slp::SQPMatrixCallbacks< Scalar > Struct Template Reference

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

Public Attributes
std::function< Scalar(const Eigen::Vector< Scalar, Eigen::Dynamic > &x)>	f
std::function< Eigen::SparseVector< Scalar >(const Eigen::Vector< Scalar, Eigen::Dynamic > &x)>	g
std::function< Eigen::SparseMatrix< Scalar >(const Eigen::Vector< Scalar, Eigen::Dynamic > &x, const Eigen::Vector< Scalar, Eigen::Dynamic > &y)>	H
std::function< Eigen::Vector< Scalar, Eigen::Dynamic >(const Eigen::Vector< Scalar, Eigen::Dynamic > &x)>	c_e
std::function< Eigen::SparseMatrix< Scalar >(const Eigen::Vector< Scalar, Eigen::Dynamic > &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<Eigen::SparseMatrix<Scalar>( const Eigen::Vector<Scalar, Eigen::Dynamic>& x)> slp::SQPMatrixCallbacks< Scalar >::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

template<typename Scalar >

std::function<Eigen::Vector<Scalar, Eigen::Dynamic>( const Eigen::Vector<Scalar, Eigen::Dynamic>& 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 Eigen::Vector<Scalar, Eigen::Dynamic>& 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<Eigen::SparseVector<Scalar>( const Eigen::Vector<Scalar, Eigen::Dynamic>& 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<Eigen::SparseMatrix<Scalar>( const Eigen::Vector<Scalar, Eigen::Dynamic>& x, const Eigen::Vector<Scalar, Eigen::Dynamic>& 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