robotoc::RiccatiRecursion Class Reference

Riccati recursion solver for optimal control problems. Solves the KKT system in linear time complexity w.r.t. the length of the horizon. More...

#include <riccati_recursion.hpp>

Public Member Functions
	RiccatiRecursion (const OCP &ocp, const double max_dts0=0.1)
	Construct a Riccati recursion solver. More...
	RiccatiRecursion ()
	Default constructor. More...
	~RiccatiRecursion ()=default
	Destructor. More...
	RiccatiRecursion (const RiccatiRecursion &)=default
	Default copy constructor. More...
RiccatiRecursion &	operator= (const RiccatiRecursion &)=default
	Default copy operator. More...
	RiccatiRecursion (RiccatiRecursion &&) noexcept=default
	Default move constructor. More...
RiccatiRecursion &	operator= (RiccatiRecursion &&) noexcept=default
	Default move assign operator. More...
void	setRegularization (const double max_dts0)
	Sets the regularization on the STO. More...
void	backwardRiccatiRecursion (const TimeDiscretization &time_discretization, KKTMatrix &kkt_matrix, KKTResidual &kkt_residual, RiccatiFactorization &factorization)
	Performs the backward Riccati recursion. More...
void	forwardRiccatiRecursion (const TimeDiscretization &time_discretization, const KKTMatrix &kkt_matrix, const KKTResidual &kkt_residual, const RiccatiFactorization &factorization, Direction &d) const
	Performs the backward Riccati recursion. More...
const aligned_vector< LQRPolicy > &	getLQRPolicy () const
	Gets of the LQR policies over the horizon. More...
void	resizeData (const TimeDiscretization &time_discretization)
	Resizes the internal data. More...

Detailed Description

Riccati recursion solver for optimal control problems. Solves the KKT system in linear time complexity w.r.t. the length of the horizon.

Constructor & Destructor Documentation

RiccatiRecursion() [1/4]

robotoc::RiccatiRecursion::RiccatiRecursion	(	const OCP &	ocp,
		const double	max_dts0 = 0.1
	)

Construct a Riccati recursion solver.

Parameters

[in]	ocp	Optimal control problem.
[in]	max_dts0	Maximum magnitude of the nominal direction of the switching time. Used in a heuristic regularization on the dynamic programming recursion. Must be positive. Default is 0.1.

RiccatiRecursion() [2/4]

robotoc::RiccatiRecursion::RiccatiRecursion

(

)

Default constructor.

~RiccatiRecursion()

robotoc::RiccatiRecursion::~RiccatiRecursion ( )

default

Destructor.

RiccatiRecursion() [3/4]

robotoc::RiccatiRecursion::RiccatiRecursion ( const RiccatiRecursion &  )

default

Default copy constructor.

RiccatiRecursion() [4/4]

robotoc::RiccatiRecursion::RiccatiRecursion ( RiccatiRecursion &&  )

defaultnoexcept

Default move constructor.

Member Function Documentation

backwardRiccatiRecursion()

void robotoc::RiccatiRecursion::backwardRiccatiRecursion	(	const TimeDiscretization &	time_discretization,
		KKTMatrix &	kkt_matrix,
		KKTResidual &	kkt_residual,
		RiccatiFactorization &	factorization
	)

Performs the backward Riccati recursion.

Parameters

[in]	time_discretization	Time discretization.
[in,out]	kkt_matrix	KKT matrix.
[in,out]	kkt_residual	KKT residual.
[in,out]	factorization	Riccati factorization.

forwardRiccatiRecursion()

void robotoc::RiccatiRecursion::forwardRiccatiRecursion	(	const TimeDiscretization &	time_discretization,
		const KKTMatrix &	kkt_matrix,
		const KKTResidual &	kkt_residual,
		const RiccatiFactorization &	factorization,
		Direction &	d
	)		const

Performs the backward Riccati recursion.

Parameters

[in]	time_discretization	Time discretization.
[in]	kkt_matrix	KKT matrix.
[in]	kkt_residual	KKT residual.
[in,out]	factorization	Riccati factorization.
[in]	d	Direction.

getLQRPolicy()

const aligned_vector< LQRPolicy > & robotoc::RiccatiRecursion::getLQRPolicy

(

)

const

Gets of the LQR policies over the horizon.

Returns

const reference to the LQR policies.

operator=() [1/2]

RiccatiRecursion & robotoc::RiccatiRecursion::operator= ( const RiccatiRecursion &  )

default

Default copy operator.

operator=() [2/2]

RiccatiRecursion & robotoc::RiccatiRecursion::operator= ( RiccatiRecursion &&  )

defaultnoexcept

Default move assign operator.

resizeData()

void robotoc::RiccatiRecursion::resizeData

(

const TimeDiscretization &

time_discretization

)

Resizes the internal data.

Parameters

[in]

time_discretization

Time discretization.

setRegularization()

void robotoc::RiccatiRecursion::setRegularization

(

const double

max_dts0

)

Sets the regularization on the STO.

Parameters

[in]

max_dts0

Maximum magnitude of the nominal direction of the switching time. Used in a heuristic regularization on the dynamic programming recursion. Must be positive.

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

• /github/workspace/include/robotoc/riccati/riccati_recursion.hpp