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Nonconvex constrained optimization
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Public Types | Public Member Functions | Public Attributes | Private Types | Private Attributes | List of all members
CasADiControlProblem< Conf > Class Template Reference

#include <alpaqa/casadi/CasADiControlProblem.hpp>

Detailed Description

template<Config Conf>
class alpaqa::CasADiControlProblem< Conf >

Definition at line 24 of file CasADiControlProblem.hpp.

Collaboration diagram for CasADiControlProblem< Conf >:

Public Types

using Box = alpaqa::Box<config_t>

Public Member Functions

 CasADiControlProblem (const std::string &filename, length_t N, DynamicLoadFlags dl_flags={})
 ~CasADiControlProblem ()
 CasADiControlProblem (const CasADiControlProblem &)
CasADiControlProblem & operator= (const CasADiControlProblem &)
 CasADiControlProblem (CasADiControlProblem &&) noexcept
CasADiControlProblem & operator= (CasADiControlProblem &&) noexcept
void load_numerical_data (const std::filesystem::path &filepath, char sep=',')
 Load the numerical problem data (bounds and parameters) from a CSV file.
void get_U (Box &U) const
void get_D (Box &D) const
void get_D_N (Box &D_N) const
void get_x_init (rvec x_init) const
void eval_f (index_t timestep, crvec x, crvec u, rvec fxu) const
void eval_jac_f (index_t timestep, crvec x, crvec u, rmat J_fxu) const
void eval_grad_f_prod (index_t timestep, crvec x, crvec u, crvec p, rvec grad_fxu_p) const
void eval_h (index_t timestep, crvec x, crvec u, rvec h) const
void eval_h_N (crvec x, rvec h) const
real_t eval_l (index_t timestep, crvec h) const
real_t eval_l_N (crvec h) const
void eval_qr (index_t timestep, crvec xu, crvec h, rvec qr) const
void eval_q_N (crvec x, crvec h, rvec q) const
void eval_add_Q (index_t timestep, crvec xu, crvec h, rmat Q) const
void eval_add_Q_N (crvec x, crvec h, rmat Q) const
void eval_add_R_masked (index_t timestep, crvec xu, crvec h, crindexvec mask, rmat R, rvec work) const
void eval_add_S_masked (index_t timestep, crvec xu, crvec h, crindexvec mask, rmat S, rvec work) const
void eval_add_R_prod_masked (index_t timestep, crvec xu, crvec h, crindexvec mask_J, crindexvec mask_K, crvec v, rvec out, rvec work) const
void eval_add_S_prod_masked (index_t timestep, crvec xu, crvec h, crindexvec mask_K, crvec v, rvec out, rvec work) const
length_t get_R_work_size () const
length_t get_S_work_size () const
void eval_constr (index_t timestep, crvec x, rvec c) const
void eval_grad_constr_prod (index_t timestep, crvec x, crvec p, rvec grad_cx_p) const
void eval_add_gn_hess_constr (index_t timestep, crvec x, crvec M, rmat out) const
void eval_constr_N (crvec x, rvec c) const
void eval_grad_constr_prod_N (crvec x, crvec p, rvec grad_cx_p) const
void eval_add_gn_hess_constr_N (crvec x, crvec M, rmat out) const
void check () const
length_t get_N () const
length_t get_nx () const
length_t get_nu () const
length_t get_nh () const
length_t get_nh_N () const
length_t get_nc () const
length_t get_nc_N () const
void eval_projecting_difference_constraints (crvec z, rvec e) const
void eval_projection_multipliers (rvec y, real_t M) const

Public Attributes

length_t N
length_t nx
length_t nu
length_t nh
length_t nh_N
length_t nc
length_t nc_N
vec x_init
vec param
Box U
Box D
Box D_N
vec work
index_t penalty_alm_split = 0
 Components of the constraint function with indices below this number are handled using a quadratic penalty method rather than using an augmented Lagrangian method.
index_t penalty_alm_split_N = 0
 Same as penalty_alm_split, but for the terminal constraint.

Private Types

using Functions = casadi_loader::CasADiControlFunctionsWithParam<Conf>

Private Attributes

guanaqo::copyable_unique_ptr< Functions > impl

Member Typedef Documentation

◆ Box

template<Config Conf>
using Box = alpaqa::Box<config_t>

Definition at line 27 of file CasADiControlProblem.hpp.

◆ Functions

template<Config Conf>
using Functions = casadi_loader::CasADiControlFunctionsWithParam<Conf>
private

Definition at line 183 of file CasADiControlProblem.hpp.

Constructor & Destructor Documentation

◆ CasADiControlProblem() [1/3]

template<Config Conf>
CasADiControlProblem ( const std::string & filename,
length_t N,
DynamicLoadFlags dl_flags = {} )

Definition at line 220 of file CasADiControlProblem.tpp.

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◆ ~CasADiControlProblem()

template<Config Conf>
~CasADiControlProblem ( )
default

◆ CasADiControlProblem() [2/3]

template<Config Conf>
CasADiControlProblem ( const CasADiControlProblem< Conf > & )
default
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◆ CasADiControlProblem() [3/3]

template<Config Conf>
CasADiControlProblem ( CasADiControlProblem< Conf > && )
defaultnoexcept
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Member Function Documentation

◆ operator=() [1/2]

template<Config Conf>
CasADiControlProblem< Conf > & operator= ( const CasADiControlProblem< Conf > & )
default
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◆ operator=() [2/2]

template<Config Conf>
CasADiControlProblem< Conf > & operator= ( CasADiControlProblem< Conf > && )
defaultnoexcept
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◆ load_numerical_data()

template<Config Conf>
void load_numerical_data ( const std::filesystem::path & filepath,
char sep = ',' )

Load the numerical problem data (bounds and parameters) from a CSV file.

The file should contain 8 rows, with the following contents:

  1. U lower bound [nu]
  2. U upper bound [nu]
  3. D lower bound [nc]
  4. D upper bound [nc]
  5. D_N lower bound [nc_N]
  6. D_N upper bound [nc_N]
  7. x_init [nx]
  8. param [p]

Line endings are encoded using a single line feed (\n), and the column separator can be specified using the sep argument.

Definition at line 267 of file CasADiControlProblem.tpp.

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◆ get_U()

template<Config Conf>
void get_U ( Box & U) const
inline

Definition at line 67 of file CasADiControlProblem.hpp.

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◆ get_D()

template<Config Conf>
void get_D ( Box & D) const
inline

Definition at line 68 of file CasADiControlProblem.hpp.

◆ get_D_N()

template<Config Conf>
void get_D_N ( Box & D_N) const
inline

Definition at line 69 of file CasADiControlProblem.hpp.

◆ get_x_init()

template<Config Conf>
void get_x_init ( rvec x_init) const
inline

Definition at line 70 of file CasADiControlProblem.hpp.

◆ eval_f()

template<Config Conf>
void eval_f ( index_t timestep,
crvec x,
crvec u,
rvec fxu ) const

Definition at line 337 of file CasADiControlProblem.tpp.

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◆ eval_jac_f()

template<Config Conf>
void eval_jac_f ( index_t timestep,
crvec x,
crvec u,
rmat J_fxu ) const

Definition at line 345 of file CasADiControlProblem.tpp.

◆ eval_grad_f_prod()

template<Config Conf>
void eval_grad_f_prod ( index_t timestep,
crvec x,
crvec u,
crvec p,
rvec grad_fxu_p ) const

Definition at line 354 of file CasADiControlProblem.tpp.

◆ eval_h()

template<Config Conf>
void eval_h ( index_t timestep,
crvec x,
crvec u,
rvec h ) const

Definition at line 365 of file CasADiControlProblem.tpp.

◆ eval_h_N()

template<Config Conf>
void eval_h_N ( crvec x,
rvec h ) const

Definition at line 373 of file CasADiControlProblem.tpp.

◆ eval_l()

template<Config Conf>
auto eval_l ( index_t timestep,
crvec h ) const
nodiscard

Definition at line 379 of file CasADiControlProblem.tpp.

◆ eval_l_N()

template<Config Conf>
auto eval_l_N ( crvec h) const
nodiscard

Definition at line 386 of file CasADiControlProblem.tpp.

◆ eval_qr()

template<Config Conf>
void eval_qr ( index_t timestep,
crvec xu,
crvec h,
rvec qr ) const

Definition at line 393 of file CasADiControlProblem.tpp.

◆ eval_q_N()

template<Config Conf>
void eval_q_N ( crvec x,
crvec h,
rvec q ) const

Definition at line 401 of file CasADiControlProblem.tpp.

◆ eval_add_Q()

template<Config Conf>
void eval_add_Q ( index_t timestep,
crvec xu,
crvec h,
rmat Q ) const

Definition at line 408 of file CasADiControlProblem.tpp.

◆ eval_add_Q_N()

template<Config Conf>
void eval_add_Q_N ( crvec x,
crvec h,
rmat Q ) const

Definition at line 431 of file CasADiControlProblem.tpp.

◆ eval_add_R_masked()

template<Config Conf>
void eval_add_R_masked ( index_t timestep,
crvec xu,
crvec h,
crindexvec mask,
rmat R,
rvec work ) const

Definition at line 454 of file CasADiControlProblem.tpp.

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◆ eval_add_S_masked()

template<Config Conf>
void eval_add_S_masked ( index_t timestep,
crvec xu,
crvec h,
crindexvec mask,
rmat S,
rvec work ) const

Definition at line 485 of file CasADiControlProblem.tpp.

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◆ eval_add_R_prod_masked()

template<Config Conf>
void eval_add_R_prod_masked ( index_t timestep,
crvec xu,
crvec h,
crindexvec mask_J,
crindexvec mask_K,
crvec v,
rvec out,
rvec work ) const

Definition at line 516 of file CasADiControlProblem.tpp.

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◆ eval_add_S_prod_masked()

template<Config Conf>
void eval_add_S_prod_masked ( index_t timestep,
crvec xu,
crvec h,
crindexvec mask_K,
crvec v,
rvec out,
rvec work ) const

Definition at line 545 of file CasADiControlProblem.tpp.

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◆ get_R_work_size()

template<Config Conf>
auto get_R_work_size ( ) const
nodiscard

Definition at line 574 of file CasADiControlProblem.tpp.

◆ get_S_work_size()

template<Config Conf>
auto get_S_work_size ( ) const
nodiscard

Definition at line 580 of file CasADiControlProblem.tpp.

◆ eval_constr()

template<Config Conf>
void eval_constr ( index_t timestep,
crvec x,
rvec c ) const

Definition at line 586 of file CasADiControlProblem.tpp.

◆ eval_grad_constr_prod()

template<Config Conf>
void eval_grad_constr_prod ( index_t timestep,
crvec x,
crvec p,
rvec grad_cx_p ) const

Definition at line 595 of file CasADiControlProblem.tpp.

◆ eval_add_gn_hess_constr()

template<Config Conf>
void eval_add_gn_hess_constr ( index_t timestep,
crvec x,
crvec M,
rmat out ) const

Definition at line 605 of file CasADiControlProblem.tpp.

◆ eval_constr_N()

template<Config Conf>
void eval_constr_N ( crvec x,
rvec c ) const

Definition at line 631 of file CasADiControlProblem.tpp.

◆ eval_grad_constr_prod_N()

template<Config Conf>
void eval_grad_constr_prod_N ( crvec x,
crvec p,
rvec grad_cx_p ) const

Definition at line 640 of file CasADiControlProblem.tpp.

◆ eval_add_gn_hess_constr_N()

template<Config Conf>
void eval_add_gn_hess_constr_N ( crvec x,
crvec M,
rmat out ) const

Definition at line 649 of file CasADiControlProblem.tpp.

◆ check()

template<Config Conf>
void check ( ) const
inline

Definition at line 105 of file CasADiControlProblem.hpp.

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◆ get_N()

template<Config Conf>
length_t get_N ( ) const
inlinenodiscard

Definition at line 130 of file CasADiControlProblem.hpp.

◆ get_nx()

template<Config Conf>
length_t get_nx ( ) const
inlinenodiscard

Definition at line 131 of file CasADiControlProblem.hpp.

◆ get_nu()

template<Config Conf>
length_t get_nu ( ) const
inlinenodiscard

Definition at line 132 of file CasADiControlProblem.hpp.

◆ get_nh()

template<Config Conf>
length_t get_nh ( ) const
inlinenodiscard

Definition at line 133 of file CasADiControlProblem.hpp.

◆ get_nh_N()

template<Config Conf>
length_t get_nh_N ( ) const
inlinenodiscard

Definition at line 134 of file CasADiControlProblem.hpp.

◆ get_nc()

template<Config Conf>
length_t get_nc ( ) const
inlinenodiscard

Definition at line 135 of file CasADiControlProblem.hpp.

◆ get_nc_N()

template<Config Conf>
length_t get_nc_N ( ) const
inlinenodiscard

Definition at line 136 of file CasADiControlProblem.hpp.

◆ eval_projecting_difference_constraints()

template<Config Conf>
void eval_projecting_difference_constraints ( crvec z,
rvec e ) const
inline
See also
eval_projecting_difference_constraints

Definition at line 139 of file CasADiControlProblem.hpp.

◆ eval_projection_multipliers()

template<Config Conf>
void eval_projection_multipliers ( rvec y,
real_t M ) const
inline
See also
eval_projection_multipliers

Definition at line 147 of file CasADiControlProblem.hpp.

Member Data Documentation

◆ N

template<Config Conf>
length_t N

Definition at line 28 of file CasADiControlProblem.hpp.

◆ nx

template<Config Conf>
length_t nx

Definition at line 28 of file CasADiControlProblem.hpp.

◆ nu

template<Config Conf>
length_t nu

Definition at line 28 of file CasADiControlProblem.hpp.

◆ nh

template<Config Conf>
length_t nh

Definition at line 28 of file CasADiControlProblem.hpp.

◆ nh_N

template<Config Conf>
length_t nh_N

Definition at line 28 of file CasADiControlProblem.hpp.

◆ nc

template<Config Conf>
length_t nc

Definition at line 28 of file CasADiControlProblem.hpp.

◆ nc_N

template<Config Conf>
length_t nc_N

Definition at line 28 of file CasADiControlProblem.hpp.

◆ x_init

template<Config Conf>
vec x_init

Definition at line 29 of file CasADiControlProblem.hpp.

◆ param

template<Config Conf>
vec param

Definition at line 30 of file CasADiControlProblem.hpp.

◆ U

template<Config Conf>
Box U

Definition at line 31 of file CasADiControlProblem.hpp.

◆ D

template<Config Conf>
Box D

Definition at line 31 of file CasADiControlProblem.hpp.

◆ D_N

template<Config Conf>
Box D_N

Definition at line 31 of file CasADiControlProblem.hpp.

◆ work

template<Config Conf>
vec work
mutable

Definition at line 32 of file CasADiControlProblem.hpp.

◆ penalty_alm_split

template<Config Conf>
index_t penalty_alm_split = 0

Components of the constraint function with indices below this number are handled using a quadratic penalty method rather than using an augmented Lagrangian method.

Specifically, the Lagrange multipliers for these components (which determine the shifts in ALM) are kept at zero.

Definition at line 38 of file CasADiControlProblem.hpp.

◆ penalty_alm_split_N

template<Config Conf>
index_t penalty_alm_split_N = 0

Same as penalty_alm_split, but for the terminal constraint.

Definition at line 40 of file CasADiControlProblem.hpp.

◆ impl

template<Config Conf>
guanaqo::copyable_unique_ptr<Functions> impl
private

Definition at line 184 of file CasADiControlProblem.hpp.

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