quadratic_programming.hpp

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#pragma once
 
#include <EigenOpt/typedefs.hpp>
 
#include <Eigen/Dense>
#include <vector>
 
namespace EigenOpt {
 
namespace quadratic_programming {
 
 
template<class Scalar>
class Solver {
public:
  EigenOptTypedefs(Scalar);
 
  Solver(int xdim, int rdim, const Scalar& tolerance);
 
  template<class D1, class D2>
  Solver(
    const Eigen::EigenBase<D1>& Q,
    const Eigen::EigenBase<D2>& r,
    const Scalar& tolerance
  );
 
  template<class D1, class D2>
  void updateObjective(
    const Eigen::EigenBase<D1>& Q,
    const Eigen::EigenBase<D2>& r
  );
 
  void resetActiveSet();
 
  void clearConstraints();
 
 
  template<class D1, class D2>
  bool setConstraints(
    const Eigen::EigenBase<D1>& C,
    const Eigen::EigenBase<D2>& d
  );
 
 
  template<class D1, class D2, class D3, class D4>
  bool setConstraints(
    const Eigen::MatrixBase<D1>& A,
    const Eigen::MatrixBase<D2>& b,
    const Eigen::EigenBase<D3>& C,
    const Eigen::EigenBase<D4>& d
  );
 
 
  template<class D1, class D2>
  bool updateInequalities(
    const Eigen::EigenBase<D1>& C,
    const Eigen::EigenBase<D2>& d
  );
 
 
  template<class D>
  bool solve(Eigen::MatrixBase<D>& x);
 
private:
 
  template<class D>
  bool solveY(Eigen::MatrixBase<D>& y);
 
 
  template<class D>
  bool guess(Eigen::MatrixBase<D>& y);
 
 
  bool initActiveSet();
 
  const Scalar tol; 
  const int nx; 
  const int nr; 
  int ny; 
  int mi; 
  int me; 
 
  MatrixXs Q; 
  VectorXs r; 
 
  MatrixXs Z; 
  VectorXs xeq; 
 
  MatrixXs Qy; 
  VectorXs ry; 
  MatrixXs Cy; 
  VectorXs dy; 
  VectorXs yu; 
  VectorXs yk; 
 
  MatrixXs Ca; 
  VectorXs da; 
  std::vector<int> active; 
  std::vector<int> inactive; 
}; // class Solver
 
} // namespace quadratic_programming
 
} // namespace EigenOpt
 
 
#include "quadratic_programming.hxx"