Drake
Drake C++ Documentation
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Detailed Description

lb ≤ .5 xᵀQx + bᵀx ≤ ub Without loss of generality, the class stores a symmetric matrix Q.

For a non-symmetric matrix Q₀, we can define Q = (Q₀ + Q₀ᵀ) / 2, since xᵀQ₀x = xᵀQ₀ᵀx = xᵀ*(Q₀+Q₀ᵀ)/2 *x. The first equality holds because the transpose of a scalar is the scalar itself. Hence we can always convert a non-symmetric matrix Q₀ to a symmetric matrix Q.

#include <drake/solvers/constraint.h>

Public Types

enum class  HessianType { kPositiveSemidefinite , kNegativeSemidefinite , kIndefinite , kZero }
 Whether the Hessian matrix is positive semidefinite, negative semidefinite, indefinite or a zero-matrix. More...

Public Member Functions

template<typename DerivedQ, typename Derivedb>
 QuadraticConstraint (const Eigen::MatrixBase< DerivedQ > &Q0, const Eigen::MatrixBase< Derivedb > &b, double lb, double ub, std::optional< HessianType > hessian_type=std::nullopt)
 Construct a quadratic constraint.
 ~QuadraticConstraint () override
virtual const Eigen::MatrixXd & Q () const
 The symmetric matrix Q, being the Hessian of this constraint.
virtual const Eigen::VectorXd & b () const
HessianType hessian_type () const
bool is_convex () const
 Returns if this quadratic constraint is convex.
template<typename DerivedQ, typename DerivedB>
void UpdateCoefficients (const Eigen::MatrixBase< DerivedQ > &new_Q, const Eigen::MatrixBase< DerivedB > &new_b, std::optional< HessianType > hessian_type=std::nullopt)
 Updates the quadratic and linear term of the constraint.
Does not allow copy, move, or assignment
 QuadraticConstraint (const QuadraticConstraint &)=delete
QuadraticConstraintoperator= (const QuadraticConstraint &)=delete
 QuadraticConstraint (QuadraticConstraint &&)=delete
QuadraticConstraintoperator= (QuadraticConstraint &&)=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.
 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.
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.
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.
 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.
void Eval (const Eigen::Ref< const AutoDiffVecXd > &x, AutoDiffVecXd *y) const
 Evaluates the expression.
void Eval (const Eigen::Ref< const VectorX< symbolic::Variable > > &x, VectorX< symbolic::Expression > *y) const
 Evaluates the expression.
void set_description (const std::string &description)
 Set a human-friendly description for the evaluator.
const std::string & get_description () const
 Getter for a human-friendly description for the evaluator.
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.
std::ostream & Display (std::ostream &os) const
 Formats this evaluator into the given stream, without displaying the decision variables it is bound to.
std::string ToLatex (const VectorX< symbolic::Variable > &vars, int precision=3) const
 Returns a LaTeX string describing this evaluator.
int num_vars () const
 Getter for the number of variables, namely the number of rows in x, as used in Eval(x, y).
int num_outputs () const
 Getter for the number of outputs, namely the number of rows in y, as used in Eval(x, y).
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) .
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.
bool is_thread_safe () const
 Returns whether it is safe to call Eval in parallel.
 EvaluatorBase (const EvaluatorBase &)=delete
EvaluatorBaseoperator= (const EvaluatorBase &)=delete
 EvaluatorBase (EvaluatorBase &&)=delete
EvaluatorBaseoperator= (EvaluatorBase &&)=delete

Static Public Attributes

static const int kNumConstraints = 1

Additional Inherited Members

Protected Member Functions inherited from Constraint
void UpdateLowerBound (const Eigen::Ref< const Eigen::VectorXd > &new_lb)
 Updates the lower bound.
void UpdateUpperBound (const Eigen::Ref< const Eigen::VectorXd > &new_ub)
 Updates the upper bound.
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.
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.
void set_num_outputs (int num_outputs)
void set_is_thread_safe (bool is_thread_safe)

Member Enumeration Documentation

◆ HessianType

enum class HessianType
strong

Whether the Hessian matrix is positive semidefinite, negative semidefinite, indefinite or a zero-matrix.

Enumerator
kPositiveSemidefinite 
kNegativeSemidefinite 
kIndefinite 
kZero 

Constructor & Destructor Documentation

◆ QuadraticConstraint() [1/3]

◆ QuadraticConstraint() [2/3]

◆ QuadraticConstraint() [3/3]

template<typename DerivedQ, typename Derivedb>
QuadraticConstraint ( const Eigen::MatrixBase< DerivedQ > & Q0,
const Eigen::MatrixBase< Derivedb > & b,
double lb,
double ub,
std::optional< HessianType > hessian_type = std::nullopt )

Construct a quadratic constraint.

Template Parameters
DerivedQThe type for Q.
DerivedbThe type for b.
Parameters
Q0The square matrix. Notice that Q₀ does not have to be symmetric.
bThe linear coefficient.
lbThe lower bound.
ubThe upper bound.
hessian_type(optional) Indicates the type of Hessian matrix Q0. If hessian_type is not std::nullopt, then the user guarantees the type of Q0. If hessian_type=std::nullopt, then QuadraticConstraint will check the type of Q0. To speed up the constructor, set hessian_type != std::nullopt if you can. If this type is set incorrectly, then the downstream code (for example the solver) will malfunction.
Exceptions
std::exceptionif Q0 isn't a square matrix, or b.rows() != Q0.rows().

◆ ~QuadraticConstraint()

~QuadraticConstraint ( )
override

Member Function Documentation

◆ b()

virtual const Eigen::VectorXd & b ( ) const
virtual

◆ hessian_type()

HessianType hessian_type ( ) const
nodiscard

◆ is_convex()

bool is_convex ( ) const
nodiscard

Returns if this quadratic constraint is convex.

◆ operator=() [1/2]

QuadraticConstraint & operator= ( const QuadraticConstraint & )
delete

◆ operator=() [2/2]

QuadraticConstraint & operator= ( QuadraticConstraint && )
delete

◆ Q()

virtual const Eigen::MatrixXd & Q ( ) const
virtual

The symmetric matrix Q, being the Hessian of this constraint.

◆ UpdateCoefficients()

template<typename DerivedQ, typename DerivedB>
void UpdateCoefficients ( const Eigen::MatrixBase< DerivedQ > & new_Q,
const Eigen::MatrixBase< DerivedB > & new_b,
std::optional< HessianType > hessian_type = std::nullopt )

Updates the quadratic and linear term of the constraint.

The new matrices need to have the same dimension as before.

Parameters
new_Qnew quadratic term
new_bnew linear term
hessian_type(optional) Indicates the type of Hessian matrix Q0. If hessian_type is not std::nullopt, then the user guarantees the type of Q0. If hessian_type=std::nullopt, then QuadraticConstraint will check the type of Q0. To speed up the constructor, set hessian_type != std::nullopt if you can.

Member Data Documentation

◆ kNumConstraints

const int kNumConstraints = 1
static

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