smooth::feedback::QPSolver< Pbm > Class Template Reference

Solver for quadratic programs. More...

#include <qp_solver.hpp>

Public Member Functions
	QPSolver (const QPSolverParams &prm={})
	Default constructor. More...
	QPSolver (const Pbm &pbm, const QPSolverParams &prm={})
	Construct and allocate working memory. More...
	QPSolver (const QPSolver &)=default
	Default copy constructor.
	QPSolver (QPSolver &&) noexcept=default
	Default move constructor.
QPSolver &	operator= (const QPSolver &)=default
	Default copy assignment.
QPSolver &	operator= (QPSolver &&) noexcept=default
	Default move assignment.
	~QPSolver ()=default
	Default destructor.
const QPSolution< M, N, Scalar > &	sol () const
	Access most recent QP solution. More...
void	analyze (const Pbm &pbm)
	Prepare for solving problems. More...
const QPSolution< M, N, Scalar > &	solve (const Pbm &pbm, std::optional< std::reference_wrapper< const QPSolution< M, N, Scalar > > > warmstart={})
	Solve quadratic program. More...

Protected Member Functions
std::optional< QPSolutionStatus >	check_stopping (const Pbm &pbm)
	Check stopping criteria for solver. More...
void	scale (const Pbm &pbm)
	Re-scale QP. More...

Detailed Description

template<typename Pbm>
class smooth::feedback::QPSolver< Pbm >

Solver for quadratic programs.

Use this class to efficiently solve many QPs with the same problem structure.

For one-off QPs, see solve_qp().

Definition at line 243 of file qp_solver.hpp.

Constructor & Destructor Documentation

QPSolver() [1/2]

template<typename Pbm >

smooth::feedback::QPSolver< Pbm >::QPSolver ( const QPSolverParams &  prm = {} )

inline

Default constructor.

Definition at line 267 of file qp_solver.hpp.

QPSolver() [2/2]

template<typename Pbm >

smooth::feedback::QPSolver< Pbm >::QPSolver ( const Pbm &  pbm, const QPSolverParams &  prm = {}  )

inline

Construct and allocate working memory.

Parameters

pbm	template problem.

Memory is allocated for solving problems with same structure as pbm.

Definition at line 276 of file qp_solver.hpp.

Member Function Documentation

analyze()

template<typename Pbm >

void smooth::feedback::QPSolver< Pbm >::analyze ( const Pbm &  pbm )

inline

Prepare for solving problems.

Definition at line 297 of file qp_solver.hpp.

check_stopping()

template<typename Pbm >

std::optional< QPSolutionStatus > smooth::feedback::QPSolver< Pbm >::check_stopping ( const Pbm &  pbm )

inlineprotected

Check stopping criteria for solver.

Definition at line 574 of file qp_solver.hpp.

scale()

template<typename Pbm >

void smooth::feedback::QPSolver< Pbm >::scale ( const Pbm &  pbm )

inlineprotected

Re-scale QP.

The scaled problem is defined as

• \( P_s = c S_x P S_x \),
• \( q_s = c q S_x \),
• \( A_s = S_y A S_x \),
• \( l_s = S_y l \),
• \( u_s = S_y u \),

where Sx = diag(sx), Sy = diag(sy).

The relation between scaled variables and original variables are

• Primal: \( x_s = S_x^{-1} x \),
• Dual: \( y_s = c S_y^{-1} y \).

The objective of the rescaling is the make the columns of

\[ \begin{bmatrix} \bar P & \bar A^T \\ \bar A & 0 \end{bmatrix} \]

have similar \( l_\infty \) norm, and similarly for the columns of

\[ \begin{bmatrix} \bar P & \bar q \end{bmatrix}. \]

Definition at line 673 of file qp_solver.hpp.

sol()

template<typename Pbm >

const QPSolution< M, N, Scalar > & smooth::feedback::QPSolver< Pbm >::sol ( ) const

inline

Access most recent QP solution.

Definition at line 292 of file qp_solver.hpp.

solve()

template<typename Pbm >

const QPSolution< M, N, Scalar > & smooth::feedback::QPSolver< Pbm >::solve ( const Pbm &  pbm, std::optional< std::reference_wrapper< const QPSolution< M, N, Scalar > > >  warmstart = {}  )

inline

Solve quadratic program.

Definition at line 344 of file qp_solver.hpp.

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

• include/smooth/feedback/qp_solver.hpp