#include <cyqlone/ocp.hpp>

Detailed Description

Storage for a linear-quadratic OCP of the form.

           ₙ₋₁
minimize    ∑ [½ uᵢᵀ Rᵢ uᵢ + uᵢᵀ S xᵢ + ½ xᵢᵀ Qᵢ xᵢ + rᵢᵀuᵢ + qᵢᵀxᵢ] + ½ xₙᵀ Qₙ xₙ + qₙᵀ xₙ
           ⁱ⁼⁰
s.t.        x₀   = b₀
            xᵢ₊₁ = Aᵢ xᵢ + Bᵢ uᵢ + bᵢ₊₁
            lᵢ   ≤ Cᵢ xᵢ + Dᵢ uᵢ ≤ uᵢ
            lₙ   ≤ Cₙ xₙ ≤ uₙ

Examples: solve-ocp.cpp.

Definition at line 37 of file ocp.hpp.

Classes
struct	Solution
struct	KKTError

Public Member Functions
guanaqo::MatrixView< real_t, index_t >	H (index_t i)
guanaqo::MatrixView< real_t, index_t >	Q (index_t i)
guanaqo::MatrixView< real_t, index_t >	R (index_t i)
guanaqo::MatrixView< real_t, index_t >	S (index_t i)
guanaqo::MatrixView< real_t, index_t >	S_trans (index_t i)
guanaqo::MatrixView< real_t, index_t >	CD (index_t i)
guanaqo::MatrixView< real_t, index_t >	C (index_t i)
guanaqo::MatrixView< real_t, index_t >	D (index_t i)
guanaqo::MatrixView< real_t, index_t >	AB (index_t i)
guanaqo::MatrixView< real_t, index_t >	A (index_t i)
guanaqo::MatrixView< real_t, index_t >	B (index_t i)
guanaqo::MatrixView< const real_t, index_t >	H (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	Q (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	R (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	S (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	S_trans (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	CD (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	C (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	D (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	AB (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	A (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	B (index_t i) const
index_t	num_variables () const
index_t	num_constraints () const
index_t	num_dynamics_constraints () const
guanaqo::MatrixView< real_t, index_t >	qr ()
guanaqo::MatrixView< real_t, index_t >	qr (index_t i)
guanaqo::MatrixView< real_t, index_t >	q (index_t i)
guanaqo::MatrixView< real_t, index_t >	r (index_t i)
guanaqo::MatrixView< real_t, index_t >	b ()
guanaqo::MatrixView< real_t, index_t >	b (index_t i)
guanaqo::MatrixView< real_t, index_t >	b_min ()
guanaqo::MatrixView< real_t, index_t >	b_min (index_t i)
guanaqo::MatrixView< real_t, index_t >	b_max ()
guanaqo::MatrixView< real_t, index_t >	b_max (index_t i)
guanaqo::MatrixView< const real_t, index_t >	qr () const
guanaqo::MatrixView< const real_t, index_t >	qr (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	q (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	r (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	b () const
guanaqo::MatrixView< const real_t, index_t >	b (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	b_min () const
guanaqo::MatrixView< const real_t, index_t >	b_min (index_t i) const
guanaqo::MatrixView< const real_t, index_t >	b_max () const
guanaqo::MatrixView< const real_t, index_t >	b_max (index_t i) const
KKTError	compute_kkt_error (const Solution &sol) const

Static Public Member Functions
static std::vector< real_t >	create_storage (OCPDim dim)

Public Attributes
OCPDim	dim {}
std::vector< real_t >	storage = create_storage(dim)
	Create a single contiguous storage for all problem data.

Class Documentation

◆ cyqlone::LinearOCPStorage::KKTError

struct cyqlone::LinearOCPStorage::KKTError

Class Members
real_t	stationarity
real_t	inequality_residual
real_t	equality_residual
real_t	complementarity

Member Function Documentation

◆ create_storage()

std::vector< real_t > cyqlone::LinearOCPStorage::create_storage ( OCPDim dim )

inlinestatic

Definition at line 58 of file ocp.hpp.

◆ H() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::H ( index_t i )

inlinenodiscard

Examples: solve-ocp.cpp.

Definition at line 64 of file ocp.hpp.

◆ Q() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::Q ( index_t i )

inlinenodiscard

Examples: solve-ocp.cpp.

Definition at line 75 of file ocp.hpp.

◆ R() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::R ( index_t i )

inlinenodiscard

Examples: solve-ocp.cpp.

Definition at line 80 of file ocp.hpp.

◆ S() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::S ( index_t i )

inlinenodiscard

Examples: solve-ocp.cpp.

Definition at line 85 of file ocp.hpp.

◆ S_trans() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::S_trans ( index_t i )

inlinenodiscard

Definition at line 90 of file ocp.hpp.

◆ CD() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::CD ( index_t i )

inlinenodiscard

Definition at line 95 of file ocp.hpp.

◆ C() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::C ( index_t i )

inlinenodiscard

Definition at line 106 of file ocp.hpp.

◆ D() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::D ( index_t i )

inlinenodiscard

Definition at line 111 of file ocp.hpp.

◆ AB() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::AB ( index_t i )

inlinenodiscard

Definition at line 116 of file ocp.hpp.

◆ A() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::A ( index_t i )

inlinenodiscard

Examples: solve-ocp.cpp.

Definition at line 127 of file ocp.hpp.

◆ B() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::B ( index_t i )

inlinenodiscard

Examples: solve-ocp.cpp.

Definition at line 132 of file ocp.hpp.

◆ H() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::H ( index_t i ) const

inlinenodiscard

Definition at line 138 of file ocp.hpp.

◆ Q() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::Q ( index_t i ) const

inlinenodiscard

Definition at line 149 of file ocp.hpp.

◆ R() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::R ( index_t i ) const

inlinenodiscard

Definition at line 154 of file ocp.hpp.

◆ S() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::S ( index_t i ) const

inlinenodiscard

Definition at line 159 of file ocp.hpp.

◆ S_trans() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::S_trans ( index_t i ) const

inlinenodiscard

Definition at line 164 of file ocp.hpp.

◆ CD() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::CD ( index_t i ) const

inlinenodiscard

Definition at line 169 of file ocp.hpp.

◆ C() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::C ( index_t i ) const

inlinenodiscard

Definition at line 180 of file ocp.hpp.

◆ D() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::D ( index_t i ) const

inlinenodiscard

Definition at line 185 of file ocp.hpp.

◆ AB() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::AB ( index_t i ) const

inlinenodiscard

Definition at line 190 of file ocp.hpp.

◆ A() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::A ( index_t i ) const

inlinenodiscard

Definition at line 201 of file ocp.hpp.

◆ B() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::B ( index_t i ) const

inlinenodiscard

Definition at line 206 of file ocp.hpp.

◆ num_variables()

index_t cyqlone::LinearOCPStorage::num_variables ( ) const

inlinenodiscard

Definition at line 212 of file ocp.hpp.

◆ num_constraints()

index_t cyqlone::LinearOCPStorage::num_constraints ( ) const

inlinenodiscard

Definition at line 216 of file ocp.hpp.

◆ num_dynamics_constraints()

index_t cyqlone::LinearOCPStorage::num_dynamics_constraints ( ) const

inlinenodiscard

Definition at line 220 of file ocp.hpp.

◆ qr() [1/4]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::qr ( )

inlinenodiscard

Definition at line 225 of file ocp.hpp.

◆ qr() [2/4]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::qr ( index_t i )

inlinenodiscard

Definition at line 234 of file ocp.hpp.

◆ q() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::q ( index_t i )

inlinenodiscard

Examples: solve-ocp.cpp.

Definition at line 240 of file ocp.hpp.

◆ r() [1/2]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::r ( index_t i )

inlinenodiscard

Examples: solve-ocp.cpp.

Definition at line 245 of file ocp.hpp.

◆ b() [1/4]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::b ( )

inlinenodiscard

Examples: solve-ocp.cpp.

Definition at line 251 of file ocp.hpp.

◆ b() [2/4]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::b ( index_t i )

inlinenodiscard

Definition at line 260 of file ocp.hpp.

◆ b_min() [1/4]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::b_min ( )

inlinenodiscard

Definition at line 267 of file ocp.hpp.

◆ b_min() [2/4]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::b_min ( index_t i )

inlinenodiscard

Definition at line 276 of file ocp.hpp.

◆ b_max() [1/4]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::b_max ( )

inlinenodiscard

Definition at line 283 of file ocp.hpp.

◆ b_max() [2/4]

guanaqo::MatrixView< real_t, index_t > cyqlone::LinearOCPStorage::b_max ( index_t i )

inlinenodiscard

Definition at line 293 of file ocp.hpp.

◆ qr() [3/4]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::qr ( ) const

inlinenodiscard

Definition at line 300 of file ocp.hpp.

◆ qr() [4/4]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::qr ( index_t i ) const

inlinenodiscard

Definition at line 309 of file ocp.hpp.

◆ q() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::q ( index_t i ) const

inlinenodiscard

Definition at line 315 of file ocp.hpp.

◆ r() [2/2]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::r ( index_t i ) const

inlinenodiscard

Definition at line 320 of file ocp.hpp.

◆ b() [3/4]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::b ( ) const

inlinenodiscard

Definition at line 326 of file ocp.hpp.

◆ b() [4/4]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::b ( index_t i ) const

inlinenodiscard

Definition at line 335 of file ocp.hpp.

◆ b_min() [3/4]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::b_min ( ) const

inlinenodiscard

Definition at line 342 of file ocp.hpp.

◆ b_min() [4/4]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::b_min ( index_t i ) const

inlinenodiscard

Definition at line 351 of file ocp.hpp.

◆ b_max() [3/4]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::b_max ( ) const

inlinenodiscard

Definition at line 358 of file ocp.hpp.

◆ b_max() [4/4]

guanaqo::MatrixView< const real_t, index_t > cyqlone::LinearOCPStorage::b_max ( index_t i ) const

inlinenodiscard

Definition at line 368 of file ocp.hpp.

◆ compute_kkt_error()

auto cyqlone::LinearOCPStorage::compute_kkt_error ( const Solution & sol ) const

nodiscard

Definition at line 10 of file ocp.cpp.

Member Data Documentation

◆ dim

OCPDim cyqlone::LinearOCPStorage::dim {}

Definition at line 38 of file ocp.hpp.

◆ storage

std::vector<real_t> cyqlone::LinearOCPStorage::storage = create_storage(dim)

Create a single contiguous storage for all problem data.

Storage layout:     size        offset
N × [ Q Sᵀ] = H     (nx+nu)²    0
    [ S R ]
1 × [ Q ]           nx²         N (nx+nu)²
N × [ C D ]         ny(nx+nu)   N (nx+nu)² + nx²
1 × [ C ]           ny_N nx     N (nx+nu+ny)(nx+nu) + nx²
N × [ A B ]         nx(nx+nu)   N (nx+nu+ny)(nx+nu) + (nx+ny_N)nx
N × [ q r ]         nx+nu       N (2nx+nu+ny)(nx+nu) + (nx+ny_N)nx
1 × [ q ]           nx          N (2nx+nu+ny+1)(nx+nu) + (nx+ny_N)nx
N+1 × [ b ]         nx          N (2nx+nu+ny+1)(nx+nu) + (nx+ny_N+1)nx
N × [ l ]           ny          N (2nx+nu+ny+1)(nx+nu) + (nx+ny_N+2+N)nx
1 × [ l ]           ny_N        N (2nx+nu+ny+1)(nx+nu) + (nx+ny_N+2+N)nx + N ny
N × [ u ]           ny          N (2nx+nu+ny+1)(nx+nu) + (nx+ny_N+2+N)nx + N ny + ny_N
1 × [ u ]           ny_N        N (2nx+nu+ny+1)(nx+nu) + (nx+ny_N+2+N)nx + N (2ny) + ny_N
                                N (2nx+nu+ny+1)(nx+nu) + (nx+ny_N+2+N)nx + N (2ny) + 2ny_N

Definition at line 57 of file ocp.hpp.

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

src/cyqlone/include/cyqlone/ocp.hpp
src/cyqlone/src/ocp.cpp

Detailed Description

Classes

Public Member Functions

Static Public Member Functions

Public Attributes

Class Documentation

◆ cyqlone::LinearOCPStorage::KKTError

Member Function Documentation

◆ create_storage()

◆ H() [1/2]

◆ Q() [1/2]

◆ R() [1/2]

◆ S() [1/2]

◆ S_trans() [1/2]

◆ CD() [1/2]

◆ C() [1/2]

◆ D() [1/2]

◆ AB() [1/2]

◆ A() [1/2]

◆ B() [1/2]

◆ H() [2/2]

◆ Q() [2/2]

◆ R() [2/2]

◆ S() [2/2]

◆ S_trans() [2/2]

◆ CD() [2/2]

◆ C() [2/2]

◆ D() [2/2]

◆ AB() [2/2]

◆ A() [2/2]

◆ B() [2/2]

◆ num_variables()

◆ num_constraints()

◆ num_dynamics_constraints()

◆ qr() [1/4]

◆ qr() [2/4]

◆ q() [1/2]

◆ r() [1/2]

◆ b() [1/4]

◆ b() [2/4]

◆ b_min() [1/4]

◆ b_min() [2/4]

◆ b_max() [1/4]

◆ b_max() [2/4]

◆ qr() [3/4]

◆ qr() [4/4]

◆ q() [2/2]

◆ r() [2/2]

◆ b() [3/4]

◆ b() [4/4]

◆ b_min() [3/4]

◆ b_min() [4/4]

◆ b_max() [3/4]

◆ b_max() [4/4]

◆ compute_kkt_error()

Member Data Documentation

◆ dim

◆ storage