slp::SQPMatrixCallbacks< Scalar > Struct Template Reference

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

Public Types
using	DenseVector = Eigen::Vector< Scalar, Eigen::Dynamic >
	Type alias for dense vector.
using	SparseMatrix = Eigen::SparseMatrix< Scalar >
	Type alias for sparse matrix.
using	SparseVector = Eigen::SparseVector< Scalar >
	Type alias for sparse vector.

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

Detailed Description

template<typename Scalar>
struct slp::SQPMatrixCallbacks< Scalar >

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

Template Parameters

Scalar

Scalar type.

Member Data Documentation

A_e

template<typename Scalar >

std::function<SparseMatrix(const DenseVector& x)> slp::SQPMatrixCallbacks< Scalar >::A_e

Equality constraint Jacobian ∂cₑ/∂x getter.

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

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

c_e

template<typename Scalar >

std::function<DenseVector(const DenseVector& x)> slp::SQPMatrixCallbacks< Scalar >::c_e

Equality constraint value cₑ(x) getter.

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

f

template<typename Scalar >

std::function<Scalar(const DenseVector& x)> slp::SQPMatrixCallbacks< Scalar >::f

Cost function value f(x) getter.

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

g

template<typename Scalar >

std::function<SparseVector(const DenseVector& x)> slp::SQPMatrixCallbacks< Scalar >::g

Cost function gradient ∇f(x) getter.

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

H

template<typename Scalar >

std::function<SparseMatrix(const DenseVector& x, const DenseVector& y)> slp::SQPMatrixCallbacks< Scalar >::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_matrix_callbacks.hpp