An exponential cone constraint is a special type of convex cone constraint.
We constrain A * x + b to be in the exponential cone, where A has 3 rows, and b is in ℝ³, x is the decision variable. A vector z in ℝ³ is in the exponential cone, if {z₀, z₁, z₂ | z₀ ≥ z₁ * exp(z₂ / z₁), z₁ > 0}. Equivalently, this constraint can be refomulated with logarithm function {z₀, z₁, z₂ | z₂ ≤ z₁ * log(z₀ / z₁), z₀ > 0, z₁ > 0}
The Eval function implemented in this class is z₀ - z₁ * exp(z₂ / z₁) >= 0, z₁ > 0 where z = A * x + b. It is not recommended to solve an exponential cone constraint through generic nonlinear optimization. It is possible that the nonlinear solver can accidentally set z₁ = 0, where the constraint is not well defined. Instead, the user should consider to solve the program through conic solvers that can exploit exponential cone, such as MOSEK™ and SCS.
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| ExponentialConeConstraint (const Eigen::Ref< const Eigen::SparseMatrix< double >> &A, const Eigen::Ref< const Eigen::Vector3d > &b) |
| Constructor for exponential cone. More...
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| ~ExponentialConeConstraint () override |
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const Eigen::SparseMatrix< double > & | A () const |
| Getter for matrix A. More...
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const Eigen::Vector3d & | b () const |
| Getter for vector b. More...
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| ExponentialConeConstraint (const ExponentialConeConstraint &)=delete |
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ExponentialConeConstraint & | operator= (const ExponentialConeConstraint &)=delete |
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| ExponentialConeConstraint (ExponentialConeConstraint &&)=delete |
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ExponentialConeConstraint & | operator= (ExponentialConeConstraint &&)=delete |
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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...
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| 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...
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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...
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bool | CheckSatisfied (const Eigen::Ref< const AutoDiffVecXd > &x, double tol=1E-6) const |
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symbolic::Formula | CheckSatisfied (const Eigen::Ref< const VectorX< symbolic::Variable >> &x) const |
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const Eigen::VectorXd & | lower_bound () const |
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const Eigen::VectorXd & | upper_bound () const |
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int | num_constraints () const |
| Number of rows in the output constraint. More...
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| Constraint (const Constraint &)=delete |
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Constraint & | operator= (const Constraint &)=delete |
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| Constraint (Constraint &&)=delete |
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Constraint & | operator= (Constraint &&)=delete |
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virtual | ~EvaluatorBase () |
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void | Eval (const Eigen::Ref< const Eigen::VectorXd > &x, Eigen::VectorXd *y) const |
| Evaluates the expression. More...
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void | Eval (const Eigen::Ref< const AutoDiffVecXd > &x, AutoDiffVecXd *y) const |
| Evaluates the expression. More...
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void | Eval (const Eigen::Ref< const VectorX< symbolic::Variable >> &x, VectorX< symbolic::Expression > *y) const |
| Evaluates the expression. More...
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void | set_description (const std::string &description) |
| Set a human-friendly description for the evaluator. More...
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const std::string & | get_description () const |
| Getter for a human-friendly description for the evaluator. More...
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std::ostream & | Display (std::ostream &os, const VectorX< symbolic::Variable > &vars) const |
| Formats this evaluator into the given stream using vars for the bound decision variable names. More...
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std::ostream & | Display (std::ostream &os) const |
| Formats this evaluator into the given stream, without displaying the decision variables it is bound to. More...
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std::string | ToLatex (const VectorX< symbolic::Variable > &vars, int precision=3) const |
| Returns a LaTeX string describing this evaluator. More...
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int | num_vars () const |
| Getter for the number of variables, namely the number of rows in x, as used in Eval(x, y). More...
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int | num_outputs () const |
| Getter for the number of outputs, namely the number of rows in y, as used in Eval(x, y). More...
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void | SetGradientSparsityPattern (const std::vector< std::pair< int, int >> &gradient_sparsity_pattern) |
| Set the sparsity pattern of the gradient matrix ∂y/∂x (the gradient of y value in Eval, w.r.t x in Eval) . More...
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const std::optional< std::vector< std::pair< int, int > > > & | gradient_sparsity_pattern () const |
| Returns the vector of (row_index, col_index) that contains all the entries in the gradient of Eval function (∂y/∂x) whose value could be non-zero, namely if ∂yᵢ/∂xⱼ could be non-zero, then the pair (i, j) is in gradient_sparsity_pattern. More...
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bool | is_thread_safe () const |
| Returns whether it is safe to call Eval in parallel. More...
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| EvaluatorBase (const EvaluatorBase &)=delete |
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EvaluatorBase & | operator= (const EvaluatorBase &)=delete |
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| EvaluatorBase (EvaluatorBase &&)=delete |
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EvaluatorBase & | operator= (EvaluatorBase &&)=delete |
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template<typename DerivedX , typename ScalarY > |
void | DoEvalGeneric (const Eigen::MatrixBase< DerivedX > &x, VectorX< ScalarY > *y) const |
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void | DoEval (const Eigen::Ref< const Eigen::VectorXd > &x, Eigen::VectorXd *y) const override |
| Implements expression evaluation for scalar type double. More...
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void | DoEval (const Eigen::Ref< const AutoDiffVecXd > &x, AutoDiffVecXd *y) const override |
| Implements expression evaluation for scalar type AutoDiffXd. More...
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void | DoEval (const Eigen::Ref< const VectorX< symbolic::Variable >> &x, VectorX< symbolic::Expression > *y) const override |
| Implements expression evaluation for scalar type symbolic::Expression. More...
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std::string | DoToLatex (const VectorX< symbolic::Variable > &, int) const override |
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void | UpdateLowerBound (const Eigen::Ref< const Eigen::VectorXd > &new_lb) |
| Updates the lower bound. More...
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void | UpdateUpperBound (const Eigen::Ref< const Eigen::VectorXd > &new_ub) |
| Updates the upper bound. More...
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void | set_bounds (const Eigen::Ref< const Eigen::VectorXd > &new_lb, const Eigen::Ref< const Eigen::VectorXd > &new_ub) |
| Set the upper and lower bounds of the constraint. More...
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virtual bool | DoCheckSatisfied (const Eigen::Ref< const Eigen::VectorXd > &x, const double tol) const |
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virtual bool | DoCheckSatisfied (const Eigen::Ref< const AutoDiffVecXd > &x, const double tol) const |
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virtual symbolic::Formula | DoCheckSatisfied (const Eigen::Ref< const VectorX< symbolic::Variable >> &x) const |
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| EvaluatorBase (int num_outputs, int num_vars, const std::string &description="") |
| Constructs a evaluator. More...
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virtual std::ostream & | DoDisplay (std::ostream &os, const VectorX< symbolic::Variable > &vars) const |
| NVI implementation of Display. More...
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void | set_num_outputs (int num_outputs) |
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void | set_is_thread_safe (bool is_thread_safe) |
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