All Classes Files Functions Variables
QuadraticProgram Class Reference

Provides a common interface to the wealth of QP solvers that we have kicking around. More...

Inheritance diagram for QuadraticProgram:
Collaboration diagram for QuadraticProgram:

Public Member Functions

function QuadraticProgram (Q, f, Ain, bin, Aeq, beq, x_lb, x_ub)
function solve (obj, x0, active)
function compareSolvers (obj, x0, solvers)
function objectiveAndNonlinearConstraints (obj, x)
function addNonlinearConstraint (obj, cnstr, xind, data_ind)
function addCost (obj, cnstr, xind, data_ind)
function addDecisionVariable (obj, num_new_vars, var_name)
function replaceCost (obj, cost, cost_idx, xind)
function setSolver (obj, solver)
- Public Member Functions inherited from NonlinearProgram
function NonlinearProgram (num_vars, x_name)
function addCompositeConstraints (obj, cnstr, xind, data_ind)
 add a CompositeConstraint to the object, change the constraint evalation of the program. More...
function addConstraint (obj, cnstr, varargin)
 obj = addConstraint(obj,cnstr,varargin) Queries the constraint type and calls the appropriate addConstraint method (e.g. More...
function addNonlinearConstraint (obj, cnstr, xind, data_ind)
 add a NonlinearConstraint to the object, change the constraint evalation of the program. More...
function addLinearConstraint (obj, cnstr, xind)
 add a LinearConstraint to the program More...
function addBoundingBoxConstraint (obj, cnstr, xind)
 add a BoundingBoxConstraint to the program More...
function addCost (obj, cnstr, xind, data_ind)
 Add a cost to the objective function. More...
function addQuadraticCost (obj, Q, x_desired, xind)
 helper function for the very common case of adding the objective g(x) = (x-xd)'Q(x-xd), Q = Q' >= 0 More...
function getArgumentArray (obj, x, xind)
 Retrieves the elements from the vector x related to xind and returns them as a cell array where: args{i} = x(xind{i}) More...
function nonlinearConstraints (obj, x)
 evaluate the nonlinear constraints More...
function objective (obj, x)
 return the value of the objective More...
function objectiveAndNonlinearConstraints (obj, x)
 evaluate the objective and the nonlinear constraints altogher More...
function addDecisionVariable (obj, num_new_vars, var_name)
 appending new decision variables to the end of the current decision variables More...
function replaceCost (obj, cost, cost_idx, xind)
 replace the cost_idx'th cost in the original problem with a new cost More...
function addSharedDataFunction (obj, user_fun, xind)
 Adds the specified shared data function to be evaluated within each iteration of the program. More...
function getNumSharedDataFunctions (obj)
function evaluateSharedDataFunctions (obj, x)
 Evaluate all shared data functions and return the data object. More...
function addDisplayFunction (obj, display_fun, indices)
 add a dispay function that gets called on every iteration of the algorithm More...
function setCheckGrad (obj, check_grad)
function setConstraintErrTol (obj, tol)
function setSolver (obj, solver)
function setSolverOptions (obj, solver, optionname, optionval)
function getNonlinearGradientSparsity (obj)
 This function sets the nonlinear sparsity vector iGfun and jGvar based on the nonlinear sparsity of the objective, nonlinear inequality constraints and nonlinear equality constraints. More...
function bounds (obj)
 return the bounds for all the objective function, nonlinear constraints and linear constraints More...
function solve (obj, x0)
function compareSolvers (obj, x0, solvers)
function isNonlinearConstraintID (obj, cnstr_id)
 Given an ID, determine if any of the nonlinear constraint obj.nlcon has that ID. More...
function isLinearConstraintID (obj, cnstr_id)
 Given an ID, determine if any of the linear constraint obj.lcon has that ID. More...
function isBoundingBoxConstraintID (obj, cnstr_id)
 Given an ID, determine if any of the bounding box constraint obj.bbcon has that ID. More...
function deleteConstraint (obj, delete_cnstr_id)
 delete a constraint from the program More...
function updateConstraint (obj, varargin)
 update a Constraint of the program. More...
function deleteNonlinearConstraint (obj, delete_cnstr_id)
 delete a nonlinear constraint from the program More...
function updateNonlinearConstraint (obj, varargin)
 updateNonlinearConstraint(obj,cnstr_id,cnstr,xind,data_ind) update the nonlinear constraint whose id=cnstr_id with a new Constraint object cnstr, the newly added Constraint cnstr has the ID new_cnstr_id More...
function deleteLinearConstraint (obj, delete_cnstr_id)
 delete the LinearConstraint obj.lcon{cnstr_idx} from the program More...
function updateLinearConstraint (obj, varargin)
 updateLinearConstraint(obj,cnstr_id,cnstr,xind) update the linear constraint whose id=cnstr_id with a new Constraint object cnstr, the newly added Constraint cnstr has the ID new_cnstr_id More...
function deleteBoundingBoxConstraint (obj, cnstr_id)
 delete the BoundingBoxConstraint in obj.bbcon with ID=cnstr_id from the program More...
function updateBoundingBoxConstraint (obj, varargin)
 updateBoundingBoxConstraint(obj,cnstr_id,cnstr,xind) update the BoundingBoxConstraint whose id=cnstr_id with a new BoundingBoxConstraint cnstr More...

Public Attributes

Property Q

Protected Member Functions

function gurobiQP (obj, active)
- Protected Member Functions inherited from NonlinearProgram
function snopt (obj, x0)
function fmincon (obj, x0)
 if (obj.num_cin + obj.num_ceq) nonlinearConstraints = .nonlinearConstraint; else nonlinearConstraints = []; end More...
function ipopt (obj, x0)
function setVarBounds (obj, lb, ub)
function mapSolverInfo (obj, exitflag, x)
 Based on the solver information and solution, re-map the info. More...

Additional Inherited Members

- Protected Attributes inherited from NonlinearProgram
Property num_vars
Property num_cin
Property num_ceq
Property Ain
Property bin
Property Ain_name
Property Aeq
Property beq
Property Aeq_name
Property cin_lb
Property cin_ub
Property cin_name
Property ceq_name
Property x_lb
Property x_ub
Property x_name
Property solver
Property solver_options
Property display_funs
Property display_fun_indices
Property check_grad
Property constraint_err_tol
 numerical gradient at the begining and end of the nonlinear optimization More...
Property nlcon
Property lcon
Property bbcon
Property cost
Property nlcon_xind
Property bbcon_xind
 nlcon{i}.eval(x(nlcon_xind{i}{1},x(nlcon_xind{i}{2},) cost_xind_cell % A cell array, cost_xind{i} is a cell array of int vectors recording the indices of x that is used in evaluating obj.cost{i} More...
Property shared_data_xind_cell
 a cell array like nlcon_xind, where shared_data_xind_cell{i} is a cell array of int vectors recording indices used in evaluating the shared_data_function More...
Property nlcon_dataind
 a cell array of function handles, each of which returns a data object so that shared_data{i} = shared_data_functions(x(shared_data_xind_cell{i}{1}),x(shared_data_xind_cell{i}{2}),) shared_data_functions More...
Property cost_dataind
Property iFfun
 2 if user has their own snopt in MATLAB path More...
Property iCinfun
Property iCeqfun

Detailed Description

Provides a common interface to the wealth of QP solvers that we have kicking around.

It attempts to solve the following formulation:

minimize_x (1/2 * x'Q'x + f'x) subject to Ain x <= bin Aeq x = beq x_lb<=x<=x_ub

solver  can be one of 'gurobi','fastQP','gurobi_mex' (coming soon: 'quadprog','cplex','mosek','snopt')
Return values
xthe optimal solution
fvalthe objective value at the optimal solution
infodepends on the solver. todo: make this consistent
activeactive set at termination of the algorithm

Constructor & Destructor Documentation

function QuadraticProgram ( Q  ,
Ain  ,
bin  ,
Aeq  ,
beq  ,
x_lb  ,
Return values

Member Function Documentation

function addCost ( obj  ,
cnstr  ,
xind  ,
cnstrA QuadraticConstraint
Return values
function addDecisionVariable ( obj  ,
num_new_vars  ,
Return values
function addNonlinearConstraint ( obj  ,
cnstr  ,
xind  ,
Return values
function compareSolvers ( obj  ,
x0  ,
Return values
function gurobiQP ( obj  ,
Return values
function objectiveAndNonlinearConstraints ( obj  ,
Return values
function replaceCost ( obj  ,
cost  ,
cost_idx  ,
Return values
function setSolver ( obj  ,
Return values
function solve ( obj  ,
x0  ,
Return values

Member Data Documentation

Property Q

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