\in {\mathbb{R}}^m$
[out]	H	Hessian ${\mathrm{\nabla }}_{xx}^{2}L(x,y)\in {\mathbb{R}}^{n\times n}$

Definition at line 92 of file include/alpaqa/util/problem.hpp.

Constructor & Destructor Documentation

ProblemOnlyD() [1/2]

ProblemOnlyD ( Problem &&  p )

inline

Definition at line 302 of file include/alpaqa/util/problem.hpp.

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ProblemOnlyD() [2/2]

ProblemOnlyD ( const Problem &  p )

inline

Definition at line 303 of file include/alpaqa/util/problem.hpp.

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Member Function Documentation

transform()

void transform ( )

private

Definition at line 5 of file problem.cpp.

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Member Data Documentation

original

Problem original

private

Definition at line 306 of file include/alpaqa/util/problem.hpp.

work

vec work

private

Definition at line 307 of file include/alpaqa/util/problem.hpp.

n

unsigned int n

inherited

Number of decision variables, dimension of x.

Definition at line 27 of file include/alpaqa/util/problem.hpp.

m

unsigned int m

inherited

Number of constraints, dimension of g(x) and z.

Definition at line 28 of file include/alpaqa/util/problem.hpp.

C

Box C

inherited

Constraints of the decision variables, $x\in C$.

Definition at line 29 of file include/alpaqa/util/problem.hpp.

D

Box D

inherited

Other constraints, $g(x)\in D$.

Definition at line 30 of file include/alpaqa/util/problem.hpp.

f

std::function<f_sig> f

inherited

Cost function $f(x)$.

Definition at line 95 of file include/alpaqa/util/problem.hpp.

grad_f

std::function<grad_f_sig> grad_f

inherited

Gradient of the cost function $\mathrm{\nabla }f(x)$.

Definition at line 97 of file include/alpaqa/util/problem.hpp.

g

std::function<g_sig> g

inherited

Constraint function $g(x)$.

Definition at line 99 of file include/alpaqa/util/problem.hpp.

grad_g_prod

std::function<grad_g_prod_sig> grad_g_prod

inherited

Gradient of the constraint function times vector $\mathrm{\nabla }g(x)y$.

Definition at line 101 of file include/alpaqa/util/problem.hpp.

grad_gi

std::function<grad_gi_sig> grad_gi

inherited

Gradient of a specific constraint $\mathrm{\nabla }{g}_i(x)$.

Definition at line 103 of file include/alpaqa/util/problem.hpp.

hess_L_prod

std::function<hess_L_prod_sig> hess_L_prod

inherited

Hessian of the Lagrangian function times vector ${\mathrm{\nabla }}_{xx}^{2}L(x,y)v$.

Definition at line 106 of file include/alpaqa/util/problem.hpp.

hess_L

std::function<hess_L_sig> hess_L

inherited

Hessian of the Lagrangian function ${\mathrm{\nabla }}_{xx}^{2}L(x,y)$.

Definition at line 108 of file include/alpaqa/util/problem.hpp.

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

• include/alpaqa/util/problem.hpp
• problem.cpp