Constrain min(v) >= lb where v=f(x).
Namely all elements of the vector v
returned by the user-provided function f(x) to be no smaller than a specified value lb
.
The formulation of the constraint is
SmoothOverMax( φ((vᵢ - v_influence)/(v_influence - lb)) / φ(-1) ) ≤ 1
where vᵢ is the i-th value returned by the user-provided function, lb
is the minimum allowable value. v_influence is the "influence value" (the value below which an element influences the constraint or, conversely, the value above which an element is ignored), φ is a solvers::MinimumValuePenaltyFunction, and SmoothOverMax(v) is a smooth, over approximation of max(v) (i.e. SmoothOverMax(v) >= max(v), for all v). We require that lb < v_influence. The input scaling (vᵢ - v_influence)/(v_influence - lb) ensures that at the boundary of the feasible set (when vᵢ == lb), we evaluate the penalty function at -1, where it is required to have a non-zero gradient. The user-provided function may return a vector with up to max_num_values
elements. If it returns a vector with fewer than max_num_values
elements, the remaining elements are assumed to be greater than the "influence value".
#include <drake/solvers/minimum_value_constraint.h>
Public Member Functions | |
MinimumValueLowerBoundConstraint (int num_vars, double minimum_value_lower, double influence_value_offset, int max_num_values, std::function< AutoDiffVecXd(const Eigen::Ref< const AutoDiffVecXd > &, double)> value_function, std::function< VectorX< double >(const Eigen::Ref< const VectorX< double >> &, double)> value_function_double={}) | |
Constructs a MinimumValueLowerBoundConstraint. More... | |
~MinimumValueLowerBoundConstraint () override | |
double | minimum_value_lower () const |
Getter for the lower bound on the minimum value. More... | |
double | influence_value () const |
Getter for the influence value. More... | |
int | max_num_values () const |
Getter for maximum number of values expected from value_function. More... | |
void | set_penalty_function (MinimumValuePenaltyFunction new_penalty_function) |
Setter for the penalty function. More... | |
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 | |
Constraint & | operator= (const Constraint &)=delete |
Constraint (Constraint &&)=delete | |
Constraint & | operator= (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 | |
EvaluatorBase & | operator= (const EvaluatorBase &)=delete |
EvaluatorBase (EvaluatorBase &&)=delete | |
EvaluatorBase & | operator= (EvaluatorBase &&)=delete |
Additional Inherited Members | |
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... | |
virtual std::string | DoToLatex (const VectorX< symbolic::Variable > &vars, int precision) const |
void | set_num_outputs (int num_outputs) |
void | set_is_thread_safe (bool is_thread_safe) |
MinimumValueLowerBoundConstraint | ( | int | num_vars, |
double | minimum_value_lower, | ||
double | influence_value_offset, | ||
int | max_num_values, | ||
std::function< AutoDiffVecXd(const Eigen::Ref< const AutoDiffVecXd > &, double)> | value_function | ||
) |
Constructs a MinimumValueLowerBoundConstraint.
min(v) >= lb And we set ub to infinity in min(v) <= ub.
num_vars | The number of inputs to value_function |
minimum_value | The minimum allowed value, lb, for all elements of the vector returned by value_function . |
influence_value_offset | The difference between the influence value, v_influence, and the minimum value, lb (see class documentation). This value must be finite and strictly positive, as it is used to scale the values returned by value_function . Smaller values may decrease the amount of computation required for each constraint evaluation if value_function can quickly determine that some elements will be larger than the influence value and skip the computation associated with those elements. |
max_num_values | The maximum number of elements in the vector returned by value_function . |
value_function | User-provided function that takes a num_vars -element vector and the influence distance as inputs and returns a vector with up to max_num_values elements. The function can omit from the return vector any elements larger than the provided influence distance. |
value_function_double | Optional user-provide function that computes the same values as value_function but for double rather than AutoDiffXd. If omitted, value_function will be called (and the gradients discarded) when this constraint is evaluated for doubles. |
value_function_double(ExtractValue(x), v_influence) == ExtractValue(value_function(x, v_influence))
for all x. value_function(x).size() <= max_num_values
for all x. std::exception | if influence_value_offset = ∞. |
std::exception | if influence_value_offset ≤ 0. |
|
override |
double influence_value | ( | ) | const |
Getter for the influence value.
int max_num_values | ( | ) | const |
Getter for maximum number of values expected from value_function.
double minimum_value_lower | ( | ) | const |
Getter for the lower bound on the minimum value.
void set_penalty_function | ( | MinimumValuePenaltyFunction | new_penalty_function | ) |
Setter for the penalty function.