Drake
ExponentialConeConstraint Class Reference

Detailed Description

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.

#include <drake/solvers/constraint.h>

Public Member Functions

 ExponentialConeConstraint (const Eigen::Ref< const Eigen::SparseMatrix< double >> &A, const Eigen::Ref< const Eigen::Vector3d > &b)
 Constructor for exponential cone. More...
 
 ~ExponentialConeConstraint () override
 
const Eigen::SparseMatrix< double > & A () const
 Getter for matrix A. More...
 
const Eigen::Vector3d & b () const
 Getter for vector b. More...
 
Does not allow copy, move, or assignment
 ExponentialConeConstraint (const ExponentialConeConstraint &)=delete
 
ExponentialConeConstraintoperator= (const ExponentialConeConstraint &)=delete
 
 ExponentialConeConstraint (ExponentialConeConstraint &&)=delete
 
ExponentialConeConstraintoperator= (ExponentialConeConstraint &&)=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
 
symbolic::Formula CheckSatisfied (const Eigen::Ref< const VectorX< symbolic::Variable >> &x) const
 
const Eigen::VectorXd & lower_bound () const
 
const Eigen::VectorXd & upper_bound () const
 
int num_constraints () const
 Number of rows in the output 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. More...
 
void Eval (const Eigen::Ref< const AutoDiffVecXd > &x, AutoDiffVecXd *y) const
 Evaluates the expression. More...
 
void Eval (const Eigen::Ref< const VectorX< symbolic::Variable >> &x, VectorX< symbolic::Expression > *y) const
 Evaluates the expression. 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...
 
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...
 
std::ostream & Display (std::ostream &os) const
 Formats this evaluator into the given stream, without displaying the decision variables it is bound to. 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...
 
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...
 
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...
 
 EvaluatorBase (const EvaluatorBase &)=delete
 
EvaluatorBaseoperator= (const EvaluatorBase &)=delete
 
 EvaluatorBase (EvaluatorBase &&)=delete
 
EvaluatorBaseoperator= (EvaluatorBase &&)=delete
 

Protected Member Functions

template<typename DerivedX , typename ScalarY >
void DoEvalGeneric (const Eigen::MatrixBase< DerivedX > &x, VectorX< ScalarY > *y) const
 
void DoEval (const Eigen::Ref< const Eigen::VectorXd > &x, Eigen::VectorXd *y) const override
 Implements expression evaluation for scalar type double. More...
 
void DoEval (const Eigen::Ref< const AutoDiffVecXd > &x, AutoDiffVecXd *y) const override
 Implements expression evaluation for scalar type AutoDiffXd. More...
 
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...
 
- Protected Member Functions inherited from Constraint
void UpdateLowerBound (const Eigen::Ref< const Eigen::VectorXd > &new_lb)
 Updates the lower bound. More...
 
void UpdateUpperBound (const Eigen::Ref< const Eigen::VectorXd > &new_ub)
 Updates the upper bound. More...
 
void set_bounds (const Eigen::Ref< const Eigen::VectorXd > &lower_bound, const Eigen::Ref< const Eigen::VectorXd > &upper_bound)
 Set the upper and lower bounds of the constraint. More...
 
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
 
virtual symbolic::Formula DoCheckSatisfied (const Eigen::Ref< const VectorX< symbolic::Variable >> &x) const
 
- Protected Member Functions inherited from EvaluatorBase
 EvaluatorBase (int num_outputs, int num_vars, const std::string &description="")
 Constructs a evaluator. More...
 
virtual std::ostream & DoDisplay (std::ostream &os, const VectorX< symbolic::Variable > &vars) const
 NVI implementation of Display. More...
 
void set_num_outputs (int num_outputs)
 

Constructor & Destructor Documentation

◆ ExponentialConeConstraint() [1/3]

◆ ExponentialConeConstraint() [2/3]

◆ ExponentialConeConstraint() [3/3]

ExponentialConeConstraint ( const Eigen::Ref< const Eigen::SparseMatrix< double >> &  A,
const Eigen::Ref< const Eigen::Vector3d > &  b 
)

Constructor for exponential cone.

Constrains A * x + b to be in the exponential cone.

Precondition
A has 3 rows.

◆ ~ExponentialConeConstraint()

Member Function Documentation

◆ A()

const Eigen::SparseMatrix<double>& A ( ) const

Getter for matrix A.

◆ b()

const Eigen::Vector3d& b ( ) const

Getter for vector b.

◆ DoEval() [1/3]

void DoEval ( const Eigen::Ref< const Eigen::VectorXd > &  x,
Eigen::VectorXd *  y 
) const
overrideprotectedvirtual

Implements expression evaluation for scalar type double.

Parameters
xInput vector.
yOutput vector.
Precondition
x must be of size num_vars x 1.
Postcondition
y will be of size num_outputs x 1.

Implements EvaluatorBase.

◆ DoEval() [2/3]

void DoEval ( const Eigen::Ref< const AutoDiffVecXd > &  x,
AutoDiffVecXd y 
) const
overrideprotectedvirtual

Implements expression evaluation for scalar type AutoDiffXd.

Parameters
xInput vector.
yOutput vector.
Precondition
x must be of size num_vars x 1.
Postcondition
y will be of size num_outputs x 1.

Implements EvaluatorBase.

◆ DoEval() [3/3]

void DoEval ( const Eigen::Ref< const VectorX< symbolic::Variable >> &  x,
VectorX< symbolic::Expression > *  y 
) const
overrideprotectedvirtual

Implements expression evaluation for scalar type symbolic::Expression.

Parameters
[in]xInput vector.
[out]yOutput vector.
Precondition
x must be of size num_vars x 1.
Postcondition
y will be of size num_outputs x 1.

Implements EvaluatorBase.

◆ DoEvalGeneric()

void DoEvalGeneric ( const Eigen::MatrixBase< DerivedX > &  x,
VectorX< ScalarY > *  y 
) const
protected

◆ operator=() [1/2]

ExponentialConeConstraint& operator= ( const ExponentialConeConstraint )
delete

◆ operator=() [2/2]


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