/* * This file is part of qpOASES. * * qpOASES -- An Implementation of the Online Active Set Strategy. * Copyright (C) 2007-2015 by Hans Joachim Ferreau, Andreas Potschka, * Christian Kirches et al. All rights reserved. * * qpOASES is free software; you can redistribute it and/or * modify it under the terms of the GNU Lesser General Public * License as published by the Free Software Foundation; either * version 2.1 of the License, or (at your option) any later version. * * qpOASES is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. * See the GNU Lesser General Public License for more details. * * You should have received a copy of the GNU Lesser General Public * License along with qpOASES; if not, write to the Free Software * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA * */ /** * \file include/qpOASES/SQProblem.hpp * \author Hans Joachim Ferreau, Andreas Potschka, Christian Kirches * \version 3.2 * \date 2007-2015 * * Declaration of the SQProblem class which is able to use the newly * developed online active set strategy for parametric quadratic programming * with varying matrices. */ #ifndef QPOASES_SQPROBLEM_HPP #define QPOASES_SQPROBLEM_HPP #include BEGIN_NAMESPACE_QPOASES /** * \brief Implements the online active set strategy for QPs with varying matrices. * * A class for setting up and solving quadratic programs with varying QP matrices. * The main feature is the possibily to use the newly developed online active set strategy * for parametric quadratic programming. * * \author Hans Joachim Ferreau, Andreas Potschka, Christian Kirches * \version 3.2 * \date 2007-2015 */ class SQProblem : public QProblem { /* allow SolutionAnalysis class to access private members */ friend class SolutionAnalysis; /* * PUBLIC MEMBER FUNCTIONS */ public: /** Default constructor. */ SQProblem( ); /** Constructor which takes the QP dimension and Hessian type * information. If the Hessian is the zero (i.e. HST_ZERO) or the * identity matrix (i.e. HST_IDENTITY), respectively, no memory * is allocated for it and a NULL pointer can be passed for it * to the init() functions. */ SQProblem( int_t _nV, /**< Number of variables. */ int_t _nC, /**< Number of constraints. */ HessianType _hessianType = HST_UNKNOWN /**< Type of Hessian matrix. */ ); /** Copy constructor (deep copy). */ SQProblem( const SQProblem& rhs /**< Rhs object. */ ); /** Destructor. */ virtual ~SQProblem( ); /** Assignment operator (deep copy). */ virtual SQProblem& operator=( const SQProblem& rhs /**< Rhs object. */ ); /** Solves an initialised QP sequence with matrix shift using * the online active set strategy. * \return SUCCESSFUL_RETURN \n RET_MAX_NWSR_REACHED \n RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED \n RET_HOTSTART_FAILED \n RET_MATRIX_SHIFT_FAILED \n RET_SHIFT_DETERMINATION_FAILED \n RET_STEPDIRECTION_DETERMINATION_FAILED \n RET_STEPLENGTH_DETERMINATION_FAILED \n RET_HOMOTOPY_STEP_FAILED \n RET_HOTSTART_STOPPED_INFEASIBILITY \n RET_HOTSTART_STOPPED_UNBOUNDEDNESS \n RET_SETUP_AUXILIARYQP_FAILED */ returnValue hotstart( SymmetricMatrix *H_new, /**< Hessian matrix of neighbouring QP to be solved (a shallow copy is made). \n If Hessian matrix is trivial, a NULL pointer can be passed. */ const real_t* const g_new, /**< Gradient of neighbouring QP to be solved. */ Matrix *A_new, /**< Constraint matrix of neighbouring QP to be solved (a shallow copy is made). \n If QP sequence does not involve constraints, a NULL pointer can be passed. */ const real_t* const lb_new, /**< Lower bounds of neighbouring QP to be solved. \n If no lower bounds exist, a NULL pointer can be passed. */ const real_t* const ub_new, /**< Upper bounds of neighbouring QP to be solved. \n If no upper bounds exist, a NULL pointer can be passed. */ const real_t* const lbA_new, /**< Lower constraints' bounds of neighbouring QP to be solved. \n If no lower constraints' bounds exist, a NULL pointer can be passed. */ const real_t* const ubA_new, /**< Upper constraints' bounds of neighbouring QP to be solved. \n If no upper constraints' bounds exist, a NULL pointer can be passed. */ int_t& nWSR, /**< Input: Maximum number of working set recalculations; \n Output: Number of performed working set recalculations. */ real_t* const cputime = 0, /**< Input: Maximum CPU time allowed for QP solution. \n Output: CPU time spen for QP solution (or to perform nWSR iterations). */ const Bounds* const guessedBounds = 0, /**< Optimal working set of bounds for solution (xOpt,yOpt). \n (If a null pointer is passed, the previous working set of bounds is kept!) */ const Constraints* const guessedConstraints = 0 /**< Optimal working set of constraints for solution (xOpt,yOpt). \n (If a null pointer is passed, the previous working set of constraints is kept!) */ ); /** Solves an initialised QP sequence with matrix shift using * the online active set strategy. * \return SUCCESSFUL_RETURN \n RET_MAX_NWSR_REACHED \n RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED \n RET_HOTSTART_FAILED \n RET_MATRIX_SHIFT_FAILED \n RET_SHIFT_DETERMINATION_FAILED \n RET_STEPDIRECTION_DETERMINATION_FAILED \n RET_STEPLENGTH_DETERMINATION_FAILED \n RET_HOMOTOPY_STEP_FAILED \n RET_HOTSTART_STOPPED_INFEASIBILITY \n RET_HOTSTART_STOPPED_UNBOUNDEDNESS \n RET_SETUP_AUXILIARYQP_FAILED */ returnValue hotstart( const real_t* const H_new, /**< Hessian matrix of neighbouring QP to be solved (a shallow copy is made). \n If Hessian matrix is trivial, a NULL pointer can be passed. */ const real_t* const g_new, /**< Gradient of neighbouring QP to be solved. */ const real_t* const A_new, /**< Constraint matrix of neighbouring QP to be solved (a shallow copy is made). \n If QP sequence does not involve constraints, a NULL pointer can be passed. */ const real_t* const lb_new, /**< Lower bounds of neighbouring QP to be solved. \n If no lower bounds exist, a NULL pointer can be passed. */ const real_t* const ub_new, /**< Upper bounds of neighbouring QP to be solved. \n If no upper bounds exist, a NULL pointer can be passed. */ const real_t* const lbA_new, /**< Lower constraints' bounds of neighbouring QP to be solved. \n If no lower constraints' bounds exist, a NULL pointer can be passed. */ const real_t* const ubA_new, /**< Upper constraints' bounds of neighbouring QP to be solved. \n If no upper constraints' bounds exist, a NULL pointer can be passed. */ int_t& nWSR, /**< Input: Maximum number of working set recalculations; \n Output: Number of performed working set recalculations. */ real_t* const cputime = 0, /**< Input: Maximum CPU time allowed for QP solution. \n Output: CPU time spent for QP solution (or to perform nWSR iterations). */ const Bounds* const guessedBounds = 0, /**< Optimal working set of bounds for solution (xOpt,yOpt). \n (If a null pointer is passed, the previous working set of bounds is kept!) */ const Constraints* const guessedConstraints = 0 /**< Optimal working set of constraints for solution (xOpt,yOpt). \n (If a null pointer is passed, the previous working set of constraints is kept!) */ ); /** Solves an initialised QP sequence with matrix shift using * the online active set strategy, where QP data is read from files. * \return SUCCESSFUL_RETURN \n RET_MAX_NWSR_REACHED \n RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED \n RET_HOTSTART_FAILED \n RET_MATRIX_SHIFT_FAILED \n RET_SHIFT_DETERMINATION_FAILED \n RET_STEPDIRECTION_DETERMINATION_FAILED \n RET_STEPLENGTH_DETERMINATION_FAILED \n RET_HOMOTOPY_STEP_FAILED \n RET_HOTSTART_STOPPED_INFEASIBILITY \n RET_HOTSTART_STOPPED_UNBOUNDEDNESS \n RET_SETUP_AUXILIARYQP_FAILED \n RET_UNABLE_TO_READ_FILE \n RET_INVALID_ARGUMENTS */ returnValue hotstart( const char* const H_file, /**< Name of file where Hessian matrix is stored. \n If Hessian matrix is trivial, a NULL pointer can be passed. */ const char* const g_file, /**< Name of file where gradient, of neighbouring QP to be solved, is stored. */ const char* const A_file, /**< Name of file where constraint matrix is stored. \n If QP sequence does not involve constraints, a NULL pointer can be passed. */ const char* const lb_file, /**< Name of file where lower bounds, of neighbouring QP to be solved, is stored. \n If no lower bounds exist, a NULL pointer can be passed. */ const char* const ub_file, /**< Name of file where upper bounds, of neighbouring QP to be solved, is stored. \n If no upper bounds exist, a NULL pointer can be passed. */ const char* const lbA_file, /**< Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. \n If no lower constraints' bounds exist, a NULL pointer can be passed. */ const char* const ubA_file, /**< Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. \n If no upper constraints' bounds exist, a NULL pointer can be passed. */ int_t& nWSR, /**< Input: Maximum number of working set recalculations; \n Output: Number of performed working set recalculations. */ real_t* const cputime = 0, /**< Input: Maximum CPU time allowed for QP solution. \n Output: CPU time spent for QP solution (or to perform nWSR iterations). */ const Bounds* const guessedBounds = 0, /**< Optimal working set of bounds for solution (xOpt,yOpt). \n (If a null pointer is passed, the previous working set of bounds is kept!) */ const Constraints* const guessedConstraints = 0 /**< Optimal working set of constraints for solution (xOpt,yOpt). \n (If a null pointer is passed, the previous working set of constraints is kept!) */ ); /** Solves an initialised QP sequence (without matrix shift) using * the online active set strategy. * By default, QP solution is started from previous solution. If a guess * for the working set is provided, an initialised homotopy is performed. * * Note: This functions just forwards to the corresponding * QProblem::hotstart member function. * * \return SUCCESSFUL_RETURN \n RET_MAX_NWSR_REACHED \n RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED \n RET_HOTSTART_FAILED \n RET_SHIFT_DETERMINATION_FAILED \n RET_STEPDIRECTION_DETERMINATION_FAILED \n RET_STEPLENGTH_DETERMINATION_FAILED \n RET_HOMOTOPY_STEP_FAILED \n RET_HOTSTART_STOPPED_INFEASIBILITY \n RET_HOTSTART_STOPPED_UNBOUNDEDNESS */ returnValue hotstart( const real_t* const g_new, /**< Gradient of neighbouring QP to be solved. */ const real_t* const lb_new, /**< Lower bounds of neighbouring QP to be solved. \n If no lower bounds exist, a NULL pointer can be passed. */ const real_t* const ub_new, /**< Upper bounds of neighbouring QP to be solved. \n If no upper bounds exist, a NULL pointer can be passed. */ const real_t* const lbA_new, /**< Lower constraints' bounds of neighbouring QP to be solved. \n If no lower constraints' bounds exist, a NULL pointer can be passed. */ const real_t* const ubA_new, /**< Upper constraints' bounds of neighbouring QP to be solved. \n If no upper constraints' bounds exist, a NULL pointer can be passed. */ int_t& nWSR, /**< Input: Maximum number of working set recalculations; \n Output: Number of performed working set recalculations. */ real_t* const cputime = 0, /**< Input: Maximum CPU time allowed for QP solution. \n Output: CPU time spent for QP solution (or to perform nWSR iterations). */ const Bounds* const guessedBounds = 0, /**< Optimal working set of bounds for solution (xOpt,yOpt). \n (If a null pointer is passed, the previous working set of bounds is kept!) */ const Constraints* const guessedConstraints = 0 /**< Optimal working set of constraints for solution (xOpt,yOpt). \n (If a null pointer is passed, the previous working set of constraints is kept!) */ ); /** Solves an initialised QP sequence (without matrix shift) using * the online active set strategy, where QP data is read from files. * By default, QP solution is started from previous solution. If a guess * for the working set is provided, an initialised homotopy is performed. * * Note: This functions just forwards to the corresponding * QProblem::hotstart member function. * * \return SUCCESSFUL_RETURN \n RET_MAX_NWSR_REACHED \n RET_HOTSTART_FAILED_AS_QP_NOT_INITIALISED \n RET_HOTSTART_FAILED \n RET_SHIFT_DETERMINATION_FAILED \n RET_STEPDIRECTION_DETERMINATION_FAILED \n RET_STEPLENGTH_DETERMINATION_FAILED \n RET_HOMOTOPY_STEP_FAILED \n RET_HOTSTART_STOPPED_INFEASIBILITY \n RET_HOTSTART_STOPPED_UNBOUNDEDNESS \n RET_UNABLE_TO_READ_FILE \n RET_INVALID_ARGUMENTS */ returnValue hotstart( const char* const g_file, /**< Name of file where gradient, of neighbouring QP to be solved, is stored. */ const char* const lb_file, /**< Name of file where lower bounds, of neighbouring QP to be solved, is stored. \n If no lower bounds exist, a NULL pointer can be passed. */ const char* const ub_file, /**< Name of file where upper bounds, of neighbouring QP to be solved, is stored. \n If no upper bounds exist, a NULL pointer can be passed. */ const char* const lbA_file, /**< Name of file where lower constraints' bounds, of neighbouring QP to be solved, is stored. \n If no lower constraints' bounds exist, a NULL pointer can be passed. */ const char* const ubA_file, /**< Name of file where upper constraints' bounds, of neighbouring QP to be solved, is stored. \n If no upper constraints' bounds exist, a NULL pointer can be passed. */ int_t& nWSR, /**< Input: Maximum number of working set recalculations; \n Output: Number of performed working set recalculations. */ real_t* const cputime = 0, /**< Input: Maximum CPU time allowed for QP solution. \n Output: CPU time spent for QP solution (or to perform nWSR iterations). */ const Bounds* const guessedBounds = 0, /**< Optimal working set of bounds for solution (xOpt,yOpt). \n (If a null pointer is passed, the previous working set of bounds is kept!) */ const Constraints* const guessedConstraints = 0 /**< Optimal working set of constraints for solution (xOpt,yOpt). \n (If a null pointer is passed, the previous working set of constraints is kept!) */ ); #ifdef __MATLAB__ /** Sets pointer of Hessian and constraint matrix to zero. * QUICK HACK FOR MAKING THE MATLAB INTERFACE RUN! TO BE REMOVED! * \return SUCCESSFUL_RETURN */ returnValue resetMatrixPointers( ); #endif /* * PROTECTED MEMBER FUNCTIONS */ protected: /** Sets new matrices and calculates their factorisations. If the * current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a * non-trivial one is given, memory for Hessian is allocated and * it is set to the given one. Afterwards, all QP vectors are * transformed in order to start from an optimal solution. * \return SUCCESSFUL_RETURN \n * RET_MATRIX_FACTORISATION_FAILED \n * RET_NO_HESSIAN_SPECIFIED */ virtual returnValue setupNewAuxiliaryQP( SymmetricMatrix *H_new, /**< New Hessian matrix. \n If Hessian matrix is trivial, a NULL pointer can be passed. */ Matrix *A_new, /**< New constraint matrix. \n If QP sequence does not involve constraints, a NULL pointer can be passed. */ const real_t *lb_new, /**< New lower bounds. \n If no lower bounds exist, a NULL pointer can be passed. */ const real_t *ub_new, /**< New upper bounds. \n If no lower bounds exist, a NULL pointer can be passed. */ const real_t *lbA_new, /**< New lower constraints' bounds. \n If no lower constraints' bounds exist, a NULL pointer can be passed. */ const real_t *ubA_new /**< New lower constraints' bounds. \n If no lower constraints' bounds exist, a NULL pointer can be passed. */ ); /** Sets new matrices and calculates their factorisations. If the * current Hessian is trivial (i.e. HST_ZERO or HST_IDENTITY) but a * non-trivial one is given, memory for Hessian is allocated and * it is set to the given one. Afterwards, all QP vectors are * transformed in order to start from an optimal solution. * \return SUCCESSFUL_RETURN \n * RET_MATRIX_FACTORISATION_FAILED \n * RET_NO_HESSIAN_SPECIFIED */ virtual returnValue setupNewAuxiliaryQP( const real_t* const H_new, /**< New Hessian matrix. \n If Hessian matrix is trivial, a NULL pointer can be passed. */ const real_t* const A_new, /**< New constraint matrix. \n If QP sequence does not involve constraints, a NULL pointer can be passed. */ const real_t *lb_new, /**< New lower bounds. \n If no lower bounds exist, a NULL pointer can be passed. */ const real_t *ub_new, /**< New upper bounds. \n If no lower bounds exist, a NULL pointer can be passed. */ const real_t *lbA_new, /**< New lower constraints' bounds. \n If no lower constraints' bounds exist, a NULL pointer can be passed. */ const real_t *ubA_new /**< New lower constraints' bounds. \n If no lower constraints' bounds exist, a NULL pointer can be passed. */ ); /* * PROTECTED MEMBER VARIABLES */ protected: }; END_NAMESPACE_QPOASES #include #endif /* QPOASES_SQPROBLEM_HPP */ /* * end of file */