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108 lines
3.4 KiB
108 lines
3.4 KiB
8 years ago
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/*
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* This file is part of qpOASES.
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*
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* qpOASES -- An Implementation of the Online Active Set Strategy.
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* Copyright (C) 2007-2008 by Hans Joachim Ferreau et al. All rights reserved.
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*
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* qpOASES is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* qpOASES is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with qpOASES; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
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*
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*/
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/**
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* \file INCLUDE/EXTRAS/SolutionAnalysis.hpp
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* \author Milan Vukov, Boris Houska, Hans Joachim Ferreau
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* \version 1.3embedded
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* \date 2012
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*
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* Solution analysis class, based on a class in the standard version of the qpOASES
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*/
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//
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#ifndef QPOASES_SOLUTIONANALYSIS_HPP
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#define QPOASES_SOLUTIONANALYSIS_HPP
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#include <QProblem.hpp>
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/** Enables the computation of variance as is in the standard version of qpOASES */
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#define QPOASES_USE_OLD_VERSION 0
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#if QPOASES_USE_OLD_VERSION
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#define KKT_DIM (2 * NVMAX + NCMAX)
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#endif
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class SolutionAnalysis
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{
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public:
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/** Default constructor. */
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SolutionAnalysis( );
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/** Copy constructor (deep copy). */
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SolutionAnalysis( const SolutionAnalysis& rhs /**< Rhs object. */
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);
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/** Destructor. */
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~SolutionAnalysis( );
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/** Copy asingment operator (deep copy). */
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SolutionAnalysis& operator=( const SolutionAnalysis& rhs /**< Rhs object. */
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);
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/** A routine for computation of inverse of the Hessian matrix. */
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returnValue getHessianInverse(
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QProblem* qp, /** QP */
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real_t* hessianInverse /** Inverse of the Hessian matrix*/
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);
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/** A routine for computation of inverse of the Hessian matrix. */
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returnValue getHessianInverse( QProblemB* qp, /** QP */
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real_t* hessianInverse /** Inverse of the Hessian matrix*/
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);
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#if QPOASES_USE_OLD_VERSION
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returnValue getVarianceCovariance(
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QProblem* qp,
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real_t* g_b_bA_VAR,
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real_t* Primal_Dual_VAR
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);
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#endif
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private:
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real_t delta_g_cov[ NVMAX ]; /** A covariance-vector of g */
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real_t delta_lb_cov[ NVMAX ]; /** A covariance-vector of lb */
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real_t delta_ub_cov[ NVMAX ]; /** A covariance-vector of ub */
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real_t delta_lbA_cov[ NCMAX_ALLOC ]; /** A covariance-vector of lbA */
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real_t delta_ubA_cov[ NCMAX_ALLOC ]; /** A covariance-vector of ubA */
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#if QPOASES_USE_OLD_VERSION
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real_t K[KKT_DIM * KKT_DIM]; /** A matrix to store an intermediate result */
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#endif
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int FR_idx[ NVMAX ]; /** Index array for free variables */
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int FX_idx[ NVMAX ]; /** Index array for fixed variables */
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int AC_idx[ NCMAX_ALLOC ]; /** Index array for active constraints */
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real_t delta_xFR[ NVMAX ]; /** QP reaction, primal, w.r.t. free */
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real_t delta_xFX[ NVMAX ]; /** QP reaction, primal, w.r.t. fixed */
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real_t delta_yAC[ NVMAX ]; /** QP reaction, dual, w.r.t. active */
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real_t delta_yFX[ NVMAX ]; /** QP reaction, dual, w.r.t. fixed*/
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};
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#endif // QPOASES_SOLUTIONANALYSIS_HPP
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