Drake
Drake C++ Documentation

Detailed Description

Implements a polyhedral convex set using the half-space representation: {x| A x ≤ b}.

Note: This set may be unbounded.

By convention, we treat a zero-dimensional HPolyhedron as nonempty.

#include <drake/geometry/optimization/hpolyhedron.h>

Public Member Functions

 HPolyhedron ()
 Constructs a default (zero-dimensional, nonempty) polyhedron. More...
 
 HPolyhedron (const Eigen::Ref< const Eigen::MatrixXd > &A, const Eigen::Ref< const Eigen::VectorXd > &b)
 Constructs the polyhedron. More...
 
 HPolyhedron (const QueryObject< double > &query_object, GeometryId geometry_id, std::optional< FrameId > reference_frame=std::nullopt)
 Constructs a new HPolyhedron from a SceneGraph geometry and pose in the reference_frame frame, obtained via the QueryObject. More...
 
 HPolyhedron (const VPolytope &vpoly, double tol=1e-9)
 Constructs a new HPolyedron from a VPolytope object. More...
 
 HPolyhedron (const solvers::MathematicalProgram &prog)
 Constructs a new HPolyhedron describing the feasible set of a linear program prog. More...
 
 ~HPolyhedron () final
 
const Eigen::MatrixXd & A () const
 Returns the half-space representation matrix A. More...
 
const Eigen::VectorXd & b () const
 Returns the half-space representation vector b. More...
 
bool ContainedIn (const HPolyhedron &other, double tol=1E-9) const
 Returns true iff this HPolyhedron is entirely contained in the HPolyhedron other. More...
 
HPolyhedron Intersection (const HPolyhedron &other, bool check_for_redundancy=false, double tol=1E-9) const
 Constructs the intersection of two HPolyhedron by adding the rows of inequalities from other. More...
 
std::set< intFindRedundant (double tol=1E-9) const
 Finds the redundant inequalities in this polyhedron. More...
 
HPolyhedron ReduceInequalities (double tol=1E-9) const
 Reduces some (not necessarily all) redundant inequalities in the HPolyhedron. More...
 
HPolyhedron SimplifyByIncrementalFaceTranslation (double min_volume_ratio=0.1, bool do_affine_transformation=true, int max_iterations=10, const Eigen::MatrixXd &points_to_contain=Eigen::MatrixXd(), const std::vector< drake::geometry::optimization::HPolyhedron > &intersecting_polytopes=std::vector< HPolyhedron >(), bool keep_whole_intersection=false, double intersection_padding=1e-4, int random_seed=0) const
 Returns an inner approximation of this, aiming to use fewer faces. More...
 
HPolyhedron MaximumVolumeInscribedAffineTransformation (const HPolyhedron &circumbody) const
 Solves a semi-definite program to compute the maximum-volume affine transformation of this, subject to being a subset of circumbody, and subject to the transformation matrix being positive semi-definite. More...
 
Hyperellipsoid MaximumVolumeInscribedEllipsoid () const
 Solves a semi-definite program to compute the inscribed ellipsoid. More...
 
Eigen::VectorXd ChebyshevCenter () const
 Solves a linear program to compute the center of the largest inscribed ball in the polyhedron. More...
 
HPolyhedron Scale (double scale, std::optional< Eigen::VectorXd > center=std::nullopt) const
 Results a new HPolyhedron that is a scaled version of this, by scaling the distance from each face to the center by a factor of pow(scale, 1/ambient_dimension()), to have units of volume: More...
 
HPolyhedron CartesianProduct (const HPolyhedron &other) const
 Returns the Cartesian product of this and other. More...
 
HPolyhedron CartesianPower (int n) const
 Returns the n-ary Cartesian power of this. More...
 
HPolyhedron PontryaginDifference (const HPolyhedron &other) const
 Returns the Pontryagin (Minkowski) Difference of this and other. More...
 
Eigen::VectorXd UniformSample (RandomGenerator *generator, const Eigen::Ref< const Eigen::VectorXd > &previous_sample, int mixing_steps=10, const std::optional< Eigen::Ref< const Eigen::MatrixXd >> &subspace=std::nullopt, double tol=1e-8) const
 Draw an (approximately) uniform sample from the set using the hit and run Markov-chain Monte-Carlo strategy described in https://link.springer.com/article/10.1007/s101070050099. More...
 
Eigen::VectorXd UniformSample (RandomGenerator *generator, int mixing_steps=10, const std::optional< Eigen::Ref< const Eigen::MatrixXd >> &subspace=std::nullopt, double tol=1e-8) const
 Variant of UniformSample that uses the ChebyshevCenter() as the previous_sample as a feasible point to start the Markov chain sampling. More...
 
template<typename Archive >
void Serialize (Archive *a)
 Passes this object to an Archive. More...
 
bool IsBounded (Parallelism parallelism=Parallelism::None()) const
 Returns true iff the set is bounded, e.g. More...
 
double CalcVolume () const
 
Implements CopyConstructible, CopyAssignable, MoveConstructible, MoveAssignable
 HPolyhedron (const HPolyhedron &)=default
 
HPolyhedronoperator= (const HPolyhedron &)=default
 
 HPolyhedron (HPolyhedron &&)=default
 
HPolyhedronoperator= (HPolyhedron &&)=default
 
- Public Member Functions inherited from ConvexSet
virtual ~ConvexSet ()
 
std::unique_ptr< ConvexSetClone () const
 Creates a unique deep copy of this set. More...
 
int ambient_dimension () const
 Returns the dimension of the vector space in which the elements of this set are evaluated. More...
 
bool IntersectsWith (const ConvexSet &other) const
 Returns true iff the intersection between this and other is non-empty. More...
 
bool IsBounded (Parallelism parallelism=Parallelism::None()) const
 Returns true iff the set is bounded, e.g., there exists an element-wise finite lower and upper bound for the set. More...
 
bool IsEmpty () const
 Returns true iff the set is empty. More...
 
std::optional< Eigen::VectorXd > MaybeGetPoint () const
 If this set trivially contains exactly one point, returns the value of that point. More...
 
std::optional< Eigen::VectorXd > MaybeGetFeasiblePoint () const
 Returns a feasible point within this convex set if it is nonempty, and nullopt otherwise. More...
 
bool PointInSet (const Eigen::Ref< const Eigen::VectorXd > &x, double tol=0) const
 Returns true iff the point x is contained in the set. More...
 
std::pair< VectorX< symbolic::Variable >, std::vector< solvers::Binding< solvers::Constraint > > > AddPointInSetConstraints (solvers::MathematicalProgram *prog, const Eigen::Ref< const solvers::VectorXDecisionVariable > &vars) const
 Adds a constraint to an existing MathematicalProgram enforcing that the point defined by vars is inside the set. More...
 
std::vector< solvers::Binding< solvers::Constraint > > AddPointInNonnegativeScalingConstraints (solvers::MathematicalProgram *prog, const Eigen::Ref< const solvers::VectorXDecisionVariable > &x, const symbolic::Variable &t) const
 Let S be this convex set. More...
 
std::vector< solvers::Binding< solvers::Constraint > > AddPointInNonnegativeScalingConstraints (solvers::MathematicalProgram *prog, const Eigen::Ref< const Eigen::MatrixXd > &A, const Eigen::Ref< const Eigen::VectorXd > &b, const Eigen::Ref< const Eigen::VectorXd > &c, double d, const Eigen::Ref< const solvers::VectorXDecisionVariable > &x, const Eigen::Ref< const solvers::VectorXDecisionVariable > &t) const
 Let S be this convex set. More...
 
std::pair< std::unique_ptr< Shape >, math::RigidTransformd > ToShapeWithPose () const
 Constructs a Shape and a pose of the set in the world frame for use in the SceneGraph geometry ecosystem. More...
 
double CalcVolume () const
 Computes the exact volume for the convex set. More...
 
SampledVolume CalcVolumeViaSampling (RandomGenerator *generator, const double desired_rel_accuracy=1e-2, const int max_num_samples=1e4) const
 Calculates an estimate of the volume of the convex set using sampling and performing Monte Carlo integration. More...
 
std::optional< std::pair< std::vector< double >, Eigen::MatrixXd > > Projection (const Eigen::Ref< const Eigen::MatrixXd > &points) const
 Computes in the L₂ norm the distance and the nearest point in this convex set to every column of points. More...
 
bool has_exact_volume () const
 Returns true if the exact volume can be computed for this convex set instance. More...
 

Static Public Member Functions

static HPolyhedron MakeBox (const Eigen::Ref< const Eigen::VectorXd > &lb, const Eigen::Ref< const Eigen::VectorXd > &ub)
 Constructs a polyhedron as an axis-aligned box from the lower and upper corners. More...
 
static HPolyhedron MakeUnitBox (int dim)
 Constructs the L∞-norm unit box in dim dimensions, {x | |x|∞ <= 1 }. More...
 
static HPolyhedron MakeL1Ball (int dim)
 Constructs the L1-norm unit ball in dim dimensions, {x | |x|₁ <= 1 }. More...
 

Additional Inherited Members

- Protected Member Functions inherited from ConvexSet
 ConvexSet (int ambient_dimension, bool has_exact_volume)
 For use by derived classes to construct a ConvexSet. More...
 
template<typename Archive >
void Serialize (Archive *a)
 Implements non-virtual base class serialization. More...
 
virtual std::optional< bool > DoIsBoundedShortcutParallel (Parallelism) const
 Non-virtual interface implementation for DoIsBoundedShortcutParallel(). More...
 
virtual std::vector< std::optional< double > > DoProjectionShortcut (const Eigen::Ref< const Eigen::MatrixXd > &points, EigenPtr< Eigen::MatrixXd > projected_points) const
 Non-virtual interface implementation for DoProjectionShortcut(). More...
 
virtual std::optional< Eigen::VectorXd > DoMaybeGetPoint () const
 Non-virtual interface implementation for MaybeGetPoint(). More...
 
virtual std::optional< Eigen::VectorXd > DoMaybeGetFeasiblePoint () const
 Non-virtual interface implementation for MaybeGetFeasiblePoint(). More...
 
virtual bool DoPointInSet (const Eigen::Ref< const Eigen::VectorXd > &x, double tol) const
 Non-virtual interface implementation for PointInSet(). More...
 
virtual double DoCalcVolume () const
 Non-virtual interface implementation for CalcVolume(). More...
 
std::optional< symbolic::VariableHandleZeroAmbientDimensionConstraints (solvers::MathematicalProgram *prog, const ConvexSet &set, std::vector< solvers::Binding< solvers::Constraint >> *constraints) const
 Instances of subclasses such as CartesianProduct and MinkowskiSum can have constituent sets with zero ambient dimension, which much be handled in a special manner when calling methods such as DoAddPointInSetConstraints. More...
 
virtual std::unique_ptr< ConvexSetDoAffineHullShortcut (std::optional< double > tol) const
 NVI implementation of DoAffineHullShortcut, which trivially returns null. More...
 
 ConvexSet (const ConvexSet &)=default
 
ConvexSetoperator= (const ConvexSet &)=default
 
 ConvexSet (ConvexSet &&)=default
 
ConvexSetoperator= (ConvexSet &&)=default
 
- Static Protected Member Functions inherited from ConvexSet
static std::unique_ptr< ConvexSetAffineHullShortcut (const ConvexSet &self, std::optional< double > tol)
 When there is a more efficient strategy to compute the affine hull of this set, returns affine hull as an AffineSubspace. More...
 

Constructor & Destructor Documentation

◆ HPolyhedron() [1/7]

HPolyhedron ( const HPolyhedron )
default

◆ HPolyhedron() [2/7]

HPolyhedron ( HPolyhedron &&  )
default

◆ HPolyhedron() [3/7]

Constructs a default (zero-dimensional, nonempty) polyhedron.

◆ HPolyhedron() [4/7]

HPolyhedron ( const Eigen::Ref< const Eigen::MatrixXd > &  A,
const Eigen::Ref< const Eigen::VectorXd > &  b 
)

Constructs the polyhedron.

Precondition
A.rows() == b.size().

◆ HPolyhedron() [5/7]

HPolyhedron ( const QueryObject< double > &  query_object,
GeometryId  geometry_id,
std::optional< FrameId reference_frame = std::nullopt 
)

Constructs a new HPolyhedron from a SceneGraph geometry and pose in the reference_frame frame, obtained via the QueryObject.

If reference_frame frame is std::nullopt, then it will be expressed in the world frame.

Exceptions
std::exceptionthe geometry is not a convex polytope.

◆ HPolyhedron() [6/7]

HPolyhedron ( const VPolytope vpoly,
double  tol = 1e-9 
)
explicit

Constructs a new HPolyedron from a VPolytope object.

This function will use qhull. If the VPolytope is empty, then the HPolyhedron will also be empty. If the HPolyhedron is not full-dimensional, we perform computations in a coordinate system of its affine hull. tol specifies the numerical tolerance used in the computation of the affine hull. (See the documentation of AffineSubspace.) A tighter tolerance can be used with commercial solvers (e.g. Gurobi and Mosek).

Exceptions
std::exceptionif vpoly is empty and zero dimensional.

◆ HPolyhedron() [7/7]

HPolyhedron ( const solvers::MathematicalProgram prog)
explicit

Constructs a new HPolyhedron describing the feasible set of a linear program prog.

The ith dimension in this representation corresponds to the ith decision variable of prog. Note that if prog is infeasible, then the constructed HPolyhedron will be empty.

Exceptions
std::exceptionif prog has constraints which are not of type linear inequality, linear equality, or bounding box.

◆ ~HPolyhedron()

~HPolyhedron ( )
final

Member Function Documentation

◆ A()

const Eigen::MatrixXd& A ( ) const

Returns the half-space representation matrix A.

◆ b()

const Eigen::VectorXd& b ( ) const

Returns the half-space representation vector b.

◆ CalcVolume()

double CalcVolume
Exceptions
Notimplemented.

◆ CartesianPower()

HPolyhedron CartesianPower ( int  n) const

Returns the n-ary Cartesian power of this.

The n-ary Cartesian power of a set H is the set H ⨉ H ⨉ ... ⨉ H, where H is repeated n times.

◆ CartesianProduct()

HPolyhedron CartesianProduct ( const HPolyhedron other) const

Returns the Cartesian product of this and other.

◆ ChebyshevCenter()

Eigen::VectorXd ChebyshevCenter ( ) const

Solves a linear program to compute the center of the largest inscribed ball in the polyhedron.

This is often the recommended way to find some interior point of the set, for example, as a step towards computing the convex hull or a vertex-representation of the set.

Note that the Chebyshev center is not necessarily unique, and may not conform to the point that one might consider the "visual center" of the set. For example, for a long thin rectangle, any point in the center line segment illustrated below would be a valid center point. The solver may return any point on that line segment.

  ┌──────────────────────────────────┐
  │                                  │
  │   ────────────────────────────   │
  │                                  │
  └──────────────────────────────────┘

To find the visual center, consider using the more expensive MaximumVolumeInscribedEllipsoid() method, and then taking the center of the returned Hyperellipsoid.

Exceptions
std::exceptionif the solver fails to solve the problem.

◆ ContainedIn()

bool ContainedIn ( const HPolyhedron other,
double  tol = 1E-9 
) const

Returns true iff this HPolyhedron is entirely contained in the HPolyhedron other.

This is done by checking whether every inequality in other is redundant when added to this.

Parameters
tolWe check if this polyhedron is contained in other.A().row(i).dot(x) <= other.b()(i) + tol. The larger tol value is, the more relaxation we add to the containment. If tol is negative, then we check if a shrinked other contains this polyheron.

◆ FindRedundant()

std::set<int> FindRedundant ( double  tol = 1E-9) const

Finds the redundant inequalities in this polyhedron.

Returns a set ℑ, such that if we remove the rows of A * x <= b in ℑ, the remaining inequalities still define the same polyhedron, namely {x | A*x<=b} = {x | A.row(i)*x<=b(i), ∀i ∉ ℑ}. This function solves a series of linear programs. We say the jᵗʰ row A.row(j)*x <= b(j) is redundant, if {x | A.row(i) * x <= b(i), ∀i ∉ ℑ} implies that A.row(j) * x <= b(j) + tol. Note that we do NOT guarantee that we find all the redundant rows.

◆ Intersection()

HPolyhedron Intersection ( const HPolyhedron other,
bool  check_for_redundancy = false,
double  tol = 1E-9 
) const

Constructs the intersection of two HPolyhedron by adding the rows of inequalities from other.

If check_for_redundancy is true then only adds the rows of other other.A().row(i).dot(x)<=other.b()(i) to this HPolyhedron if the inequality other.A().row(i).dot(x)<=other.b()(i)+tol is not implied by the inequalities from this HPolyhedron. A positive tol means it is more likely to deem a constraint being redundant and remove it. A negative tol means it is less likely to remove a constraint.

◆ IsBounded()

bool IsBounded

Returns true iff the set is bounded, e.g.

there exists an element-wise finite lower and upper bound for the set. For HPolyhedron, while there are some fast checks to confirm a set is unbounded, confirming boundedness requires solving a linear program (based on Stiemke’s theorem of alternatives).

Parameters
parallelismIgnored – the linear program solver will determine the number of threads to use.
Note
See parent class's documentation for more details.

◆ MakeBox()

static HPolyhedron MakeBox ( const Eigen::Ref< const Eigen::VectorXd > &  lb,
const Eigen::Ref< const Eigen::VectorXd > &  ub 
)
static

Constructs a polyhedron as an axis-aligned box from the lower and upper corners.

◆ MakeL1Ball()

static HPolyhedron MakeL1Ball ( int  dim)
static

Constructs the L1-norm unit ball in dim dimensions, {x | |x|₁ <= 1 }.

This set is also known as the cross-polytope and is described by the 2ᵈⁱᵐ signed unit vectors.

◆ MakeUnitBox()

static HPolyhedron MakeUnitBox ( int  dim)
static

Constructs the L∞-norm unit box in dim dimensions, {x | |x|∞ <= 1 }.

This is an axis-aligned box, centered at the origin, with edge length 2.

◆ MaximumVolumeInscribedAffineTransformation()

HPolyhedron MaximumVolumeInscribedAffineTransformation ( const HPolyhedron circumbody) const

Solves a semi-definite program to compute the maximum-volume affine transformation of this, subject to being a subset of circumbody, and subject to the transformation matrix being positive semi-definite.

The latter condition is necessary for convexity of the program. We use the containment condition stated in Lemma 1 of "Linear Encodings for Polytope Containment Problems" by Sadra Sadraddini and Russ Tedrake, extended to apply to the affine transformation of this. We solve

max_{T,t} log det (T)
      s.t. T ≽ 0
      t + TX ⊆ Y

where X is this, and Y is circumbody.

Returns
the transformed polyhedron, t + TX.
Parameters
circumbodyis an HPolyhedron that must contain the returned inbody.
Exceptions
std::exceptionif the solver fails to solve the problem.

◆ MaximumVolumeInscribedEllipsoid()

Hyperellipsoid MaximumVolumeInscribedEllipsoid ( ) const

Solves a semi-definite program to compute the inscribed ellipsoid.

This is also known as the inner Löwner-John ellipsoid. From Section 8.4.2 in Boyd and Vandenberghe, 2004, we solve

max_{C,d} log det (C)
      s.t. |aᵢC|₂ ≤ bᵢ - aᵢd, ∀i
          C ≽ 0

where aᵢ and bᵢ denote the ith row. This defines the ellipsoid E = { Cx + d | |x|₂ ≤ 1}.

Precondition
the HPolyhedron is bounded.
Exceptions
std::exceptionif the solver fails to solve the problem.

◆ operator=() [1/2]

HPolyhedron& operator= ( HPolyhedron &&  )
default

◆ operator=() [2/2]

HPolyhedron& operator= ( const HPolyhedron )
default

◆ PontryaginDifference()

HPolyhedron PontryaginDifference ( const HPolyhedron other) const

Returns the Pontryagin (Minkowski) Difference of this and other.

This is the set A ⊖ B = { a|a+ B ⊆ A }. The result is an HPolyhedron with the same number of inequalities as A. Requires that this and other both be bounded and have the same ambient dimension. This method may throw a runtime error if this or other are ill-conditioned.

◆ ReduceInequalities()

HPolyhedron ReduceInequalities ( double  tol = 1E-9) const

Reduces some (not necessarily all) redundant inequalities in the HPolyhedron.

This is not guaranteed to give the minimal representation of the polyhedron but is a relatively fast way to reduce the number of inequalities.

Parameters
tolFor a constraint c'x<=d, if the halfspace c'x<=d + tol contains the hpolyhedron generated by the rest of the constraints, then we remove this inequality. A positive tol means it is more likely to remove a constraint, a negative tol means it is less likely to remote a constraint.

◆ Scale()

HPolyhedron Scale ( double  scale,
std::optional< Eigen::VectorXd >  center = std::nullopt 
) const

Results a new HPolyhedron that is a scaled version of this, by scaling the distance from each face to the center by a factor of pow(scale, 1/ambient_dimension()), to have units of volume:

  • scale = 0 will result in a point,
  • 0 < scale < 1 shrinks the region,
  • scale = 1 returns a copy of the this, and
  • 1 < scale grows the region.

If center is not provided, then the value returned by ChebyshevCenter() will be used.

this does not need to be bounded, nor have volume. center does not need to be in the set.

Precondition
scale >= 0.
center has size equal to the ambient dimension.

◆ Serialize()

void Serialize ( Archive *  a)

Passes this object to an Archive.

Refer to YAML Serialization for background.

◆ SimplifyByIncrementalFaceTranslation()

HPolyhedron SimplifyByIncrementalFaceTranslation ( double  min_volume_ratio = 0.1,
bool  do_affine_transformation = true,
int  max_iterations = 10,
const Eigen::MatrixXd &  points_to_contain = Eigen::MatrixXd(),
const std::vector< drake::geometry::optimization::HPolyhedron > &  intersecting_polytopes = std::vector< HPolyhedron >(),
bool  keep_whole_intersection = false,
double  intersection_padding = 1e-4,
int  random_seed = 0 
) const

Returns an inner approximation of this, aiming to use fewer faces.

Proceeds by incrementally translating faces inward and removing other faces that become redundant upon doing so.

Parameters
min_volume_ratiois a lower bound for the ratio of the volume of the returned inbody and the volume of this.
do_affine_transformationspecifies whether to call MaximumVolumeInscribedAffineTransformation(), to take an affine transformation of the inner approximation to maximize its volume. The affine transformation is reverted if the resulting inner approximation violates conditions related to points_to_contain or intersecting_polytopes.
max_iterationsis the maximum number of times to loop through all faces.
points_to_containis an optional matrix whose columns are points that must be contained in the returned inbody.
intersecting_polytopesis an optional list of HPolyhedrons that must intersect with the returned inbody.
keep_whole_intersectionspecifies whether the face translation step of the algorithm is prohibited from reducing the intersections with the HPolyhedrons in intersecting_polytopes. Regardless of the value of this parameter, the intersections may be reduced by the affine transformation step if do_affine_transformation is true.
intersection_paddingis a distance by which each hyperplane is translated back outward after satisfing intersection constraints, subject to not surpassing the original hyperplane position. In the case where keep_whole_intersection is false, using a non-zero value for this parameter prevents intersections from being single points.
random_seedis a seed for a random number generator used to shuffle the ordering of hyperplanes in between iterations.
Precondition
min_volume_ratio > 0.
max_iterations > 0.
intersection_padding >= 0.
All columns of points_to_contain are points contained within this.
All elements of intersecting_polytopes intersect with this.

◆ UniformSample() [1/2]

Eigen::VectorXd UniformSample ( RandomGenerator generator,
const Eigen::Ref< const Eigen::VectorXd > &  previous_sample,
int  mixing_steps = 10,
const std::optional< Eigen::Ref< const Eigen::MatrixXd >> &  subspace = std::nullopt,
double  tol = 1e-8 
) const

Draw an (approximately) uniform sample from the set using the hit and run Markov-chain Monte-Carlo strategy described in https://link.springer.com/article/10.1007/s101070050099.

To draw many samples from the uniform distribution, pass the output of one iteration in as the previous_sample to the next, with mixing_steps set to a relatively low number. When drawing a single sample, mixing_steps should be set relatively high in order to obtain an approximately uniformly random point. The distribution of samples will converge to the true uniform distribution at a geometric rate in the total number of hit-and-run steps which is mixing_steps * the number of times this function is called. If a subspace is provided, the random samples are constrained to lie in the affine subspace through previous_sample, spanned by the columns of subspace. To obtain uniform samples, subspace should have orthonormal, columns. This enables drawing uniform samples from an HPolyhedron which is not full-dimensional – one can pass the basis of the affine hull of the HPolyhedron, which can be computed with the AffineSubspace class. tol is a numerical tolerance for checking if any halfspaces in the given HPolyhedron are implied by the subspace definition (and therefore can be ignored by the hit-and-run sampler).

Precondition
subspace.rows() == ambient_dimension().
Exceptions
std::exceptionif previous_sample is not in the set.

◆ UniformSample() [2/2]

Eigen::VectorXd UniformSample ( RandomGenerator generator,
int  mixing_steps = 10,
const std::optional< Eigen::Ref< const Eigen::MatrixXd >> &  subspace = std::nullopt,
double  tol = 1e-8 
) const

Variant of UniformSample that uses the ChebyshevCenter() as the previous_sample as a feasible point to start the Markov chain sampling.


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