Drake
QuadraticConstraint Class Reference

lb <= .5 x'Qx + b'x <= ub Without loss of generality, the class stores a symmetric matrix Q. More...

#include <drake/solvers/constraint.h>

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Public Member Functions

template<typename DerivedQ , typename Derivedb >
 QuadraticConstraint (const Eigen::MatrixBase< DerivedQ > &Q0, const Eigen::MatrixBase< Derivedb > &b, double lb, double ub)
 Construct a quadratic constraint. More...
 
 ~QuadraticConstraint () override
 
virtual const Eigen::MatrixXd & Q () const
 The symmetric matrix Q, being the Hessian of this constraint. More...
 
virtual const Eigen::VectorXd & b () const
 
template<typename DerivedQ , typename DerivedB >
void UpdateCoefficients (const Eigen::MatrixBase< DerivedQ > &new_Q, const Eigen::MatrixBase< DerivedB > &new_b)
 Updates the quadratic and linear term of the constraint. More...
 
Does not allow copy, move, or assignment
 QuadraticConstraint (const QuadraticConstraint &)=delete
 
QuadraticConstraintoperator= (const QuadraticConstraint &)=delete
 
 QuadraticConstraint (QuadraticConstraint &&)=delete
 
QuadraticConstraintoperator= (QuadraticConstraint &&)=delete
 
- Public Member Functions inherited from Constraint
template<typename DerivedLB , typename DerivedUB >
 Constraint (int num_constraints, int num_vars, const Eigen::MatrixBase< DerivedLB > &lb, const Eigen::MatrixBase< DerivedUB > &ub, const std::string &description="")
 Constructs a constraint which has num_constraints rows, with an input num_vars x 1 vector. More...
 
 Constraint (int num_constraints, int num_vars)
 Constructs a constraint which has num_constraints rows, with an input num_vars x 1 vector, with no bounds. More...
 
bool CheckSatisfied (const Eigen::Ref< const Eigen::VectorXd > &x, double tol=1E-6) const
 Return whether this constraint is satisfied by the given value, x. More...
 
bool CheckSatisfied (const Eigen::Ref< const AutoDiffVecXd > &x, double tol=1E-6) const
 
const Eigen::VectorXd & lower_bound () const
 
const Eigen::VectorXd & upper_bound () const
 
size_t num_constraints () const
 Number of rows in the output constraint. More...
 
template<typename Derived >
void UpdateLowerBound (const Eigen::MatrixBase< Derived > &new_lb)
 Updates the lower bound. More...
 
template<typename Derived >
void UpdateUpperBound (const Eigen::MatrixBase< Derived > &new_ub)
 Updates the upper bound. More...
 
template<typename DerivedL , typename DerivedU >
void set_bounds (const Eigen::MatrixBase< DerivedL > &lower_bound, const Eigen::MatrixBase< DerivedU > &upper_bound)
 Set the upper and lower bounds of the constraint. More...
 
 Constraint (const Constraint &)=delete
 
Constraintoperator= (const Constraint &)=delete
 
 Constraint (Constraint &&)=delete
 
Constraintoperator= (Constraint &&)=delete
 
- Public Member Functions inherited from EvaluatorBase
virtual ~EvaluatorBase ()
 
void Eval (const Eigen::Ref< const Eigen::VectorXd > &x, Eigen::VectorXd &y) const
 Evaluates the expression with a scalar type of double. More...
 
void Eval (const Eigen::Ref< const AutoDiffVecXd > &x, AutoDiffVecXd &y) const
 Evaluates the expression with a scalar type of AutoDiffXd. More...
 
void set_description (const std::string &description)
 Set a human-friendly description for the evaluator. More...
 
const std::string & get_description () const
 Getter for a human-friendly description for the evaluator. More...
 
int num_vars () const
 Getter for the number of variables, namely the number of rows in x, as used in Eval(x, y). More...
 
int num_outputs () const
 Getter for the number of outputs, namely the number of rows in y, as used in Eval(x, y). More...
 
 EvaluatorBase (const EvaluatorBase &)=delete
 
EvaluatorBaseoperator= (const EvaluatorBase &)=delete
 
 EvaluatorBase (EvaluatorBase &&)=delete
 
EvaluatorBaseoperator= (EvaluatorBase &&)=delete
 

Static Public Attributes

static const int kNumConstraints = 1
 

Additional Inherited Members

- Protected Member Functions inherited from Constraint
virtual bool DoCheckSatisfied (const Eigen::Ref< const Eigen::VectorXd > &x, const double tol) const
 
virtual bool DoCheckSatisfied (const Eigen::Ref< const AutoDiffVecXd > &x, const double tol) const
 
- Protected Member Functions inherited from EvaluatorBase
 EvaluatorBase (int num_outputs, int num_vars, const std::string &description="")
 Constructs a evaluator. More...
 

Detailed Description

lb <= .5 x'Qx + b'x <= ub Without loss of generality, the class stores a symmetric matrix Q.

For a non-symmetric matrix Q₀, we can define Q = (Q₀ + Q₀ᵀ) / 2, since xᵀQ₀x = xᵀQ₀ᵀx = xᵀ*(Q₀+Q₀ᵀ)/2 *x. The first equality holds because the transpose of a scalar is the scalar itself. Hence we can always convert a non-symmetric matrix Q₀ to a symmetric matrix Q.

Constructor & Destructor Documentation

QuadraticConstraint ( const Eigen::MatrixBase< DerivedQ > &  Q0,
const Eigen::MatrixBase< Derivedb > &  b,
double  lb,
double  ub 
)
inline

Construct a quadratic constraint.

Template Parameters
DerivedQThe type for Q.
DerivedbThe type for b.
Parameters
Q0The square matrix. Notice that Q₀ does not have to be symmetric.
bThe linear coefficient.
lbThe lower bound.
ubThe upper bound.
~QuadraticConstraint ( )
inlineoverride

Member Function Documentation

virtual const Eigen::VectorXd& b ( ) const
inlinevirtual
QuadraticConstraint& operator= ( const QuadraticConstraint )
delete
QuadraticConstraint& operator= ( QuadraticConstraint &&  )
delete
virtual const Eigen::MatrixXd& Q ( ) const
inlinevirtual

The symmetric matrix Q, being the Hessian of this constraint.

void UpdateCoefficients ( const Eigen::MatrixBase< DerivedQ > &  new_Q,
const Eigen::MatrixBase< DerivedB > &  new_b 
)
inline

Updates the quadratic and linear term of the constraint.

The new matrices need to have the same dimension as before.

Parameters
new_Qnew quadratic term
new_bnew linear term

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Member Data Documentation

const int kNumConstraints = 1
static

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