Drake
Drake C++ Documentation
LinearMatrixInequalityConstraint Class Reference

Detailed Description

Impose the matrix inequality constraint on variable x

\[ F_0 + x_1 F_1 + ... + x_n F_n \text{ is p.s.d} \]

where p.s.d stands for positive semidefinite.

\( F_0, F_1, ..., F_n \) are all given symmetric matrices of the same size.

Note
if the matrices Fᵢ all have 1 row, then it is better to impose a linear inequality constraints; if they all have 2 rows, then it is better to impose a rotated Lorentz cone constraint, since a 2 x 2 matrix X being p.s.d is equivalent to the constraint [X(0, 0), X(1, 1), X(0, 1)] in the rotated Lorentz cone.

#include <drake/solvers/constraint.h>

Public Member Functions

 LinearMatrixInequalityConstraint (std::vector< Eigen::MatrixXd > F, double symmetry_tolerance=1E-10)
 
 ~LinearMatrixInequalityConstraint () override
 
const std::vector< Eigen::MatrixXd > & F () const
 
int matrix_rows () const
 Gets the number of rows in the matrix inequality constraint. More...
 
void WarnOnSmallMatrixSize () const
 Warn if the matrix size is 1x1 or 2x2. More...
 
Does not allow copy, move, or assignment
 LinearMatrixInequalityConstraint (const LinearMatrixInequalityConstraint &)=delete
 
LinearMatrixInequalityConstraintoperator= (const LinearMatrixInequalityConstraint &)=delete
 
 LinearMatrixInequalityConstraint (LinearMatrixInequalityConstraint &&)=delete
 
LinearMatrixInequalityConstraintoperator= (LinearMatrixInequalityConstraint &&)=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...
 
std::string ToLatex (const VectorX< symbolic::Variable > &vars, int precision=3) const
 Returns a LaTeX string describing this 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...
 
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...
 
bool is_thread_safe () const
 Returns whether it is safe to call Eval in parallel. More...
 
 EvaluatorBase (const EvaluatorBase &)=delete
 
EvaluatorBaseoperator= (const EvaluatorBase &)=delete
 
 EvaluatorBase (EvaluatorBase &&)=delete
 
EvaluatorBaseoperator= (EvaluatorBase &&)=delete
 

Protected Member Functions

void DoEval (const Eigen::Ref< const Eigen::VectorXd > &x, Eigen::VectorXd *y) const override
 Evaluate the eigen values of the linear matrix. More...
 
void DoEval (const Eigen::Ref< const AutoDiffVecXd > &x, AutoDiffVecXd *y) const override
 This function is not supported, since Eigen's eigen value solver does not accept AutoDiffXd. More...
 
void DoEval (const Eigen::Ref< const VectorX< symbolic::Variable >> &x, VectorX< symbolic::Expression > *y) const override
 This function is not supported, since Eigen's eigen value solver does not accept symbolic::Expression type. More...
 
std::string DoToLatex (const VectorX< symbolic::Variable > &, int) const override
 
- 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 > &new_lb, const Eigen::Ref< const Eigen::VectorXd > &new_ub)
 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)
 
void set_is_thread_safe (bool is_thread_safe)
 

Constructor & Destructor Documentation

◆ LinearMatrixInequalityConstraint() [1/3]

◆ LinearMatrixInequalityConstraint() [2/3]

◆ LinearMatrixInequalityConstraint() [3/3]

LinearMatrixInequalityConstraint ( std::vector< Eigen::MatrixXd >  F,
double  symmetry_tolerance = 1E-10 
)
Parameters
FEach symmetric matrix F[i] should be of the same size.
symmetry_toleranceThe precision to determine if the input matrices Fi are all symmetric.
See also
math::IsSymmetric().

◆ ~LinearMatrixInequalityConstraint()

Member Function Documentation

◆ DoEval() [1/3]

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

Evaluate the eigen values of the linear matrix.

Implements EvaluatorBase.

◆ DoEval() [2/3]

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

This function is not supported, since Eigen's eigen value solver does not accept AutoDiffXd.

Implements EvaluatorBase.

◆ DoEval() [3/3]

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

This function is not supported, since Eigen's eigen value solver does not accept symbolic::Expression type.

Implements EvaluatorBase.

◆ DoToLatex()

std::string DoToLatex ( const VectorX< symbolic::Variable > &  ,
int   
) const
overrideprotectedvirtual

Reimplemented from EvaluatorBase.

◆ F()

const std::vector<Eigen::MatrixXd>& F ( ) const

◆ matrix_rows()

int matrix_rows ( ) const

Gets the number of rows in the matrix inequality constraint.

Namely Fi are all matrix_rows() x matrix_rows() matrices.

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ WarnOnSmallMatrixSize()

void WarnOnSmallMatrixSize ( ) const

Warn if the matrix size is 1x1 or 2x2.


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