slp::InteriorPointMatrixCallbacks< Scalar > Struct Template Reference

Matrix callbacks for the interior-point method solver. More...

#include </home/runner/work/allwpilib/allwpilib/wpimath/src/main/native/thirdparty/sleipnir/include/sleipnir/optimization/solver/interior_point_matrix_callbacks.hpp>

Public Types
using	DenseVector = Eigen::Vector<Scalar, Eigen::Dynamic>
	Type alias for dense vector.
using	SparseMatrix = Eigen::SparseMatrix<Scalar>
	Type alias for sparse matrix.
using	SparseVector = Eigen::SparseVector<Scalar>
	Type alias for sparse vector.

Public Attributes
int	num_decision_variables = 0
	Number of decision variables.
int	num_equality_constraints = 0
	Number of equality constraints.
int	num_inequality_constraints = 0
	Number of inequality constraints.
std::function< Scalar(const DenseVector &x)>	f
	Cost function value f(x) getter.
std::function< SparseVector(const DenseVector &x)>	g
	Cost function gradient ∇f(x) getter.
std::function< SparseMatrix(const DenseVector &x, const DenseVector &y, const DenseVector &z)>	H
	Lagrangian Hessian ∇ₓₓ²L(x, y, z) getter.
std::function< SparseMatrix(const DenseVector &x, const DenseVector &y, const DenseVector &z)>	H_c
	Constraint part of Lagrangian Hessian ∇ₓₓ²(−yᵀcₑ(x) − zᵀcᵢ(x)) getter.
std::function< DenseVector(const DenseVector &x)>	c_e
	Equality constraint value cₑ(x) getter.
std::function< SparseMatrix(const DenseVector &x)>	A_e
	Equality constraint Jacobian ∂cₑ/∂x getter.
std::function< DenseVector(const DenseVector &x)>	c_i
	Inequality constraint value cᵢ(x) getter.
std::function< SparseMatrix(const DenseVector &x)>	A_i
	Inequality constraint Jacobian ∂cᵢ/∂x getter.

Detailed Description

template<typename Scalar>
struct slp::InteriorPointMatrixCallbacks< Scalar >

Matrix callbacks for the interior-point method solver.

Template Parameters

Scalar

Scalar type.

Member Typedef Documentation

DenseVector

template<typename Scalar>

using slp::InteriorPointMatrixCallbacks< Scalar >::DenseVector = Eigen::Vector<Scalar, Eigen::Dynamic>

Type alias for dense vector.

SparseMatrix

template<typename Scalar>

using slp::InteriorPointMatrixCallbacks< Scalar >::SparseMatrix = Eigen::SparseMatrix<Scalar>

Type alias for sparse matrix.

SparseVector

template<typename Scalar>

using slp::InteriorPointMatrixCallbacks< Scalar >::SparseVector = Eigen::SparseVector<Scalar>

Type alias for sparse vector.

Member Data Documentation

A_e

template<typename Scalar>

std::function<SparseMatrix(const DenseVector& x)> slp::InteriorPointMatrixCallbacks< Scalar >::A_e

Equality constraint Jacobian ∂cₑ/∂x getter.

        [∇ᵀcₑ₁(x)]
Aₑ(x) = [∇ᵀcₑ₂(x)]
        [   ⋮    ]
        [∇ᵀcₑₘ(x)]

Variable	Rows	Columns
x	num_decision_variables	1
Aₑ(x)	num_equality_constraints	num_decision_variables

A_i

template<typename Scalar>

std::function<SparseMatrix(const DenseVector& x)> slp::InteriorPointMatrixCallbacks< Scalar >::A_i

Inequality constraint Jacobian ∂cᵢ/∂x getter.

        [∇ᵀcᵢ₁(x)]
Aᵢ(x) = [∇ᵀcᵢ₂(x)]
        [   ⋮    ]
        [∇ᵀcᵢₘ(x)]

Variable	Rows	Columns
x	num_decision_variables	1
Aᵢ(x)	num_inequality_constraints	num_decision_variables

c_e

template<typename Scalar>

std::function<DenseVector(const DenseVector& x)> slp::InteriorPointMatrixCallbacks< Scalar >::c_e

Equality constraint value cₑ(x) getter.

Variable	Rows	Columns
x	num_decision_variables	1
cₑ(x)	num_equality_constraints	1

c_i

template<typename Scalar>

std::function<DenseVector(const DenseVector& x)> slp::InteriorPointMatrixCallbacks< Scalar >::c_i

Inequality constraint value cᵢ(x) getter.

Variable	Rows	Columns
x	num_decision_variables	1
cᵢ(x)	num_inequality_constraints	1

f

template<typename Scalar>

std::function<Scalar(const DenseVector& x)> slp::InteriorPointMatrixCallbacks< Scalar >::f

Cost function value f(x) getter.

Variable	Rows	Columns
x	num_decision_variables	1
f(x)	1	1

g

template<typename Scalar>

std::function<SparseVector(const DenseVector& x)> slp::InteriorPointMatrixCallbacks< Scalar >::g

Cost function gradient ∇f(x) getter.

Variable	Rows	Columns
x	num_decision_variables	1
∇f(x)	num_decision_variables	1

H

template<typename Scalar>

std::function<SparseMatrix(const DenseVector& x, const DenseVector& y, const DenseVector& z)> slp::InteriorPointMatrixCallbacks< Scalar >::H

Lagrangian Hessian ∇ₓₓ²L(x, y, z) getter.

L(x, y, z) = f(x) − yᵀcₑ(x) − zᵀcᵢ(x)

Variable	Rows	Columns
x	num_decision_variables	1
y	num_equality_constraints	1
z	num_inequality_constraints	1
∇ₓₓ²L(x, y, z)	num_decision_variables	num_decision_variables

H_c

template<typename Scalar>

std::function<SparseMatrix(const DenseVector& x, const DenseVector& y, const DenseVector& z)> slp::InteriorPointMatrixCallbacks< Scalar >::H_c

Constraint part of Lagrangian Hessian ∇ₓₓ²(−yᵀcₑ(x) − zᵀcᵢ(x)) getter.

Variable	Rows	Columns
x	num_decision_variables	1
y	num_equality_constraints	1
z	num_inequality_constraints	1
∇ₓₓ²(−yᵀcₑ(x) − zᵀcᵢ(x))	num_decision_variables	num_decision_variables

num_decision_variables

template<typename Scalar>

int slp::InteriorPointMatrixCallbacks< Scalar >::num_decision_variables = 0

Number of decision variables.

num_equality_constraints

template<typename Scalar>

int slp::InteriorPointMatrixCallbacks< Scalar >::num_equality_constraints = 0

Number of equality constraints.

num_inequality_constraints

template<typename Scalar>

int slp::InteriorPointMatrixCallbacks< Scalar >::num_inequality_constraints = 0

Number of inequality constraints.

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

• /home/runner/work/allwpilib/allwpilib/wpimath/src/main/native/thirdparty/sleipnir/include/sleipnir/optimization/solver/interior_point_matrix_callbacks.hpp