Class containing and managing all the optimization variables used for in the NLP solver IPOPT and SNOPT. More...

#include <OptVector.h>

Inheritance diagram for ct::optcon::tpl::OptVector< SCALAR >:

Public Types
using	VectorXs = Eigen::Matrix< SCALAR, Eigen::Dynamic, 1 >

using	VectorXi = Eigen::Matrix< int, Eigen::Dynamic, 1 >

using	MapVecXs = Eigen::Map< VectorXs >

using	MapVecXi = Eigen::Map< VectorXi >

using	MapConstVecXs = Eigen::Map< const VectorXs >

Public Member Functions
	OptVector ()=delete

	OptVector (const size_t n)
	{ Constructor resizing the vectors of the optimization variables to the correct size } More...

void	resizeConstraintVars (size_t m)
	Resizes the vectors of the constraint variables to the correct size. More...

void	reset ()

virtual	~OptVector ()=default
	Destructor. More...

void	resizeOptimizationVars (const size_t size)
	Resizes the vectors of the optimization variables. More...

void	setZero ()
	Resets the optimization variables. More...

void	setRandomInitialGuess ()

void	setInitialGuess (const VectorXs &xinit)

bool	checkOptimizationVarDimension (const unsigned int n)
	Checks if the optimization variables have to correct size. More...

void	setBounds (const VectorXs &xLb, const VectorXs &xUb)
	Sets the optimization variable bounds. More...

void	getLowerBounds (MapVecXs &x) const
	Gets the lower bounds of the optimization variables. More...

void	getUpperBounds (MapVecXs &x) const
	Gets the upper bounds of the optimization variables. More...

void	getOptimizationMultState (const size_t n, MapVecXs &xMul, MapVecXi &xState) const
	Return the state and the multiplier of the optimization variables, used in the NLP solver SNOPT. More...

void	getConstraintsMultState (const size_t m, MapVecXs &zMul, MapVecXi &zState) const
	Gets the constraint multiplier and state, used in the NLP solver SNOPT. More...

size_t	size () const
	Returns the number of optimization variables. More...

void	getBoundMultipliers (size_t n, MapVecXs &low, MapVecXs &up) const
	Gets the bound multipliers used in the NLP solver IPOPT. More...

void	getLambdaVars (size_t m, MapVecXs &x) const
	Gets the values of the constraint multipliers. More...

void	getOptimizationVars (size_t n, MapVecXs &x) const
	Gets the optimization variables. More...

const VectorXs &	getOptimizationVars () const

void	getInitialGuess (size_t n, MapVecXs &x) const

void	setNewIpoptSolution (const MapConstVecXs &x, const MapConstVecXs &zL, const MapConstVecXs &zU, const MapConstVecXs &lambda)
	Extracts the solution from ipopt and stores them into class variables. More...

void	setNewSnoptSolution (const MapVecXs &x, const MapVecXs &xMul, const MapVecXi &xState, const MapVecXs &fMul, const MapVecXi &fState)
	Extracts the solution from snopt and stores it into class variables. More...

void	setOptimizationVars (const MapConstVecXs &x)
	Sets the updates optimization variables from the NLP solver and updates the counter. More...

void	setOptimizationVars (const VectorXs &x)

size_t	getUpdateCount () const
	Returns the update counter. More...

Protected Attributes
VectorXs	x_

VectorXs	xInit_

VectorXs	xLb_

VectorXs	xUb_

VectorXs	zUpper_

VectorXs	zLow_

VectorXs	lambda_

VectorXs	xMul_

VectorXi	xState_

VectorXs	zMul_

VectorXi	zState_

size_t	updateCount_

Detailed Description

template<typename SCALAR>
class ct::optcon::tpl::OptVector< SCALAR >

Class containing and managing all the optimization variables used for in the NLP solver IPOPT and SNOPT.

Member Typedef Documentation

◆ VectorXs

template<typename SCALAR >

using ct::optcon::tpl::OptVector< SCALAR >::VectorXs = Eigen::Matrix<SCALAR, Eigen::Dynamic, 1>

◆ VectorXi

template<typename SCALAR >

using ct::optcon::tpl::OptVector< SCALAR >::VectorXi = Eigen::Matrix<int, Eigen::Dynamic, 1>

◆ MapVecXs

template<typename SCALAR >

using ct::optcon::tpl::OptVector< SCALAR >::MapVecXs = Eigen::Map<VectorXs>

◆ MapVecXi

template<typename SCALAR >

using ct::optcon::tpl::OptVector< SCALAR >::MapVecXi = Eigen::Map<VectorXi>

◆ MapConstVecXs

template<typename SCALAR >

using ct::optcon::tpl::OptVector< SCALAR >::MapConstVecXs = Eigen::Map<const VectorXs>

Constructor & Destructor Documentation

◆ OptVector() [1/2]

template<typename SCALAR >

ct::optcon::tpl::OptVector< SCALAR >::OptVector ( )

delete

◆ OptVector() [2/2]

template<typename SCALAR >

ct::optcon::tpl::OptVector< SCALAR >::OptVector ( const size_t n )

inline

{ Constructor resizing the vectors of the optimization variables to the correct size }

Parameters

[in] n The number of the optimization variables

References ct::optcon::tpl::OptVector< SCALAR >::x_, ct::optcon::tpl::OptVector< SCALAR >::xInit_, ct::optcon::tpl::OptVector< SCALAR >::xLb_, ct::optcon::tpl::OptVector< SCALAR >::xMul_, ct::optcon::tpl::OptVector< SCALAR >::xState_, ct::optcon::tpl::OptVector< SCALAR >::xUb_, ct::optcon::tpl::OptVector< SCALAR >::zLow_, and ct::optcon::tpl::OptVector< SCALAR >::zUpper_.

◆ ~OptVector()

template<typename SCALAR >

virtual ct::optcon::tpl::OptVector< SCALAR >::~OptVector ( )

virtualdefault

Destructor.

Referenced by ct::optcon::tpl::OptVector< SCALAR >::reset().

Member Function Documentation

◆ resizeConstraintVars()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::resizeConstraintVars ( size_t m )

inline

Resizes the vectors of the constraint variables to the correct size.

Parameters

[in] m The number of constraints

References ct::optcon::tpl::OptVector< SCALAR >::zMul_, and ct::optcon::tpl::OptVector< SCALAR >::zState_.

◆ reset()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::reset ( )

inline

References ct::optcon::tpl::OptVector< SCALAR >::updateCount_, and ct::optcon::tpl::OptVector< SCALAR >::~OptVector().

◆ resizeOptimizationVars()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::resizeOptimizationVars ( const size_t size )

inline

Resizes the vectors of the optimization variables.

Parameters

[in] size The size of the new optimization variables

References ct::optcon::tpl::OptVector< SCALAR >::lambda_, ct::optcon::tpl::OptVector< SCALAR >::x_, ct::optcon::tpl::OptVector< SCALAR >::xInit_, ct::optcon::tpl::OptVector< SCALAR >::xLb_, ct::optcon::tpl::OptVector< SCALAR >::xUb_, ct::optcon::tpl::OptVector< SCALAR >::zLow_, and ct::optcon::tpl::OptVector< SCALAR >::zUpper_.

◆ setZero()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::setZero ( )

inline

Resets the optimization variables.

References ct::optcon::tpl::OptVector< SCALAR >::lambda_, ct::optcon::tpl::OptVector< SCALAR >::x_, ct::optcon::tpl::OptVector< SCALAR >::xInit_, ct::optcon::tpl::OptVector< SCALAR >::zLow_, and ct::optcon::tpl::OptVector< SCALAR >::zUpper_.

◆ setRandomInitialGuess()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::setRandomInitialGuess ( )

inline

References ct::optcon::tpl::OptVector< SCALAR >::x_, and ct::optcon::tpl::OptVector< SCALAR >::xInit_.

◆ setInitialGuess()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::setInitialGuess ( const VectorXs & xinit )

inline

References ct::optcon::tpl::OptVector< SCALAR >::x_, and ct::optcon::tpl::OptVector< SCALAR >::xInit_.

◆ checkOptimizationVarDimension()

template<typename SCALAR >

bool ct::optcon::tpl::OptVector< SCALAR >::checkOptimizationVarDimension ( const unsigned int n )

inline

Checks if the optimization variables have to correct size.

Parameters

[in] n The number of optimization variables

Returns: returns true of the dimensions match

References ct::optcon::tpl::OptVector< SCALAR >::x_, ct::optcon::tpl::OptVector< SCALAR >::xLb_, and ct::optcon::tpl::OptVector< SCALAR >::xUb_.

◆ setBounds()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::setBounds	(	const VectorXs &	xLb,
		const VectorXs &	xUb
	)

inline

Sets the optimization variable bounds.

Parameters

[in]	xLb	The lower optimization variable bound
[in]	xUb	The upper optimization variable bound

References ct::optcon::tpl::OptVector< SCALAR >::xLb_, and ct::optcon::tpl::OptVector< SCALAR >::xUb_.

◆ getLowerBounds()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::getLowerBounds ( MapVecXs & x ) const

inline

Gets the lower bounds of the optimization variables.

Parameters

[out] x Lower bound

References ct::optcon::tpl::OptVector< SCALAR >::xLb_.

◆ getUpperBounds()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::getUpperBounds ( MapVecXs & x ) const

inline

Gets the upper bounds of the optimization variables.

Parameters

[out] x The upper bound

References ct::optcon::tpl::OptVector< SCALAR >::xUb_.

◆ getOptimizationMultState()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::getOptimizationMultState	(	const size_t	n,
		MapVecXs &	xMul,
		MapVecXi &	xState
	)		const

inline

Return the state and the multiplier of the optimization variables, used in the NLP solver SNOPT.

Parameters

[in]	n	{ The number of optimization variables }
[out]	xMul	The optimization variables multiplier
[out]	xState	The optimization variables state

References ct::optcon::tpl::OptVector< SCALAR >::xMul_, and ct::optcon::tpl::OptVector< SCALAR >::xState_.

◆ getConstraintsMultState()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::getConstraintsMultState	(	const size_t	m,
		MapVecXs &	zMul,
		MapVecXi &	zState
	)		const

inline

Gets the constraint multiplier and state, used in the NLP solver SNOPT.

Parameters

[in]	m	{ The number of constraints }
[out]	zMul	The constraint variable multiplier
[out]	zState	The constraint variable state

References ct::optcon::tpl::OptVector< SCALAR >::zMul_, and ct::optcon::tpl::OptVector< SCALAR >::zState_.

◆ size()

template<typename SCALAR >

size_t ct::optcon::tpl::OptVector< SCALAR >::size ( ) const

inline

Returns the number of optimization variables.

Returns: the number of optimization variables

References ct::optcon::tpl::OptVector< SCALAR >::x_.

◆ getBoundMultipliers()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::getBoundMultipliers	(	size_t	n,
		MapVecXs &	low,
		MapVecXs &	up
	)		const

inline

Gets the bound multipliers used in the NLP solver IPOPT.

Parameters

[in]	n	{ The number of optimization variables }
[out]	low	The value for the lower bound multiplier
[out]	up	The value for the upper bound multiplier

References ct::optcon::tpl::OptVector< SCALAR >::zLow_, and ct::optcon::tpl::OptVector< SCALAR >::zUpper_.

◆ getLambdaVars()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::getLambdaVars	(	size_t	m,
		MapVecXs &	x
	)		const

inline

Gets the values of the constraint multipliers.

Parameters

[in]	m	{ The number of constraints }
[out]	x	The values of the constraint multipliers

References ct::optcon::tpl::OptVector< SCALAR >::lambda_.

◆ getOptimizationVars() [1/2]

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::getOptimizationVars	(	size_t	n,
		MapVecXs &	x
	)		const

inline

Gets the optimization variables.

Parameters

[in]	n	{ The number of optimization variables }
[out]	x	The optimization variables

References ct::optcon::tpl::OptVector< SCALAR >::x_.

◆ getOptimizationVars() [2/2]

template<typename SCALAR >

const VectorXs& ct::optcon::tpl::OptVector< SCALAR >::getOptimizationVars ( ) const

inline

References ct::optcon::tpl::OptVector< SCALAR >::x_.

◆ getInitialGuess()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::getInitialGuess	(	size_t	n,
		MapVecXs &	x
	)		const

inline

References ct::optcon::tpl::OptVector< SCALAR >::xInit_.

◆ setNewIpoptSolution()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::setNewIpoptSolution	(	const MapConstVecXs &	x,
		const MapConstVecXs &	zL,
		const MapConstVecXs &	zU,
		const MapConstVecXs &	lambda
	)

inline

Extracts the solution from ipopt and stores them into class variables.

Parameters

[in]	x	The optimization variables
[in]	zL	The lower bound multiplier
[in]	zU	The upper bound multiplier
[in]	lambda	The constraint multiplier

References ct::optcon::tpl::OptVector< SCALAR >::lambda_, x, ct::optcon::tpl::OptVector< SCALAR >::x_, ct::optcon::tpl::OptVector< SCALAR >::zLow_, and ct::optcon::tpl::OptVector< SCALAR >::zUpper_.

◆ setNewSnoptSolution()

template<typename SCALAR >

void ct::optcon::tpl::OptVector< SCALAR >::setNewSnoptSolution	(	const MapVecXs &	x,
		const MapVecXs &	xMul,
		const MapVecXi &	xState,
		const MapVecXs &	fMul,
		const MapVecXi &	fState
	)

inline

Extracts the solution from snopt and stores it into class variables.

Parameters

[in]	x	The optimization variables
[in]	xMul	The optimization variables multiplier
[in]	xState	The optimization variables state
[in]	fMul	The constraints multiplier
[in]	fState	The constraints state