riccati_factorizer.hpp File Reference

#include "Eigen/Core"
#include "Eigen/LU"
#include "robotoc/robot/robot.hpp"
#include "robotoc/core/split_kkt_matrix.hpp"
#include "robotoc/core/split_kkt_residual.hpp"
#include "robotoc/core/split_direction.hpp"
#include "robotoc/riccati/split_riccati_factorization.hpp"
#include "robotoc/riccati/lqr_policy.hpp"
#include "robotoc/riccati/sto_policy.hpp"
#include "robotoc/riccati/backward_riccati_recursion_factorizer.hpp"
#include "robotoc/riccati/split_constrained_riccati_factorization.hpp"
#include <limits>
#include <cmath>

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Classes
class	robotoc::RiccatiFactorizer
	Riccati factorizer. More...

Namespaces
namespace	robotoc

Functions
void	robotoc::forwardRiccatiRecursion (const SplitKKTMatrix &kkt_matrix, const SplitKKTResidual &kkt_residual, const LQRPolicy &lqr_policy, SplitDirection &d, SplitDirection &d_next, const bool sto, const bool has_next_sto_phase)
	Performs the forward Riccati recursion and computes the state direction. More...
void	robotoc::forwardRiccatiRecursion (const SplitKKTMatrix &kkt_matrix, const SplitKKTResidual &kkt_residual, const SplitDirection &d, SplitDirection &d_next)
	Performs the forward Riccati recursion and computes the state direction. More...
void	robotoc::computeSwitchingTimeDirection (const STOPolicy &sto_policy, SplitDirection &d, const bool has_prev_sto_phase)
	Computes the switching time direction. More...
void	robotoc::computeCostateDirection (const SplitRiccatiFactorization &riccati, SplitDirection &d, const bool sto, const bool has_next_sto_phase)
	Computes the Newton direction of the costate. More...
void	robotoc::computeCostateDirection (const SplitRiccatiFactorization &riccati, SplitDirection &d, const bool sto)
	Computes the Newton direction of the costate. More...
void	robotoc::computeLagrangeMultiplierDirection (const SplitRiccatiFactorization &riccati, SplitDirection &d, const bool sto, const bool has_next_sto_phase)
	Computes the Newton direction of the Lagrange multiplier with respect to the switching constraint. More...