robotoc::pdipm Namespace Reference

Functions
void	setSlackAndDualPositive (const double barrier_param, ConstraintComponentData &data)
	Sets the slack and dual variables positive. More...
void	computeComplementarySlackness (const double barrier_param, ConstraintComponentData &data)
	Computes the residual in the complementarity slackness between the slack and dual variables. More...
void	computeComplementarySlackness (const double barrier_param, ConstraintComponentData &data, const int start, const int size)
	Computes the residual in the complementarity slackness between the slack and dual variables. More...
template<int Size>
void	computeComplementarySlackness (const double barrier_param, ConstraintComponentData &data, const int start)
	Computes the residual in the complementarity slackness between the slack and dual variables. More...
double	computeComplementarySlackness (const double barrier_param, const double slack, const double dual)
	Computes the residual in the complementarity slackness between the slack and dual variables. More...
void	computeCondensingCoeffcient (ConstraintComponentData &data)
	Computes the coefficient of the condensing. More...
void	computeCondensingCoeffcient (ConstraintComponentData &data, const int start, const int size)
	Computes the coefficient of the condensing. More...
template<int Size>
void	computeCondensingCoeffcient (ConstraintComponentData &data, const int start)
	Computes the coefficient of the condensing. More...
double	computeCondensingCoeffcient (const double slack, const double dual, const double residual, const double cmpl)
	Computes the residual in the complementarity slackness between the slack and dual variables. More...
double	fractionToBoundarySlack (const double fraction_rate, const ConstraintComponentData &data)
	Applies the fraction-to-boundary-rule to the directions of the slack variables. More...
double	fractionToBoundaryDual (const double fraction_rate, const ConstraintComponentData &data)
	Applies the fraction-to-boundary-rule to the directions of the dual variables. More...
double	fractionToBoundary (const int dim, const double fraction_rate, const Eigen::VectorXd &vec, const Eigen::VectorXd &dvec)
	Applies the fraction-to-boundary-rule. More...
double	fractionToBoundary (const double fraction_rate, const double var, const double dvar)
	Applies the fraction-to-boundary-rule. More...
void	computeDualDirection (ConstraintComponentData &data)
	Computes the direction of the dual variable from slack, primal residual, complementary slackness, and the direction of the slack. More...
void	computeDualDirection (ConstraintComponentData &data, const int start, const int size)
	Computes the direction of the dual variable from slack, primal residual, complementary slackness, and the direction of the slack. More...
template<int Size>
void	computeDualDirection (ConstraintComponentData &data, const int start)
	Computes the direction of the dual variable from slack, primal residual, complementary slackness, and the direction of the slack. More...
double	computeDualDirection (const double slack, const double dual, const double dslack, const double cmpl)
	Computes the direction of the dual variable from slack, primal residual, complementary slackness, and the direction of the slack. More...
template<typename VectorType >
double	logBarrier (const double barrier_param, const Eigen::MatrixBase< VectorType > &vec)
	Computes the log barrier function. More...

Function Documentation

computeComplementarySlackness() [1/4]

double robotoc::pdipm::computeComplementarySlackness ( const double  barrier_param, const double  slack, const double  dual  )

inline

Computes the residual in the complementarity slackness between
the slack and dual variables.

Parameters

[in]	barrier_param	Barrier parameter. Must be positive.
[in]	slack	An element of the slack variable.
[in]	dual	An element of the dual variable.

Returns

The complementarity slackness between the slack and dual variables.

computeComplementarySlackness() [2/4]

void robotoc::pdipm::computeComplementarySlackness ( const double  barrier_param, ConstraintComponentData &  data  )

inline

Computes the residual in the complementarity slackness between
the slack and dual variables.

Parameters

[in]	barrier_param	Barrier parameter. Must be positive.
[in,out]	data	Constraint component data.

computeComplementarySlackness() [3/4]

template<int Size>

void robotoc::pdipm::computeComplementarySlackness ( const double  barrier_param, ConstraintComponentData &  data, const int  start  )

inline

Computes the residual in the complementarity slackness between
the slack and dual variables.

Parameters

[in]	barrier_param	Barrier parameter. Must be positive.
[in,out]	data	Constraint data.
[in]	start	Start position of the segment.

Template Parameters

Size	Size of the segment.

computeComplementarySlackness() [4/4]

void robotoc::pdipm::computeComplementarySlackness ( const double  barrier_param, ConstraintComponentData &  data, const int  start, const int  size  )

inline

Computes the residual in the complementarity slackness between
the slack and dual variables.

Parameters

[in]	barrier_param	Barrier parameter. Must be positive.
[in,out]	data	Constraint data.
[in]	start	Start position of the segment.
[in]	size	Size of the segment.

computeCondensingCoeffcient() [1/4]

double robotoc::pdipm::computeCondensingCoeffcient ( const double  slack, const double  dual, const double  residual, const double  cmpl  )

inline

Computes the residual in the complementarity slackness between
the slack and dual variables.

Parameters

[in]	slack	An element of the slack variable.
[in]	dual	An element of the dual variable.
[in]	residual	An element of the primal residual.
[in]	cmpl	An element of the complementarity slackness.

Returns

Coefficient of the condensing.

computeCondensingCoeffcient() [2/4]

void robotoc::pdipm::computeCondensingCoeffcient ( ConstraintComponentData &  data )

inline

Computes the coefficient of the condensing.

Parameters

[in,out]

data

Constraint component data.

computeCondensingCoeffcient() [3/4]

template<int Size>

void robotoc::pdipm::computeCondensingCoeffcient ( ConstraintComponentData &  data, const int  start  )

inline

Computes the coefficient of the condensing.

Parameters

[in,out]	data	Constraint data.
[in]	start	Start position of the segment.

Template Parameters

Size	Size of the segment.

computeCondensingCoeffcient() [4/4]

void robotoc::pdipm::computeCondensingCoeffcient ( ConstraintComponentData &  data, const int  start, const int  size  )

inline

Computes the coefficient of the condensing.

Parameters

[in,out]	data	Constraint data.
[in]	start	Start position of the segment.
[in]	size	Size of the segment.

computeDualDirection() [1/4]

double robotoc::pdipm::computeDualDirection ( const double  slack, const double  dual, const double  dslack, const double  cmpl  )

inline

Computes the direction of the dual variable from slack, primal residual, complementary slackness, and the direction of the slack.

Parameters

[in]	slack	The slack variable.
[in]	dual	The dual variable.
[in]	dslack	The direction of the slack variable.
[in]	cmpl	The complementary slackness.

Returns

The direction of the dual variable.

computeDualDirection() [2/4]

void robotoc::pdipm::computeDualDirection ( ConstraintComponentData &  data )

inline

Computes the direction of the dual variable from slack, primal residual, complementary slackness, and the direction of the slack.

Parameters

[in,out]

data

Constraint component data.

computeDualDirection() [3/4]

template<int Size>

void robotoc::pdipm::computeDualDirection ( ConstraintComponentData &  data, const int  start  )

inline

Computes the direction of the dual variable from slack, primal residual, complementary slackness, and the direction of the slack.

Parameters

[in,out]	data	Constraint data.
[in]	start	Start position of the segment.

computeDualDirection() [4/4]

void robotoc::pdipm::computeDualDirection ( ConstraintComponentData &  data, const int  start, const int  size  )

inline

Computes the direction of the dual variable from slack, primal residual, complementary slackness, and the direction of the slack.

Parameters

[in,out]	data	Constraint data.
[in]	start	Start position of the segment.
[in]	size	Size of the segment.

fractionToBoundary() [1/2]

double robotoc::pdipm::fractionToBoundary ( const double  fraction_rate, const double  var, const double  dvar  )

inline

Applies the fraction-to-boundary-rule.

Parameters

[in]	fraction_rate	Must be larger than 0 and smaller than 1. Should be between 0.9 and 0.995.
[in]	var	A variable.
[in]	dvar	A direction the variable.

Returns

Fraction-to-boundary of dvec.

fractionToBoundary() [2/2]

double robotoc::pdipm::fractionToBoundary ( const int  dim, const double  fraction_rate, const Eigen::VectorXd &  vec, const Eigen::VectorXd &  dvec  )

inline

Applies the fraction-to-boundary-rule.

Parameters

[in]	dim	Dimension of vec and dvec.
[in]	fraction_rate	Must be larger than 0 and smaller than 1. Should be between 0.9 and 0.995.
[in]	vec	A vector.
[in]	dvec	A direction vector of vec.

Returns

Fraction-to-boundary of dvec.

fractionToBoundaryDual()

double robotoc::pdipm::fractionToBoundaryDual ( const double  fraction_rate, const ConstraintComponentData &  data  )

inline

Applies the fraction-to-boundary-rule to the directions of the dual variables.

Parameters

[in]	fraction_rate	Must be larger than 0 and smaller than 1. Should be between 0.9 and 0.995.
[in]	data	Constraint component data.

Returns

Fraction-to-boundary of the direction of the dual variables.

fractionToBoundarySlack()

double robotoc::pdipm::fractionToBoundarySlack ( const double  fraction_rate, const ConstraintComponentData &  data  )

inline

Applies the fraction-to-boundary-rule to the directions of the slack variables.

Parameters

[in]	fraction_rate	Must be larger than 0 and smaller than 1. Should be between 0.9 and 0.995.
[in]	data	Constraint component data.

Returns

Fraction-to-boundary of the direction of the slack variables.

logBarrier()

template<typename VectorType >

double robotoc::pdipm::logBarrier ( const double  barrier_param, const Eigen::MatrixBase< VectorType > &  vec  )

inline

Computes the log barrier function.

Parameters

[in]	barrier_param	Barrier parameter. Must be positive.
[in]	vec	Argument of the log function. All the components must be positive.

Returns

log barrier function.

setSlackAndDualPositive()

void robotoc::pdipm::setSlackAndDualPositive ( const double  barrier_param, ConstraintComponentData &  data  )

inline

Sets the slack and dual variables positive.

Parameters

[in]	barrier_param	Barrier parameter. Must be positive.
[in,out]	data	Constraint component data.