File nlp_hpolyoracles.hpp

Defines

MAX_NR_TRIES

POLYTOL

template<typename VT, typename NT>
class HPolyOracleVariables : public VariableSet

#include <nlp_hpolyoracles.hpp>

Define the variable t we use in the optimization

Template Parameters:

• VT – Vector Type

• NT – Numeric Type

Public Functions

inline HPolyOracleVariables(NT t_prev, NT tb_, NT eta_ = -1)

inline void SetVariables(const VT &T) override

inline VectorXd GetValues() const override

inline VecBound GetBounds() const override

Public Members

NT t

NT tb

NT eta

template<typename VT, typename NT>
class HPolyOracleCost : public CostTerm

#include <nlp_hpolyoracles.hpp>

Define the cost function f(t) = t (ipopt takes minimization so it is -t)

Template Parameters:

• VT – Vector Type

• NT – Numeric Type

Public Functions

inline HPolyOracleCost(std::string method_)

inline NT GetCost() const override

inline void FillJacobianBlock(std::string var_set, Jacobian &jac) const override

Public Members

std::string method

template<typename MT, typename VT, typename NT, class bfunc>
class HPolyOracleFeasibility : public ConstraintSet

#include <nlp_hpolyoracles.hpp>

Define the feasibility constraint A p(t) <= b which we translate to (A * C) * Phi <= b

Template Parameters:

• MT – Matrix Type

• VT – Vector Type

• NT – Numeric Type

• bfunc – feasibility constraint type

Public Functions

inline HPolyOracleFeasibility(MT &C_, VT &b_, NT t0_, bfunc basis, bfunc basis_grad, std::string method_, int i, int ignore_facet_ = -1)

inline VecBound GetBounds() const override

inline VectorXd GetValues() const override

inline void FillJacobianBlock(std::string var_set, Jacobian &jac_block) const override

Public Members

MT &C

VT &b

bfunc phi

bfunc grad_phi

NT t0

int m

int M

std::string method

int index

int ignore_facet

template<typename Polytope, class bfunc>
struct IpoptHPolyoracle

#include <nlp_hpolyoracles.hpp>

Oracle that uses the COIN-OR ipopt solver

Template Parameters:

• Polytope – Polytope Type

• bfunc – feasibility constraint type

Public Types

typedef Polytope::MT MT

typedef Polytope::VT VT

typedef Polytope::NT NT

typedef Polytope::PointType Point

Public Functions

inline std::tuple<NT, Point, int> apply(NT t_prev, NT t0, NT eta, MT &A, VT &b, Polytope &P, std::vector<Point> &coeffs, bfunc phi, bfunc grad_phi, int ignore_facet = -1, std::string solution = "max_pos")

template<typename Polytope, class bfunc>
struct MPSolveHPolyoracle

#include <nlp_hpolyoracles.hpp>

Compute intersection of H-polytope P := Ax <= b with polynomial curve p(t) = sum a_j (t - t0)^j Uses the MPsolve library

Template Parameters:

• Polytope – Polytope Type

• bfunc – feasibility constraint type

Public Types

typedef Polytope::MT MT

typedef Polytope::VT VT

typedef Polytope::NT NT

typedef Polytope::PointType Point

Public Functions

inline std::tuple<NT, Point, int> apply(NT t_prev, NT t0, NT eta, MT &A, VT &b, Polytope &P, std::vector<Point> &coeffs, bfunc phi, bfunc grad_phi, int ignore_facet = -1, bool positive_real = true)

template<typename Polytope, class bfunc>
struct NewtonRaphsonHPolyoracle

#include <nlp_hpolyoracles.hpp>

Compute intersection of H-polytope P := Ax <= b with curve p(t) = sum a_j phi_j(t) where phi_j are basis functions (e.g. polynomials) Uses Newton-Raphson to solve the transcendental equation

Template Parameters:

• Polytope – Polytope Type

• bfunc – feasibility constraint type

Public Types

typedef Polytope::MT MT

typedef Polytope::VT VT

typedef Polytope::NT NT

typedef Polytope::PointType Point

Public Functions

inline std::tuple<NT, Point, int> apply(NT t_prev, NT t0, NT eta, MT &A, VT &b, Polytope &P, std::vector<Point> &coeffs, bfunc phi, bfunc grad_phi, int ignore_facet = -1)

namespace ifopt