unconstr_riccati_recursion.hpp

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#ifndef ROBOTOC_UNCONSTR_RICCATI_RECURSION_HPP_
#define ROBOTOC_UNCONSTR_RICCATI_RECURSION_HPP_
 
#include <vector>
 
#include "Eigen/Core"
 
#include "robotoc/robot/robot.hpp"
#include "robotoc/core/direction.hpp"
#include "robotoc/core/kkt_matrix.hpp"
#include "robotoc/core/kkt_residual.hpp"
#include "robotoc/ocp/ocp.hpp"
#include "robotoc/riccati/unconstr_riccati_factorizer.hpp"
#include "robotoc/riccati/split_riccati_factorization.hpp"
#include "robotoc/riccati/lqr_policy.hpp"
 
 
namespace robotoc {
 
using UnconstrRiccatiFactorization = std::vector<SplitRiccatiFactorization>;
 
class UnconstrRiccatiRecursion {
public:
  UnconstrRiccatiRecursion(const OCP& ocp);
 
  UnconstrRiccatiRecursion();
 
  ~UnconstrRiccatiRecursion() = default;
 
  UnconstrRiccatiRecursion(const UnconstrRiccatiRecursion&) = default;
 
  UnconstrRiccatiRecursion& operator=(const UnconstrRiccatiRecursion&) = default;
 
  UnconstrRiccatiRecursion(UnconstrRiccatiRecursion&&) noexcept = default;
 
  UnconstrRiccatiRecursion& operator=(UnconstrRiccatiRecursion&&) noexcept = default;
 
  void backwardRiccatiRecursion(KKTMatrix& kkt_matrix, KKTResidual& kkt_residual,
                                UnconstrRiccatiFactorization& factorization);
 
  void forwardRiccatiRecursion(const KKTResidual& kkt_residual, 
                               const UnconstrRiccatiFactorization& factorization,
                               Direction& d) const;
 
  const std::vector<LQRPolicy>& getLQRPolicy() const;
 
private:
  int N_;
  double dt_;
  UnconstrRiccatiFactorizer factorizer_;
  std::vector<LQRPolicy> lqr_policy_;
 
};
 
} // namespace robotoc
 
#endif // ROBOTOC_UNCONSTR_RICCATI_RECURSION_HPP_