slp::SQPMatrixCallbacks Struct Reference

#include <sleipnir/optimization/solver/sqp.hpp>

Public Attributes
std::function< double(const Eigen::VectorXd &x)>	f
std::function< Eigen::SparseVector< double >(const Eigen::VectorXd &x)>	g
std::function< Eigen::SparseMatrix< double >(const Eigen::VectorXd &x, const Eigen::VectorXd &y)>	H
std::function< Eigen::VectorXd(const Eigen::VectorXd &x)>	c_e
std::function< Eigen::SparseMatrix< double >(const Eigen::VectorXd &x)>	A_e

Detailed Description

Matrix callbacks for the Sequential Quadratic Programming (SQP) solver.

Member Data Documentation

A_e

std::function<Eigen::SparseMatrix<double>(const Eigen::VectorXd& x)> slp::SQPMatrixCallbacks::A_e

Equality constraint Jacobian ∂cₑ/∂x getter.

///         [∇ᵀcₑ₁(xₖ)]
/// Aₑ(x) = [∇ᵀcₑ₂(xₖ)]
///         [    ⋮    ]
///         [∇ᵀcₑₘ(xₖ)]
/// 

<table>
  <tr>
    <th>Variable</th>
    <th>Rows</th>
    <th>Columns</th>
  </tr>
  <tr>
    <td>x</td>
    <td>num_decision_variables</td>
    <td>1</td>
  </tr>
  <tr>
    <td>Aₑ(x)</td>
    <td>num_equality_constraints</td>
    <td>num_decision_variables</td>
  </tr>
</table> 

c_e

std::function<Eigen::VectorXd(const Eigen::VectorXd& x)> slp::SQPMatrixCallbacks::c_e

Equality constraint value cₑ(x) getter.

Variable	Rows	Columns
x	num_decision_variables	1
cₑ(x)	num_equality_constraints	1

f

std::function<double(const Eigen::VectorXd& x)> slp::SQPMatrixCallbacks::f

Cost function value f(x) getter.

Variable	Rows	Columns
x	num_decision_variables	1
f(x)	1	1

g

std::function<Eigen::SparseVector<double>(const Eigen::VectorXd& x)> slp::SQPMatrixCallbacks::g

Cost function gradient ∇f(x) getter.

Variable	Rows	Columns
x	num_decision_variables	1
∇f(x)	num_decision_variables	1

H

std::function<Eigen::SparseMatrix<double>(const Eigen::VectorXd& x, const Eigen::VectorXd& y)> slp::SQPMatrixCallbacks::H

Lagrangian Hessian ∇ₓₓ²L(x, y) getter.

L(xₖ, yₖ) = f(xₖ) − yₖᵀcₑ(xₖ)

Variable	Rows	Columns
x	num_decision_variables	1
y	num_equality_constraints	1
∇ₓₓ²L(x, y)	num_decision_variables	num_decision_variables

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The documentation for this struct was generated from the following file:

• include/sleipnir/optimization/solver/sqp.hpp