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189 lines
6.0 KiB
189 lines
6.0 KiB
/*
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* This file is part of ACADO Toolkit.
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*
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* ACADO Toolkit -- A Toolkit for Automatic Control and Dynamic Optimization.
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* Copyright (C) 2008-2014 by Boris Houska, Hans Joachim Ferreau,
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* Milan Vukov, Rien Quirynen, KU Leuven.
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* Developed within the Optimization in Engineering Center (OPTEC)
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* under supervision of Moritz Diehl. All rights reserved.
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*
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* ACADO Toolkit 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 3 of the License, or (at your option) any later version.
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*
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* ACADO Toolkit 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 ACADO Toolkit; 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/acado/objective/lsq_term.hpp
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* \author Boris Houska, Hans Joachim Ferreau
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*
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*/
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#ifndef ACADO_TOOLKIT_LSQ_TERM_HPP
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#define ACADO_TOOLKIT_LSQ_TERM_HPP
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#include <acado/objective/objective_element.hpp>
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BEGIN_NAMESPACE_ACADO
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/**
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* \brief Stores and evaluates LSQ terms within optimal control problems.
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*
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* \ingroup BasicDataStructures
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*
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* The class LSQTerm allows to manage and evaluate least square objective functionals \n
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* of the general form: \n
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* \n
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* 0.5* sum_i || S(t_i) * ( h(t_i,x(t_i),u(t_i),p(t_i),...) - r(t_i) ) ||^2_2 \n
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* \n
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* Here the sum is over all grid points of the objective grid. The DMatrix S is assumed to \n
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* be symmetric and positive (semi-) definite. \n
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*
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* \author Boris Houska, Hans Joachim Ferreau
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*/
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class LSQTerm : public ObjectiveElement{
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//
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// PUBLIC MEMBER FUNCTIONS:
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//
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public:
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/** Default constructor. */
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LSQTerm( );
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/** Default constructor. */
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LSQTerm( const MatrixVariablesGrid *S_, /**< the weighting matrix */
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const Function& h , /**< the LSQ function */
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const VariablesGrid *r_ /**< the reference vectors */ );
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/** Copy constructor (deep copy). */
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LSQTerm( const LSQTerm& rhs );
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/** Destructor. */
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virtual ~LSQTerm( );
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/** Assignment operator (deep copy). */
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LSQTerm& operator=( const LSQTerm& rhs );
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// =======================================================================================
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//
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// INITIALIZATION ROUTINES
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//
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// =======================================================================================
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/** Sets the discretization grid. \n
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* \n
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* \return SUCCESSFUL_RETURN \n
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*/
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inline returnValue setGrid( const Grid &grid_ );
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// =======================================================================================
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//
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// EVALUATION ROUTINES
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//
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// =======================================================================================
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returnValue evaluate( const OCPiterate &x );
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/** Evaluates the objective gradient contribution from this term \n
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* and computes the corresponding exact hessian if hessian != 0 \n
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* \n
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* \return SUCCESSFUL_RETURN \n
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*/
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returnValue evaluateSensitivities( BlockMatrix *hessian );
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/** Evaluates the objective gradient contribution from this term \n
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* and computes the corresponding GN hessian approximation for \n
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* the case that GNhessian != 0. \n
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* \n
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* \return SUCCESSFUL_RETURN \n
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*/
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returnValue evaluateSensitivitiesGN( BlockMatrix *GNhessian );
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/** returns whether the constraint element is affine. */
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inline BooleanType isAffine();
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/** returns whether the constraint element is convex. */
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inline BooleanType isQuadratic();
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/** returns whether the constraint element is convex. */
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inline BooleanType isConvex();
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/** overwrites the reference vector r \n
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* \n
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* \return SUCCESSFUL_RETURN
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*/
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returnValue setReference( const VariablesGrid &ref );
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// =======================================================================================
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returnValue getWeigthingtMatrix( const unsigned _index, DMatrix& _matrix ) const;
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//
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// PROTECTED FUNCTIONS:
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//
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protected:
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//
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// DATA MEMBERS:
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//
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protected:
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MatrixVariablesGrid *S_temp ; /**< a symmetric weighting matrix */
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VariablesGrid *r_temp ; /**< a tracking reference */
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DMatrix *S ; /**< a symmetric weighting matrix */
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DVector *r ; /**< a tracking reference */
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double **S_h_res ; /**< specific intermediate results \n
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* to be stored for backward \n
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* differentiation \n
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*/
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};
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CLOSE_NAMESPACE_ACADO
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#include <acado/objective/lsq_term.ipp>
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#endif // ACADO_TOOLKIT_LSQ_TERM_HPP
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/*
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* end of file
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*/
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