Interface for a multi-stage optimization problem. More...

#include <Omu_Program.h>

Inheritance diagram for Omu_Program:

Public Member Functions
	Omu_Program ()
	constructor

virtual	~Omu_Program ()
	destructor

virtual void	setup_stages (IVECP ks, VECP ts)
	Setup stages and time sampling. More...

virtual void	setup (int k, Omu_VariableVec &x, Omu_VariableVec &u, Omu_VariableVec &c)=0
	Allocate states x, control parameters u, and constraints c for stage k. More...

virtual void	init_simulation (int k, Omu_VariableVec &x, Omu_VariableVec &u)
	Initialize problem variables using simulation. More...

virtual void	update (int kk, const adoublev &x, const adoublev &u, adoublev &f, adouble &f0, adoublev &c)
	High-level update for the optimization criterion, constraints, and discrete state equations.

virtual void	consistic (int kk, double t, const adoublev &x, const adoublev &u, adoublev &xt)
	High-level consistic (consistent initial conditions) routine for the initialization of continuous-time states from optimization variables x and u. More...

Detailed Description

Interface for a multi-stage optimization problem.

The problem may be defined in a derived class by overloading the appropriate methods. The problem may contain discrete-time and continuous-time equations. It may be formulated using ADOL-C for automatic differentiation (defining the high-level methods) or by providing structural information and derivatives manually (defining the low-level methods).

Member Function Documentation

virtual void Omu_Program::consistic	(	int	kk,
		double	t,
		const adoublev &	x,
		const adoublev &	u,
		adoublev &	xt
	)

virtual

High-level consistic (consistent initial conditions) routine for the initialization of continuous-time states from optimization variables x and u.

The routine is called via the default low-level version before the first call to continuous in each sample period. The default implementation copies x to xt.

virtual void Omu_Program::init_simulation	(	int	k,
		Omu_VariableVec &	x,
		Omu_VariableVec &	u
	)

virtual

Initialize problem variables using simulation.

A problem specification may set state variables x and/or control parameters u prior to the evaluation of stage k. The default version causes an initial value simulation based on initial values given in setup.

Reimplemented in Prg_SFunctionOpt, and Prg_SFunctionEst.

virtual void Omu_Program::setup	(	int	k,
		Omu_VariableVec &	x,
		Omu_VariableVec &	u,
		Omu_VariableVec &	c
	)

pure virtual

Allocate states x, control parameters u, and constraints c for stage k.

Additionally setup bounds and initial values.

Implemented in Prg_SFunctionOpt, and Prg_SFunctionEst.

virtual void Omu_Program::setup_stages	(	IVECP	ks,
		VECP	ts
	)

virtual

Setup stages and time sampling.

The default implementation sets up an optimization problem without stages.

Reimplemented in Prg_SFunctionOpt, and Prg_SFunctionEst.

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

Omu_Program.h

Public Member Functions

Detailed Description

Member Function Documentation