Drake
Drake C++ Documentation
RotatedLorentzConeConstraint Class Reference

Detailed Description

Constraining that the linear expression \( z=Ax+b \) lies within rotated Lorentz cone.

A vector z ∈ ℝ ⁿ lies within rotated Lorentz cone, if

\[ z_0 \ge 0\\ z_1 \ge 0\\ z_0 z_1 \ge z_2^2 + z_3^2 + ... + z_{n-1}^2 \]

where A ∈ ℝ ⁿˣᵐ, b ∈ ℝ ⁿ are given matrices.

For more information and visualization, please refer to https://docs.mosek.com/modeling-cookbook/cqo.html (Fig 3.1)

#include <drake/solvers/constraint.h>

Public Member Functions

 RotatedLorentzConeConstraint (const Eigen::Ref< const Eigen::MatrixXd > &A, const Eigen::Ref< const Eigen::VectorXd > &b)
 
const Eigen::SparseMatrix< double > & A () const
 Getter for A. More...
 
const Eigen::MatrixXd & A_dense () const
 Getter for dense version of A. More...
 
const Eigen::VectorXd & b () const
 Getter for b. More...
 
 ~RotatedLorentzConeConstraint () override
 
void UpdateCoefficients (const Eigen::Ref< const Eigen::MatrixXd > &new_A, const Eigen::Ref< const Eigen::VectorXd > &new_b)
 Updates the coefficients, the updated constraint is z=new_A * x + new_b in the rotated Lorentz cone. More...
 
Does not allow copy, move, or assignment
 RotatedLorentzConeConstraint (const RotatedLorentzConeConstraint &)=delete
 
RotatedLorentzConeConstraintoperator= (const RotatedLorentzConeConstraint &)=delete
 
 RotatedLorentzConeConstraint (RotatedLorentzConeConstraint &&)=delete
 
RotatedLorentzConeConstraintoperator= (RotatedLorentzConeConstraint &&)=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
 

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...
 
void set_num_outputs (int num_outputs)
 
void set_is_thread_safe (bool is_thread_safe)
 

Constructor & Destructor Documentation

◆ RotatedLorentzConeConstraint() [1/3]

◆ RotatedLorentzConeConstraint() [2/3]

◆ RotatedLorentzConeConstraint() [3/3]

RotatedLorentzConeConstraint ( const Eigen::Ref< const Eigen::MatrixXd > &  A,
const Eigen::Ref< const Eigen::VectorXd > &  b 
)
Exceptions
std::exceptionif A.rows() < 3.

◆ ~RotatedLorentzConeConstraint()

Member Function Documentation

◆ A()

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

Getter for A.

◆ A_dense()

const Eigen::MatrixXd& A_dense ( ) const

Getter for dense version of A.

◆ b()

const Eigen::VectorXd& b ( ) const

Getter for b.

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ UpdateCoefficients()

void UpdateCoefficients ( const Eigen::Ref< const Eigen::MatrixXd > &  new_A,
const Eigen::Ref< const Eigen::VectorXd > &  new_b 
)

Updates the coefficients, the updated constraint is z=new_A * x + new_b in the rotated Lorentz cone.

Exceptions
std::exceptionif the new_A.cols() != A.cols(), namely the variable size should not change.
Precondition
new_A.rows() >= 3 and new_A.rows() == new_b.rows().

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