You can not select more than 25 topics
Topics must start with a letter or number, can include dashes ('-') and can be up to 35 characters long.
228 lines
8.0 KiB
228 lines
8.0 KiB
/*
|
|
* This file is part of ACADO Toolkit.
|
|
*
|
|
* ACADO Toolkit -- A Toolkit for Automatic Control and Dynamic Optimization.
|
|
* Copyright (C) 2008-2014 by Boris Houska, Hans Joachim Ferreau,
|
|
* Milan Vukov, Rien Quirynen, KU Leuven.
|
|
* Developed within the Optimization in Engineering Center (OPTEC)
|
|
* under supervision of Moritz Diehl. All rights reserved.
|
|
*
|
|
* ACADO Toolkit 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 3 of the License, or (at your option) any later version.
|
|
*
|
|
* ACADO Toolkit 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 ACADO Toolkit; if not, write to the Free Software
|
|
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
|
|
*
|
|
*/
|
|
|
|
|
|
|
|
/**
|
|
* \file include/acado/dynamic_discretization/shooting_method.hpp
|
|
* \author Boris Houska, Hans Joachim Ferreau
|
|
*
|
|
*/
|
|
|
|
#ifndef ACADO_TOOLKIT_SHOOTING_METHOD_HPP
|
|
#define ACADO_TOOLKIT_SHOOTING_METHOD_HPP
|
|
|
|
|
|
#include <acado/dynamic_discretization/dynamic_discretization.hpp>
|
|
|
|
|
|
BEGIN_NAMESPACE_ACADO
|
|
|
|
|
|
/**
|
|
* \brief Discretizes a DifferentialEquation by means of single or multiple shooting.
|
|
*
|
|
* \ingroup NumericalAlgorithms
|
|
*
|
|
* The class ShootingMethod allows to discretize a DifferentialEquation
|
|
* for use in optimal control algorithms by means of an (online) integrator
|
|
* using either single or multiple shooting.
|
|
*
|
|
* \author Boris Houska, Hans Joachim Ferreau
|
|
*/
|
|
class ShootingMethod : public DynamicDiscretization
|
|
{
|
|
//
|
|
// PUBLIC MEMBER FUNCTIONS:
|
|
//
|
|
public:
|
|
|
|
/** Default constructor. */
|
|
ShootingMethod();
|
|
|
|
ShootingMethod( UserInteraction* _userInteraction
|
|
);
|
|
|
|
/** Copy constructor (deep copy). */
|
|
ShootingMethod( const ShootingMethod& rhs );
|
|
|
|
/** Destructor. */
|
|
virtual ~ShootingMethod( );
|
|
|
|
/** Assignment operator (deep copy). */
|
|
ShootingMethod& operator=( const ShootingMethod& rhs );
|
|
|
|
/** Clone constructor (deep copy). */
|
|
virtual DynamicDiscretization* clone() const;
|
|
|
|
|
|
/** Set the Differential Equations stage by stage. */
|
|
virtual returnValue addStage( const DynamicSystem &dynamicSystem_,
|
|
const Grid &stageIntervals,
|
|
const IntegratorType &integratorType_ = INT_UNKNOWN );
|
|
|
|
/** Set the Transition stages. */
|
|
virtual returnValue addTransition( const Transition& transition_ );
|
|
|
|
|
|
/** Deletes all stages and transitions and resets the DynamicDiscretization. */
|
|
virtual returnValue clear();
|
|
|
|
|
|
|
|
/** Evaluates the discretized DifferentialEquation at a specified \n
|
|
* VariablesGrid. The results are written into the residuum of the \n
|
|
* type VariablesGrid. This routine is for a simple evaluation only. \n
|
|
* If sensitivities are needed use one of the routines below \n
|
|
* instead. \n
|
|
* \n
|
|
* \return SUCCESSFUL_RETURN \n
|
|
* RET_INVALID_ARGUMENTS \n
|
|
* or a specific error message form an underlying \n
|
|
* discretization instance. \n
|
|
*/
|
|
virtual returnValue evaluate( OCPiterate &iter
|
|
);
|
|
|
|
|
|
/** Deletes all seeds that have been set with the methods above. \n
|
|
* This function will also give the corresponding memory free. \n
|
|
* \return SUCCESSFUL_RETURN \n
|
|
* RET_NO_SEED_ALLOCATED \n
|
|
*/
|
|
virtual returnValue deleteAllSeeds( );
|
|
|
|
|
|
/** Evaluates the sensitivities. \n
|
|
* \n
|
|
* \return SUCCESSFUL_RETURN \n
|
|
* RET_NOT_FROZEN \n
|
|
*/
|
|
virtual returnValue evaluateSensitivities( );
|
|
|
|
|
|
/** Evaluates the sensitivities. \n
|
|
* \n
|
|
* \return SUCCESSFUL_RETURN \n
|
|
* RET_NOT_FROZEN \n
|
|
*/
|
|
virtual returnValue evaluateSensitivitiesLifted( );
|
|
|
|
|
|
/** Evaluates the sensitivities and the hessian. \n
|
|
* \n
|
|
* \return SUCCESSFUL_RETURN \n
|
|
* RET_NOT_FROZEN \n
|
|
*/
|
|
virtual returnValue evaluateSensitivities( const BlockMatrix &seed,
|
|
BlockMatrix &hessian
|
|
);
|
|
|
|
|
|
virtual returnValue unfreeze( );
|
|
|
|
|
|
virtual BooleanType isAffine( ) const;
|
|
|
|
|
|
//
|
|
// PROTECTED MEMBER FUNCTIONS:
|
|
//
|
|
|
|
protected:
|
|
|
|
returnValue deleteAll( );
|
|
|
|
void copy( const ShootingMethod &arg );
|
|
|
|
returnValue allocateIntegrator( uint idx, IntegratorType type_ );
|
|
|
|
|
|
returnValue differentiateBackward( const int &idx ,
|
|
const DMatrix &seed,
|
|
DMatrix &Gx ,
|
|
DMatrix &Gp ,
|
|
DMatrix &Gu ,
|
|
DMatrix &Gw );
|
|
|
|
returnValue differentiateForward( const int &idx,
|
|
const DMatrix &dX ,
|
|
const DMatrix &dP ,
|
|
const DMatrix &dU ,
|
|
const DMatrix &dW ,
|
|
DMatrix &D );
|
|
|
|
|
|
returnValue differentiateForwardBackward( const int &idx ,
|
|
const DMatrix &dX ,
|
|
const DMatrix &dP ,
|
|
const DMatrix &dU ,
|
|
const DMatrix &dW ,
|
|
const DMatrix &seed,
|
|
DMatrix &D ,
|
|
DMatrix &ddX ,
|
|
DMatrix &ddP ,
|
|
DMatrix &ddU ,
|
|
DMatrix &ddW );
|
|
|
|
|
|
returnValue update( DMatrix &G, const DMatrix &A, const DMatrix &B );
|
|
|
|
|
|
/**< Writes the continous integrator output to the logging object, if this \n
|
|
* is requested. Please note, that this routine converts the VariablesGrids \n
|
|
* from the integration routine into a large matrix. Consequently, the break \n
|
|
* points need to be logged, too. \n
|
|
* \n
|
|
* \return SUCCESSFUL_RETURN \n
|
|
*/
|
|
returnValue logTrajectory( const OCPiterate &iter );
|
|
|
|
returnValue rescale( VariablesGrid* trajectory,
|
|
double tEndNew,
|
|
double newIntervalLength
|
|
) const;
|
|
|
|
//
|
|
// PROTECTED MEMBERS:
|
|
//
|
|
|
|
protected:
|
|
|
|
Integrator **integrator;
|
|
DMatrix breakPoints;
|
|
};
|
|
|
|
|
|
CLOSE_NAMESPACE_ACADO
|
|
|
|
|
|
|
|
#include <acado/dynamic_discretization/shooting_method.ipp>
|
|
|
|
|
|
#endif // ACADO_TOOLKIT_SHOOTING_METHOD_HPP
|
|
|
|
// end of file
|
|
|