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| EIGEN_MAKE_ALIGNED_OPERATOR_NEW | SolverKKT (std::shared_ptr< ShootingProblem > problem) |
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| virtual void | computeDirection (const bool recalc=true) |
| | Compute the search direction \((\delta\mathbf{x}^k,\delta\mathbf{u}^k)\) for the current guess \((\mathbf{x}^k_s,\mathbf{u}^k_s)\).
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| virtual const Eigen::Vector2d & | expectedImprovement () |
| | Return the expected improvement \(dV_{exp}\) from a given current search direction \((\delta\mathbf{x}^k,\delta\mathbf{u}^k)\).
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| const std::vector< Eigen::VectorXd > & | get_dus () const |
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| const std::vector< Eigen::VectorXd > & | get_dxs () const |
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| const Eigen::MatrixXd & | get_kkt () const |
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| const Eigen::VectorXd & | get_kktref () const |
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| const std::vector< Eigen::VectorXd > & | get_lambdas () const |
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| std::size_t | get_ndx () const |
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| std::size_t | get_nu () const |
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| std::size_t | get_nx () const |
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| const Eigen::VectorXd & | get_primaldual () const |
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| virtual bool | solve (const std::vector< Eigen::VectorXd > &init_xs=DEFAULT_VECTOR, const std::vector< Eigen::VectorXd > &init_us=DEFAULT_VECTOR, const std::size_t maxiter=100, const bool is_feasible=false, const double regInit=1e-9) |
| | Compute the optimal trajectory \(\mathbf{x}^*_s,\mathbf{u}^*_s\) as lists of \(T+1\) and \(T\) terms.
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| virtual double | stoppingCriteria () |
| | Return a positive value that quantifies the algorithm termination.
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| virtual double | tryStep (const double steplength=1) |
| | Try a predefined step length \(\alpha\) and compute its cost improvement \(dV\).
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| EIGEN_MAKE_ALIGNED_OPERATOR_NEW | SolverAbstract (std::shared_ptr< ShootingProblem > problem) |
| | Initialize the solver.
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| double | computeDynamicFeasibility () |
| | Compute the dynamic feasibility \(\|\mathbf{f}_{\mathbf{s}}\|_{\infty,1}\) for the current guess \((\mathbf{x}^k,\mathbf{u}^k)\).
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| double | computeEqualityFeasibility () |
| | Compute the feasibility of the equality constraints for the current guess.
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| double | computeInequalityFeasibility () |
| | Compute the feasibility of the inequality constraints for the current guess.
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| DEPRECATED ("Use get_preg for primal-variable regularization", double get_xreg() const ;) DEPRECATED("Use get_preg for primal-variable regularization" |
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| DEPRECATED ("Use set_preg for primal-variable regularization", void set_xreg(const double xreg);) DEPRECATED("Use set_preg for primal-variable regularization" |
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| double | get_cost () const |
| | Return the cost for the current guess.
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| const Eigen::Vector2d & | get_d () const |
| | Return the linear and quadratic terms of the expected improvement.
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| double | get_dfeas () const |
| | Return the reduction in the feasibility.
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| double | get_dPhi () const |
| | Return the reduction in the merit function \(\Delta\Phi\).
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| double | get_dPhiexp () const |
| | Return the expected reduction in the merit function \(\Delta\Phi_{exp}\).
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| double | get_dreg () const |
| | Return the dual-variable regularization.
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| double | get_dV () const |
| | Return the reduction in the cost function \(\Delta V\).
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| double | get_dVexp () const |
| | Return the expected reduction in the cost function \(\Delta
V_{exp}\).
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| double | get_feas () const |
| | Return the total feasibility for the current guess.
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| FeasibilityNorm | get_feasnorm () const |
| | Return the type of norm used to evaluate the dynamic and constraints feasibility.
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| double | get_ffeas () const |
| | Return the dynamic feasibility for the current guess.
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| double | get_ffeas_try () const |
| | Return the dynamic feasibility for the current step length.
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| const std::vector< Eigen::VectorXd > & | get_fs () const |
| | Return the dynamic infeasibility \(\mathbf{f}_{s}\).
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| double | get_gfeas () const |
| | Return the inequality feasibility for the current guess.
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| double | get_gfeas_try () const |
| | Return the inequality feasibility for the current step length.
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| double | get_hfeas () const |
| | Return the equality feasibility for the current guess.
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| double | get_hfeas_try () const |
| | Return the equality feasibility for the current step length.
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| bool | get_is_feasible () const |
| | Return the feasibility status of the \((\mathbf{x}_s,\mathbf{u}_s)\) trajectory.
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| std::size_t | get_iter () const |
| | Return the number of iterations performed by the solver.
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| double | get_merit () const |
| | Return the merit for the current guess.
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| double | get_preg () const |
| | Return the primal-variable regularization.
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| const std::shared_ptr< ShootingProblem > & | get_problem () const |
| | Return the shooting problem.
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| double | get_steplength () const |
| | Return the step length \(\alpha\).
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| double | get_stop () const |
| | Return the stopping-criteria value computed by stoppingCriteria()
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| double | get_th_acceptstep () const |
| | Return the threshold used for accepting a step.
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| double | get_th_gaptol () const |
| | Return the threshold for accepting a gap as non-zero.
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| double | get_th_stop () const |
| | Return the tolerance for stopping the algorithm.
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| double | get_ureg () const |
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| const std::vector< Eigen::VectorXd > & | get_us () const |
| | Return the control trajectory \(\mathbf{u}_s\).
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| const std::vector< Eigen::VectorXd > & | get_xs () const |
| | Return the state trajectory \(\mathbf{x}_s\).
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| const std::vector< std::shared_ptr< CallbackAbstract > > & | getCallbacks () const |
| | Return the list of callback functions using for diagnostic.
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| virtual void | resizeData () |
| | Resizing the solver data.
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| void | set_dreg (const double dreg) |
| | Modify the dual-variable regularization value.
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| void | set_feasnorm (const FeasibilityNorm feas_norm) |
| | Modify the current norm used for computed the dynamic and constraint feasibility.
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| void | set_preg (const double preg) |
| | Modify the primal-variable regularization value.
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| void | set_th_acceptstep (const double th_acceptstep) |
| | Modify the threshold used for accepting step.
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| void | set_th_gaptol (const double th_gaptol) |
| | Modify the threshold for accepting a gap as non-zero.
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| void | set_th_stop (const double th_stop) |
| | Modify the tolerance for stopping the algorithm.
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| void | set_ureg (const double ureg) |
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| void | set_us (const std::vector< Eigen::VectorXd > &us) |
| | Modify the control trajectory \(\mathbf{u}_s\).
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| void | set_xs (const std::vector< Eigen::VectorXd > &xs) |
| | Modify the state trajectory \(\mathbf{x}_s\).
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| void | setCallbacks (const std::vector< std::shared_ptr< CallbackAbstract > > &callbacks) |
| | Set a list of callback functions using for the solver diagnostic.
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| void | setCandidate (const std::vector< Eigen::VectorXd > &xs_warm=DEFAULT_VECTOR, const std::vector< Eigen::VectorXd > &us_warm=DEFAULT_VECTOR, const bool is_feasible=false) |
| | Set the solver candidate trajectories \((\mathbf{x}_s,\mathbf{u}_s)\).
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| double | cost_try_ |
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| double | reg_decfactor_ |
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| double | reg_incfactor_ |
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| double | reg_max_ |
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| double | reg_min_ |
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| std::vector< Eigen::VectorXd > | us_try_ |
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| std::vector< Eigen::VectorXd > | xs_try_ |
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| std::vector< std::shared_ptr< CallbackAbstract > > | callbacks_ |
| | Callback functions.
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| double | cost_ |
| | Cost for the current guess.
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| Eigen::Vector2d | d_ |
| | LQ approximation of the expected improvement.
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| double | dfeas_ |
| | Reduction in the feasibility.
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| double | dPhi_ |
| | Reduction in the merit function computed by tryStep()
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| double | dPhiexp_ |
| | Expected reduction in the merit function.
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| double | dreg_ |
| | Current dual-variable regularization value.
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| double | dV_ |
| | Reduction in the cost function computed by tryStep()
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| double | dVexp_ |
| | Expected reduction in the cost function.
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| double | feas_ |
| | Total feasibility for the current guess.
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| enum FeasibilityNorm | feasnorm_ |
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| double | ffeas_ |
| | Feasibility of the dynamic constraints for the current guess.
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| double | ffeas_try_ |
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| std::vector< Eigen::VectorXd > | fs_ |
| | Gaps/defects between shooting nodes.
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| std::vector< Eigen::VectorXd > | g_adj_ |
| | Adjusted inequality bound.
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| double | gfeas_ |
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| double | gfeas_try_ |
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| double | hfeas_ |
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| double | hfeas_try_ |
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| bool | is_feasible_ |
| | Label that indicates is the iteration is feasible.
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| std::size_t | iter_ |
| | Number of iteration performed by the solver.
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| double | merit_ |
| | Merit for the current guess.
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| double | preg_ |
| | Current primal-variable regularization value.
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| std::shared_ptr< ShootingProblem > | problem_ |
| | optimal control problem
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| double | steplength_ |
| | < Current control regularization values
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| double | stop_ |
| | Value computed by stoppingCriteria()
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| double | th_acceptstep_ |
| | Threshold used for accepting step.
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| double | th_gaptol_ |
| | Threshold limit to check non-zero gaps.
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| double | th_stop_ |
| | Tolerance for stopping the algorithm.
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| double | tmp_feas_ |
| | Temporal variables used for computed the feasibility.
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| double | ureg_ |
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| std::vector< Eigen::VectorXd > | us_ |
| | Control trajectory.
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| bool | was_feasible_ |
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| std::vector< Eigen::VectorXd > | xs_ |
| | State trajectory.
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Definition at line 18 of file kkt.hpp.
Public Member Functions inherited from SolverAbstract
1.9.8