HQP  1.9.6
Omu_Program Class Referenceabstract

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

#include <Omu_Program.h>

Inheritance diagram for Omu_Program:
[legend]

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: