# pydrake.solvers

Bindings for Solving Mathematical Programs.

If you are formulating constraints using symbolic formulas, please review the top-level documentation for pydrake.math.

pydrake.solvers.AddBilinearProductMcCormickEnvelopeSos2(prog: pydrake.solvers.MathematicalProgram, x: pydrake.symbolic.Variable, y: pydrake.symbolic.Variable, w: pydrake.symbolic.Expression, phi_x: numpy.ndarray[numpy.float64[m, 1]], phi_y: numpy.ndarray[numpy.float64[m, 1]], Bx: numpy.ndarray[object[m, 1]], By: numpy.ndarray[object[m, 1]], binning: pydrake.solvers.IntervalBinning) numpy.ndarray[object[m, n]]

Add constraints to the optimization program, such that the bilinear product x * y is approximated by w, using Special Ordered Set of Type 2 (sos2) constraint. To do so, we assume that the range of x is [x_min, x_max], and the range of y is [y_min, y_max]. We first consider two arrays φˣ, φʸ, satisfying

Click to expand C++ code...
x_min = φˣ₀ < φˣ₁ < ... < φˣₘ = x_max
y_min = φʸ₀ < φʸ₁ < ... < φʸₙ = y_max


, and divide the range of x into intervals [φˣ₀, φˣ₁], [φˣ₁, φˣ₂], … , [φˣₘ₋₁, φˣₘ] and the range of y into intervals [φʸ₀, φʸ₁], [φʸ₁, φʸ₂], … , [φʸₙ₋₁, φʸₙ]. The xy plane is thus cut into rectangles, with each rectangle as [φˣᵢ, φˣᵢ₊₁] x [φʸⱼ, φʸⱼ₊₁]. The convex hull of the surface z = x * y for x, y in each rectangle is a tetrahedron. We then approximate the bilinear product x * y with w, such that (x, y, w) is in one of the tetrahedrons.

We use two different encoding schemes on the binary variables, to determine which interval is active. We can choose either linear or logarithmic binning. When using linear binning, for a variable with N intervals, we use N binary variables, and B(i) = 1 indicates the variable is in the i’th interval. When using logarithmic binning, we use ⌈log₂(N)⌉ binary variables. If these binary variables represent integer M in the reflected Gray code, then the continuous variable is in the M’th interval.

Parameter prog:

The program to which the bilinear product constraint is added

Parameter x:

The decision variable.

Parameter y:

The decision variable.

Parameter w:

The expression to approximate x * y

Parameter phi_x:

The end points of the intervals for x.

Parameter phi_y:

The end points of the intervals for y.

Parameter Bx:

The binary variables for the interval in which x stays encoded as described above.

Parameter By:

The binary variables for the interval in which y stays encoded as described above.

Parameter binning:

Determine whether to use linear binning or logarithmic binning.

Returns

lambda The auxiliary continuous variables.

The constraints we impose are

Click to expand C++ code...
x = (φˣ)ᵀ * ∑ⱼ λᵢⱼ
y = (φʸ)ᵀ * ∑ᵢ λᵢⱼ
w = ∑ᵢⱼ φˣᵢ * φʸⱼ * λᵢⱼ
Both ∑ⱼ λᵢⱼ = λ.rowwise().sum() and ∑ᵢ λᵢⱼ = λ.colwise().sum() satisfy SOS2
constraint.


If x ∈ [φx(M), φx(M+1)] and y ∈ [φy(N), φy(N+1)], then only λ(M, N), λ(M + 1, N), λ(M, N + 1) and λ(M+1, N+1) can be strictly positive, all other λ(i, j) are zero.

Note

We DO NOT add the constraint Bx(i) ∈ {0, 1}, By(j) ∈ {0, 1} in this function. It is the user’s responsibility to ensure that these constraints are enforced.

pydrake.solvers.AddLogarithmicSos1Constraint(prog: pydrake.solvers.MathematicalProgram, num_lambda: int) tuple[numpy.ndarray[object[m, 1]], numpy.ndarray[object[m, 1]]]

Adds the special ordered set of type 1 (SOS1) constraint. Namely

Click to expand C++ code...
λ(0) + ... + λ(n-1) = 1
λ(i) ≥ 0 ∀i
∃ j ∈ {0, 1, ..., n-1}, s.t λ(j) = 1


where one and only one of λ(i) is 1, all other λ(j) are 0. We will need to add ⌈log₂(n)⌉ binary variables, where n is the number of rows in λ. For more information, please refer to Modeling Disjunctive Constraints with a Logarithmic Number of Binary Variables and Constraints by J. Vielma and G. Nemhauser, 2011.

Parameter prog:

The program to which the SOS1 constraint is added.

Parameter num_lambda:

n in the documentation above.

Returns

(lambda, y) lambda is λ in the documentation above. Notice that λ are declared as continuous variables, but they only admit binary solutions. y are binary variables of size ⌈log₂(n)⌉. When this sos1 constraint is satisfied, suppose that λ(i)=1 and λ(j)=0 ∀ j≠i, then y is the Reflected Gray code of i. For example, suppose n = 8, i = 5, then y is a vector of size ⌈log₂(n)⌉ = 3, and the value of y is (1, 1, 0) which equals to 5 according to reflected Gray code.

pydrake.solvers.AddLogarithmicSos2Constraint(prog: pydrake.solvers.MathematicalProgram, lambdas: numpy.ndarray[object[m, 1]], binary_variable_name: str = 'y') numpy.ndarray[object[m, 1]]

Adds the special ordered set 2 (SOS2) constraint,

pydrake.solvers.AddSos2Constraint(prog: pydrake.solvers.MathematicalProgram, lambdas: numpy.ndarray[object[m, 1]], y: numpy.ndarray[object[m, 1]]) None

Adds the special ordered set 2 (SOS2) constraint. y(i) takes binary values (either 0 or 1).

Click to expand C++ code...
y(i) = 1 => λ(i) + λ(i + 1) = 1.


AddLogarithmicSos2Constraint for a complete explanation on SOS2 constraint.

Parameter prog:

The optimization program to which the SOS2 constraint is added.

Parameter lambda:

At most two entries in λ can be strictly positive, and these two entries have to be adjacent. All other entries are zero. Moreover, these two entries should sum up to 1.

Parameter y:

y(i) takes binary value, and determines which two entries in λ can be strictly positive. Throw a runtime error if y.rows() != lambda.rows() - 1.

class pydrake.solvers.AugmentedLagrangianNonsmooth

Compute the augmented Lagrangian (AL) of a given mathematical program

min f(x) s.t h(x) = 0 l <= g(x) <= u x_lo <= x <= x_up

We first turn it into an equality constrained program with non-negative slack variable s as follows

min f(x) s.t h(x) = 0 c(x) - s = 0 s >= 0

Depending on the option include_x_bounds, the constraint h(x)=0, c(x)>=0 may or may not include the bounding box constraint x_lo <= x <= x_up.

the (non-smooth) augmented Lagrangian is defined as

L(x, λ, μ) = f(x) − λ₁ᵀh(x) + μ/2 h(x)ᵀh(x) - λ₂ᵀ(c(x)-s) + μ/2 (c(x)-s)ᵀ(c(x)-s)

where s = max(c(x) - λ₂/μ, 0).

For more details, refer to section 17.4 of Numerical Optimization by Jorge Nocedal and Stephen Wright, Edition 1, 1999 (This formulation isn’t presented in Edition 2, but to stay consistent with Edition 2, we use μ/2 as the coefficient of the quadratic penalty term instead of 1/(2μ) in Edition 1). Note that the augmented Lagrangian L(x, λ, μ) is NOT a smooth function of x, since s = max(c(x) - λ₂/μ, 0) is non-smooth at c(x) - λ₂/μ = 0.

__init__(self: pydrake.solvers.AugmentedLagrangianNonsmooth, prog: pydrake.solvers.MathematicalProgram, include_x_bounds: bool) None
Parameter prog:

The mathematical program we will evaluate.

Parameter include_x_bounds:

. Whether the Lagrangian and the penalty for the bounds x_lo <= x <= x_up are included in the augmented Lagrangian L(x, λ, μ) or not.

Eval(*args, **kwargs)

1. Eval(self: pydrake.solvers.AugmentedLagrangianNonsmooth, x: numpy.ndarray[numpy.float64[m, 1]], lambda_val: numpy.ndarray[numpy.float64[m, 1]], mu: float) -> tuple[float, numpy.ndarray[numpy.float64[m, 1]], float]

Parameter x:

The value of all the decision variables.

Parameter lambda_val:

The estimated Lagrangian multipliers. The order of the Lagrangian multiplier is as this: We first call to evaluate all constraints. Then for each row of the constraint, if it is an equality constraint, we append one single Lagrangian multiplier. Otherwise we append the Lagrangian multiplier for the lower and upper bounds (where the lower comes before the upper), if the corresponding bound is not ±∞. The order of evaluating all the constraints is the same as prog.GetAllConstraints() except for prog.bounding_box_constraints(). If include_x_bounds=true, then we aggregate all the bounding_box_constraints() and evaluate them at the end of all constraints.

Parameter mu:

μ in the documentation above. The constant for penalty term weight. This should be a strictly positive number.

Parameter constraint_residue:

The value of the all the constraints. For an equality constraint c(x)=0 or the inequality constraint c(x)>= 0, the residue is c(x). Depending on include_x_bounds, constraint_residue may or may not contain the residue for bounding box constraints x_lo <= x <= x_up at the end.

Parameter cost:

The value of the cost function f(x).

Returns

The evaluated Augmented Lagrangian (AL) L(x, λ, μ).

1. Eval(self: pydrake.solvers.AugmentedLagrangianNonsmooth, x: numpy.ndarray[object[m, 1]], lambda_val: numpy.ndarray[numpy.float64[m, 1]], mu: float) -> tuple[pydrake.autodiffutils.AutoDiffXd, numpy.ndarray[object[m, 1]], pydrake.autodiffutils.AutoDiffXd]

Parameter x:

The value of all the decision variables.

Parameter lambda_val:

The estimated Lagrangian multipliers. The order of the Lagrangian multiplier is as this: We first call to evaluate all constraints. Then for each row of the constraint, if it is an equality constraint, we append one single Lagrangian multiplier. Otherwise we append the Lagrangian multiplier for the lower and upper bounds (where the lower comes before the upper), if the corresponding bound is not ±∞. The order of evaluating all the constraints is the same as prog.GetAllConstraints() except for prog.bounding_box_constraints(). If include_x_bounds=true, then we aggregate all the bounding_box_constraints() and evaluate them at the end of all constraints.

Parameter mu:

μ in the documentation above. The constant for penalty term weight. This should be a strictly positive number.

Parameter constraint_residue:

The value of the all the constraints. For an equality constraint c(x)=0 or the inequality constraint c(x)>= 0, the residue is c(x). Depending on include_x_bounds, constraint_residue may or may not contain the residue for bounding box constraints x_lo <= x <= x_up at the end.

Parameter cost:

The value of the cost function f(x).

Returns

The evaluated Augmented Lagrangian (AL) L(x, λ, μ).

include_x_bounds(self: pydrake.solvers.AugmentedLagrangianNonsmooth) bool
Returns

Whether the bounding box constraint x_lo <= x <= x_up is included in the augmented Lagrangian L(x, λ, μ).

is_equality(self: pydrake.solvers.AugmentedLagrangianNonsmooth) list[bool]
Returns

Whether each constraint is equality or not. The order of the constraint is explained in the class documentation.

lagrangian_size(self: pydrake.solvers.AugmentedLagrangianNonsmooth) int
Returns

The size of the Lagrangian multiplier λ.

prog(self: pydrake.solvers.AugmentedLagrangianNonsmooth)
Returns

The mathematical program for which the augmented Lagrangian is computed.

x_lo(self: pydrake.solvers.AugmentedLagrangianNonsmooth) numpy.ndarray[numpy.float64[m, 1]]
Returns

all the lower bounds of x.

x_up(self: pydrake.solvers.AugmentedLagrangianNonsmooth) numpy.ndarray[numpy.float64[m, 1]]
Returns

all the upper bounds of x.

class pydrake.solvers.AugmentedLagrangianSmooth

Compute the augmented Lagrangian (AL) of a given mathematical program

min f(x) s.t h(x) = 0 l <= g(x) <= u x_lo <= x <= x_up

We first turn it into an equality constrained program with non-negative slack variable s as follows

min f(x) s.t h(x) = 0 c(x) - s = 0 s >= 0

We regard this as an optimization problem on variable (x, s), with equality constraints h(x) = 0, c(x)-s = 0, and the bound constraint s >= 0.

Depending on the option include_x_bounds, the constraint h(x)=0, c(x)>=0 may or may not include the bounding box constraint x_lo <= x <= x_up.

The (smooth) augmented Lagrangian is defined as

L(x, s, λ, μ) = f(x) − λ₁ᵀh(x) + μ/2 h(x)ᵀh(x) - λ₂ᵀ(c(x)-s) + μ/2 (c(x)-s)ᵀ(c(x)-s)

For more details, refer to section 17.4 of Numerical Optimization by Jorge Nocedal and Stephen Wright, Edition 2, 2006. Note that the augmented Lagrangian L(x, s, λ, μ) is a smooth function of (x, s),

This is the implementation used in LANCELOT. To solve the nonlinear optimization through this Augmented Lagrangian, the nonlinear solve should be able to handle bounding box constraints on the decision variables.

__init__(self: pydrake.solvers.AugmentedLagrangianSmooth, prog: pydrake.solvers.MathematicalProgram, include_x_bounds: bool) None
Parameter prog:

The mathematical program we will evaluate.

Parameter include_x_bounds:

. Whether the Lagrangian and the penalty for the bounds x_lo <= x <= x_up are included in the augmented Lagrangian L(x, s, λ, μ) or not.

Eval(*args, **kwargs)

1. Eval(self: pydrake.solvers.AugmentedLagrangianSmooth, x: numpy.ndarray[numpy.float64[m, 1]], s: numpy.ndarray[numpy.float64[m, 1]], lambda_val: numpy.ndarray[numpy.float64[m, 1]], mu: float) -> tuple[float, numpy.ndarray[numpy.float64[m, 1]], float]

Parameter x:

The value of all the decision variables in prog().

Parameter s:

The value of all slack variables s.

Parameter lambda_val:

The estimated Lagrangian multipliers. The order of the Lagrangian multiplier is as follows: We first call to evaluate all constraints. Then for each row of the constraint, if it is an equality constraint, we append one single Lagrangian multiplier. Otherwise we append the Lagrangian multiplier for the lower and upper bounds (where the lower comes before the upper), if the corresponding bound is not ±∞. The order of evaluating all the constraints is the same as prog.GetAllConstraints() except for prog.bounding_box_constraints(). If include_x_bounds=true, then we aggregate all the bounding_box_constraints() and evaluate them at the end of all constraints.

Parameter mu:

μ in the documentation above. The constant for penalty term weight. This should be a strictly positive number.

Parameter constraint_residue:

The value of the all the constraints. For an equality constraint c(x)=0, the residue is c(x); for an inequality constraint c(x)>=0, the residue is c(x)-s where s is the corresponding slack variable. Depending on include_x_bounds, constraint_residue may or may not contain the residue for bounding box constraints x_lo <= x <= x_up at the end.

Parameter cost:

The value of the cost function f(x).

Returns

The evaluated Augmented Lagrangian (AL) L(x, s, λ, μ).

Note

This Eval function differs from AugmentedLagrangianNonsmooth::Eval() function as s is an input argument.

1. Eval(self: pydrake.solvers.AugmentedLagrangianSmooth, x: numpy.ndarray[object[m, 1]], s: numpy.ndarray[object[m, 1]], lambda_val: numpy.ndarray[numpy.float64[m, 1]], mu: float) -> tuple[pydrake.autodiffutils.AutoDiffXd, numpy.ndarray[object[m, 1]], pydrake.autodiffutils.AutoDiffXd]

Parameter x:

The value of all the decision variables in prog().

Parameter s:

The value of all slack variables s.

Parameter lambda_val:

The estimated Lagrangian multipliers. The order of the Lagrangian multiplier is as follows: We first call to evaluate all constraints. Then for each row of the constraint, if it is an equality constraint, we append one single Lagrangian multiplier. Otherwise we append the Lagrangian multiplier for the lower and upper bounds (where the lower comes before the upper), if the corresponding bound is not ±∞. The order of evaluating all the constraints is the same as prog.GetAllConstraints() except for prog.bounding_box_constraints(). If include_x_bounds=true, then we aggregate all the bounding_box_constraints() and evaluate them at the end of all constraints.

Parameter mu:

μ in the documentation above. The constant for penalty term weight. This should be a strictly positive number.

Parameter constraint_residue:

The value of the all the constraints. For an equality constraint c(x)=0, the residue is c(x); for an inequality constraint c(x)>=0, the residue is c(x)-s where s is the corresponding slack variable. Depending on include_x_bounds, constraint_residue may or may not contain the residue for bounding box constraints x_lo <= x <= x_up at the end.

Parameter cost:

The value of the cost function f(x).

Returns

The evaluated Augmented Lagrangian (AL) L(x, s, λ, μ).

Note

This Eval function differs from AugmentedLagrangianNonsmooth::Eval() function as s is an input argument.

include_x_bounds(self: pydrake.solvers.AugmentedLagrangianSmooth) bool
Returns

Whether the bounding box constraint x_lo <= x <= x_up is included in the augmented Lagrangian L(x, λ, μ).

is_equality(self: pydrake.solvers.AugmentedLagrangianSmooth) list[bool]
Returns

Whether each constraint is equality or not. The order of the constraint is explained in the class documentation.

lagrangian_size(self: pydrake.solvers.AugmentedLagrangianSmooth) int
Returns

The size of the Lagrangian multiplier λ.

prog(self: pydrake.solvers.AugmentedLagrangianSmooth)
Returns

The mathematical program for which the augmented Lagrangian is computed.

s_size(self: pydrake.solvers.AugmentedLagrangianSmooth) int
Returns

The size of the slack variable s.

x_lo(self: pydrake.solvers.AugmentedLagrangianSmooth) numpy.ndarray[numpy.float64[m, 1]]
Returns

All the lower bounds of x.

x_up(self: pydrake.solvers.AugmentedLagrangianSmooth) numpy.ndarray[numpy.float64[m, 1]]
Returns

All the upper bounds of x.

template pydrake.solvers.Binding
class pydrake.solvers.Binding[BoundingBoxConstraint]
__init__(self: , c: pydrake.solvers.BoundingBoxConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[Constraint]
__init__(*args, **kwargs)

1. __init__(self: pydrake.solvers.Binding[Constraint], c: pydrake.solvers.Constraint, v: numpy.ndarray[object[m, 1]]) -> None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

1. __init__(self: pydrake.solvers.Binding[Constraint], arg0: object) -> None

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[Cost]
__init__(*args, **kwargs)

1. __init__(self: pydrake.solvers.Binding[Cost], c: pydrake.solvers.Cost, v: numpy.ndarray[object[m, 1]]) -> None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

1. __init__(self: pydrake.solvers.Binding[Cost], arg0: object) -> None

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[EvaluatorBase]
__init__(*args, **kwargs)

1. __init__(self: pydrake.solvers.Binding[EvaluatorBase], c: pydrake.solvers.EvaluatorBase, v: numpy.ndarray[object[m, 1]]) -> None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

1. __init__(self: pydrake.solvers.Binding[EvaluatorBase], arg0: object) -> None

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[ExponentialConeConstraint]
__init__(self: , c: pydrake.solvers.ExponentialConeConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[ExpressionConstraint]
__init__(self: , c: pydrake.solvers.ExpressionConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[ExpressionCost]
__init__(self: , c: pydrake.solvers.ExpressionCost, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[L1NormCost]
__init__(self: , c: pydrake.solvers.L1NormCost, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[L2NormCost]
__init__(self: , c: pydrake.solvers.L2NormCost, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[LinearComplementarityConstraint]
__init__(self: , c: pydrake.solvers.LinearComplementarityConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[LinearConstraint]
__init__(self: , c: pydrake.solvers.LinearConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[LinearCost]
__init__(self: , c: pydrake.solvers.LinearCost, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[LinearEqualityConstraint]
__init__(self: , c: pydrake.solvers.LinearEqualityConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[LinearMatrixInequalityConstraint]
__init__(self: , c: pydrake.solvers.LinearMatrixInequalityConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[LInfNormCost]
__init__(self: , c: pydrake.solvers.LInfNormCost, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[LorentzConeConstraint]
__init__(self: , c: pydrake.solvers.LorentzConeConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[MinimumValueLowerBoundConstraint]
__init__(self: , c: pydrake.solvers.MinimumValueLowerBoundConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[MinimumValueUpperBoundConstraint]
__init__(self: , c: pydrake.solvers.MinimumValueUpperBoundConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
__init__(self: , c: pydrake.solvers.PerspectiveQuadraticCost, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[PositiveSemidefiniteConstraint]
__init__(self: , c: pydrake.solvers.PositiveSemidefiniteConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
__init__(self: , c: pydrake.solvers.QuadraticConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
__init__(self: , c: pydrake.solvers.QuadraticCost, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[RotatedLorentzConeConstraint]
__init__(self: , c: pydrake.solvers.RotatedLorentzConeConstraint, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.Binding[VisualizationCallback]
__init__(self: , c: pydrake.solvers.VisualizationCallback, v: numpy.ndarray[object[m, 1]]) None

Concatenates each VectorDecisionVariable object in v into a single column vector, binds this column vector of decision variables with the constraint c.

evaluator(self: )
ToLatex(self: , precision: int = 3) str

Returns a LaTeX description of this Binding. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

variables(self: ) numpy.ndarray[object[m, 1]]
class pydrake.solvers.BoundingBoxConstraint

Implements a constraint of the form $$lb <= x <= ub$$

Note: the base Constraint class (as implemented at the moment) could play this role. But this class enforces that it is ONLY a bounding box constraint, and not something more general. Some solvers use this information to handle bounding box constraints differently than general constraints, so use of this form is encouraged.

__init__(self: pydrake.solvers.BoundingBoxConstraint, lb: numpy.ndarray[numpy.float64[m, 1]], ub: numpy.ndarray[numpy.float64[m, 1]]) None
pydrake.solvers.ChooseBestSolver(prog: pydrake.solvers.MathematicalProgram)

Choose the best solver given the formulation in the optimization program and the availability of the solvers.

Raises

RuntimeError if there is no available solver for prog.

class pydrake.solvers.ClarabelSolver

An interface to wrap Clarabel https://github.com/oxfordcontrol/Clarabel.cpp

__init__(self: pydrake.solvers.ClarabelSolver) None
static id()
class pydrake.solvers.ClarabelSolverDetails

The Clarabel solver details after calling the Solve() function. The user can call MathematicalProgramResult::get_solver_details<ClarabelSolver>() to obtain the details.

__init__(*args, **kwargs)
property iterations

Number of iterations in Clarabel.

property solve_time

The solve time inside Clarabel in seconds.

property status

The status from Clarabel.

class pydrake.solvers.ClpSolver

A wrapper to call CLP using Drake’s MathematicalProgram.

Note

Currently our ClpSolver has a memory issue when solving a QP. The user should be aware of this risk.

Note

The authors can adjust the problem scaling option by setting “scaling” as mentioned in https://github.com/coin-or/Clp/blob/43129ba1a7fd66ce70fe0761fcd696951917ed2e/src/ClpModel.hpp#L705-L706 For example prog.SetSolverOption(ClpSolver::id(), “scaling”, 0); will do “no scaling”. The default is 1.

__init__(self: pydrake.solvers.ClpSolver) None
static id()
class pydrake.solvers.ClpSolverDetails

The CLP solver details after calling Solve() function. The user can call MathematicalProgramResult::get_solver_details<ClpSolver>() to obtain the details.

__init__(*args, **kwargs)
property status

Refer to ClpModel::status() function for the meaning of the status code. - -1: unknown error. - 0: optimal. - 1: primal infeasible - 2: dual infeasible - 3: stopped on iterations or time. - 4: stopped due to errors - 5: stopped by event handler

class pydrake.solvers.CommonSolverOption

Some options can be applied to not one solver, but many solvers (for example, many solvers support printing out the progress in each iteration). CommonSolverOption contain the names of these supported options. The user can use these options as “key” in SolverOption::SetOption().

Members:

kPrintFileName : Many solvers support printing the progress of each iteration to a

file. The user can call SolverOptions::SetOption(kPrintFileName, file_name) where file_name is a string. If the user doesn’t want to print to a file, then use SolverOptions::SetOption(kPrintFileName, “”), where the empty string “” indicates no print.

kPrintToConsole : Many solvers support printing the progress of each iteration to the

console, the user can call SolverOptions::SetOption(kPrintToConsole, 1) to turn on printing to the console, or SolverOptions::SetOption(kPrintToConsole, 0) to turn off printing to the console.

kStandaloneReproductionFileName : Some of our solver interfaces support writing a standalone (e.g. it

does not depend on Drake) minimal reproduction of the problem to a file. This is especially useful for sending bug reports upstream to the developers of the solver. To enable this, use e.g. SolverOptions::SetOption(kStandaloneReproductionFileName, “reproduction.txt”). To disable, use SolverOptions::SetOption(kStandaloneReproductionFileName, “”), where the empty string “” indicates that no file should be written.

__init__(self: pydrake.solvers.CommonSolverOption, value: int) None
kPrintFileName = <CommonSolverOption.kPrintFileName: 0>
kPrintToConsole = <CommonSolverOption.kPrintToConsole: 1>
kStandaloneReproductionFileName = <CommonSolverOption.kStandaloneReproductionFileName: 2>
property name
property value
class pydrake.solvers.Constraint

A constraint is a function + lower and upper bounds.

Solver interfaces must acknowledge that these constraints are mutable. Parameters can change after the constraint is constructed and before the call to Solve().

It should support evaluating the constraint, and adding it to an optimization problem.

__init__(*args, **kwargs)
CheckSatisfied(*args, **kwargs)

1. CheckSatisfied(self: pydrake.solvers.Constraint, x: numpy.ndarray[numpy.float64[m, 1]], tol: float = 1e-06) -> bool

Return whether this constraint is satisfied by the given value, x.

Parameter x:

A num_vars x 1 vector.

Parameter tol:

A tolerance for bound checking.

Raises

RuntimeError if the size of x isn't correct.

1. CheckSatisfied(self: pydrake.solvers.Constraint, x: numpy.ndarray[object[m, 1]], tol: float = 1e-06) -> bool

Return whether this constraint is satisfied by the given value, x.

Parameter x:

A num_vars x 1 vector.

Parameter tol:

A tolerance for bound checking.

Raises

RuntimeError if the size of x isn't correct.

1. CheckSatisfied(self: pydrake.solvers.Constraint, x: numpy.ndarray[object[m, 1]]) -> pydrake.symbolic.Formula

Return whether this constraint is satisfied by the given value, x.

Parameter x:

A num_vars x 1 vector.

Parameter tol:

A tolerance for bound checking.

Raises

RuntimeError if the size of x isn't correct.

CheckSatisfiedVectorized(self: pydrake.solvers.Constraint, x: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], tol: float) list[bool]

A “vectorized” version of CheckSatisfied. It evaluates the constraint for every column of x.

lower_bound(self: pydrake.solvers.Constraint) numpy.ndarray[numpy.float64[m, 1]]
num_constraints(self: pydrake.solvers.Constraint) int

Number of rows in the output constraint.

upper_bound(self: pydrake.solvers.Constraint) numpy.ndarray[numpy.float64[m, 1]]
class pydrake.solvers.Cost

Provides an abstract base for all costs.

__init__(*args, **kwargs)
class pydrake.solvers.CsdpSolver

Wrap CSDP solver such that it can solve a drake::solvers::MathematicalProgram.

Note

CSDP doesn’t accept free variables, while drake::solvers::MathematicalProgram does. In order to convert MathematicalProgram into CSDP format, we provide several approaches to remove free variables. You can set the approach through

Click to expand C++ code...
{cc}
SolverOptions solver_options;
solver_options.SetOption(CsdpSolver::id(),
"drake::RemoveFreeVariableMethod",
static_cast<int>(RemoveFreeVariableMethod::kNullspace));
CsdpSolver solver;
auto result = solver.Solve(prog, std::nullopt, solver_options);


For more details, check out RemoveFreeVariableMethod.

__init__(self: pydrake.solvers.CsdpSolver) None

Default constructor

static id()
class pydrake.solvers.CsdpSolverDetails

The CSDP solver details after calling Solve() function. The user can call MathematicalProgramResult::get_solver_details<CsdpSolver>() to obtain the details.

__init__(*args, **kwargs)
property dual_objective

The dual objective value.

property primal_objective

The primal objective value.

property return_code

Refer to the Return Codes section of CSDP 6.2.0 User’s Guide for explanation on the return code. Some of the common return codes are

0 Problem is solved to optimality. 1 Problem is primal infeasible. 2 Problem is dual infeasible. 3 Problem solved to near optimality. 4 Maximum iterations reached. 5 Stuck at edge of primal feasibility. 6 Stuck at edge of dual feasibility. 7 Lack of progress. 8 X, Z, or O is singular. 9 NaN or Inf values encountered.

property y_val

CSDP solves a primal problem of the form

max tr(C*X) s.t tr(Aᵢ*X) = aᵢ X ≽ 0

The dual form is

min aᵀy s.t ∑ᵢ yᵢAᵢ - C = Z Z ≽ 0

y, Z are the variables for the dual problem. y_val, Z_val are the solutions to the dual problem.

property Z_val
class pydrake.solvers.EvaluatorBase
__init__(*args, **kwargs)
Eval(*args, **kwargs)

1. Eval(self: pydrake.solvers.EvaluatorBase, x: numpy.ndarray[numpy.float64[m, 1]]) -> numpy.ndarray[numpy.float64[m, 1]]

Evaluates the expression.

Parameter x:

A num_vars x 1 input vector.

Parameter y:

A num_outputs x 1 output vector.

1. Eval(self: pydrake.solvers.EvaluatorBase, x: numpy.ndarray[object[m, 1]]) -> numpy.ndarray[object[m, 1]]

Evaluates the expression.

Parameter x:

A num_vars x 1 input vector.

Parameter y:

A num_outputs x 1 output vector.

1. Eval(self: pydrake.solvers.EvaluatorBase, x: numpy.ndarray[object[m, 1]]) -> numpy.ndarray[object[m, 1]]

Evaluates the expression.

Parameter x:

A num_vars x 1 input vector.

Parameter y:

A num_outputs x 1 output vector.

get_description(self: pydrake.solvers.EvaluatorBase) str

Getter for a human-friendly description for the evaluator.

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.

Returns gradient_sparsity_pattern:

If nullopt, then we regard all entries of the gradient as potentially non-zero.

num_outputs(self: pydrake.solvers.EvaluatorBase) int

Getter for the number of outputs, namely the number of rows in y, as used in Eval(x, y).

num_vars(self: pydrake.solvers.EvaluatorBase) int

Getter for the number of variables, namely the number of rows in x, as used in Eval(x, y).

set_description(self: pydrake.solvers.EvaluatorBase, arg0: str) None

Set a human-friendly description for the evaluator.

Set the sparsity pattern of the gradient matrix ∂y/∂x (the gradient of y value in Eval, w.r.t x in Eval) . gradient_sparsity_pattern contains all the pairs of (row_index, col_index) for which the corresponding entries could have non-zero value in the gradient matrix ∂y/∂x.

ToLatex(self: pydrake.solvers.EvaluatorBase, vars: numpy.ndarray[object[m, 1]], precision: int = 3) str

Returns a LaTeX string describing this evaluator. Does not include any characters to enter/exit math mode; you might want, e.g. “$$” + evaluator.ToLatex() + “$$”.

class pydrake.solvers.ExponentialConeConstraint

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.

__init__(self: pydrake.solvers.ExponentialConeConstraint, A: numpy.ndarray[numpy.float64[m, n]], b: numpy.ndarray[numpy.float64[3, 1]]) None

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

Precondition:

A has 3 rows.

A(self: pydrake.solvers.ExponentialConeConstraint) numpy.ndarray[numpy.float64[m, n]]

Getter for matrix A.

b(self: pydrake.solvers.ExponentialConeConstraint) numpy.ndarray[numpy.float64[3, 1]]

Getter for vector b.

class pydrake.solvers.ExpressionConstraint

Impose a generic (potentially nonlinear) constraint represented as a vector of symbolic Expression. Expression::Evaluate is called on every constraint evaluation.

Uses symbolic::Jacobian to provide the gradients to the AutoDiff method.

__init__(self: pydrake.solvers.ExpressionConstraint, v: numpy.ndarray[object[m, 1]], lb: numpy.ndarray[numpy.float64[m, 1]], ub: numpy.ndarray[numpy.float64[m, 1]]) None
expressions(self: pydrake.solvers.ExpressionConstraint) numpy.ndarray[object[m, 1]]
Returns

the symbolic expressions.

vars(self: pydrake.solvers.ExpressionConstraint) numpy.ndarray[object[m, 1]]
Returns

the list of the variables involved in the vector of expressions, in the order that they are expected to be received during DoEval. Any Binding that connects this constraint to decision variables should pass this list of variables to the Binding.

class pydrake.solvers.ExpressionCost

Impose a generic (potentially nonlinear) cost represented as a symbolic Expression. Expression::Evaluate is called on every constraint evaluation.

Uses symbolic::Jacobian to provide the gradients to the AutoDiff method.

__init__(self: pydrake.solvers.ExpressionCost, e: pydrake.symbolic.Expression) None
expression(self: pydrake.solvers.ExpressionCost)
Returns

the symbolic expression.

vars(self: pydrake.solvers.ExpressionCost) numpy.ndarray[object[m, 1]]
Returns

the list of the variables involved in the vector of expressions, in the order that they are expected to be received during DoEval. Any Binding that connects this constraint to decision variables should pass this list of variables to the Binding.

pydrake.solvers.GenerateSDPA(prog: pydrake.solvers.MathematicalProgram, file_name: str, method: pydrake.solvers.RemoveFreeVariableMethod = <RemoveFreeVariableMethod.kNullspace: 2>) bool

SDPA is a format to record an SDP problem

max tr(C*X) s.t tr(Aᵢ*X) = gᵢ X ≽ 0

or the dual of the problem

min gᵀy s.t ∑ᵢ yᵢAᵢ - C ≽ 0

where X is a symmetric block diagonal matrix. The format is described in http://plato.asu.edu/ftp/sdpa_format.txt. Many solvers, such as CSDP, DSDP, SDPA, sedumi and SDPT3, accept an SDPA format file as the input. This function reads a MathematicalProgram that can be formulated as above, and write an SDPA file.

Parameter prog:

a program that contains an optimization program.

Parameter file_name:

The name of the file, note that the extension will be added automatically.

Parameter method:

If prog contains free variables (i.e., variables without bounds), then we need to remove these free variables to write the program in the SDPA format. Please refer to RemoveFreeVariableMethod for details on how to remove the free variables. $*Default:* is RemoveFreeVariableMethod::kNullspace. Returns is_success: . Returns true if we can generate the SDPA file. The failure could be 1. prog cannot be captured by the formulation above. 2. prog cannot create a file with the given name, etc. pydrake.solvers.GetAvailableSolvers(prog_type: pydrake.solvers.ProgramType) list[pydrake.solvers.SolverId] Returns the list of available and enabled solvers that definitely accept all programs of the given program type. The order of the returned SolverIds reflects an approximate order of preference, from most preferred (front) to least preferred (back). Because we are analyzing only based on the program type rather than a specific program, it’s possible that solvers later in the list would perform better in certain situations. To obtain the truly best solver, using ChooseBestSolver() instead. Note If a solver only accepts a subset of the program type, then that solver is not included in the returned results. For example EqualityConstrainedQPSolver doesn’t accept programs with inequality linear constraints, so it doesn’t show up in the return of GetAvailableSolvers(ProgramType::kQP). pydrake.solvers.GetProgramType(arg0: pydrake.solvers.MathematicalProgram) Returns the type of the optimization program (LP, QP, etc), based on the properties of its cost/constraints/variables. Each mathematical program should be characterized by a unique type. If a program can be characterized as either type A or type B (for example, a program with linear constraint and linear costs can be characterized as either an LP or an SDP), then we choose the type corresponding to a smaller set of programs (LP in this case). class pydrake.solvers.GurobiSolver An implementation of SolverInterface for the commercially-licensed Gurobi solver (https://www.gurobi.com/). The default build of Drake is not configured to use Gurobi, so therefore SolverInterface::available() will return false. You must compile Drake from source in order to link against Gurobi. For details, refer to the documentation at https://drake.mit.edu/bazel.html#proprietary-solvers. The GRB_LICENSE_FILE environment variable controls whether or not SolverInterface::enabled() returns true. If it is set to any non-empty value, then the solver is enabled; otherwise, the solver is not enabled. Gurobi solver supports options/parameters listed in https://www.gurobi.com/documentation/10.0/refman/parameters.html. On top of these options, we provide the following additional options 1. “GRBwrite”, set to a file name so that Gurobi solver will write the optimization model to this file, check https://www.gurobi.com/documentation/10.0/refman/py_model_write.html for more details, such as all supported file extensions. Set this option to “” if you don’t want to write to file. Default is not to write to a file. 2. “GRBcomputeIIS”, set to 1 to compute an Irreducible Inconsistent Subsystem (IIS) when the problem is infeasible. Refer to https://www.gurobi.com/documentation/10.0/refman/py_model_computeiis.html for more details. Often this method is called together with setting GRBwrite to “FILENAME.ilp” to write IIS to a file with extension “ilp”. Default is not to compute IIS. If the “Threads” integer solver option has not been set by the user, then GurobiSolver uses environment variable GUROBI_NUM_THREADS (if set) as a default value for “Threads”. __init__(self: pydrake.solvers.GurobiSolver) None static AcquireLicense() This acquires a Gurobi license environment shared among all GurobiSolver instances. The environment will stay valid as long as at least one shared_ptr returned by this function is alive. GurobiSolver calls this method on each Solve(). If the license file contains the string HOSTID, then we treat this as confirmation that the license is attached to the local host, and maintain an internal copy of the shared_ptr for the lifetime of the process. Otherwise the default behavior is to only hold the license while at least one GurobiSolver instance is alive. Call this method directly and maintain the shared_ptr ONLY if you must use different MathematicalProgram instances at different instances in time, and repeatedly acquiring the license is costly (e.g., requires contacting a license server). Returns A shared pointer to a license environment that will stay valid as long as any shared_ptr returned by this function is alive. If Gurobi is not available in your build, this will return a null (empty) shared_ptr. Raises • RuntimeError if Gurobi is available but a license cannot be • obtained. AddMipNodeCallback(self: pydrake.solvers.GurobiSolver, callback: Callable[[pydrake.solvers.MathematicalProgram, pydrake.solvers.GurobiSolver.SolveStatusInfo, numpy.ndarray[numpy.float64[m, 1]], numpy.ndarray[object[m, 1]]], None]) None Registers a callback to be called at intermediate solutions during the solve. Parameter callback: User callback function. Parameter user_data: Arbitrary data that will be passed to the user callback function. AddMipSolCallback(self: pydrake.solvers.GurobiSolver, callback: ) None Registers a callback to be called at feasible solutions during the solve. Parameter callback: User callback function. Parameter usrdata: Arbitrary data that will be passed to the user callback function. static id() class License Context-manageable license from GurobiSolver.AcquireLicense(). __init__(*args, **kwargs) is_valid(self: pydrake.solvers.GurobiSolver.License) bool Indicates that this has a valid license that has not been released. class SolveStatusInfo Contains info returned to a user function that handles a Node or Solution callback. See also MipNodeCallbackFunction See also MipSolCallbackFunction __init__(*args, **kwargs) property best_bound Best known objective lower bound. property best_objective Objective of best solution yet. property current_objective Objective of current solution. property explored_node_count Number of nodes explored so far. property feasible_solutions_count Number of feasible sols found so far. property reported_runtime Runtime as of this callback. class pydrake.solvers.GurobiSolverDetails The Gurobi solver details after calling Solve() function. The user can call MathematicalProgramResult::get_solver_details<GurobiSolver>() to obtain the details. __init__(*args, **kwargs) property error_code The error message returned from Gurobi call. Please refer to https://www.gurobi.com/documentation/10.0/refman/error_codes.html property objective_bound The best known bound on the optimal objective. This is used in mixed integer optimization. Please refer to https://www.gurobi.com/documentation/10.0/refman/objbound.html property optimization_status The status code when the optimize call has returned. Please refer to https://www.gurobi.com/documentation/10.0/refman/optimization_status_codes.html property optimizer_time The gurobi optimization time. Please refer to https://www.gurobi.com/documentation/10.0/refman/runtime.html class pydrake.solvers.IntervalBinning For a continuous variable whose range is cut into small intervals, we will use binary variables to represent which interval the continuous variable is in. We support two representations, either using logarithmic number of binary variables, or linear number of binary variables. For more details, See also AddLogarithmicSos2Constraint and AddSos2Constraint Members: kLogarithmic kLinear __init__(self: pydrake.solvers.IntervalBinning, value: int) None kLinear = <IntervalBinning.kLinear: 1> kLogarithmic = <IntervalBinning.kLogarithmic: 0> property name property value class pydrake.solvers.IpoptSolver __init__(self: pydrake.solvers.IpoptSolver) None static id() class pydrake.solvers.IpoptSolverDetails The Ipopt solver details after calling Solve() function. The user can call MathematicalProgramResult::get_solver_details<IpoptSolver>() to obtain the details. __init__(*args, **kwargs) ConvertStatusToString(self: pydrake.solvers.IpoptSolverDetails) str Convert status field to string. This function is useful if you want to interpret the meaning of status. property g The final value for the constraint function. property lambda_val The final value for the constraint multiplier. property status The final status of the solver. Please refer to section 6 in Introduction to Ipopt: A tutorial for downloading, installing, and using Ipopt. You could also find the meaning of the status as Ipopt::SolverReturn defined in IpAlgTypes.hpp property z_L The final value for the lower bound multiplier. property z_U The final value for the upper bound multiplier. class pydrake.solvers.L1NormCost Implements a cost of the form ‖Ax + b‖₁. Note that this cost is non-differentiable when any element of Ax + b equals zero. __init__(self: pydrake.solvers.L1NormCost, A: numpy.ndarray[numpy.float64[m, n]], b: numpy.ndarray[numpy.float64[m, 1]]) None Construct a cost of the form ‖Ax + b‖₁. Parameter A: Linear term. Parameter b: Constant term. Raises RuntimeError if the size of A and b don't match. A(self: pydrake.solvers.L1NormCost) numpy.ndarray[numpy.float64[m, n]] b(self: pydrake.solvers.L1NormCost) numpy.ndarray[numpy.float64[m, 1]] UpdateCoefficients(self: pydrake.solvers.L1NormCost, new_A: numpy.ndarray[numpy.float64[m, n]], new_b: numpy.ndarray[numpy.float64[m, 1]] = 0) None Updates the coefficients of the cost. Note that the number of variables (columns of A) cannot change. Parameter new_A: New linear term. Parameter new_b: New constant term. class pydrake.solvers.L2NormCost Implements a cost of the form ‖Ax + b‖₂. __init__(*args, **kwargs) Overloaded function. 1. __init__(self: pydrake.solvers.L2NormCost, A: numpy.ndarray[numpy.float64[m, n]], b: numpy.ndarray[numpy.float64[m, 1]]) -> None Construct a cost of the form ‖Ax + b‖₂. Parameter A: Linear term. Parameter b: Constant term. Raises RuntimeError if the size of A and b don't match. 1. __init__(self: pydrake.solvers.L2NormCost, A: scipy.sparse.csc_matrix[numpy.float64], b: numpy.ndarray[numpy.float64[m, 1]]) -> None Overloads constructor with a sparse A matrix. b(self: pydrake.solvers.L2NormCost) numpy.ndarray[numpy.float64[m, 1]] get_sparse_A(self: pydrake.solvers.L2NormCost) scipy.sparse.csc_matrix[numpy.float64] GetDenseA(self: pydrake.solvers.L2NormCost) numpy.ndarray[numpy.float64[m, n]] UpdateCoefficients(*args, **kwargs) Overloaded function. 1. UpdateCoefficients(self: pydrake.solvers.L2NormCost, new_A: numpy.ndarray[numpy.float64[m, n]], new_b: numpy.ndarray[numpy.float64[m, 1]] = 0) -> None Updates the coefficients of the cost. Note that the number of variables (columns of A) cannot change. Parameter new_A: New linear term. Parameter new_b: New constant term. 1. UpdateCoefficients(self: pydrake.solvers.L2NormCost, new_A: scipy.sparse.csc_matrix[numpy.float64], new_b: numpy.ndarray[numpy.float64[m, 1]] = 0) -> None Overloads UpdateCoefficients but with a sparse A matrix. class pydrake.solvers.LinearComplementarityConstraint Implements a constraint of the form: Click to expand C++ code... Mx + q ≥ 0 x ≥ 0 x'(Mx + q) == 0  Often this is summarized with the short-hand: Click to expand C++ code... 0 ≤ z ⊥ Mz+q ≥ 0  An implied slack variable complements any 0 component of x. To get the slack values at a given solution x, use Eval(x). __init__(*args, **kwargs) M(self: pydrake.solvers.LinearComplementarityConstraint) numpy.ndarray[numpy.float64[m, n]] q(self: pydrake.solvers.LinearComplementarityConstraint) numpy.ndarray[numpy.float64[m, 1]] class pydrake.solvers.LinearConstraint Implements a constraint of the form $$lb <= Ax <= ub$$ __init__(*args, **kwargs) Overloaded function. 1. __init__(self: pydrake.solvers.LinearConstraint, A: numpy.ndarray[numpy.float64[m, n]], lb: numpy.ndarray[numpy.float64[m, 1]], ub: numpy.ndarray[numpy.float64[m, 1]]) -> None Construct the linear constraint lb <= A*x <= ub Throws if A has any entry which is not finite. 1. __init__(self: pydrake.solvers.LinearConstraint, A: scipy.sparse.csc_matrix[numpy.float64], lb: numpy.ndarray[numpy.float64[m, 1]], ub: numpy.ndarray[numpy.float64[m, 1]]) -> None Overloads constructor with a sparse A matrix. Throws if A has any entry which is not finite. get_sparse_A(self: pydrake.solvers.LinearConstraint) scipy.sparse.csc_matrix[numpy.float64] GetDenseA(self: pydrake.solvers.LinearConstraint) numpy.ndarray[numpy.float64[m, n]] Get the matrix A as a dense matrix. Note this might involve memory allocation to convert a sparse matrix to a dense one, for better performance you should call get_sparse_A() which returns a sparse matrix. is_dense_A_constructed(self: pydrake.solvers.LinearConstraint) bool Returns true iff this constraint already has a dense representation, i.e, if GetDenseA() will be cheap. RemoveTinyCoefficient(self: pydrake.solvers.LinearConstraint, tol: float) None Sets A(i, j) to zero if abs(A(i, j)) <= tol. Oftentimes the coefficient A is computed numerically with round-off errors. Such small round-off errors can cause numerical issues for certain optimization solvers. Hence it is recommended to remove the tiny coefficients to achieve numerical robustness. Parameter tol: The entries in A with absolute value <= tol will be set to 0. Note tol>= 0. set_bounds(self: pydrake.solvers.LinearConstraint, new_lb: numpy.ndarray[numpy.float64[m, 1]], new_ub: numpy.ndarray[numpy.float64[m, 1]]) None Set the upper and lower bounds of the constraint. Parameter new_lb: . A num_constraints x 1 vector. Parameter new_ub: . A num_constraints x 1 vector. Note If the users want to expose this method in a sub-class, do using Constraint::set_bounds, as in LinearConstraint. UpdateCoefficients(*args, **kwargs) Overloaded function. 1. UpdateCoefficients(self: pydrake.solvers.LinearConstraint, new_A: numpy.ndarray[numpy.float64[m, n]], new_lb: numpy.ndarray[numpy.float64[m, 1]], new_ub: numpy.ndarray[numpy.float64[m, 1]]) -> None Updates the linear term, upper and lower bounds in the linear constraint. The updated constraint is: new_lb <= new_A * x <= new_ub Note that the size of constraints (number of rows) can change, but the number of variables (number of cols) cannot. Throws if new_A has any entry which is not finite or if new_A, new_lb, and new_ub don’t all have the same number of rows. Parameter new_A: new linear term Parameter new_lb: new lower bound Parameter new_up: new upper bound 1. UpdateCoefficients(self: pydrake.solvers.LinearConstraint, new_A: scipy.sparse.csc_matrix[numpy.float64], new_lb: numpy.ndarray[numpy.float64[m, 1]], new_ub: numpy.ndarray[numpy.float64[m, 1]]) -> None Overloads UpdateCoefficients but with a sparse A matrix. Throws if new_A has any entry which is not finite or if new_A, new_lb, and new_ub don’t all have the same number of rows. UpdateLowerBound(self: pydrake.solvers.LinearConstraint, new_lb: numpy.ndarray[numpy.float64[m, 1]]) None Updates the lower bound. Note if the users want to expose this method in a sub-class, do using Constraint::UpdateLowerBound, as in LinearConstraint. UpdateUpperBound(self: pydrake.solvers.LinearConstraint, new_ub: numpy.ndarray[numpy.float64[m, 1]]) None Updates the upper bound. Note if the users want to expose this method in a sub-class, do using Constraint::UpdateUpperBound, as in LinearConstraint. class pydrake.solvers.LinearCost Implements a cost of the form $a'x + b$ . __init__(self: pydrake.solvers.LinearCost, a: numpy.ndarray[numpy.float64[m, 1]], b: float) None Construct a linear cost of the form $a'x + b$ . Parameter a: Linear term. Parameter b: (optional) Constant term. a(self: pydrake.solvers.LinearCost) numpy.ndarray[numpy.float64[m, 1]] b(self: pydrake.solvers.LinearCost) float UpdateCoefficients(self: pydrake.solvers.LinearCost, new_a: numpy.ndarray[numpy.float64[m, 1]], new_b: float = 0) None Updates the coefficients of the cost. Note that the number of variables (size of a) cannot change. Parameter new_a: New linear term. Parameter new_b: (optional) New constant term. class pydrake.solvers.LinearEqualityConstraint Implements a constraint of the form $$Ax = b$$ __init__(*args, **kwargs) Overloaded function. 1. __init__(self: pydrake.solvers.LinearEqualityConstraint, Aeq: numpy.ndarray[numpy.float64[m, n]], beq: numpy.ndarray[numpy.float64[m, 1]]) -> None Constructs the linear equality constraint Aeq * x = beq. Throws is any entry in Aeq or beq is not finite. 1. __init__(self: pydrake.solvers.LinearEqualityConstraint, Aeq: scipy.sparse.csc_matrix[numpy.float64], beq: numpy.ndarray[numpy.float64[m, 1]]) -> None Overloads the constructor with a sparse matrix Aeq. 1. __init__(self: pydrake.solvers.LinearEqualityConstraint, a: numpy.ndarray[numpy.float64[1, n]], beq: float) -> None Constructs the linear equality constraint a.dot(x) = beq UpdateCoefficients(self: pydrake.solvers.LinearEqualityConstraint, Aeq: numpy.ndarray[numpy.float64[m, n]], beq: numpy.ndarray[numpy.float64[m, 1]]) None Overloads UpdateCoefficients but with a sparse A matrix. Throws if any entry of beq or Aeq is not finite. class pydrake.solvers.LinearMatrixInequalityConstraint 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. __init__(self: pydrake.solvers.LinearMatrixInequalityConstraint, F: list[numpy.ndarray[numpy.float64[m, n]]], symmetry_tolerance: float = 1e-10) None Parameter F: Each symmetric matrix F[i] should be of the same size. Parameter symmetry_tolerance: The precision to determine if the input matrices Fi are all symmetric. See also math::IsSymmetric(). F(self: pydrake.solvers.LinearMatrixInequalityConstraint) list[numpy.ndarray[numpy.float64[m, n]]] matrix_rows(self: pydrake.solvers.LinearMatrixInequalityConstraint) int Gets the number of rows in the matrix inequality constraint. Namely Fi are all matrix_rows() x matrix_rows() matrices. class pydrake.solvers.LInfNormCost Implements a cost of the form ‖Ax + b‖∞. Note that this cost is non-differentiable when any two or more elements of Ax + b are equal. __init__(self: pydrake.solvers.LInfNormCost, A: numpy.ndarray[numpy.float64[m, n]], b: numpy.ndarray[numpy.float64[m, 1]]) None Construct a cost of the form ‖Ax + b‖∞. Parameter A: Linear term. Parameter b: Constant term. Raises RuntimeError if the size of A and b don't match. A(self: pydrake.solvers.LInfNormCost) numpy.ndarray[numpy.float64[m, n]] b(self: pydrake.solvers.LInfNormCost) numpy.ndarray[numpy.float64[m, 1]] UpdateCoefficients(self: pydrake.solvers.LInfNormCost, new_A: numpy.ndarray[numpy.float64[m, n]], new_b: numpy.ndarray[numpy.float64[m, 1]] = 0) None Updates the coefficients of the cost. Note that the number of variables (columns of A) cannot change. Parameter new_A: New linear term. Parameter new_b: New constant term. class pydrake.solvers.LorentzConeConstraint Constraining the linear expression $$z=Ax+b$$ lies within the Lorentz cone. A vector z ∈ ℝ ⁿ lies within Lorentz cone if $z_0 \ge \sqrt{z_1^2+...+z_{n-1}^2}$ where A ∈ ℝ ⁿˣᵐ, b ∈ ℝ ⁿ are given matrices. Ideally this constraint should be handled by a second-order cone solver. In case the user wants to enforce this constraint through general nonlinear optimization, we provide three different formulations on the Lorentz cone constraint 1. [kConvex] g(z) = z₀ - sqrt(z₁² + … + zₙ₋₁²) ≥ 0 This formulation is not differentiable at z₁=…=zₙ₋₁=0 2. [kConvexSmooth] g(z) = z₀ - sqrt(z₁² + … + zₙ₋₁²) ≥ 0 but the gradient of g(z) is approximated as ∂g(z)/∂z = [1, -z₁/sqrt(z₁² + … zₙ₋₁² + ε), …, -zₙ₋₁/sqrt(z₁²+…+zₙ₋₁²+ε)] where ε is a small positive number. 3. [kNonconvex] z₀²-(z₁²+…+zₙ₋₁²) ≥ 0 z₀ ≥ 0 This constraint is differentiable everywhere, but z₀²-(z₁²+…+zₙ₋₁²) ≥ 0 is non-convex. For more information and visualization, please refer to https://www.epfl.ch/labs/disopt/wp-content/uploads/2018/09/7.pdf and https://docs.mosek.com/modeling-cookbook/cqo.html (Fig 3.1) __init__(self: pydrake.solvers.LorentzConeConstraint, A: numpy.ndarray[numpy.float64[m, n]], b: numpy.ndarray[numpy.float64[m, 1]], eval_type: pydrake.solvers.LorentzConeConstraint.EvalType = <EvalType.kConvexSmooth: 1>) None Raises RuntimeError if A.row() < 2. A(self: pydrake.solvers.LorentzConeConstraint) scipy.sparse.csc_matrix[numpy.float64] Getter for A. b(self: pydrake.solvers.LorentzConeConstraint) numpy.ndarray[numpy.float64[m, 1]] Getter for b. eval_type(self: pydrake.solvers.LorentzConeConstraint) Getter for eval type. class EvalType We provide three possible Eval functions to represent the Lorentz cone constraint z₀ ≥ sqrt(z₁² + … + zₙ₋₁²). For more explanation on the three formulations, refer to LorentzConeConstraint documentation. Members: kConvex : The constraint is g(z) = z₀ - sqrt(z₁² + … + zₙ₋₁²) ≥ 0. Note this formulation is non-differentiable at z₁= …= zₙ₋₁=0 kConvexSmooth : Same as kConvex, but with approximated gradient that exists everywhere.. kNonconvex : Nonconvex constraint z₀²-(z₁²+…+zₙ₋₁²) ≥ 0 and z₀ ≥ 0. Note this formulation is differentiable, but at z₁= …= zₙ₋₁=0 the gradient is also 0, so a gradient-based nonlinear solver can get stuck. __init__(self: pydrake.solvers.LorentzConeConstraint.EvalType, value: int) None kConvex = <EvalType.kConvex: 0> kConvexSmooth = <EvalType.kConvexSmooth: 1> kNonconvex = <EvalType.kNonconvex: 2> property name property value UpdateCoefficients(self: pydrake.solvers.LorentzConeConstraint, new_A: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], new_b: numpy.ndarray[numpy.float64[m, 1]]) None Updates the coefficients, the updated constraint is z=new_A * x + new_b in the Lorentz cone. Raises • RuntimeError if the new_A.cols() != A.cols(), namely the variable • size should not change. Precondition: new_A has to have at least 2 rows and new_A.rows() == new_b.rows(). pydrake.solvers.MakeFirstAvailableSolver(solver_ids: list[pydrake.solvers.SolverId]) Makes the first available and enabled solver. If no solvers are available, throws a RuntimeError. pydrake.solvers.MakeSemidefiniteRelaxation(*args, **kwargs) Overloaded function. 1. MakeSemidefiniteRelaxation(prog: pydrake.solvers.MathematicalProgram, options: pydrake.solvers.SemidefiniteRelaxationOptions = SemidefiniteRelaxationOptions(add_implied_linear_equality_constraints=True, add_implied_linear_constraints=True, preserve_convex_quadratic_constraints=False)) -> pydrake.solvers.MathematicalProgram Constructs a new MathematicalProgram which represents the semidefinite programming convex relaxation of the (likely nonconvex) program prog. This method currently supports only linear and quadratic costs and constraints, but may be extended in the future with broader support. See https://underactuated.mit.edu/optimization.html#sdp_relaxation for references and examples. Note: Currently, programs using LinearEqualityConstraint will give tighter relaxations than programs using LinearConstraint or BoundingBoxConstraint, even if lower_bound == upper_bound. Prefer LinearEqualityConstraint. Raises • RuntimeError if prog has costs and constraints which are not • linear nor quadratic. 1. MakeSemidefiniteRelaxation(prog: pydrake.solvers.MathematicalProgram, variable_groups: list[pydrake.symbolic.Variables], options: pydrake.solvers.SemidefiniteRelaxationOptions = SemidefiniteRelaxationOptions(add_implied_linear_equality_constraints=True, add_implied_linear_constraints=True, preserve_convex_quadratic_constraints=False)) -> pydrake.solvers.MathematicalProgram A version of MakeSemidefiniteRelaxation that allows for specifying the sparsity of the relaxation. For each group in variable_groups, the costs and constraints whose variables are a subset of the group will be jointly relaxed into a single, dense semidefinite program in the same manner as MakeSemidefiniteRelaxation(prog). Each of these semidefinite relaxations are aggregated into a single program, and their semidefinite variables are made to agree where the variable groups overlap. The returned program will always have the same number of PSD variables as variable groups. Costs and constraints whose variables are not a subset of any of the groups are not relaxed and are simply added to the aggregated program. If these costs and constraints are non-convex, then this method will throw. As an example, consider the following program. min x₂ᵀ * Q * x₂ subject to x₁ + x₂ ≤ 1 x₂ + x₃ ≤ 2 x₁ + x₃ ≤ 3 And suppose we call MakeSemidefiniteRelaxation(prog, std::vector<Variables>{{x₁, x₂}, {x₂,x₃}}). The resulting relaxation would have two semidefinite variables, namely: [U₁, U₂, x₁] [W₁, W₂, x₂] [U₂, U₃, x₂], [W₂, W₃, x₃] [x₁ᵀ, x₂ᵀ, 1] [x₂ᵀ, x₃ᵀ, 1] The first semidefinite variable would be associated to the semidefinite relaxation of the subprogram: min x₁ᵀ * Q * x₁ subject to x₁ + x₂ ≤ 1 And the implied constraints from x₁ + x₂ ≤ 1 would be added to the first semidefinite variable. These implied constraints are additional constraints that can be placed on the matrix [U₁, U₂, x₁] [U₂, U₃, x₂] [x₁ᵀ, x₂ᵀ, 1] which are redundant in the non-convex program, but are not redundant in the semidefinite relaxation. See https://underactuated.mit.edu/optimization.html#sdp_relaxation for references and examples. The second semidefinite variable would be associated to the semidefinite relaxation of the subprogram: min x₂ᵀ * Q * x₂ subject to x₂ + x₃ ≤ 2 And the implied constraints from x₂ + x₃ ≤ 2 would be added to the second semidefinite variable. Since the constraint x₁ + x₃ ≤ 3 is not a subset of any of the variable groups, it will be added to the overall relaxation, but will not be used to generate implied constraints on any semidefinite variable. The total relaxation would also include an equality constraint that U₃ == W₁ so that the quadratic relaxation of x₂ is consistent between the two semidefinite variables. Note: 1) Costs are only associated to a single variable group, so that the resulting aggregated program has a relaxed cost with the same scaling. 2) The homogenization variable “1” is re-used in every semidefinite variable. Raises • RuntimeError if there is a non-convex cost or constraint whose • variables do not intersect with any of the variable groups. pydrake.solvers.MakeSolver(id: pydrake.solvers.SolverId) Given the solver ID, create the solver with the matching ID. Raises RuntimeError if there is no matching solver. class pydrake.solvers.MathematicalProgram MathematicalProgram stores the decision variables, the constraints and costs of an optimization problem. The user can solve the problem by calling solvers::Solve() function, and obtain the results of the optimization. __init__(self: pydrake.solvers.MathematicalProgram) None Add2NormSquaredCost(self: pydrake.solvers.MathematicalProgram, A: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]]) Adds a quadratic cost of the form |Ax-b|²=(Ax-b)ᵀ(Ax-b) AddBoundingBoxConstraint(*args, **kwargs) Overloaded function. 1. AddBoundingBoxConstraint(self: pydrake.solvers.MathematicalProgram, arg0: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], arg1: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], arg2: numpy.ndarray[object[m, n], flags.f_contiguous]) -> pydrake.solvers.Binding[BoundingBoxConstraint] Adds bounding box constraints referencing potentially a subset of the decision variables. Parameter lb: The lower bound. Parameter ub: The upper bound. Parameter vars: Will imposes constraint lb(i, j) <= vars(i, j) <= ub(i, j). Returns The newly constructed BoundingBoxConstraint. 1. AddBoundingBoxConstraint(self: pydrake.solvers.MathematicalProgram, arg0: float, arg1: float, arg2: pydrake.symbolic.Variable) -> pydrake.solvers.Binding[BoundingBoxConstraint] Adds bounds for a single variable. Parameter lb: Lower bound. Parameter ub: Upper bound. Parameter var: The decision variable. 1. AddBoundingBoxConstraint(self: pydrake.solvers.MathematicalProgram, arg0: float, arg1: float, arg2: numpy.ndarray[object[m, n], flags.f_contiguous]) -> pydrake.solvers.Binding[BoundingBoxConstraint] Adds the same scalar lower and upper bound to every variable in vars. Template parameter Derived: An Eigen::Matrix with Variable as the scalar type. The matrix has unknown number of columns at compile time, or has more than one column. Parameter lb: Lower bound. Parameter ub: Upper bound. Parameter vars: The decision variables. AddConstraint(*args, **kwargs) Overloaded function. 1. AddConstraint(self: pydrake.solvers.MathematicalProgram, func: Callable, lb: numpy.ndarray[numpy.float64[m, 1]], ub: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]], description: str = ‘’) -> pydrake.solvers.Binding[Constraint] Adds a constraint using a Python function. 1. AddConstraint(self: pydrake.solvers.MathematicalProgram, arg0: pydrake.symbolic.Expression, arg1: float, arg2: float) -> pydrake.solvers.Binding[Constraint] Adds one row of constraint lb <= e <= ub where e is a symbolic expression. Raises • RuntimeError if 1. lb <= e <= ub is a trivial constraint such • as 1 <= 2 <= 3. 2. lb <= e <= ub is unsatisfiable such as 1 <= • -5 <= 3 Parameter e: A symbolic expression of the decision variables. Parameter lb: A scalar, the lower bound. Parameter ub: A scalar, the upper bound. The resulting constraint may be a BoundingBoxConstraint, LinearConstraint, LinearEqualityConstraint, QuadraticConstraint, or ExpressionConstraint, depending on the arguments. Constraints of the form x == 1 (which could be created as a BoundingBoxConstraint or LinearEqualityConstraint) will be constructed as a LinearEqualityConstraint. 1. AddConstraint(self: pydrake.solvers.MathematicalProgram, arg0: pydrake.symbolic.Formula) -> pydrake.solvers.Binding[Constraint] Add a constraint represented by a symbolic formula to the program. The input formula f can be of the following forms: 1. e1 <= e2 2. e1 >= e2 3. e1 == e2 4. A conjunction of relational formulas where each conjunct is a relational formula matched by 1, 2, or 3. Note that first two cases might return an object of Binding<BoundingBoxConstraint>, Binding<LinearConstraint>, or Binding<ExpressionConstraint>, depending on f. Also the third case might return an object of Binding<LinearEqualityConstraint> or Binding<ExpressionConstraint>. It throws an exception if 1. f is not matched with one of the above patterns. Especially, strict inequalities (<, >) are not allowed. 2. f is either a trivial constraint such as “1 <= 2” or an unsatisfiable constraint such as “2 <= 1”. 3. It is not possible to find numerical bounds of e1 and e2 where f = e1 ≃ e2. We allow e1 and e2 to be infinite but only if there are no other terms. For example, x <= ∞ is allowed. However, x - ∞ <= 0 is not allowed because x ↦ ∞ introduces nan in the evaluation. 1. AddConstraint(self: pydrake.solvers.MathematicalProgram, constraint: pydrake.solvers.Constraint, vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[Constraint] Adds a generic constraint to the program. This should only be used if a more specific type of constraint is not available, as it may require the use of a significantly more expensive solver. 1. AddConstraint(self: pydrake.solvers.MathematicalProgram, formulas: numpy.ndarray[object[m, n], flags.f_contiguous]) -> pydrake.solvers.Binding[Constraint] Adds a constraint represented by an Eigen::Matrix<symbolic::Formula> or Eigen::Array<symbolic::Formula> to the program. A common use-case of this function is to add a constraint with the element-wise comparison between two Eigen matrices, using A.array() <= B.array(). See the following example. Click to expand C++ code... MathematicalProgram prog; Eigen::Matrix<double, 2, 2> A = ...; Eigen::Vector2d b = ...; auto x = prog.NewContinuousVariables(2, "x"); prog.AddConstraint((A * x).array() <= b.array());  A formula in formulas can be of the following forms: 1. e1 <= e2 2. e1 >= e2 3. e1 == e2 It throws an exception if AddConstraint(const symbolic::Formula& f) throws an exception for f ∈ formulas. @overload Binding<Constraint> AddConstraint(const symbolic::Formula& f) Template parameter Derived: Eigen::Matrix or Eigen::Array with Formula as the Scalar. 1. AddConstraint(self: pydrake.solvers.MathematicalProgram, binding: pydrake.solvers.Binding[Constraint]) -> pydrake.solvers.Binding[Constraint] Adds a generic constraint to the program. This should only be used if a more specific type of constraint is not available, as it may require the use of a significantly more expensive solver. Note If binding.evaluator()->num_constraints() == 0, then this constraint is not added into the MathematicalProgram. We return binding directly. AddCost(*args, **kwargs) Overloaded function. 1. AddCost(self: pydrake.solvers.MathematicalProgram, func: Callable, vars: numpy.ndarray[object[m, 1]], description: str = ‘’) -> pydrake.solvers.Binding[Cost] Adds a cost function. 1. AddCost(self: pydrake.solvers.MathematicalProgram, e: pydrake.symbolic.Expression) -> pydrake.solvers.Binding[Cost] Adds a cost in the symbolic form. Returns The newly created cost, together with the bound variables. 1. AddCost(self: pydrake.solvers.MathematicalProgram, obj: pydrake.solvers.Cost, vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[Cost] Adds a cost type to the optimization program. Parameter obj: The added objective. Parameter vars: The decision variables on which the cost depend. AddDecisionVariables(self: pydrake.solvers.MathematicalProgram, decision_variables: numpy.ndarray[object[m, n], flags.f_contiguous]) None Appends new variables to the end of the existing variables. Parameter decision_variables: The newly added decision_variables. Precondition: decision_variables should not intersect with the existing indeterminates in the optimization program. Raises RuntimeError if the preconditions are not satisfied. AddEqualityConstraintBetweenPolynomials(self: pydrake.solvers.MathematicalProgram, p1: pydrake.symbolic.Polynomial, p2: pydrake.symbolic.Polynomial) Constraining that two polynomials are the same (i.e., they have the same coefficients for each monomial). This function is often used in sum-of-squares optimization. We will impose the linear equality constraint that the coefficient of a monomial in p1 is the same as the coefficient of the same monomial in p2. Parameter p1: Note that p1’s indeterminates should have been registered as indeterminates in this MathematicalProgram object, and p1’s coefficients are affine functions of decision variables in this MathematicalProgram object. Parameter p2: Note that p2’s indeterminates should have been registered as indeterminates in this MathematicalProgram object, and p2’s coefficients are affine functions of decision variables in this MathematicalProgram object. Note It calls Reparse to enforce p1 and p2 to have this MathematicalProgram’s indeterminates. AddExponentialConeConstraint(*args, **kwargs) Overloaded function. 1. AddExponentialConeConstraint(self: pydrake.solvers.MathematicalProgram, A: numpy.ndarray[numpy.float64[3, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[3, 1]], vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[ExponentialConeConstraint] Adds an exponential cone constraint, that z = A * vars + b should be in the exponential cone. Namely {z₀, z₁, z₂ | z₀ ≥ z₁ * exp(z₂ / z₁), z₁ > 0}. Parameter A: The A matrix in the documentation above. A must have 3 rows. Parameter b: The b vector in the documentation above. Parameter vars: The variables bound with this constraint. 1. AddExponentialConeConstraint(self: pydrake.solvers.MathematicalProgram, z: numpy.ndarray[object[3, 1]]) -> pydrake.solvers.Binding[ExponentialConeConstraint] Add the constraint that z is in the exponential cone. Parameter z: The expression in the exponential cone. Precondition: each entry in z is a linear expression of the decision variables. AddIndeterminate(self: pydrake.solvers.MathematicalProgram, new_indeterminate: pydrake.symbolic.Variable) int Adds indeterminate. This method appends an indeterminate to the end of the program’s old indeterminates, if new_indeterminate is not already in the program’s old indeterminates. Parameter new_indeterminate: The indeterminate to be appended to the program’s old indeterminates. Returns indeterminate_index The index of the added indeterminate in the program’s indeterminates. i.e. prog.indeterminates()(indeterminate_index) = new_indeterminate. Precondition: new_indeterminate should not intersect with the program’s decision variables. Precondition: new_indeterminate should be of CONTINUOUS type. AddIndeterminates(*args, **kwargs) Overloaded function. 1. AddIndeterminates(self: pydrake.solvers.MathematicalProgram, new_indeterminates: numpy.ndarray[object[m, n], flags.f_contiguous]) -> None Adds indeterminates. This method appends some indeterminates to the end of the program’s old indeterminates. Parameter new_indeterminates: The indeterminates to be appended to the program’s old indeterminates. Precondition: new_indeterminates should not intersect with the program’s old decision variables. Precondition: Each entry in new_indeterminates should be of CONTINUOUS type. 1. AddIndeterminates(self: pydrake.solvers.MathematicalProgram, new_indeterminates: pydrake.symbolic.Variables) -> None Adds indeterminates. This method appends some indeterminates to the end of the program’s old indeterminates. Parameter new_indeterminates: The indeterminates to be appended to the program’s old indeterminates. Precondition: new_indeterminates should not intersect with the program’s old decision variables. Precondition: Each entry in new_indeterminates should be of CONTINUOUS type. AddL2NormCost(*args, **kwargs) Overloaded function. 1. AddL2NormCost(self: pydrake.solvers.MathematicalProgram, A: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[L2NormCost] Adds an L2 norm cost |Ax+b|₂ (notice this cost is not quadratic since we don’t take the square of the L2 norm). Note Currently kL2NormCost is supported by SnoptSolver, IpoptSolver, GurobiSolver, MosekSolver, ClarabelSolver, and SCSSolver. 1. AddL2NormCost(self: pydrake.solvers.MathematicalProgram, e: pydrake.symbolic.Expression, psd_tol: float = 1e-08, coefficient_tol: float = 1e-08) -> pydrake.solvers.Binding[L2NormCost] Adds an L2 norm cost |Ax+b|₂ from a symbolic expression which can be decomposed into sqrt((Ax+b)’(Ax+b)). See symbolic::DecomposeL2NormExpression for details on the tolerance parameters. Raises RuntimeError if e cannot be decomposed into an L2 norm. AddL2NormCostUsingConicConstraint(self: pydrake.solvers.MathematicalProgram, A: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]]) Adds an L2 norm cost min |Ax+b|₂ as a linear cost min s on the slack variable s, together with a Lorentz cone constraint s ≥ |Ax+b|₂ Many conic optimization solvers (Gurobi, MOSEK, SCS, etc) natively prefers this form of linear cost + conic constraints. So if you are going to use one of these conic solvers, then add the L2 norm cost using this function instead of AddL2NormCost(). Returns (s, linear_cost, lorentz_cone_constraint). s is the slack variable (with variable name string as “slack”), linear_cost is the cost on s, and lorentz_cone_constraint is the constraint s≥|Ax+b|₂ AddLinearComplementarityConstraint(self: pydrake.solvers.MathematicalProgram, M: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], q: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]]) Adds a linear complementarity constraints referencing a subset of the decision variables. AddLinearConstraint(*args, **kwargs) Overloaded function. 1. AddLinearConstraint(self: pydrake.solvers.MathematicalProgram, A: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], lb: numpy.ndarray[numpy.float64[m, 1]], ub: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[LinearConstraint] Adds linear constraints referencing potentially a subset of the decision variables (defined in the vars parameter). 1. AddLinearConstraint(self: pydrake.solvers.MathematicalProgram, a: numpy.ndarray[numpy.float64[1, n]], lb: float, ub: float, vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[LinearConstraint] Adds one row of linear constraint referencing potentially a subset of the decision variables (defined in the vars parameter). lb <= a*vars <= ub Parameter a: A row vector. Parameter lb: A scalar, the lower bound. Parameter ub: A scalar, the upper bound. Parameter vars: The decision variables on which to impose the linear constraint. 1. AddLinearConstraint(self: pydrake.solvers.MathematicalProgram, A: scipy.sparse.csc_matrix[numpy.float64], lb: numpy.ndarray[numpy.float64[m, 1]], ub: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[LinearConstraint] Adds sparse linear constraints referencing potentially a subset of the decision variables (defined in the vars parameter). 1. AddLinearConstraint(self: pydrake.solvers.MathematicalProgram, e: pydrake.symbolic.Expression, lb: float, ub: float) -> pydrake.solvers.Binding[LinearConstraint] Adds one row of linear constraint lb <= e <= ub where e is a symbolic expression. Raises • RuntimeError if 1. e is a non-linear expression. 2. lb <= e • <= ub is a trivial constraint such as 1 <= 2 <= 3. 3. lb <= e • <= ub is unsatisfiable such as 1 <= -5 <= 3 Parameter e: A linear symbolic expression in the form of c0 + c1 * v1 + ... + cn * vn where c_i is a constant and @v_i is a variable. Parameter lb: A scalar, the lower bound. Parameter ub: A scalar, the upper bound. 1. AddLinearConstraint(self: pydrake.solvers.MathematicalProgram, v: numpy.ndarray[object[m, n], flags.f_contiguous], lb: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], ub: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous]) -> pydrake.solvers.Binding[LinearConstraint] Adds linear constraints represented by symbolic expressions to the program. It throws if @v includes a non-linear expression or lb <= v <= ub includes trivial/unsatisfiable constraints. 1. AddLinearConstraint(self: pydrake.solvers.MathematicalProgram, f: pydrake.symbolic.Formula) -> pydrake.solvers.Binding[LinearConstraint] Add a linear constraint represented by a symbolic formula to the program. The input formula f can be of the following forms: 1. e1 <= e2 2. e1 >= e2 3. e1 == e2 4. A conjunction of relational formulas where each conjunct is a relational formula matched by 1, 2, or 3. Note that first two cases might return an object of Binding<BoundingBoxConstraint> depending on f. Also the third case returns an object of Binding<LinearEqualityConstraint>. It throws an exception if 1. f is not matched with one of the above patterns. Especially, strict inequalities (<, >) are not allowed. 2. f includes a non-linear expression. 3. f is either a trivial constraint such as “1 <= 2” or an unsatisfiable constraint such as “2 <= 1”. 4. It is not possible to find numerical bounds of e1 and e2 where f = e1 ≃ e2. We allow e1 and e2 to be infinite but only if there are no other terms. For example, x <= ∞ is allowed. However, x - ∞ <= 0 is not allowed because x ↦ ∞ introduces nan in the evaluation. 1. AddLinearConstraint(self: pydrake.solvers.MathematicalProgram, formulas: numpy.ndarray[object[m, n], flags.f_contiguous]) -> pydrake.solvers.Binding[LinearConstraint] Add a linear constraint represented by an Eigen::Array<symbolic::Formula> to the program. A common use-case of this function is to add a linear constraint with the element-wise comparison between two Eigen matrices, using A.array() <= B.array(). See the following example. Click to expand C++ code... MathematicalProgram prog; Eigen::Matrix<double, 2, 2> A; auto x = prog.NewContinuousVariables(2, "x"); Eigen::Vector2d b; ... // set up A and b prog.AddLinearConstraint((A * x).array() <= b.array());  A formula in formulas can be of the following forms: 1. e1 <= e2 2. e1 >= e2 3. e1 == e2 It throws an exception if AddLinearConstraint(const symbolic::Formula& f) throws an exception for f ∈ formulas. Template parameter Derived: An Eigen Array type of Formula. AddLinearCost(*args, **kwargs) Overloaded function. 1. AddLinearCost(self: pydrake.solvers.MathematicalProgram, e: pydrake.symbolic.Expression) -> pydrake.solvers.Binding[LinearCost] Adds a linear cost term of the form a’*x + b. Parameter e: A linear symbolic expression. Precondition: e is a linear expression a’*x + b, where each entry of x is a decision variable in the mathematical program. Returns The newly added linear constraint, together with the bound variables. 1. AddLinearCost(self: pydrake.solvers.MathematicalProgram, a: numpy.ndarray[numpy.float64[m, 1]], b: float, vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[LinearCost] Adds a linear cost term of the form a’*x + b. Applied to a subset of the variables and pushes onto the linear cost data structure. 1. AddLinearCost(self: pydrake.solvers.MathematicalProgram, a: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[LinearCost] Adds a linear cost term of the form a’*x. Applied to a subset of the variables and pushes onto the linear cost data structure. AddLinearEqualityConstraint(*args, **kwargs) Overloaded function. 1. AddLinearEqualityConstraint(self: pydrake.solvers.MathematicalProgram, Aeq: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], beq: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[LinearEqualityConstraint] AddLinearEqualityConstraint Adds linear equality constraints referencing potentially a subset of the decision variables. Example: to add two equality constraints which only depend on two of the elements of x, you could use Click to expand C++ code... auto x = prog.NewContinuousVariables(6,"myvar"); Eigen::Matrix2d Aeq; Aeq << -1, 2, 1, 1; Eigen::Vector2d beq(1, 3); // Imposes constraint // -x(0) + 2x(1) = 1 // x(0) + x(1) = 3 prog.AddLinearEqualityConstraint(Aeq, beq, x.head<2>());  1. AddLinearEqualityConstraint(self: pydrake.solvers.MathematicalProgram, a: numpy.ndarray[numpy.float64[1, n]], beq: float, vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[LinearEqualityConstraint] Adds one row of linear equality constraint referencing potentially a subset of decision variables. $ax = beq$ Parameter a: A row vector. Parameter beq: A scalar. Parameter vars: The decision variables on which the constraint is imposed. 1. AddLinearEqualityConstraint(self: pydrake.solvers.MathematicalProgram, Aeq: scipy.sparse.csc_matrix[numpy.float64], beq: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[LinearEqualityConstraint] AddLinearEqualityConstraint Adds linear equality constraints referencing potentially a subset of the decision variables using a sparse A matrix. 1. AddLinearEqualityConstraint(self: pydrake.solvers.MathematicalProgram, e: pydrake.symbolic.Expression, b: float) -> pydrake.solvers.Binding[LinearEqualityConstraint] Adds one row of linear constraint e = b where e is a symbolic expression. Raises • RuntimeError if 1. e is a non-linear expression. 2. e is a • constant. Parameter e: A linear symbolic expression in the form of c0 + c1 * x1 + ... + cn * xn where c_i is a constant and @x_i is a variable. Parameter b: A scalar. Returns The newly added linear equality constraint, together with the bound variable. 1. AddLinearEqualityConstraint(self: pydrake.solvers.MathematicalProgram, f: pydrake.symbolic.Formula) -> pydrake.solvers.Binding[LinearEqualityConstraint] Adds a linear equality constraint represented by a symbolic formula to the program. The input formula f is either an equality formula (e1 == e2) or a conjunction of equality formulas. It throws an exception if 1. f is neither an equality formula nor a conjunction of equalities. 2. f includes a non-linear expression. 1. AddLinearEqualityConstraint(self: pydrake.solvers.MathematicalProgram, v: numpy.ndarray[object[m, 1]], b: numpy.ndarray[numpy.float64[m, 1]]) -> pydrake.solvers.Binding[LinearEqualityConstraint] Adds linear equality constraints $$v = b$$, where v(i) is a symbolic linear expression. Raises • RuntimeError if 1. v(i) is a non-linear expression. 2. • v(i) is a constant Template parameter DerivedV: An Eigen Matrix type of Expression. A column vector. Template parameter DerivedB: An Eigen Matrix type of double. A column vector. Parameter v: v(i) is a linear symbolic expression in the form of  c0 + c1 * x1 + … + cn * xn  where ci is a constant and @xi is a variable. Parameter b: A vector of doubles. Returns The newly added linear equality constraint, together with the bound variables. AddLinearMatrixInequalityConstraint(self: pydrake.solvers.MathematicalProgram, F: list[numpy.ndarray[numpy.float64[m, n]]], vars: numpy.ndarray[object[m, 1]]) Adds a linear matrix inequality constraint to the program. AddLogDeterminantLowerBoundConstraint(self: pydrake.solvers.MathematicalProgram, X: numpy.ndarray[object[m, n], flags.f_contiguous], lower: float) tuple[pydrake.solvers.Binding[LinearConstraint], numpy.ndarray[object[m, 1]], numpy.ndarray[object[m, n]]] Impose the constraint log(det(X)) >= lower. See log_determinant for more details. Parameter X: A symmetric positive semidefinite matrix X. Parameter lower: The lower bound of log(det(X)) Returns (constraint, t, Z) constraint is ∑ᵢt(i) >= lower, we also return the newly created slack variables t and the lower triangular matrix Z. Note that Z is not a matrix of symbolic::Variable but symbolic::Expression, because the upper-diagonal entries of Z are not variable, but expression 0. Precondition: X is a symmetric matrix. AddLorentzConeConstraint(*args, **kwargs) Overloaded function. 1. AddLorentzConeConstraint(self: pydrake.solvers.MathematicalProgram, f: pydrake.symbolic.Formula, eval_type: pydrake.solvers.LorentzConeConstraint.EvalType = <EvalType.kConvexSmooth: 1>, psd_tol: float = 1e-08, coefficient_tol: float = 1e-08) -> pydrake.solvers.Binding[LorentzConeConstraint] Adds a Lorentz cone constraint of the form Ax+b >= |Cx+d|₂ from a symbolic formula with one side which can be decomposed into sqrt((Cx+d)’(Cx+d)). Parameter eval_type: The evaluation type when evaluating the lorentz cone constraint in generic optimization. Refer to LorentzConeConstraint::EvalType for more details. See symbolic::DecomposeL2NormExpression for details on the tolerance parameters, psd_tol and coefficient_tol. Consider using the overload which takes a vector of expressions to avoid the numerical decomposition. Raises RuntimeError if f cannot be decomposed into a Lorentz cone. 1. AddLorentzConeConstraint(self: pydrake.solvers.MathematicalProgram, v: numpy.ndarray[object[m, 1]], eval_type: pydrake.solvers.LorentzConeConstraint.EvalType = <EvalType.kConvexSmooth: 1>) -> pydrake.solvers.Binding[LorentzConeConstraint] Adds Lorentz cone constraint referencing potentially a subset of the decision variables. Parameter v: An Eigen::Vector of symbolic::Expression. Constraining that $v_0 \ge \sqrt{v_1^2 + ... + v_{n-1}^2}$ Returns The newly constructed Lorentz cone constraint with the bounded variables. For example, to add the Lorentz cone constraint x+1 >= sqrt(y² + 2y + x² + 5), = sqrt((y+1)²+x²+2²) The user could call Click to expand C++ code... {cc} Vector4<symbolic::Expression> v(x+1, y+1, x, 2.); prog.AddLorentzConeConstraint(v);  Parameter eval_type: The evaluation type when evaluating the lorentz cone constraint in generic optimization. Refer to LorentzConeConstraint::EvalType for more details. 1. AddLorentzConeConstraint(self: pydrake.solvers.MathematicalProgram, linear_expression: pydrake.symbolic.Expression, quadratic_expression: pydrake.symbolic.Expression, tol: float = 0.0, eval_type: pydrake.solvers.LorentzConeConstraint.EvalType = <EvalType.kConvexSmooth: 1>) -> pydrake.solvers.Binding[LorentzConeConstraint] Adds Lorentz cone constraint on the linear expression v1 and quadratic expression v2, such that v1 >= sqrt(v2) Parameter linear_expression: The linear expression v1. Parameter quadratic_expression: The quadratic expression v2. Parameter tol: The tolerance to determine if the matrix in v2 is positive semidefinite or not. See also DecomposePositiveQuadraticForm for more explanation.$*Default:* is 0.

Parameter eval_type:

The evaluation type when evaluating the lorentz cone constraint in generic optimization. Refer to LorentzConeConstraint::EvalType for more details.

Returns binding:

The newly added Lorentz cone constraint, together with the bound variables.

Precondition: 1. v1 is a linear expression, in the form of c’*x + d. 2. v2 is a quadratic expression, in the form of

Click to expand C++ code...
x'*Q*x + b'x + a


Also the quadratic expression has to be convex, namely Q is a positive semidefinite matrix, and the quadratic expression needs to be non-negative for any x.

Raises

RuntimeError if the preconditions are not satisfied.

Notice this constraint is equivalent to the vector [z;y] is within a Lorentz cone, where

Click to expand C++ code...
z = v1
y = R * x + d


while (R, d) satisfies y’*y = x’*Q*x + b’*x + a For example, to add the Lorentz cone constraint

x+1 >= sqrt(y² + 2y + x² + 4), the user could call

Click to expand C++ code...
{cc}
prog.AddLorentzConeConstraint(x+1, pow(y, 2) + 2 * y + pow(x, 2) + 4);

1. AddLorentzConeConstraint(self: pydrake.solvers.MathematicalProgram, A: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]], eval_type: pydrake.solvers.LorentzConeConstraint.EvalType = <EvalType.kConvexSmooth: 1>) -> pydrake.solvers.Binding[LorentzConeConstraint]

Adds Lorentz cone constraint referencing potentially a subset of the decision variables (defined in the vars parameter). The linear expression $$z=Ax+b$$ is in the Lorentz cone. A vector $$z \in\mathbb{R}^n$$ is in the Lorentz cone, if

$z_0 \ge \sqrt{z_1^2 + ... + z_{n-1}^2}$
Parameter A:

A $$\mathbb{R}^{n\times m}$$ matrix, whose number of columns equals to the size of the decision variables.

Parameter b:

A $$\mathbb{R}^n$$ vector, whose number of rows equals to the size of the decision variables.

Parameter vars:

The Eigen vector of $$m$$ decision variables.

Parameter eval_type:

The evaluation type when evaluating the lorentz cone constraint in generic optimization. Refer to LorentzConeConstraint::EvalType for more details.

Returns

The newly added Lorentz cone constraint.

For example, to add the Lorentz cone constraint

x+1 >= sqrt(y² + 2y + x² + 5) = sqrt((y+1)² + x² + 2²), the user could call

Click to expand C++ code...
{cc}
Eigen::Matrix<double, 4, 2> A;
Eigen::Vector4d b;
A << 1, 0, 0, 1, 1, 0, 0, 0;
b << 1, 1, 0, 2;
// A * [x;y] + b = [x+1; y+1; x; 2]


1. AddMaximizeGeometricMeanCost(self: pydrake.solvers.MathematicalProgram, A: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[m, 1]], x: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[LinearCost]

Returns

cost The added cost (note that since MathematicalProgram only minimizes the cost, the returned cost evaluates to -power(∏ᵢz(i), 1/n) where z = A*x+b.

Precondition:

A.rows() == b.rows(), A.rows() >= 2.

1. AddMaximizeGeometricMeanCost(self: pydrake.solvers.MathematicalProgram, x: numpy.ndarray[object[m, 1]], c: float) -> pydrake.solvers.Binding[LinearCost]

An overloaded version of maximize_geometric_mean. We add the cost to maximize the geometric mean of x, i.e., c*power(∏ᵢx(i), 1/n).

Parameter c:

The positive coefficient of the geometric mean cost, $*Default:* is 1. Returns cost The added cost (note that since MathematicalProgram only minimizes the cost, the returned cost evaluates to -c * power(∏ᵢx(i), 1/n). Precondition: x.rows() >= 2. Precondition: c > 0. AddMaximizeLogDeterminantCost(self: pydrake.solvers.MathematicalProgram, X: numpy.ndarray[object[m, n], flags.f_contiguous]) tuple[pydrake.solvers.Binding[LinearCost], numpy.ndarray[object[m, 1]], numpy.ndarray[object[m, n]]] Maximize the log determinant. See log_determinant for more details. Parameter X: A symmetric positive semidefinite matrix X, whose log(det(X)) will be maximized. Returns (cost, t, Z) cost is -∑ᵢt(i), we also return the newly created slack variables t and the lower triangular matrix Z. Note that Z is not a matrix of symbolic::Variable but symbolic::Expression, because the upper-diagonal entries of Z are not variable, but expression 0. Precondition: X is a symmetric matrix. AddPositiveDiagonallyDominantDualConeMatrixConstraint(*args, **kwargs) Overloaded function. 1. AddPositiveDiagonallyDominantDualConeMatrixConstraint(self: pydrake.solvers.MathematicalProgram, X: numpy.ndarray[object[m, n], flags.f_contiguous]) -> pydrake.solvers.Binding[LinearConstraint] This is an overloaded variant of add_dd_dual “diagonally dominant dual cone constraint” Parameter X: The matrix X. We will use 0.5(X+Xᵀ) as the “symmetric version” of X. Precondition: X(i, j) should be a linear expression of decision variables. Returns A linear constraint of size n² encoding vᵢᵀXvᵢ ≥ 0 1. AddPositiveDiagonallyDominantDualConeMatrixConstraint(self: pydrake.solvers.MathematicalProgram, X: numpy.ndarray[object[m, n], flags.f_contiguous]) -> pydrake.solvers.Binding[LinearConstraint] This is an overloaded variant of add_dd_dual “diagonally dominant dual cone constraint” Parameter X: The matrix X. We will use 0.5(X+Xᵀ) as the “symmetric version” of X. Returns A linear constraint of size n² encoding vᵢᵀXvᵢ ≥ 0 AddPositiveDiagonallyDominantMatrixConstraint(self: pydrake.solvers.MathematicalProgram, X: numpy.ndarray[object[m, n], flags.f_contiguous]) numpy.ndarray[object[m, n]] Adds the constraint that a symmetric matrix is diagonally dominant with non-negative diagonal entries. A symmetric matrix X is diagonally dominant with non-negative diagonal entries if X(i, i) >= ∑ⱼ |X(i, j)| ∀ j ≠ i namely in each row, the diagonal entry is larger than the sum of the absolute values of all other entries in the same row. A matrix being diagonally dominant with non-negative diagonals is a sufficient (but not necessary) condition of a matrix being positive semidefinite. Internally we will create a matrix Y as slack variables, such that Y(i, j) represents the absolute value |X(i, j)| ∀ j ≠ i. The diagonal entries Y(i, i) = X(i, i) The users can refer to “DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization” by Amir Ali Ahmadi and Anirudha Majumdar, with arXiv link https://arxiv.org/abs/1706.02586 Parameter X: The matrix X. We will use 0.5(X+Xᵀ) as the “symmetric version” of X. Returns Y The slack variable. Y(i, j) represents |X(i, j)| ∀ j ≠ i, with the constraint Y(i, j) >= X(i, j) and Y(i, j) >= -X(i, j). Y is a symmetric matrix. The diagonal entries Y(i, i) = X(i, i) AddPositiveSemidefiniteConstraint(*args, **kwargs) Overloaded function. 1. AddPositiveSemidefiniteConstraint(self: pydrake.solvers.MathematicalProgram, arg0: numpy.ndarray[object[m, n], flags.f_contiguous]) -> pydrake.solvers.Binding[PositiveSemidefiniteConstraint] Adds a positive semidefinite constraint on a symmetric matrix. Raises • RuntimeError in Debug mode if symmetric_matrix_var is not • symmetric. Parameter symmetric_matrix_var: A symmetric MatrixDecisionVariable object. 1. AddPositiveSemidefiniteConstraint(self: pydrake.solvers.MathematicalProgram, arg0: numpy.ndarray[object[m, n], flags.f_contiguous]) -> pydrake.solvers.Binding[PositiveSemidefiniteConstraint] Adds a positive semidefinite constraint on a symmetric matrix of symbolic expressions e. We create a new symmetric matrix of variables M being positive semidefinite, with the linear equality constraint e == M. Parameter e: Imposes constraint “e is positive semidefinite”. Precondition: {1. e is symmetric. 2. e(i, j) is linear for all i, j } Returns The newly added positive semidefinite constraint, with the bound variable M that are also newly added. For example, to add a constraint that ⌈x + 1 2x + 3 x+y⌉ |2x+ 3 2 0| is positive semidefinite ⌊x + y 0 x⌋ The user could call Click to expand C++ code... {cc} Matrix3<symbolic::Expression> e e << x+1, 2*x+3, x+y, 2*x+3, 2, 0, x+y, 0, x; prog.AddPositiveSemidefiniteConstraint(e);  AddPrincipalSubmatrixIsPsdConstraint(*args, **kwargs) Overloaded function. 1. AddPrincipalSubmatrixIsPsdConstraint(self: pydrake.solvers.MathematicalProgram, arg0: numpy.ndarray[object[m, n], flags.f_contiguous], arg1: set[int]) -> pydrake.solvers.Binding[PositiveSemidefiniteConstraint] Adds a constraint that the principal submatrix of a symmetric matrix composed of the indices in minor_indices is positive semidefinite. Precondition: The passed symmetric_matrix_var is a symmetric matrix. Precondition: All values in minor_indices lie in the range [0, symmetric_matrix_var.rows() - 1]. Parameter symmetric_matrix_var: A symmetric MatrixDecisionVariable object. See also AddPositiveSemidefiniteConstraint. 1. AddPrincipalSubmatrixIsPsdConstraint(self: pydrake.solvers.MathematicalProgram, arg0: numpy.ndarray[object[m, n], flags.f_contiguous], arg1: set[int]) -> pydrake.solvers.Binding[PositiveSemidefiniteConstraint] Adds a constraint the that the principal submatrix of a symmetric matrix of expressions composed of the indices in minor_indices is positive semidefinite. Precondition: The passed symmetric_matrix_var is a symmetric matrix. Precondition: All values in minor_indices lie in the range [0, symmetric_matrix_var.rows() - 1]. Parameter e: Imposes constraint “e is positive semidefinite”. See also AddPositiveSemidefiniteConstraint. AddQuadraticAsRotatedLorentzConeConstraint(self: pydrake.solvers.MathematicalProgram, Q: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[m, 1]], c: float, vars: numpy.ndarray[object[m, 1]], psd_tol: float = 0.0) Add the convex quadratic constraint 0.5xᵀQx + bᵀx + c <= 0 as a rotated Lorentz cone constraint [rᵀx+s, 1, Px+q] is in the rotated Lorentz cone. When solving the optimization problem using conic solvers (like Mosek, Gurobi, SCS, etc), it is numerically preferable to impose the convex quadratic constraint as rotated Lorentz cone constraint. See https://docs.mosek.com/latest/capi/prob-def-quadratic.html#a-recommendation Raises • exception if this quadratic constraint is not convex (Q is not • positive semidefinite) Parameter Q: The Hessian of the quadratic constraint. Should be positive semidefinite. Parameter b: The linear coefficient of the quadratic constraint. Parameter c: The constant term of the quadratic constraint. Parameter vars: x in the documentation above. Parameter psd_tol: If the minimal eigenvalue of Q is smaller than -psd_tol, then throw an exception.$*Default:* = 0.

1. AddQuadraticConstraint(self: pydrake.solvers.MathematicalProgram, Q: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[m, 1]], lb: float, ub: float, vars: numpy.ndarray[object[m, 1]], hessian_type: Optional[pydrake.solvers.QuadraticConstraint.HessianType] = None) -> pydrake.solvers.Binding[QuadraticConstraint]

Adds quadratic constraint lb ≤ .5 xᵀQx + bᵀx ≤ ub Notice that if your quadratic constraint is convex, and you intend to solve the problem with a convex solver (like Mosek), then it is better to reformulate it with a second order cone constraint. See https://docs.mosek.com/10.1/capi/prob-def-quadratic.html#a-recommendation for an explanation.

Parameter vars:

x in the documentation above.

Parameter hessian_type:

Whether the Hessian is positive semidefinite, negative semidefinite or indefinite. Drake will check the type if hessian_type=std::nullopt. Specifying the hessian type will speed this method up.

Precondition:

hessian_type should be correct if it is not std::nullopt, as we will blindly trust it in the downstream code.

Overloads AddQuadraticConstraint, impose lb <= e <= ub where e is a quadratic expression. Notice that if your quadratic constraint is convex, and you intend to solve the problem with a convex solver (like Mosek), then it is better to reformulate it with a second order cone constraint. See https://docs.mosek.com/10.1/capi/prob-def-quadratic.html#a-recommendation for an explanation.

Add a quadratic cost term of the form 0.5*x’*Q*x + b’*x + c.

Parameter e:

Parameter is_convex:

Whether the cost is already known to be convex. If is_convex=nullopt (the default), then Drake will determine if e is a convex quadratic cost or not. To improve the computation speed, the user can set is_convex if the user knows whether the cost is convex or not.

Raises

RuntimeError if the expression is not quadratic.

Returns

The newly added cost together with the bound variables.

1. AddQuadraticCost(self: pydrake.solvers.MathematicalProgram, Q: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]], is_convex: Optional[bool] = None) -> pydrake.solvers.Binding[QuadraticCost]

Adds a cost term of the form 0.5*x’*Q*x + b’x Applied to subset of the variables.

Parameter is_convex:

Whether the cost is already known to be convex. If is_convex=nullopt (the default), then Drake will determine if this is a convex quadratic cost or not. To improve the computation speed, the user can set is_convex if the user knows whether the cost is convex or not.

1. AddQuadraticCost(self: pydrake.solvers.MathematicalProgram, Q: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[m, 1]], c: float, vars: numpy.ndarray[object[m, 1]], is_convex: Optional[bool] = None) -> pydrake.solvers.Binding[QuadraticCost]

Adds a cost term of the form 0.5*x’*Q*x + b’x + c Applied to subset of the variables.

Parameter is_convex:

Whether the cost is already known to be convex. If is_convex=nullopt (the default), then Drake will determine if this is a convex quadratic cost or not. To improve the computation speed, the user can set is_convex if the user knows whether the cost is convex or not.

AddQuadraticErrorCost(self: pydrake.solvers.MathematicalProgram, Q: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], x_desired: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]])

Adds a cost term of the form (x-x_desired)’*Q*(x-x_desired).

1. AddRotatedLorentzConeConstraint(self: pydrake.solvers.MathematicalProgram, linear_expression1: pydrake.symbolic.Expression, linear_expression2: pydrake.symbolic.Expression, quadratic_expression: pydrake.symbolic.Expression, tol: float = 0) -> pydrake.solvers.Binding[RotatedLorentzConeConstraint]

Adds rotated Lorentz cone constraint on the linear expression v1, v2 and quadratic expression u, such that v1 * v2 >= u, v1 >= 0, v2 >= 0

Parameter linear_expression1:

The linear expression v1.

Parameter linear_expression2:

The linear expression v2.

Parameter quadratic_expression:

Parameter tol:

The tolerance to determine if the matrix in v2 is positive semidefinite or not.

DecomposePositiveQuadraticForm for more explanation. $*Default:* is 0. Returns binding: The newly added rotated Lorentz cone constraint, together with the bound variables. Precondition: 1. linear_expression1 is a linear (affine) expression, in the form of v1 = c1’*x + d1. 1. linear_expression2 is a linear (affine) expression, in the form of v2 = c2’*x + d2. 1. quadratic_expression is a quadratic expression, in the form of Click to expand C++ code... u = x'*Q*x + b'x + a  Also the quadratic expression has to be convex, namely Q is a positive semidefinite matrix, and the quadratic expression needs to be non-negative for any x. Raises RuntimeError if the preconditions are not satisfied. For example, to add the rotated Lorentz cone constraint (x+1)(x+y) >= x²+z²+2z+5 x+1 >= 0 x+y >= 0 The user could call Click to expand C++ code... {cc} prog.AddRotatedLorentzConeConstraint(x+1, x+y, pow(x, 2) + pow(z, 2) + 2*z+5);  1. AddRotatedLorentzConeConstraint(self: pydrake.solvers.MathematicalProgram, v: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[RotatedLorentzConeConstraint] Adds a constraint that a symbolic expression Parameter v: is in the rotated Lorentz cone, i.e., $v_0v_1 \ge v_2^2 + ... + v_{n-1}^2\$ v_0 ge 0, v_1 ge 0 Parameter v: A linear expression of variables, $$v = A x + b$$, where $$A, b$$ are given matrices of the correct size, $$x$$ is the vector of decision variables. Returns binding: The newly added rotated Lorentz cone constraint, together with the bound variables. For example, to add the rotated Lorentz cone constraint (x+1)(x+y) >= x²+z²+2z+5 = x² + (z+1)² + 2² x+1 >= 0 x+y >= 0 The user could call Click to expand C++ code... {cc} Eigen::Matrix<symbolic::Expression, 5, 1> v; v << x+1, x+y, x, z+1, 2; prog.AddRotatedLorentzConeConstraint(v);  1. AddRotatedLorentzConeConstraint(self: pydrake.solvers.MathematicalProgram, A: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[m, 1]], vars: numpy.ndarray[object[m, 1]]) -> pydrake.solvers.Binding[RotatedLorentzConeConstraint] Adds a rotated Lorentz cone constraint referencing potentially a subset of decision variables, The linear expression $$z=Ax+b$$ is in rotated Lorentz cone. A vector $$z \in\mathbb{R}^n$$ is in the rotated Lorentz cone, if $z_0z_1 \ge z_2^2 + ... + z_{n-1}^2$ where $$A\in\mathbb{R}^{n\times m}, b\in\mathbb{R}^n$$ are given matrices. Parameter A: A matrix whose number of columns equals to the size of the decision variables. Parameter b: A vector whose number of rows equals to the size of the decision variables. Parameter vars: The decision variables on which the constraint is imposed. AddScaledDiagonallyDominantDualConeMatrixConstraint(*args, **kwargs) Overloaded function. 1. AddScaledDiagonallyDominantDualConeMatrixConstraint(self: pydrake.solvers.MathematicalProgram, X: numpy.ndarray[object[m, n], flags.f_contiguous]) -> list[pydrake.solvers.Binding[RotatedLorentzConeConstraint]] This is an overloaded variant of add_sdd_dual “scaled diagonally dominant dual cone constraint” Parameter X: The matrix X. We will use 0.5(X+Xᵀ) as the “symmetric version” of X. Precondition: X(i, j) should be a linear expression of decision variables. Returns A vector of RotatedLorentzConeConstraint constraints of length 1/2 * n * (n-1) encoding VᵢⱼᵀXVᵢⱼ is psd 1. AddScaledDiagonallyDominantDualConeMatrixConstraint(self: pydrake.solvers.MathematicalProgram, X: numpy.ndarray[object[m, n], flags.f_contiguous]) -> list[pydrake.solvers.Binding[RotatedLorentzConeConstraint]] This is an overloaded variant of add_sdd_dual “scaled diagonally dominant dual cone constraint” Parameter X: The matrix X. We will use 0.5(X+Xᵀ) as the “symmetric version” of X. Returns A vector of RotatedLorentzConeConstraint constraints of length 1/2 * n * (n-1) encoding VᵢⱼᵀXVᵢⱼ is psd AddScaledDiagonallyDominantMatrixConstraint(*args, **kwargs) Overloaded function. 1. AddScaledDiagonallyDominantMatrixConstraint(self: pydrake.solvers.MathematicalProgram, X: numpy.ndarray[object[m, n], flags.f_contiguous]) -> list[list[numpy.ndarray[object[2, 2]]]] This is an overloaded variant of addsdd “scaled diagonally dominant matrix constraint” Parameter X: The matrix X to be constrained scaled diagonally dominant. X. Precondition: X(i, j) should be a linear expression of decision variables. Returns M A vector of vectors of 2 x 2 symmetric matrices M. For i < j, M[i][j] is Click to expand C++ code... [Mⁱʲ(i, i), Mⁱʲ(i, j)] [Mⁱʲ(i, j), Mⁱʲ(j, j)].  Note that M[i][j](0, 1) = Mⁱʲ(i, j) = (X(i, j) + X(j, i)) / 2 for i >= j, M[i][j] is the zero matrix. 1. AddScaledDiagonallyDominantMatrixConstraint(self: pydrake.solvers.MathematicalProgram, X: numpy.ndarray[object[m, n], flags.f_contiguous]) -> list[list[numpy.ndarray[object[2, 2]]]] This is an overloaded variant of addsdd “scaled diagonally dominant matrix constraint” Parameter X: The symmetric matrix X to be constrained scaled diagonally dominant. Returns M For i < j M[i][j] contains the slack variables, mentioned in addsdd “scaled diagonally dominant matrix constraint”. For i >= j, M[i][j] contains default-constructed variables (with get_id() == 0). AddSosConstraint(*args, **kwargs) Overloaded function. 1. AddSosConstraint(self: pydrake.solvers.MathematicalProgram, p: pydrake.symbolic.Polynomial, monomial_basis: numpy.ndarray[object[m, 1]], type: pydrake.solvers.MathematicalProgram.NonnegativePolynomial = <NonnegativePolynomial.kSos: 1>, gram_name: str = ‘S’) -> numpy.ndarray[object[m, n]] Adds constraints that a given polynomial p is a sums-of-squares (SOS), that is, p can be decomposed into mᵀQm, where m is the monomial_basis. It returns the coefficients matrix Q, which is positive semidefinite. Parameter type: The type of the polynomial.$*Default:* is kSos, but the user can also use kSdsos and kDsos. Refer to NonnegativePolynomial for details on different types of sos polynomials.

Parameter gram_name:

The name of the gram matrix for print out.

Note

It calls Reparse to enforce p to have this MathematicalProgram’s indeterminates if necessary.

1. AddSosConstraint(self: pydrake.solvers.MathematicalProgram, p: pydrake.symbolic.Polynomial, type: pydrake.solvers.MathematicalProgram.NonnegativePolynomial = <NonnegativePolynomial.kSos: 1>, gram_name: str = ‘S’) -> tuple[numpy.ndarray[object[m, n]], numpy.ndarray[object[m, 1]]]

Adds constraints that a given polynomial p is a sums-of-squares (SOS), that is, p can be decomposed into mᵀQm, where m is a monomial basis selected from the sparsity of p. It returns a pair of constraint bindings expressing: - The coefficients matrix Q, which is positive semidefinite. - The monomial basis m.

Parameter type:

The type of the polynomial. $*Default:* is kSos, but the user can also use kSdsos and kDsos. Refer to NonnegativePolynomial for the details on different type of sos polynomials. Parameter gram_name: The name of the gram matrix for print out. Note It calls Reparse to enforce p to have this MathematicalProgram’s indeterminates if necessary. 1. AddSosConstraint(self: pydrake.solvers.MathematicalProgram, e: pydrake.symbolic.Expression, monomial_basis: numpy.ndarray[object[m, 1]], type: pydrake.solvers.MathematicalProgram.NonnegativePolynomial = <NonnegativePolynomial.kSos: 1>, gram_name: str = ‘S’) -> numpy.ndarray[object[m, n]] Adds constraints that a given symbolic expression e is a sums-of-squares (SOS), that is, p can be decomposed into mᵀQm, where m is the monomial_basis. Note that it decomposes e into a polynomial with respect to indeterminates() in this mathematical program. It returns the coefficients matrix Q, which is positive semidefinite. Parameter type: Refer to NonnegativePolynomial class documentation. Parameter gram_name: The name of the gram matrix for print out. 1. AddSosConstraint(self: pydrake.solvers.MathematicalProgram, e: pydrake.symbolic.Expression, type: pydrake.solvers.MathematicalProgram.NonnegativePolynomial = <NonnegativePolynomial.kSos: 1>, gram_name: str = ‘S’) -> tuple[numpy.ndarray[object[m, n]], numpy.ndarray[object[m, 1]]] Adds constraints that a given symbolic expression e is a sums-of-squares (SOS), that is, e can be decomposed into mᵀQm. Note that it decomposes e into a polynomial with respect to indeterminates() in this mathematical program. It returns a pair expressing: - The coefficients matrix Q, which is positive semidefinite. - The monomial basis m. Parameter type: Refer to NonnegativePolynomial class documentation. Parameter gram_name: The name of the gram matrix for print out. AddVisualizationCallback(self: pydrake.solvers.MathematicalProgram, arg0: Callable[[numpy.ndarray[numpy.float64[m, 1]]], None], arg1: numpy.ndarray[object[m, 1]]) Adds a callback method to visualize intermediate results of the optimization. Note Just like other costs/constraints, not all solvers support callbacks. Adding a callback here will force MathematicalProgram::Solve to select a solver that support callbacks. For instance, adding a visualization callback to a quadratic programming problem may result in using a nonlinear programming solver as the default solver. Parameter callback: a std::function that accepts an Eigen::Vector of doubles representing the bound decision variables. Parameter vars: the decision variables that should be passed to the callback. bounding_box_constraints(self: pydrake.solvers.MathematicalProgram) Getter for all bounding box constraints CheckSatisfied(*args, **kwargs) Overloaded function. 1. CheckSatisfied(self: pydrake.solvers.MathematicalProgram, binding: pydrake.solvers.Binding[Constraint], prog_var_vals: numpy.ndarray[numpy.float64[m, 1]], tol: float = 1e-06) -> bool Evaluates CheckSatisfied for the constraint in binding using the value of ALL of the decision variables in this program. Raises RuntimeError if the size of prog_var_vals is invalid. 1. CheckSatisfied(self: pydrake.solvers.MathematicalProgram, bindings: list[pydrake.solvers.Binding[Constraint]], prog_var_vals: numpy.ndarray[numpy.float64[m, 1]], tol: float = 1e-06) -> bool Evaluates CheckSatisfied for the all of the constraints in binding using the value of ALL of the decision variables in this program. Returns true iff all of the constraints are satisfied. Raises RuntimeError if the size of prog_var_vals is invalid. CheckSatisfiedAtInitialGuess(*args, **kwargs) Overloaded function. 1. CheckSatisfiedAtInitialGuess(self: pydrake.solvers.MathematicalProgram, binding: pydrake.solvers.Binding[Constraint], tol: float = 1e-06) -> bool Evaluates CheckSatisfied for the constraint in binding at the initial guess. 1. CheckSatisfiedAtInitialGuess(self: pydrake.solvers.MathematicalProgram, bindings: list[pydrake.solvers.Binding[Constraint]], tol: float = 1e-06) -> bool Evaluates CheckSatisfied for the all of the constraints in bindings at the initial guess. Returns true iff all of the constraints are satisfied. ClearVariableScaling(self: pydrake.solvers.MathematicalProgram) None Clears the scaling factors for decision variables. See variable_scaling “Variable scaling” for more information. Clone(self: pydrake.solvers.MathematicalProgram) decision_variable(self: pydrake.solvers.MathematicalProgram, i: int) Getter for the decision variable with index i in the program. decision_variable_index(self: pydrake.solvers.MathematicalProgram) dict[int, int] Returns the mapping from a decision variable ID to its index in the vector containing all the decision variables in the mathematical program. decision_variables(self: pydrake.solvers.MathematicalProgram) numpy.ndarray[object[m, 1]] Getter for all decision variables in the program. EvalBinding(*args, **kwargs) Overloaded function. 1. EvalBinding(self: pydrake.solvers.MathematicalProgram, binding: pydrake.solvers.Binding[EvaluatorBase], prog_var_vals: numpy.ndarray[numpy.float64[m, 1]]) -> numpy.ndarray[numpy.float64[m, 1]] Evaluates the value of some binding, for some input value for all decision variables. Parameter binding: A Binding whose variables are decision variables in this program. Parameter prog_var_vals: The value of all the decision variables in this program. Raises RuntimeError if the size of prog_var_vals is invalid. 1. EvalBinding(self: pydrake.solvers.MathematicalProgram, binding: pydrake.solvers.Binding[EvaluatorBase], prog_var_vals: numpy.ndarray[object[m, 1]]) -> numpy.ndarray[object[m, 1]] Evaluates the value of some binding, for some input value for all decision variables. Parameter binding: A Binding whose variables are decision variables in this program. Parameter prog_var_vals: The value of all the decision variables in this program. Raises RuntimeError if the size of prog_var_vals is invalid. EvalBindingAtInitialGuess(self: pydrake.solvers.MathematicalProgram, binding: ) numpy.ndarray[numpy.float64[m, 1]] Evaluates the evaluator in binding at the initial guess. Returns The value of binding at the initial guess. EvalBindings(*args, **kwargs) Overloaded function. 1. EvalBindings(self: pydrake.solvers.MathematicalProgram, bindings: list[pydrake.solvers.Binding[EvaluatorBase]], prog_var_vals: numpy.ndarray[numpy.float64[m, 1]]) -> numpy.ndarray[numpy.float64[m, 1]] Evaluates a set of bindings (plural version of EvalBinding). Parameter bindings: List of bindings. Parameter prog:$Parameter prog_var_vals:

The value of all the decision variables in this program.

Returns

All binding values, concatenated into a single vector.

Raises

RuntimeError if the size of prog_var_vals is invalid.

1. EvalBindings(self: pydrake.solvers.MathematicalProgram, bindings: list[pydrake.solvers.Binding[EvaluatorBase]], prog_var_vals: numpy.ndarray[object[m, 1]]) -> numpy.ndarray[object[m, 1]]

Evaluates a set of bindings (plural version of EvalBinding).

Parameter bindings:

List of bindings.

Parameter prog:

\$Parameter prog_var_vals:

The value of all the decision variables in this program.

Returns

All binding values, concatenated into a single vector.

Raises

RuntimeError if the size of prog_var_vals is invalid.

EvalBindingVectorized(self: pydrake.solvers.MathematicalProgram, binding: , prog_var_vals: numpy.ndarray[numpy.float64[m, n]]) numpy.ndarray[numpy.float64[m, n]]

A “vectorized” version of EvalBinding. It evaluates the binding for every column of prog_var_vals.

exponential_cone_constraints(self: pydrake.solvers.MathematicalProgram)

Getter for exponential cone constraints.

FindDecisionVariableIndex(self: pydrake.solvers.MathematicalProgram, var: pydrake.symbolic.Variable) int

Returns the index of the decision variable. Internally the solvers thinks all variables are stored in an array, and it accesses each individual variable using its index. This index is used when adding constraints and costs for each solver.

Precondition:

{var is a decision variable in the mathematical program, otherwise this function throws a runtime error.}

FindDecisionVariableIndices(self: pydrake.solvers.MathematicalProgram, vars: numpy.ndarray[object[m, 1]]) list[int]

Returns the indices of the decision variables. Internally the solvers thinks all variables are stored in an array, and it accesses each individual variable using its index. This index is used when adding constraints and costs for each solver.

Precondition:

{vars are decision variables in the mathematical program, otherwise this function throws a runtime error.}

FindIndeterminateIndex(self: pydrake.solvers.MathematicalProgram, var: pydrake.symbolic.Variable) int

Returns the index of the indeterminate. Internally a solver thinks all indeterminates are stored in an array, and it accesses each individual indeterminate using its index. This index is used when adding constraints and costs for each solver.

Precondition:

var is a indeterminate in the mathematical program, otherwise this function throws a runtime error.

generic_constraints(self: pydrake.solvers.MathematicalProgram)

Getter for all generic constraints

generic_costs(self: pydrake.solvers.MathematicalProgram) list[pydrake.solvers.Binding[Cost]]

Getter for all generic costs.

GetAllConstraints(self: pydrake.solvers.MathematicalProgram)

Getter for returning all constraints.

Returns

Vector of all constraint bindings.

Note

The group ordering may change as more constraint types are added.

GetAllCosts(self: pydrake.solvers.MathematicalProgram) list[pydrake.solvers.Binding[Cost]]

Getter returning all costs.

Returns

Vector of all cost bindings.

Note

The group ordering may change as more cost types are added.

GetBindingVariableValues(self: pydrake.solvers.MathematicalProgram, binding: , prog_var_vals: numpy.ndarray[numpy.float64[m, 1]]) numpy.ndarray[numpy.float64[m, 1]]

Given the value of all decision variables, namely this.decision_variable(i) takes the value prog_var_vals(i), returns the vector that contains the value of the variables in binding.variables().

Parameter binding:

binding.variables() must be decision variables in this MathematicalProgram.

Parameter prog_var_vals:

The value of ALL the decision variables in this program.

Returns

binding_variable_vals binding_variable_vals(i) is the value of binding.variables()(i) in prog_var_vals.

GetInitialGuess(*args, **kwargs)

1. GetInitialGuess(self: pydrake.solvers.MathematicalProgram, arg0: pydrake.symbolic.Variable) -> float

Gets the initial guess for a single variable.

Precondition:

decision_variable has been registered in the optimization program.

Raises

RuntimeError if the pre condition is not satisfied.

1. GetInitialGuess(self: pydrake.solvers.MathematicalProgram, arg0: numpy.ndarray[object[m, 1]]) -> numpy.ndarray[numpy.float64[m, 1]]

Gets the initial guess for some variables.

Precondition:

Each variable in decision_variable_mat has been registered in the optimization program.

Raises

RuntimeError if the pre condition is not satisfied.

1. GetInitialGuess(self: pydrake.solvers.MathematicalProgram, arg0: numpy.ndarray[object[m, n]]) -> numpy.ndarray[numpy.float64[m, n]]

Gets the initial guess for some variables.

Precondition:

Each variable in decision_variable_mat has been registered in the optimization program.

Raises

RuntimeError if the pre condition is not satisfied.

GetLinearConstraints(self: pydrake.solvers.MathematicalProgram)

Getter returning all linear constraints (both linear equality and inequality constraints). Note that this does not include bounding box constraints, which are technically also linear.

Returns

Vector of all linear constraint bindings.

GetSolverOptions(*args, **kwargs)

1. GetSolverOptions(self: pydrake.solvers.MathematicalProgram, arg0: pydrake.solvers.SolverId) -> dict

2. GetSolverOptions(self: pydrake.solvers.MathematicalProgram, arg0: pydrake.solvers.SolverType) -> dict

GetVariableScaling(self: pydrake.solvers.MathematicalProgram) dict[int, float]

Returns the mapping from a decision variable index to its scaling factor.

indeterminate(self: pydrake.solvers.MathematicalProgram, i: int)

Getter for the indeterminate with index i in the program.

indeterminates(self: pydrake.solvers.MathematicalProgram) numpy.ndarray[object[m, 1]]

Getter for all indeterminates in the program.

indeterminates_index(self: pydrake.solvers.MathematicalProgram) dict[int, int]

Returns the mapping from an indeterminate ID to its index in the vector containing all the indeterminates in the mathematical program.

initial_guess(self: pydrake.solvers.MathematicalProgram) numpy.ndarray[numpy.float64[m, 1]]

Getter for the initial guess

l2norm_costs(self: pydrake.solvers.MathematicalProgram)

Getter for l2norm costs.

linear_complementarity_constraints(self: pydrake.solvers.MathematicalProgram)

Getter for all linear complementarity constraints.

linear_constraints(self: pydrake.solvers.MathematicalProgram)

Getter for linear inequality constraints. Note that this does not include linear_equality_constraints() nor bounding_box_constraints(). See also GetAllLinearConstraints().

linear_costs(self: pydrake.solvers.MathematicalProgram)

Getter for linear costs.

linear_equality_constraints(self: pydrake.solvers.MathematicalProgram)

Getter for linear equality constraints. Note that this only includes constraints that were added explicitly as LinearEqualityConstraint or which were added symbolically (and their equality constraint nature was uncovered). There may be bounding_box_constraints() and linear_constraints() whose lower bounds also equal their upper bounds.

linear_matrix_inequality_constraints(self: pydrake.solvers.MathematicalProgram)

Getter for linear matrix inequality constraints.

lorentz_cone_constraints(self: pydrake.solvers.MathematicalProgram)

Getter for Lorentz cone constraints.

MakePolynomial(self: pydrake.solvers.MathematicalProgram, e: pydrake.symbolic.Expression)

Creates a symbolic polynomial from the given expression e. It uses this MathematicalProgram’s indeterminates() in constructing the polynomial.

This method helps a user create a polynomial with the right set of indeterminates which are declared in this MathematicalProgram. We recommend users to use this method over an explicit call to Polynomial constructors to avoid a possible mismatch between this MathematicalProgram’s indeterminates and the user-specified indeterminates (or unspecified, which then includes all symbolic variables in the expression e). Consider the following example.

e = ax + bx + c

MP.indeterminates() = {x} MP.decision_variables() = {a, b}

• MP.MakePolynomial(e) create a polynomial, (a + b)x + c. Here only x is an indeterminate of this polynomial.

• In contrast, symbolic::Polynomial(e) returns ax + bx + c where all variables {a, b, x} are indeterminates. Note that this is problematic as its indeterminates, {a, b, x} and the MathematicalProgram’s decision variables, {a, b} overlap.

Note

This function does not require that the decision variables in e is a subset of the decision variables in MathematicalProgram.

NewBinaryVariables(*args, **kwargs)

1. NewBinaryVariables(self: pydrake.solvers.MathematicalProgram, rows: int, name: str = ‘b’) -> numpy.ndarray[object[m, 1]]

Adds binary variables to this MathematicalProgram. The new variables are viewed as a column vector, with size rows x 1.

NewBinaryVariables(int rows, int cols, const std::vector<std::string>& names);

1. NewBinaryVariables(self: pydrake.solvers.MathematicalProgram, rows: int, cols: int, name: str = ‘b’) -> numpy.ndarray[object[m, n]]

Adds binary variables, appending them to an internal vector of any existing vars. The initial guess values for the new variables are set to NaN, to indicate that an initial guess has not been assigned. Callers are expected to add costs and/or constraints to have any effect during optimization. Callers can also set the initial guess of the decision variables through SetInitialGuess() or SetInitialGuessForAllVariables().

Template parameter Rows:

The number of rows in the new variables.

Template parameter Cols:

The number of columns in the new variables.

Parameter rows:

The number of rows in the new variables.

Parameter cols:

The number of columns in the new variables.

Parameter name:

The commonly shared name of the new variables.

Returns

The MatrixDecisionVariable of size rows x cols, containing the new vars (not all the vars stored).

Example:

Click to expand C++ code...
MathematicalProgram prog;
auto b = prog.NewBinaryVariables(2, 3, "b");


This adds a 2 x 3 matrix decision variables into the program.

The name of the variable is only used for the user in order to ease readability.

NewContinuousVariables(*args, **kwargs)

1. NewContinuousVariables(self: pydrake.solvers.MathematicalProgram, rows: int, name: str = ‘x’) -> numpy.ndarray[object[m, 1]]

Adds continuous variables, appending them to an internal vector of any existing vars. The initial guess values for the new variables are set to NaN, to indicate that an initial guess has not been assigned. Callers are expected to add costs and/or constraints to have any effect during optimization. Callers can also set the initial guess of the decision variables through SetInitialGuess() or SetInitialGuessForAllVariables().

Parameter rows:

The number of rows in the new variables.

Parameter name:

The name of the newly added variables

Returns

The VectorDecisionVariable of size rows x 1, containing the new vars (not all the vars stored).

Example:

Click to expand C++ code...
MathematicalProgram prog;
auto x = prog.NewContinuousVariables(2, "x");


This adds a 2 x 1 vector containing decision variables into the program. The names of the variables are “x(0)” and “x(1)”.

The name of the variable is only used for the user in order to ease readability.

1. NewContinuousVariables(self: pydrake.solvers.MathematicalProgram, rows: int, cols: int, name: str = ‘x’) -> numpy.ndarray[object[m, n]]

Adds continuous variables, appending them to an internal vector of any existing vars. The initial guess values for the new variables are set to NaN, to indicate that an initial guess has not been assigned. Callers are expected to add costs and/or constraints to have any effect during optimization. Callers can also set the initial guess of the decision variables through SetInitialGuess() or SetInitialGuessForAllVariables().

Template parameter Rows:

The number of rows of the new variables, in the compile time.

Template parameter Cols:

The number of columns of the new variables, in the compile time.

Parameter rows:

The number of rows in the new variables. When Rows is not Eigen::Dynamic, rows is ignored.

Parameter cols:

The number of columns in the new variables. When Cols is not Eigen::Dynamic, cols is ignored.

Parameter name:

All variables will share the same name, but different index.

Returns

The MatrixDecisionVariable of size Rows x Cols, containing the new vars (not all the vars stored).

Example:

Click to expand C++ code...
MathematicalProgram prog;
auto x = prog.NewContinuousVariables(2, 3, "X");
auto y = prog.NewContinuousVariables<2, 3>(2, 3, "X");


This adds a 2 x 3 matrix decision variables into the program.

The name of the variable is only used for the user in order to ease readability.

NewEvenDegreeDsosPolynomial(self: pydrake.solvers.MathematicalProgram, indeterminates: pydrake.symbolic.Variables, degree: int) tuple[pydrake.symbolic.Polynomial, numpy.ndarray[object[m, n]], numpy.ndarray[object[m, n]]]

see even_degree_nonnegative_polynomial for details. Variant that produces a DSOS polynomial. Same as NewEvenDegreeSosPolynomial, except the returned polynomial is diagonally dominant sum of squares (dsos).

NewEvenDegreeFreePolynomial(self: pydrake.solvers.MathematicalProgram, indeterminates: pydrake.symbolic.Variables, degree: int, coeff_name: str = 'a')

Returns a free polynomial that only contains even degree monomials. A monomial is even degree if its total degree (sum of all variables’ degree) is even. For example, xy is an even degree monomial (degree 2) while x²y is not (degree 3).

Parameter indeterminates:

The monomial basis is over these indeterminates.

Parameter degree:

The highest degree of the polynomial.

Parameter coeff_name:

The coefficients of the polynomial are decision variables with this name as a base. The variable name would be “a1”, “a2”, etc.

NewEvenDegreeNonnegativePolynomial(self: pydrake.solvers.MathematicalProgram, indeterminates: pydrake.symbolic.Variables, degree: int, type: pydrake.solvers.MathematicalProgram.NonnegativePolynomial) tuple[pydrake.symbolic.Polynomial, numpy.ndarray[object[m, n]], numpy.ndarray[object[m, n]]]

See even_degree_nonnegative_polynomial for more details. Variant that produces different non-negative polynomials depending on type.

Parameter type:

The returned polynomial p(x) can be either SOS, SDSOS or DSOS, depending on type.

NewEvenDegreeSdsosPolynomial(self: pydrake.solvers.MathematicalProgram, indeterminates: pydrake.symbolic.Variables, degree: int) tuple[pydrake.symbolic.Polynomial, numpy.ndarray[object[m, n]], numpy.ndarray[object[m, n]]]

see even_degree_nonnegative_polynomial for details. Variant that produces an SDSOS polynomial.

NewEvenDegreeSosPolynomial(self: pydrake.solvers.MathematicalProgram, indeterminates: pydrake.symbolic.Variables, degree: int) tuple[pydrake.symbolic.Polynomial, numpy.ndarray[object[m, n]], numpy.ndarray[object[m, n]]]

See even_degree_nonnegative_polynomial for more details. Variant that produces a SOS polynomial.

NewFreePolynomial(self: pydrake.solvers.MathematicalProgram, indeterminates: pydrake.symbolic.Variables, deg: int, coeff_name: str = 'a')

Returns a free polynomial in a monomial basis over indeterminates of a given degree. It uses coeff_name to make new decision variables and use them as coefficients. For example, NewFreePolynomial({x₀, x₁}, 2) returns a₀x₁² + a₁x₀x₁ + a₂x₀² + a₃x₁ + a₄x₀ + a₅.

NewIndeterminates(*args, **kwargs)

1. NewIndeterminates(self: pydrake.solvers.MathematicalProgram, rows: int, name: str = ‘x’) -> numpy.ndarray[object[m, 1]]

Adds indeterminates to this MathematicalProgram, with default name “x”.

NewIndeterminates(int rows, int cols, const std::vector<std::string>& names);

1. NewIndeterminates(self: pydrake.solvers.MathematicalProgram, rows: int, cols: int, name: str = ‘X’) -> numpy.ndarray[object[m, n]]

Adds indeterminates to this MathematicalProgram, with default name “X”. The new variables are returned and viewed as a matrix, with size rows x cols.

NewIndeterminates(int rows, int cols, const std::vector<std::string>& names);

NewOddDegreeFreePolynomial(self: pydrake.solvers.MathematicalProgram, indeterminates: pydrake.symbolic.Variables, degree: int, coeff_name: str = 'a')

Returns a free polynomial that only contains odd degree monomials. A monomial is odd degree if its total degree (sum of all variables’ degree) is even. For example, xy is not an odd degree monomial (degree 2) while x²y is (degree 3).

Parameter indeterminates:

The monomial basis is over these indeterminates.

Parameter degree:

The highest degree of the polynomial.

Parameter coeff_name:

The coefficients of the polynomial are decision variables with this name as a base. The variable name would be “a1”, “a2”, etc.

NewSosPolynomial(*args, **kwargs)

1. NewSosPolynomial(self: pydrake.solvers.MathematicalProgram, monomial_basis: numpy.ndarray[object[m, 1]], type: pydrake.solvers.MathematicalProgram.NonnegativePolynomial = <NonnegativePolynomial.kSos: 1>, gram_name: str = ‘S’) -> tuple[pydrake.symbolic.Polynomial, numpy.ndarray[object[m, n]]]

Returns a pair of a SOS polynomial p = mᵀQm and the Gramian matrix Q, where m is the monomial basis. For example, NewSosPolynomial(Vector2<Monomial>{x,y}) returns a polynomial p = Q₍₀,₀₎x² + 2Q₍₁,₀₎xy + Q₍₁,₁₎y² and Q. Depending on the type of the polynomial, we will impose different constraint on the polynomial. - if type = kSos, we impose the polynomial being SOS. - if type = kSdsos, we impose the polynomial being SDSOS. - if type = kDsos, we impose the polynomial being DSOS.

Parameter gram_name:

The name of the gram matrix for print out.

Note

Q is a symmetric monomial_basis.rows() x monomial_basis.rows() matrix.

1. NewSosPolynomial(self: pydrake.solvers.MathematicalProgram, gramian: numpy.ndarray[object[m, n], flags.f_contiguous], monomial_basis: numpy.ndarray[object[m, 1]], type: pydrake.solvers.MathematicalProgram.NonnegativePolynomial = <NonnegativePolynomial.kSos: 1>) -> pydrake.symbolic.Polynomial

Overloads NewSosPolynomial, except the Gramian matrix Q is an input instead of an output.

1. NewSosPolynomial(self: pydrake.solvers.MathematicalProgram, indeterminates: pydrake.symbolic.Variables, degree: int, type: pydrake.solvers.MathematicalProgram.NonnegativePolynomial = <NonnegativePolynomial.kSos: 1>, gram_name: str = ‘S’) -> tuple[pydrake.symbolic.Polynomial, numpy.ndarray[object[m, n]]]

Overloads NewSosPolynomial. Returns a pair of a SOS polynomial p = m(x)ᵀQm(x) of degree degree and the Gramian matrix Q that should be PSD, where m(x) is the result of calling MonomialBasis(indeterminates, degree/2). For example, NewSosPolynomial({x}, 4) returns a pair of a polynomial p = Q₍₀,₀₎x⁴ + 2Q₍₁,₀₎ x³ + (2Q₍₂,₀₎ + Q₍₁,₁₎)x² + 2Q₍₂,₁₎x + Q₍₂,₂₎ and Q.

Parameter type:

Depending on the type of the polynomial, we will impose different constraint on the polynomial. - if type = kSos, we impose the polynomial being SOS. - if type = kSdsos, we impose the polynomial being SDSOS. - if type = kDsos, we impose the polynomial being DSOS.

Parameter gram_name:

The name of the gram matrix for print out.

Raises

RuntimeError if degree is not a positive even integer.

MonomialBasis.

NewSymmetricContinuousVariables(self: pydrake.solvers.MathematicalProgram, rows: int, name: str = 'Symmetric') numpy.ndarray[object[m, n]]

Adds a runtime sized symmetric matrix as decision variables to this MathematicalProgram. The optimization will only use the stacked columns of the lower triangular part of the symmetric matrix as decision variables.

Parameter rows:

The number of rows in the symmetric matrix.

Parameter name:

The name of the matrix. It is only used the for user to understand the optimization program. The default name is “Symmetric”, and each variable will be named as

Click to expand C++ code...
Symmetric(0, 0)     Symmetric(1, 0)     ... Symmetric(rows-1, 0)
Symmetric(1, 0)     Symmetric(1, 1)     ... Symmetric(rows-1, 1)
...
Symmetric(rows-1,0) Symmetric(rows-1,1) ... Symmetric(rows-1, rows-1)


Notice that the (i,j)’th entry and (j,i)’th entry has the same name.

Returns

class NonnegativePolynomial

Types of non-negative polynomial that can be found through conic optimization. We currently support SOS, SDSOS and DSOS. For more information about these polynomial types, please refer to “DSOS and SDSOS Optimization: More Tractable Alternatives to Sum of Squares and Semidefinite Optimization” by Amir Ali Ahmadi and Anirudha Majumdar, with arXiv link https://arxiv.org/abs/1706.02586

Members:

kSos : A sum-of-squares polynomial.

kSdsos : A scaled-diagonally dominant sum-of-squares polynomial.

kDsos : A diagonally dominant sum-of-squares polynomial.

__init__(self: pydrake.solvers.MathematicalProgram.NonnegativePolynomial, value: int) None
kDsos = <NonnegativePolynomial.kDsos: 3>
kSdsos = <NonnegativePolynomial.kSdsos: 2>
kSos = <NonnegativePolynomial.kSos: 1>
property name
property value
num_indeterminates(self: pydrake.solvers.MathematicalProgram) int

Gets the number of indeterminates in the optimization program

num_vars(self: pydrake.solvers.MathematicalProgram) int

Getter for number of variables in the optimization program

positive_semidefinite_constraints(self: pydrake.solvers.MathematicalProgram)

Getter for positive semidefinite constraints.

RelaxPsdConstraintToDdDualCone(self: pydrake.solvers.MathematicalProgram, constraint: )

1. Relaxes the positive semidefinite constraint with a diagonally dominant dual cone constraint. 2. Adds the diagonally dominant dual cone constraint into this MathematicalProgram. 3. Removes the positive semidefinite constraint, if it had already been registered in this MathematicalProgram.

This provides a polyhedral (i.e. linear) necessary, but not sufficient, condition for the variables in constraint to be positive semidefinite.

Precondition:

The decision variables contained in constraint have been registered with this MathematicalProgram.

Returns

The return of AddPositiveDiagonallyDominantDualConeMatrixConstraint applied to the variables in constraint.

RelaxPsdConstraintToSddDualCone(self: pydrake.solvers.MathematicalProgram, constraint: )

1. Relaxes the positive semidefinite constraint with a scaled diagonally dominant dual cone constraint. 2. Adds the scaled diagonally dominant dual cone constraint into this MathematicalProgram. 3. Removes the positive semidefinite constraint, if it had already been registered in this MathematicalProgram.

This provides a second-order cone necessary, but not sufficient, condition for the variables in constraint to be positive semidefinite.

Precondition:

The decision variables contained in constraint have been registered with this MathematicalProgram.

Returns

The return of AddScaledDiagonallyDominantDualConeMatrixConstraint applied to the variables in constraint.

RemoveConstraint(self: pydrake.solvers.MathematicalProgram, constraint: ) int

Removes constraint from this mathematical program. See remove_cost_constraint “Remove costs, constraints or callbacks” for more details.

Returns

number of constraint objects removed from this program. If this program doesn’t contain constraint, then returns 0. If this program contains multiple constraint objects, then returns the repetition of constraint in this program.

RemoveCost(self: pydrake.solvers.MathematicalProgram, cost: ) int

Removes cost from this mathematical program. See remove_cost_constraint “Remove costs, constraints or callbacks” for more details.

Returns

number of cost objects removed from this program. If this program doesn’t contain cost, then returns 0. If this program contains multiple cost objects, then returns the repetition of cost in this program.

RemoveDecisionVariable(self: pydrake.solvers.MathematicalProgram, var: pydrake.symbolic.Variable) int

Remove var from this program’s decision variable.

Note

after removing the variable, the indices of some remaining variables inside this MathematicalProgram will change.

Returns

the index of var in this optimization program. return -1 if var is not a decision variable.

Raises
• exception if var is bound with any cost or constraint.

• exception if var is not a decision variable of the program.

RemoveVisualizationCallback(self: pydrake.solvers.MathematicalProgram, callback: ) int

Removes callback from this mathematical program. See remove_cost_constraint “Remove costs, constraints or callbacks” for more details.

Returns

number of callback objects removed from this program. If this program doesn’t contain callback, then returns 0. If this program contains multiple callback objects, then returns the repetition of callback in this program.

Reparse(self: pydrake.solvers.MathematicalProgram, p: pydrake.symbolic.Polynomial) None

Reparses the polynomial p using this MathematicalProgram’s indeterminates.

required_capabilities(self: pydrake.solvers.MathematicalProgram)

Getter for the required capability on the solver, given the cost/constraint/variable types in the program.

rotated_lorentz_cone_constraints(self: pydrake.solvers.MathematicalProgram)

Getter for rotated Lorentz cone constraints.

SetDecisionVariableValueInVector(*args, **kwargs)

1. SetDecisionVariableValueInVector(self: pydrake.solvers.MathematicalProgram, decision_variable: pydrake.symbolic.Variable, decision_variable_new_value: float, values: Optional[numpy.ndarray[numpy.float64[m, 1], flags.writeable]]) -> None

Updates the value of a single decision_variable inside the values vector to be decision_variable_new_value. The other decision variables’ values in values are unchanged.

Parameter decision_variable:

a registered decision variable in this program.

Parameter decision_variable_new_value:

the variable’s new values.

Parameter values:

The vector to be tweaked; must be of size num_vars().

1. SetDecisionVariableValueInVector(self: pydrake.solvers.MathematicalProgram, decision_variables: numpy.ndarray[object[m, n], flags.f_contiguous], decision_variables_new_values: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], values: Optional[numpy.ndarray[numpy.float64[m, 1], flags.writeable]]) -> None

Updates the values of some decision_variables inside the values vector to be decision_variables_new_values. The other decision variables’ values in values are unchanged.

Parameter decision_variables:

registered decision variables in this program.

Parameter decision_variables_new_values:

the variables’ respective new values; must have the same rows() and cols() sizes and decision_variables.

Parameter values:

The vector to be tweaked; must be of size num_vars().

SetInitialGuess(*args, **kwargs)

1. SetInitialGuess(self: pydrake.solvers.MathematicalProgram, arg0: pydrake.symbolic.Variable, arg1: float) -> None

Sets the initial guess for a single variable decision_variable. The guess is stored as part of this program.

Precondition:

decision_variable is a registered decision variable in the program.

Raises

RuntimeError if precondition is not satisfied.

1. SetInitialGuess(self: pydrake.solvers.MathematicalProgram, arg0: numpy.ndarray[object[m, n]], arg1: numpy.ndarray[numpy.float64[m, n]]) -> None

Sets the initial guess for the decision variables stored in decision_variable_mat to be x0. The guess is stored as part of this program.

SetInitialGuessForAllVariables(self: pydrake.solvers.MathematicalProgram, arg0: numpy.ndarray[numpy.float64[m, 1]]) None

Set the initial guess for ALL decision variables. Note that variables begin with a default initial guess of NaN to indicate that no guess is available.

Parameter x0:

A vector of appropriate size (num_vars() x 1).

SetSolverOption(*args, **kwargs)

1. SetSolverOption(self: pydrake.solvers.MathematicalProgram, solver_id: pydrake.solvers.SolverId, solver_option: str, option_value: float) -> None

See set_solver_option for more details. Set the double-valued options.

1. SetSolverOption(self: pydrake.solvers.MathematicalProgram, solver_id: pydrake.solvers.SolverId, solver_option: str, option_value: int) -> None

See set_solver_option for more details. Set the integer-valued options.

1. SetSolverOption(self: pydrake.solvers.MathematicalProgram, solver_id: pydrake.solvers.SolverId, solver_option: str, option_value: str) -> None

See set_solver_option for more details. Set the string-valued options.

1. SetSolverOption(self: pydrake.solvers.MathematicalProgram, arg0: pydrake.solvers.SolverType, arg1: str, arg2: float) -> None

See set_solver_option for more details. Set the double-valued options.

1. SetSolverOption(self: pydrake.solvers.MathematicalProgram, arg0: pydrake.solvers.SolverType, arg1: str, arg2: int) -> None

See set_solver_option for more details. Set the integer-valued options.

1. SetSolverOption(self: pydrake.solvers.MathematicalProgram, arg0: pydrake.solvers.SolverType, arg1: str, arg2: str) -> None

See set_solver_option for more details. Set the string-valued options.

SetSolverOptions(self: pydrake.solvers.MathematicalProgram, arg0: pydrake.solvers.SolverOptions) None

Overwrite the stored solver options inside MathematicalProgram with the provided solver options.

SetVariableScaling(self: pydrake.solvers.MathematicalProgram, var: pydrake.symbolic.Variable, s: float) None

Setter for the scaling s of decision variable var.

Parameter var:

the decision variable to be scaled.

Parameter s:

scaling factor (must be positive).

TightenPsdConstraintToDd(self: pydrake.solvers.MathematicalProgram, constraint: ) numpy.ndarray[object[m, n]]

1. Tightens the positive semidefinite constraint with a positive diagonally dominant constraint. 2. Adds the positive diagonally dominant constraint into this MathematicalProgram. 3. Removes the positive semidefinite constraint, if it had already been registered in this MathematicalProgram.

This provides a polyhedral (i.e. linear) sufficient, but not necessary, condition for the variables in constraint to be positive semidefinite.

Precondition:

The decision variables contained in constraint have been registered with this MathematicalProgram.

Returns

The return of AddPositiveDiagonallyDominantMatrixConstraint applied to the variables in constraint.

TightenPsdConstraintToSdd(self: pydrake.solvers.MathematicalProgram, constraint: ) list[list[numpy.ndarray[object[2, 2]]]]

1. Tightens the positive semidefinite constraint with a scaled diagonally dominant constraint. 2. Adds the scaled diagonally dominant constraint into this MathematicalProgram. 3. Removes the positive semidefinite constraint, if it had already been registered in this MathematicalProgram.

This provides a second-order cone sufficient, but not necessary, condition for the variables in constraint to be positive semidefinite.

Precondition:

The decision variables contained in constraint have been registered with this MathematicalProgram.

Returns

The return of AddScaledDiagonallyDominantMatrixConstraint applied to the variables in constraint.

ToLatex(self: pydrake.solvers.MathematicalProgram, precision: int = 3) str

Returns a string representation of this program in LaTeX.

This can be particularly useful e.g. in a Jupyter (python) notebook:

Click to expand C++ code...
from IPython.display import Markdown, display
display(Markdown(prog.ToLatex()))


Note that by default, we do not require variables to have unique names. Providing useful variable names and calling Evaluator::set_description() to describe the costs and constraints can dramatically improve the readability of the output. See the tutorial debug_mathematical_program.ipynb for more information.

visualization_callbacks(self: pydrake.solvers.MathematicalProgram)

Getter for all callbacks.

class pydrake.solvers.MathematicalProgramResult

The result returned by MathematicalProgram::Solve(). It stores the solvers::SolutionResult (whether the program is solved to optimality, detected infeasibility, etc), the optimal value for the decision variables, the optimal cost, and solver specific details.

__init__(self: pydrake.solvers.MathematicalProgramResult) None

Constructs the result.

Note

The solver_details is set to nullptr.

EvalBinding(self: pydrake.solvers.MathematicalProgramResult, arg0: ) numpy.ndarray[numpy.float64[m, 1]]

Evaluate a Binding at the solution.

Parameter binding:

A binding between a constraint/cost and the variables.

Precondition:

The binding.variables() must be the within the decision variables in the MathematicalProgram that generated this MathematicalProgramResult.

Precondition:

The user must have called set_decision_variable_index() function.

get_optimal_cost(self: pydrake.solvers.MathematicalProgramResult) float

Gets the optimal cost.

get_solution_result(self: pydrake.solvers.MathematicalProgramResult) drake::solvers::SolutionResult

Gets SolutionResult.

get_solver_details(self: pydrake.solvers.MathematicalProgramResult) object

Gets the solver details for the Solver that solved the program. Throws an error if the solver_details has not been set.

get_solver_id(self: pydrake.solvers.MathematicalProgramResult)

Gets the solver ID.

get_suboptimal_objective(self: pydrake.solvers.MathematicalProgramResult, solution_number: int) float

Gets the suboptimal objective value. See solution_pools “solution pools”.

Parameter solution_number:

The index of the sub-optimal solution.

Precondition:

solution_number should be in the range [0, num_suboptimal_solution()).

get_x_val(self: pydrake.solvers.MathematicalProgramResult) numpy.ndarray[numpy.float64[m, 1]]

Gets the decision variable values.

GetDualSolution(self: pydrake.solvers.MathematicalProgramResult, arg0: ) numpy.ndarray[numpy.float64[m, 1]]

Gets the dual solution associated with a constraint.

For constraints in the form lower <= f(x) <= upper (including linear inequality, linear equality, bounding box constraints, and general nonlinear constraints), we interpret the dual variable value as the “shadow price” of the original problem. Namely if we change the constraint bound by one unit (each unit is infinitesimally small), the change of the optimal cost is the value of the dual solution times the unit. Mathematically dual_solution = ∂optimal_cost / ∂bound.

For a linear equality constraint Ax = b where b ∈ ℝⁿ, the vector of dual variables has n rows, and dual_solution(i) is the value of the dual variable for the constraint A(i,:)*x = b(i).

For a linear inequality constraint lower <= A*x <= upper where lower and upper ∈ ℝⁿ, dual_solution also has n rows. dual_solution(i) is the value of the dual variable for constraint lower(i) <= A(i,:)*x <= upper(i). If neither side of the constraint is active, then dual_solution(i) is 0. If the left hand-side lower(i) <= A(i, :)*x is active (meaning lower(i) = A(i, :)*x at the solution), then dual_solution(i) is non-negative (because the objective is to minimize a cost, increasing the lower bound means the constraint set is tighter, hence the optimal solution cannot decrease. Thus the shadow price is non-negative). If the right hand-side A(i, :)*x<=upper(i) is active (meaning A(i,:)*x=upper(i) at the solution), then dual_solution(i) is non-positive.

For a bounding box constraint lower <= x <= upper, the interpretation of the dual solution is the same as the linear inequality constraint.

For a Lorentz cone or rotated Lorentz cone constraint that Ax + b is in the cone, depending on the solver, the dual solution has different meanings: 1. If the solver is Gurobi, then the user can only obtain the dual solution by explicitly setting the options for computing dual solution.

Click to expand C++ code...
auto constraint = prog.AddLorentzConeConstraint(...);
GurobiSolver solver;
// Explicitly tell the solver to compute the dual solution for Lorentz
// cone or rotated Lorentz cone constraint, check
// https://www.gurobi.com/documentation/10.1/refman/qcpdual.html for
SolverOptions options;
options.SetOption(GurobiSolver::id(), "QCPDual", 1);
MathematicalProgramResult result = solver.Solve(prog, {}, options);
Eigen::VectorXd dual_solution = result.GetDualSolution(constraint);


The dual solution has size 1, dual_solution(0) is the shadow price for the constraint z₁² + … +zₙ² ≤ z₀² for Lorentz cone constraint, and the shadow price for the constraint z₂² + … +zₙ² ≤ z₀z₁ for rotated Lorentz cone constraint, where z is the slack variable representing z = A*x+b and z in the Lorentz cone/rotated Lorentz cone. 2. For nonlinear solvers like IPOPT, the dual solution for Lorentz cone constraint (with EvalType::kConvex) is the shadow price for z₀ - sqrt(z₁² + … +zₙ²) ≥ 0, where z = Ax+b. 3. For other convex conic solver such as SCS, MOSEK, CSDP, etc, the dual solution to the (rotated) Lorentz cone constraint doesn’t have the “shadow price” interpretation, but should lie in the dual cone, and satisfy the KKT condition. For more information, refer to https://docs.mosek.com/10.1/capi/prob-def-conic.html#duality-for-conic-optimization as an explanation.

The interpretation for the dual variable to conic constraint x ∈ K can be different. Here K is a convex cone, including exponential cone, power cone, psd cone, etc. When the problem is solved by a convex solver (like SCS, MOSEK, CSDP, etc), often it has a dual variable z ∈ K*, where K* is the dual cone. Here the dual variable DOESN’T have the interpretation of “shadow price”, but should satisfy the KKT condition, while the dual variable stays inside the dual cone.

When K is a psd cone, the returned dual solution is the lower triangle of the dual symmetric psd matrix. Namely for the primal problem

min trace(C*X) s.t A(X) = b X is psd

the dual is

max b’*y s.t A’(y) - C = Z Z is psd.

We return the lower triangular part of Z. You can call drake::math::ToSymmetricMatrixFromLowerTriangularColumns to get the matrix Z.

GetInfeasibleConstraintNames(self: pydrake.solvers.MathematicalProgramResult, prog: drake::solvers::MathematicalProgram, tol: Optional[float] = None) list[str]

Parameter prog:

The MathematicalProgram that was solved to obtain this MathematicalProgramResult.

Parameter tolerance:

A positive tolerance to check the constraint violation. If no tolerance is provided, this method will attempt to obtain the constraint tolerance from the solver, or insert a conservative default tolerance.

Note: Currently most constraints have the empty string as the description, so the NiceTypeName of the Constraint is used instead. Use e.g. prog.AddConstraint(x == 1).evaluator().set_description(str) to make this method more specific/useful.

GetInfeasibleConstraints(self: pydrake.solvers.MathematicalProgramResult, prog: drake::solvers::MathematicalProgram, tol: Optional[float] = None)

Parameter prog:

The MathematicalProgram that was solved to obtain this MathematicalProgramResult.

Parameter tolerance:

A positive tolerance to check the constraint violation. If no tolerance is provided, this method will attempt to obtain the constraint tolerance from the solver, or insert a conservative default tolerance.

Returns

infeasible_bindings A vector of all infeasible bindings (constraints together with the associated variables) at the best-effort solution.

GetSolution(*args, **kwargs)

1. GetSolution(self: pydrake.solvers.MathematicalProgramResult) -> numpy.ndarray[numpy.float64[m, 1]]

Gets the solution of all decision variables.

1. GetSolution(self: pydrake.solvers.MathematicalProgramResult, arg0: pydrake.symbolic.Variable) -> float

Gets the solution of a single decision variable.

Parameter var:

The decision variable.

Returns

The value of the decision variable after solving the problem.

Raises
• RuntimeError if var is not captured in the mapping

• decision_variable_index, as the input argument o

• set_decision_variable_index()

1. GetSolution(self: pydrake.solvers.MathematicalProgramResult, arg0: numpy.ndarray[object[m, 1]]) -> numpy.ndarray[numpy.float64[m, 1]]

Gets the solution of an Eigen matrix of decision variables.

Template parameter Derived:

An Eigen matrix containing Variable.

Parameter var:

The decision variables.

Returns

The value of the decision variable after solving the problem.

1. GetSolution(self: pydrake.solvers.MathematicalProgramResult, arg0: numpy.ndarray[object[m, n]]) -> numpy.ndarray[numpy.float64[m, n]]

Gets the solution of an Eigen matrix of decision variables.

Template parameter Derived:

An Eigen matrix containing Variable.

Parameter var:

The decision variables.

Returns

The value of the decision variable after solving the problem.

1. GetSolution(self: pydrake.solvers.MathematicalProgramResult, arg0: pydrake.symbolic.Expression) -> pydrake.symbolic.Expression

Substitutes the value of all decision variables into the Expression.

Parameter e:

The decision variable.

Returns

the Expression that is the result of the substitution.

1. GetSolution(self: pydrake.solvers.MathematicalProgramResult, arg0: pydrake.symbolic.Polynomial) -> pydrake.symbolic.Polynomial

Substitutes the value of all decision variables into the coefficients of the symbolic polynomial.

Parameter p:

A symbolic polynomial. Its indeterminates can’t intersect with the set of decision variables of the MathematicalProgram from which this result is obtained.

Returns

the symbolic::Polynomial as the result of the substitution.

1. GetSolution(self: pydrake.solvers.MathematicalProgramResult, arg0: numpy.ndarray[object[m, n]]) -> numpy.ndarray[object[m, n]]

GetSuboptimalSolution(*args, **kwargs)

1. GetSuboptimalSolution(self: pydrake.solvers.MathematicalProgramResult, arg0: pydrake.symbolic.Variable, arg1: int) -> float

Gets the suboptimal solution of a decision variable. See solution_pools “solution pools”

Parameter var:

The decision variable.

Parameter solution_number:

The index of the sub-optimal solution.

Precondition:

solution_number should be in the range [0, num_suboptimal_solution()).

Returns

The suboptimal value of the decision variable after solving the problem.

1. GetSuboptimalSolution(self: pydrake.solvers.MathematicalProgramResult, arg0: numpy.ndarray[object[m, 1]], arg1: int) -> numpy.ndarray[numpy.float64[m, 1]]

@name Solution Pools Some solvers (like Gurobi, Cplex, etc) can store a pool of (suboptimal) solutions for mixed integer programming model. Gets the suboptimal solution corresponding to a matrix of decision variables. See solution_pools “solution pools”

Parameter var:

The decision variables.

Parameter solution_number:

The index of the sub-optimal solution.

Precondition:

solution_number should be in the range [0, num_suboptimal_solution()).

Returns

The suboptimal values of the decision variables after solving the problem.

1. GetSuboptimalSolution(self: pydrake.solvers.MathematicalProgramResult, arg0: numpy.ndarray[object[m, n]], arg1: int) -> numpy.ndarray[numpy.float64[m, n]]

@name Solution Pools Some solvers (like Gurobi, Cplex, etc) can store a pool of (suboptimal) solutions for mixed integer programming model. Gets the suboptimal solution corresponding to a matrix of decision variables. See solution_pools “solution pools”

Parameter var:

The decision variables.

Parameter solution_number:

The index of the sub-optimal solution.

Precondition:

solution_number should be in the range [0, num_suboptimal_solution()).

Returns

The suboptimal values of the decision variables after solving the problem.

is_success(self: pydrake.solvers.MathematicalProgramResult) bool

Returns true if the optimization problem is solved successfully; false otherwise. For more information on the solution status, the user could call get_solver_details() to obtain the solver-specific solution status.

num_suboptimal_solution(self: pydrake.solvers.MathematicalProgramResult) int

Number of suboptimal solutions stored inside MathematicalProgramResult. See solution_pools “solution pools”.

set_solution_result(self: pydrake.solvers.MathematicalProgramResult, arg0: drake::solvers::SolutionResult) None

Sets SolutionResult.

set_x_val(self: pydrake.solvers.MathematicalProgramResult, x_val: numpy.ndarray[numpy.float64[m, 1]]) None

Sets the decision variable values.

SetSolution(self: pydrake.solvers.MathematicalProgramResult, var: pydrake.symbolic.Variable, value: float) None

Resets the solution of a single decision variable that is already registered with this result.

Raises
• RuntimeError if var is not captured in the mapping

• decision_variable_index, as the input argument o

• set_decision_variable_index()

class pydrake.solvers.MinimumValueLowerBoundConstraint

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

Click to expand C++ code...
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”.

__init__(self: pydrake.solvers.MinimumValueLowerBoundConstraint, num_vars: int, minimum_value_lower: float, influence_value_offset: float, max_num_values: int, value_function: Callable[[numpy.ndarray[object[m, 1]], float], numpy.ndarray[object[m, 1]]], value_function_double: Callable[[numpy.ndarray[numpy.float64[m, 1]], float], numpy.ndarray[numpy.float64[m, 1]]] = None) None

Constructs a MinimumValueLowerBoundConstraint. min(v) >= lb And we set ub to infinity in min(v) <= ub.

Parameter num_vars:

The number of inputs to value_function

Parameter minimum_value:

The minimum allowed value, lb, for all elements of the vector returned by value_function.

Parameter 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.

Parameter max_num_values:

The maximum number of elements in the vector returned by value_function.

Parameter 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.

Parameter 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.

Precondition:

value_function_double(ExtractValue(x), v_influence) == ExtractValue(value_function(x, v_influence)) for all x.

Precondition:

value_function(x).size() <= max_num_values for all x.

Raises
• RuntimeError if influence_value_offset = ∞.

• RuntimeError if influence_value_offset ≤ 0.

influence_value(self: pydrake.solvers.MinimumValueLowerBoundConstraint) float

Getter for the influence value.

minimum_value_lower(self: pydrake.solvers.MinimumValueLowerBoundConstraint) float

Getter for the lower bound on the minimum value.

set_penalty_function(self: pydrake.solvers.MinimumValueLowerBoundConstraint, new_penalty_function: Callable[[float, bool], tuple]) None

Setter for the penalty function. The penalty function new_penalty_function(x: float, compute_grad: bool) -> tuple[float, Optional[float]] returns [penalty_value, penalty_gradient] when compute_grad=True, or [penalty_value, None] when compute_grad=False. See minimum_value_constraint.h on the requirement on MinimumValuePenaltyFunction.

class pydrake.solvers.MinimumValueUpperBoundConstraint

Constrain min(v) <= ub where v=f(x). Namely at least one element of the vector v returned by the user-provided function f(x) to be no larger than a specified value ub.

The formulation of the constraint is

Click to expand C++ code...
SmoothUnderMax( φ((vᵢ - v_influence)/(v_influence - ub)) / φ(-1) ) ≥ 1


where vᵢ is the i-th value returned by the user-provided function, ub is the upper bound for the min(v). (Note that ub is NOT the upper bound of v). 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. SmoothUnderMax(x) is a smooth, under approximation of max(v) (i.e. SmoothUnderMax(v) <= max(v) for all v). We require that ub < v_influence. The input scaling (vᵢ - v_influence)/(v_influence - ub) ensures that at the boundary of the feasible set (when vᵢ == ub), 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”.

__init__(self: pydrake.solvers.MinimumValueUpperBoundConstraint, num_vars: int, minimum_value_upper: float, influence_value_offset: float, max_num_values: int, value_function: Callable[[numpy.ndarray[object[m, 1]], float], numpy.ndarray[object[m, 1]]], value_function_double: Callable[[numpy.ndarray[numpy.float64[m, 1]], float], numpy.ndarray[numpy.float64[m, 1]]] = None) None

Constructs a MinimumValueUpperBoundConstraint. min(v) <= ub

Parameter num_vars:

The number of inputs to value_function

Parameter minimum_value_upper:

The upper bound on the minimum allowed value for all elements of the vector returned by value_function, namely min(value_function(x)) <= minimum_value_upper

Parameter influence_value_offset:

The difference between the influence value, v_influence, and minimum_value_upper. This value must be finite and strictly positive, as it is used to scale the values returned by value_function. Larger values may increase the possibility of finding a solution to the constraint. With a small v_influence, the value_function will ignore the entries with value less than v_influence. While it is possible that by changing x, that value (that currently been ignored) can decrease to below ub with a different x, by using a small v_influence, the gradient of that entry is never considered if the entry is ignored. We strongly suggest using a larger v_influence compared to the one used in MinimumValueConstraint when constraining min(v) >= lb.

Parameter max_num_values:

The maximum number of elements in the vector returned by value_function.

Parameter 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.

Parameter 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.

Precondition:

value_function_double(ExtractValue(x), v_influence) == ExtractValue(value_function(x, v_influence)) for all x.

Precondition:

value_function(x).size() <= max_num_values for all x.

Raises
• RuntimeError if influence_value_offset = ∞.

• RuntimeError if influence_value_offset ≤ 0.

influence_value(self: pydrake.solvers.MinimumValueUpperBoundConstraint) float

Getter for the influence value.

minimum_value_upper(self: pydrake.solvers.MinimumValueUpperBoundConstraint) float

Getter for the upper bound on the minimum value.

set_penalty_function(self: pydrake.solvers.MinimumValueUpperBoundConstraint, new_penalty_function: Callable[[float, bool], tuple]) None

Setter for the penalty function. The penalty function new_penalty_function(x: float, compute_grad: bool) -> tuple[float, Optional[float]] returns [penalty_value, penalty_gradient] when compute_grad=True, or [penalty_value, None] when compute_grad=False. See minimum_value_constraint.h on the requirement on MinimumValuePenaltyFunction.

class pydrake.solvers.MixedIntegerBranchAndBound

Given a mixed-integer optimization problem (MIP) (or more accurately, mixed binary problem), solve this problem through branch-and-bound process. We will first replace all the binary variables with continuous variables, and relax the integral constraint on the binary variables z ∈ {0, 1} with continuous constraints 0 ≤ z ≤ 1. In the subsequent steps, at each node of the tree, we will fix some binary variables to either 0 or 1, and solve the rest of the variables. Notice that we will create a new set of variables in the branch-and-bound process, since we need to replace the binary variables with continuous variables.

__init__(self: pydrake.solvers.MixedIntegerBranchAndBound, prog: pydrake.solvers.MathematicalProgram, solver_id: pydrake.solvers.SolverId, options: pydrake.solvers.MixedIntegerBranchAndBound.Options = Options(max_explored_nodes=- 1)) None

Construct a branch-and-bound tree from a mixed-integer optimization program.

Parameter prog:

A mixed-integer optimization program.

Parameter solver_id:

The ID of the solver for the optimization.

GetOptimalCost(self: pydrake.solvers.MixedIntegerBranchAndBound) float

Get the optimal cost.

GetSolution(*args, **kwargs)

1. GetSolution(self: pydrake.solvers.MixedIntegerBranchAndBound, mip_var: pydrake.symbolic.Variable, nth_best_solution: int = 0) -> float

Get the n’th best integral solution for a variable. The best solutions are sorted in the ascending order based on their costs. Each solution is found in a separate node in the branch-and-bound tree, so the values of the binary variables are different in each solution.

Parameter mip_var:

A variable in the original MIP.

Parameter nth_best_solution:

. The index of the best integral solution.

Precondition:

mip_var is a variable in the original MIP.

Precondition:

nth_best_solution is between 0 and solutions().size().

Raises

RuntimeError if the preconditions are not satisfied.

1. GetSolution(self: pydrake.solvers.MixedIntegerBranchAndBound, mip_vars: numpy.ndarray[object[m, 1]], nth_best_solution: int = 0) -> numpy.ndarray[numpy.float64[m, 1]]

Get the n’th best integral solution for some variables. The best solutions are sorted in the ascending order based on their costs. Each solution is found in a separate node in the branch-and-bound tree, so

Parameter mip_vars:

Variables in the original MIP.

Parameter nth_best_solution:

. The index of the best integral solution.

Precondition:

mip_vars are variables in the original MIP.

Precondition:

nth_best_solution is between 0 and solutions().size().

Raises

RuntimeError if the preconditions are not satisfied.

1. GetSolution(self: pydrake.solvers.MixedIntegerBranchAndBound, mip_vars: numpy.ndarray[object[m, n]], nth_best_solution: int = 0) -> numpy.ndarray[numpy.float64[m, n]]

Get the n’th best integral solution for some variables. The best solutions are sorted in the ascending order based on their costs. Each solution is found in a separate node in the branch-and-bound tree, so

Parameter mip_vars:

Variables in the original MIP.

Parameter nth_best_solution:

. The index of the best integral solution.

Precondition:

mip_vars are variables in the original MIP.

Precondition:

nth_best_solution is between 0 and solutions().size().

Raises

RuntimeError if the preconditions are not satisfied.

GetSubOptimalCost(self: pydrake.solvers.MixedIntegerBranchAndBound, nth_suboptimal_cost: int) float

Get the n’th sub-optimal cost. The costs are sorted in the ascending order. The sub-optimal costs do not include the optimal cost.

Parameter nth_suboptimal_cost:

The n’th sub-optimal cost.

Precondition:

nth_suboptimal_cost is between 0 and solutions().size() - 1.

Raises

RuntimeError if the precondition is not satisfied.

class Options

Configuration settings for the MixedIntegerBranchAndBound constructor.

__init__(self: pydrake.solvers.MixedIntegerBranchAndBound.Options, **kwargs) None
property max_explored_nodes

The maximal number of explored nodes in the tree. The branch and bound process will terminate if the tree has explored this number of nodes. max_explored_nodes <= 0 means that we don’t put an upper bound on the number of explored nodes.

Solve(self: pydrake.solvers.MixedIntegerBranchAndBound)

Solve the mixed-integer problem (MIP) through a branch and bound process.

Returns solution_result:

If solution_result=SolutionResult::kSolutionFound, then the best solutions are stored inside solutions(). The user can access the value of each variable(s) through GetSolution(…). If solution_result=SolutionResult::kInfeasibleConstraints, then the mixed-integer problem is primal infeasible. If solution_result=SolutionResult::kUnbounded, then the mixed-integer problem is primal unbounded.

class pydrake.solvers.MixedIntegerRotationConstraintGenerator

We relax the non-convex SO(3) constraint on rotation matrix R to mixed-integer linear constraints. The formulation of these constraints are described in Global Inverse Kinematics via Mixed-integer Convex Optimization by Hongkai Dai, Gregory Izatt and Russ Tedrake, ISRR, 2017

The SO(3) constraint on a rotation matrix R = [r₁, r₂, r₃], rᵢ∈ℝ³ is

Click to expand C++ code...
rᵢᵀrᵢ = 1    (1)
rᵢᵀrⱼ = 0    (2)
r₁ x r₂ = r₃ (3)


To relax SO(3) constraint on rotation matrix R, we divide the range [-1, 1] (the range of each entry in R) into smaller intervals [φ(i), φ(i+1)], and then relax the SO(3) constraint within each interval. We provide 3 approaches for relaxation 1. By replacing each bilinear product in constraint (1), (2) and (3) with a new variable, in the McCormick envelope of the bilinear product w = x * y. 2. By considering the intersection region between axis-aligned boxes, and the surface of a unit sphere in 3D. 3. By combining the two approaches above. This will result in a tighter relaxation.

These three approaches give different relaxation of SO(3) constraint (the feasible sets for each relaxation are different), and different computation speed. The users can switch between the approaches to find the best fit for their problem.

Note

If you have several rotation matrices that all need to be relaxed through mixed-integer constraint, then you can create a single MixedIntegerRotationConstraintGenerator object, and add the mixed-integer constraint to each rotation matrix, by calling AddToProgram() function repeatedly.

__init__(self: pydrake.solvers.MixedIntegerRotationConstraintGenerator, approach: pydrake.solvers.MixedIntegerRotationConstraintGenerator.Approach, num_intervals_per_half_axis: int, interval_binning: pydrake.solvers.IntervalBinning) None

Constructor

Parameter approach:

Refer to MixedIntegerRotationConstraintGenerator::Approach for the details.

Parameter num_intervals_per_half_axis:

We will cut the range [-1, 1] evenly to 2 * num_intervals_per_half_axis small intervals. The number of binary variables will depend on the number of intervals.

Parameter interval_binning:

The binning scheme we use to add SOS2 constraint with binary variables. If interval_binning = kLinear, then we will add 9 * 2 * num_intervals_per_half_axis binary variables; if interval_binning = kLogarithmic, then we will add 9 * (1 + log₂(num_intervals_per_half_axis)) binary variables. Refer to AddLogarithmicSos2Constraint and AddSos2Constraint for more details.

AddToProgram(self: pydrake.solvers.MixedIntegerRotationConstraintGenerator, R: numpy.ndarray[object[3, 3], flags.f_contiguous], prog: pydrake.solvers.MathematicalProgram)

Add the mixed-integer linear constraints to the optimization program, as a relaxation of SO(3) constraint on the rotation matrix R.

Parameter R:

The rotation matrix on which the SO(3) constraint is imposed.

Parameter prog:

The optimization program to which the mixed-integer constraints (and additional variables) are added.

class Approach

Members:

kBoxSphereIntersection : Relax SO(3) constraint by considering the intersection between boxes

and the unit sphere surface.

kBilinearMcCormick : Relax SO(3) constraint by considering the McCormick envelope on the

bilinear product.

kBoth : Relax SO(3) constraint by considering both the intersection between

boxes and the unit sphere surface, and the McCormick envelope on the bilinear product.

__init__(self: pydrake.solvers.MixedIntegerRotationConstraintGenerator.Approach, value: int) None
kBilinearMcCormick = <Approach.kBilinearMcCormick: 1>
kBoth = <Approach.kBoth: 2>
kBoxSphereIntersection = <Approach.kBoxSphereIntersection: 0>
property name
property value
interval_binning(self: pydrake.solvers.MixedIntegerRotationConstraintGenerator)
num_intervals_per_half_axis(self: pydrake.solvers.MixedIntegerRotationConstraintGenerator) int
phi(self: pydrake.solvers.MixedIntegerRotationConstraintGenerator) numpy.ndarray[numpy.float64[m, 1]]

Getter for φ.

phi_nonnegative(self: pydrake.solvers.MixedIntegerRotationConstraintGenerator) numpy.ndarray[numpy.float64[m, 1]]

Getter for φ₊, the non-negative part of φ.

class ReturnType
__init__(*args, **kwargs)
property B_

B_ contains the new binary variables added to the program. B_i][j] represents in which interval R(i, j) lies. If we use linear binning, then B_[i][j] is of length 2 * num_intervals_per_half_axis_. B_[i][j <k>_ = 1 => φ(k) ≤ R(i, j) ≤ φ(k + 1) B_i][j <k>_ = 0 => R(i, j) ≥ φ(k + 1) or R(i, j) ≤ φ(k) If we use logarithmic binning, then B_[i][j] is of length 1 + log₂(num_intervals_per_half_axis_). If B_[i][j] represents integer k in reflected Gray code, then R(i, j) is in the interval [φ(k), φ(k+1)].

property lambda_

λ contains part of the new continuous variables added to the program. λ_[i][j] is of length 2 * num_intervals_per_half_axis_ + 1, such that R(i, j) = φᵀ * λ_[i][j]. Notice that λ_[i][j] satisfies the special ordered set of type 2 (SOS2) constraint. Namely at most two entries in λ_[i][j] can be strictly positive, and these two entries have to be consecutive. Mathematically

Click to expand C++ code...
∑ₖ λ_[i][j](k) = 1
λ_[i][j](k) ≥ 0 ∀ k
∃ m s.t λ_[i][j](n) = 0 if n ≠ m and n ≠ m+1

class pydrake.solvers.MobyLCPSolver

A class for solving Linear Complementarity Problems (LCPs). Solving a LCP requires finding a solution to the problem:

Click to expand C++ code...
Mz + q = w
z ≥ 0
w ≥ 0
zᵀw = 0


(where M ∈ ℝⁿˣⁿ and q ∈ ℝⁿ are problem inputs and z ∈ ℝⁿ and w ∈ ℝⁿ are unknown vectors) or correctly reporting that such a solution does not exist. In spite of their linear structure, solving LCPs is NP-Hard [Cottle 1992]. However, some LCPs are significantly easier to solve. For instance, it can be seen that the LCP is solvable in worst-case polynomial time for the case of symmetric positive-semi-definite M by formulating it as the following convex quadratic program:

Click to expand C++ code...
minimize:   f(z) = zᵀw = zᵀ(Mz + q)
subject to: z ≥ 0
Mz + q ≥ 0


Note that this quadratic program’s (QP) objective function at the minimum z cannot be less than zero, and the LCP is only solved if the objective function at the minimum is equal to zero. Since the seminal result of Karmarkar, it has been known that convex QPs are solvable in polynomial time [Karmarkar 1984].

The difficulty of solving an LCP is characterized by the properties of its particular matrix, namely the class of matrices it belongs to. Classes include, for example, Q, Q₀, P, P₀, copositive, and Z matrices. [Cottle 1992] and [Murty 1998] (see pp. 224-230 in the latter) describe relevant matrix classes in more detail.

• [Cottle 1992] R. Cottle, J.-S. Pang, and R. Stone. The Linear

• [Karmarkar 1984] N. Karmarkar. A New Polynomial-Time Algorithm for

Linear Programming. Combinatorica, 4(4), pp. 373-395.

• [Murty 1988] K. Murty. Linear Complementarity, Linear and Nonlinear

Programming. Heldermann Verlag, 1988.

__init__(self: pydrake.solvers.MobyLCPSolver) None
static id()
class pydrake.solvers.MosekSolver

An implementation of SolverInterface for the commercially-licensed MOSEK (TM) solver (https://www.mosek.com/).

Drake downloads and builds MOSEK automatically, but to enable it you must set the location of your license file as described in the documentation at https://drake.mit.edu/bazel.html#mosek.

The MOSEKLM_LICENSE_FILE environment variable controls whether or not SolverInterface::enabled() returns true. Iff it is set to any non-empty value, then the solver is enabled; otherwise, the solver is not enabled.

Note

MOSEK only cares about the initial guess of integer variables. The initial guess of continuous variables are not passed to MOSEK. If all the integer variables are set to some integer values, then MOSEK will be forced to compute the remaining continuous variable values as the initial guess. (MOSEK might change the values of the integer/binary variables in the subsequent iterations.) If the specified integer solution is infeasible or incomplete, MOSEK will simply ignore it. For more details, check https://docs.mosek.com/10.1/capi/tutorial-mio-shared.html?highlight=initial

MOSEK supports many solver parameters. You can refer to the full list of parameters in https://docs.mosek.com/10.1/capi/param-groups.html#doc-param-groups. On top of these parameters, we also provide the following additional parameters

__init__(self: pydrake.solvers.MosekSolver) None

This acquires a MOSEK license environment shared among all MosekSolver instances; the environment will stay valid as long as at least one shared_ptr returned by this function is alive. Call this ONLY if you must use different MathematicalProgram instances at different instances in time, and repeatedly acquiring the license is costly (e.g., requires contacting a license server).

Returns

A shared pointer to a license environment that will stay valid as long as any shared_ptr returned by this function is alive. If MOSEK is not available in your build, this will return a null (empty) shared_ptr.

Raises
• RuntimeError if MOSEK is available but a license cannot be

• obtained.

static id()

Context-manageable license from MosekSolver.AcquireLicense().

__init__(*args, **kwargs)

Indicates that this has a valid license that has not been released.

class pydrake.solvers.MosekSolverDetails

The MOSEK solver details after calling Solve() function. The user can call MathematicalProgramResult::get_solver_details<MosekSolver>() to obtain the details.

__init__(*args, **kwargs)
property optimizer_time

The MOSEK optimization time. Please refer to MSK_DINF_OPTIMIZER_TIME in https://docs.mosek.com/10.1/capi/constants.html?highlight=msk_dinf_optimizer_time

property rescode

The response code returned from MOSEK solver. Check https://docs.mosek.com/10.1/capi/response-codes.html for the meaning on the response code.

property solution_status

The solution status after solving the problem. Check https://docs.mosek.com/10.1/capi/accessing-solution.html and https://docs.mosek.com/10.1/capi/constants.html#mosek.solsta for the meaning on the solution status.

class pydrake.solvers.NloptSolver
__init__(self: pydrake.solvers.NloptSolver) None
static AlgorithmName() str

The key name for the string-valued algorithm.

static ConstraintToleranceName() str

The key name for the double-valued constraint tolerance.

static id()
static MaxEvalName() str

The key name for int-valued maximum number of evaluations.

static XAbsoluteToleranceName() str

The key name for double-valued x absolute tolerance.

static XRelativeToleranceName() str

The key name for double-valued x relative tolerance.

class pydrake.solvers.NloptSolverDetails

The NLopt solver details after calling Solve() function. The user can call MathematicalProgramResult::get_solver_details<NloptSolver>() to obtain the details.

__init__(*args, **kwargs)
property status

class pydrake.solvers.OsqpSolver

A wrapper to call OSQP using Drake’s MathematicalProgram.

For details about OSQP’s available options, refer to the OSQP manual. Drake uses OSQP’s default values for all options except following: - Drake defaults to polish=true (upstream default is False). - Drake defaults to adaptive_rho_interval=ADAPTIVE_RHO_FIXED to make the output deterministic (upstream default is 0, which uses non-deterministic timing measurements to establish the interval). N.B. Generally the interval should be an integer multiple of check_termination, so if you choose to override either option you should probably override both at once.

__init__(self: pydrake.solvers.OsqpSolver) None
static id()
class pydrake.solvers.OsqpSolverDetails

The OSQP solver details after calling Solve() function. The user can call MathematicalProgramResult::get_solver_details<OsqpSolver>() to obtain the details.

__init__(*args, **kwargs)
property dual_res

Norm of dual residue.

property iter

Number of iterations taken.

property polish_time

Time taken for polish phase (seconds).

property primal_res

Norm of primal residue.

property run_time

Total OSQP time (seconds).

property setup_time

Time taken for setup phase (seconds).

property solve_time

Time taken for solve phase (seconds).

property status_val

Status of the solver at termination. Please refer to https://github.com/oxfordcontrol/osqp/blob/master/include/constants.h

property y

y contains the solution for the Lagrangian multiplier associated with l <= Ax <= u. The Lagrangian multiplier is set only when OSQP solves the problem. Notice that the order of the linear constraints are linear inequality first, and then linear equality constraints.

If $$z = Ax + b,$$ implements a cost of the form:

$(z_1^2 + z_2^2 + ... + z_{n-1}^2) / z_0.$

Note that this cost is convex when we additionally constrain z_0 > 0. It is treated as a generic nonlinear objective by most solvers.

Costs of this form are sometimes referred to as “quadratic over linear”.

__init__(self: pydrake.solvers.PerspectiveQuadraticCost, A: numpy.ndarray[numpy.float64[m, n]], b: numpy.ndarray[numpy.float64[m, 1]]) None

Construct a cost of the form (z_1^2 + z_2^2 + … + z_{n-1}^2) / z_0 where z = Ax + b.

Parameter A:

Linear term.

Parameter b:

Constant term.

UpdateCoefficients(self: pydrake.solvers.PerspectiveQuadraticCost, new_A: numpy.ndarray[numpy.float64[m, n]], new_b: numpy.ndarray[numpy.float64[m, 1]]) None

Updates the coefficients of the cost. Note that the number of variables (columns of A) cannot change.

Parameter new_A:

New linear term.

Parameter new_b:

New constant term.

class pydrake.solvers.PositiveSemidefiniteConstraint

Implements a positive semidefinite constraint on a symmetric matrix S

$\text{ S is p.s.d$

}

namely, all eigen values of S are non-negative.

Note

if the matix S has 1 row, then it is better to impose a linear inequality constraints; if it has 2 rows, then it is better to impose a rotated Lorentz cone constraint, since a 2 x 2 matrix S being p.s.d is equivalent to the constraint [S(0, 0), S(1, 1), S(0, 1)] in the rotated Lorentz cone.

__init__(self: pydrake.solvers.PositiveSemidefiniteConstraint, rows: int) None

Impose the constraint that a symmetric matrix with size rows x rows is positive semidefinite.

MathematicalProgram::AddPositiveSemidefiniteConstraint() for how to use this constraint on some decision variables. We currently use this constraint as a place holder in MathematicalProgram, to indicate the positive semidefiniteness of some decision variables.

Parameter rows:

The number of rows (and columns) of the symmetric matrix.

Note

rows should be a positive integer. If rows==1 or rows==2, then consider imposing a linear inequality or rotated Lorentz cone constraint respectively.

Example:

Click to expand C++ code...
// Create a MathematicalProgram object.
auto prog = MathematicalProgram();

// Add a 3 x 3 symmetric matrix S to optimization program as new decision
// variables.
auto S = prog.NewSymmetricContinuousVariables<3>("S");

// Impose a positive semidefinite constraint on S.
std::shared_ptr<PositiveSemidefiniteConstraint> psd_constraint =

/////////////////////////////////////////////////////////////
// Add more constraints to make the program more interesting,
// but this is not needed.

// Add the constraint that S(1, 0) = 1.

// Minimize S(0, 0) + S(1, 1) + S(2, 2).

/////////////////////////////////////////////////////////////

// Now solve the program.
auto result = Solve(prog);

// Retrieve the solution of matrix S.
auto S_value = GetSolution(S, result);

// Compute the eigen values of the solution, to see if they are
// all non-negative.
Vector6d S_stacked;
S_stacked << S_value.col(0), S_value.col(1), S_value.col(2);

Eigen::VectorXd S_eigen_values;
psd_constraint->Eval(S_stacked, S_eigen_values);

std::cout<<"S solution is: " << S << std::endl;
std::cout<<"The eigen value of S is " << S_eigen_values << std::endl;

matrix_rows(self: pydrake.solvers.PositiveSemidefiniteConstraint) int
class pydrake.solvers.ProgramAttribute

Members:

kGenericCost : A generic cost, doesn’t belong to any specific cost type

kGenericConstraint : A generic constraint, doesn’t belong to any specific

kLinearCost : A linear function as the cost.

kLinearConstraint : A constraint on a linear function.

kLinearEqualityConstraint : An equality constraint on a linear function.

kLinearComplementarityConstraint : A linear complementarity constraint in

kLorentzConeConstraint : A Lorentz cone constraint.

kRotatedLorentzConeConstraint : A rotated Lorentz cone constraint.

kPositiveSemidefiniteConstraint : A positive semidefinite constraint.

kExponentialConeConstraint : An exponential cone constraint.

kL2NormCost : An L2 norm |Ax+b|

kBinaryVariable : Variable taking binary value {0, 1}.

kCallback : Supports callback during solving the problem.

__init__(self: pydrake.solvers.ProgramAttribute, value: int) None
kBinaryVariable = <ProgramAttribute.kBinaryVariable: 13>
kCallback = <ProgramAttribute.kCallback: 14>
kExponentialConeConstraint = <ProgramAttribute.kExponentialConeConstraint: 11>
kGenericConstraint = <ProgramAttribute.kGenericConstraint: 1>
kGenericCost = <ProgramAttribute.kGenericCost: 0>
kL2NormCost = <ProgramAttribute.kL2NormCost: 12>
kLinearComplementarityConstraint = <ProgramAttribute.kLinearComplementarityConstraint: 7>
kLinearConstraint = <ProgramAttribute.kLinearConstraint: 5>
kLinearCost = <ProgramAttribute.kLinearCost: 4>
kLinearEqualityConstraint = <ProgramAttribute.kLinearEqualityConstraint: 6>
kLorentzConeConstraint = <ProgramAttribute.kLorentzConeConstraint: 8>
kPositiveSemidefiniteConstraint = <ProgramAttribute.kPositiveSemidefiniteConstraint: 10>
kRotatedLorentzConeConstraint = <ProgramAttribute.kRotatedLorentzConeConstraint: 9>
property name
property value
class pydrake.solvers.ProgramType

A coarse categorization of the optimization problem based on the type of constraints/costs/variables. Notice that Drake chooses the solver based on a finer category; for example we have a specific solver for equality-constrained convex QP.

Members:

kLP : Linear Programming, with a linear cost and linear constraints.

constraints.

kSOCP : Second-order Cone Programming, with a linear cost and second-order

cone constraints.

kSDP : Semidefinite Programming, with a linear cost and positive semidefinite

matrix constraints.

kGP : Geometric Programming, with a linear cost and exponential cone

constraints.

kCGP : Conic Geometric Programming, this is a superset that unifies GP and

SDP. Refer to http://people.lids.mit.edu/pari/cgp_preprint.pdf for more details.

kMILP : Mixed-integer Linear Programming. LP with some variables taking binary

values.

kMIQP : Mixed-integer Quadratic Programming. QP with some variables taking

binary values.

kMISOCP : Mixed-integer Second-order Cone Programming. SOCP with some variables

taking binary values.

kMISDP : Mixed-integer Semidefinite Programming. SDP with some variables taking

binary values.

kNLP : nonlinear programming. Programs with generic costs or constraints.

kLCP : Linear Complementarity Programs. Programs with linear complementary

constraints and no cost.

kUnknown : Does not fall into any of the types above.

__init__(self: pydrake.solvers.ProgramType, value: int) None
kCGP = <ProgramType.kCGP: 5>
kGP = <ProgramType.kGP: 4>
kLCP = <ProgramType.kLCP: 12>
kLP = <ProgramType.kLP: 0>
kMILP = <ProgramType.kMILP: 6>
kMIQP = <ProgramType.kMIQP: 7>
kMISDP = <ProgramType.kMISDP: 9>
kMISOCP = <ProgramType.kMISOCP: 8>
kNLP = <ProgramType.kNLP: 11>
kQP = <ProgramType.kQP: 1>
kSDP = <ProgramType.kSDP: 3>
kSOCP = <ProgramType.kSOCP: 2>
kUnknown = <ProgramType.kUnknown: 13>
property name
property value
class pydrake.solvers.PyFunctionConstraint

Constraint with its evaluator as a Python function

__init__(*args, **kwargs)
set_bounds(self: pydrake.solvers.PyFunctionConstraint, lower_bound: numpy.ndarray[numpy.float64[m, 1]], upper_bound: numpy.ndarray[numpy.float64[m, 1]]) None

Set both the lower and upper bounds of the constraint.

UpdateLowerBound(self: pydrake.solvers.PyFunctionConstraint, new_lb: numpy.ndarray[numpy.float64[m, 1]]) None

Update the lower bound of the constraint.

UpdateUpperBound(self: pydrake.solvers.PyFunctionConstraint, new_ub: numpy.ndarray[numpy.float64[m, 1]]) None

Update the upper bound of the constraint.

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.

__init__(self: pydrake.solvers.QuadraticConstraint, Q0: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], b: numpy.ndarray[numpy.float64[m, 1]], lb: float, ub: float, hessian_type: = None) None

Template parameter DerivedQ:

The type for Q.

Template parameter Derivedb:

The type for b.

Parameter Q0:

The square matrix. Notice that Q₀ does not have to be symmetric.

Parameter b:

The linear coefficient.

Parameter lb:

The lower bound.

Parameter ub:

The upper bound.

Parameter 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.

Raises
• RuntimeError if Q0 isn't a square matrix, or b.rows() !=

• Q0.rows()

class HessianType

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

Members:

kPositiveSemidefinite :

kNegativeSemidefinite :

kIndefinite :

kIndefinite = <HessianType.kIndefinite: 2>
kNegativeSemidefinite = <HessianType.kNegativeSemidefinite: 1>
kPositiveSemidefinite = <HessianType.kPositiveSemidefinite: 0>
property name
property value

Returns if this quadratic constraint is convex.

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

UpdateCoefficients(self: pydrake.solvers.QuadraticConstraint, new_Q: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], new_b: numpy.ndarray[numpy.float64[m, 1]], hessian_type: = None) None

Updates the quadratic and linear term of the constraint. The new matrices need to have the same dimension as before.

Parameter new_Q:

Parameter new_b:

new linear term

Parameter 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.

Implements a cost of the form

$.5 x'Qx + b'x + c$

.

__init__(self: pydrake.solvers.QuadraticCost, Q: numpy.ndarray[numpy.float64[m, n]], b: numpy.ndarray[numpy.float64[m, 1]], c: float, is_convex: Optional[bool] = None) None

Constructs a cost of the form

$.5 x'Qx + b'x + c$

.

Parameter Q:

Parameter b:

Linear term.

Parameter c:

(optional) Constant term.

Parameter is_hessian_psd:

(optional) Indicates if the Hessian matrix Q is positive semidefinite (psd) or not. If set to true, then the user guarantees that Q is psd; if set to false, then the user guarantees that Q is not psd. If set to std::nullopt, then the constructor will check if Q is psd or not. The default is std::nullopt. To speed up the constructor, set is_hessian_psd to either true or false.

Returns true if this cost is convex. A quadratic cost if convex if and only if its Hessian matrix Q is positive semidefinite.

Returns the symmetric matrix Q, as the Hessian of the cost.

UpdateCoefficients(self: pydrake.solvers.QuadraticCost, new_Q: numpy.ndarray[numpy.float64[m, n]], new_b: numpy.ndarray[numpy.float64[m, 1]], new_c: float = 0, is_convex: Optional[bool] = None) None

Updates the quadratic and linear term of the constraint. The new matrices need to have the same dimension as before.

Parameter new_Q:

Parameter new_b:

New linear term.

Parameter new_c:

(optional) New constant term.

Parameter is_hessian_psd:

(optional) Indicates if the Hessian matrix Q is positive semidefinite (psd) or not. If set to true, then the user guarantees that Q is psd; if set to false, then the user guarantees that Q is not psd. If set to std::nullopt, then this function will check if Q is psd or not. The default is std::nullopt. To speed up the computation, set is_hessian_psd to either true or false.

class pydrake.solvers.RemoveFreeVariableMethod

SDPA format doesn’t accept free variables, namely the problem it solves is in this form P1

max tr(C * X) s.t tr(Aᵢ*X) = aᵢ X ≽ 0.

Notice that the decision variable X has to be in the proper cone X ≽ 0, and it doesn’t accept free variable (without the conic constraint). On the other hand, most real-world applications require free variables, namely problems in this form P2

max tr(C * X) + dᵀs s.t tr(Aᵢ*X) + bᵢᵀs = aᵢ X ≽ 0 s is free.

In order to remove the free variables, we consider three approaches. 1. Replace a free variable s with two variables s = p - q, p ≥ 0, q ≥ 0. 2. First write the dual of the problem P2 as D2

min aᵀy s.t ∑ᵢ yᵢAᵢ - C = Z Z ≽ 0 Bᵀ * y = d,

where bᵢᵀ is the i’th row of B. The last constraint Bᵀ * y = d means y = ŷ + Nt, where Bᵀ * ŷ = d, and N is the null space of Bᵀ. Hence, D2 is equivalent to the following problem, D3

min aᵀNt + aᵀŷ s.t ∑ᵢ tᵢFᵢ - (C -∑ᵢ ŷᵢAᵢ) = Z Z ≽ 0,

where Fᵢ = ∑ⱼ NⱼᵢAⱼ. D3 is the dual of the following primal problem P3 without free variables

max tr((C-∑ᵢ ŷᵢAᵢ)*X̂) + aᵀŷ s.t tr(FᵢX̂) = (Nᵀa)(i) X̂ ≽ 0.

Then (X, s) = (X̂, B⁻¹(a - tr(Aᵢ X̂))) is the solution to the original problem P2. 3. Add a slack variable t, with the Lorentz cone constraint t ≥ sqrt(sᵀs).

Members:

kNullspace : Approach 2, reformulate the dual problem by considering the nullspace

of the linear constraint in the dual.

kTwoSlackVariables : Approach 1, replace a free variable s as s = y⁺ - y⁻, y⁺ ≥ 0, y⁻ ≥ 0.

kLorentzConeSlack : Approach 3, add a slack variable t with the lorentz cone constraint t

≥ sqrt(sᵀs).

__init__(self: pydrake.solvers.RemoveFreeVariableMethod, value: int) None
kLorentzConeSlack = <RemoveFreeVariableMethod.kLorentzConeSlack: 3>
kNullspace = <RemoveFreeVariableMethod.kNullspace: 2>
kTwoSlackVariables = <RemoveFreeVariableMethod.kTwoSlackVariables: 1>
property name
property value
class pydrake.solvers.RotatedLorentzConeConstraint

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 0z_0 z_1 ge z_2^2 + z_3^2 + … + z_{n-1}^2

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

__init__(self: pydrake.solvers.RotatedLorentzConeConstraint, A: numpy.ndarray[numpy.float64[m, n]], b: numpy.ndarray[numpy.float64[m, 1]]) None
Raises

RuntimeError if A.rows() < 3.

A(self: pydrake.solvers.RotatedLorentzConeConstraint) scipy.sparse.csc_matrix[numpy.float64]

Getter for A.

b(self: pydrake.solvers.RotatedLorentzConeConstraint) numpy.ndarray[numpy.float64[m, 1]]

Getter for b.

UpdateCoefficients(self: pydrake.solvers.RotatedLorentzConeConstraint, new_A: numpy.ndarray[numpy.float64[m, n], flags.f_contiguous], new_b: numpy.ndarray[numpy.float64[m, 1]]) None

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

Raises
• RuntimeError if 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().

class pydrake.solvers.ScsSolver
__init__(self: pydrake.solvers.ScsSolver) None
static id()
class pydrake.solvers.ScsSolverDetails

The SCS solver details after calling Solve() function. The user can call MathematicalProgramResult::get_solver_details<ScsSolver>() to obtain the details.

__init__(*args, **kwargs)
property dual_objective

Dual objective value at termination. Equal to SCS_INFO.dobj

property duality_gap

duality gap. Equal to SCS_INFO.gap.

property iter

These are the information returned by SCS at termination, please refer to “SCS_INFO” struct in https://github.com/cvxgrp/scs/blob/master/include/scs.h Number of iterations taken at termination. Equal to SCS_INFO.iter

property primal_objective

Primal objective value at termination. Equal to SCS_INFO.pobj

property primal_residue

Primal equality residue. Equal to SCS_INFO.res_pri

property residue_infeasibility

infeasibility certificate residue. Equal to SCS_INFO.res_infeas

property residue_unbounded_a

unbounded certificate residue. Equal to SCS_INFO.res_unbdd_a

property residue_unbounded_p

unbounded certificate residue. Equal to SCS_INFO.res_unbdd_p

property s

The primal equality constraint slack, namely Ax + s = b where x is the primal variable.

property scs_setup_time

Time taken for SCS to setup in milliseconds. Equal to SCS_INFO.setup_time.

property scs_solve_time

Time taken for SCS to solve in millisecond. Equal to SCS_INFO.solve_time.

property scs_status

The status of the solver at termination. Please refer to https://github.com/cvxgrp/scs/blob/master/include/glbopts.h Note that the SCS code on github master might be slightly more up-to-date than the version used in Drake.

property y

The dual variable values at termination.

class pydrake.solvers.SemidefiniteRelaxationOptions

Configuration options for the MakeSemidefiniteRelaxation. Throughout these options, we refer to the variables of the original optimization program as y, and the semidefinite variable of the associate relaxation as X.

X has the structure X = [Y, y] [yᵀ, one]

__init__(self: pydrake.solvers.SemidefiniteRelaxationOptions, **kwargs) None

Given a program with the linear equality constraints Ay = b, sets whether to add the implied linear constraints [A, -b]X = 0 to the semidefinite relaxation.

Given a program with the linear constraints Ay ≤ b, sets whether to add the implied linear constraints [A,-b]X[A,-b]ᵀ ≤ 0 to the semidefinite relaxation.

Given a program with convex quadratic constraints, sets whether equivalent rotated second order cone constraints are enforced on the last column of X in the semidefinite relaxation. This ensures that the last column of X, which are a relaxation of the original program’s variables satisfy the original progam’s quadratic constraints.

set_to_strongest(self: pydrake.solvers.SemidefiniteRelaxationOptions) None

Configure the semidefinite relaxation options to provide the strongest possible semidefinite relaxation that we currently support. This in general will give the tightest convex relaxation we support, but the longest solve times.

set_to_weakest(self: pydrake.solvers.SemidefiniteRelaxationOptions) None

Configure the semidefinite relaxation options to provide the weakest semidefinite relaxation that we currently support. This in general will create the loosest convex relaxation we support, but the shortest solve times. This is equivalent to the standard Shor Relaxation (see Quadratic Optimization Problems by NZ Shor or Semidefinite Programming by Vandenberghe and Boyd).

class pydrake.solvers.SnoptSolver

An implementation of SolverInterface for the commercially-licensed SNOPT solver (https://ccom.ucsd.edu/~optimizers/solvers/snopt/).

Builds of Drake from source do not compile SNOPT by default, so therefore SolverInterface::available() will return false. You must opt-in to build SNOPT per the documentation at https://drake.mit.edu/bazel.html#snopt.

Drake’s pre-compiled binary releases do incorporate SNOPT, so therefore SolverInterface::available() will return true. Thanks to Philip E. Gill and Elizabeth Wong for their kind support.

There is no license configuration required to use SNOPT, but you may set the environtment variable DRAKE_SNOPT_SOLVER_ENABLED to “0” to force-disable SNOPT, in which case SolverInterface::enabled() will return false.

__init__(self: pydrake.solvers.SnoptSolver) None
static id()
class pydrake.solvers.SnoptSolverDetails

The SNOPT solver details after calling Solve() function. The user can call MathematicalProgramResult::get_solver_details<SnoptSolver>() to obtain the details.

__init__(*args, **kwargs)
property F

The final value of the vector of problem functions F(x).

property Fmul

The final value of the dual variables (Lagrange multipliers) for the general constraints F_lower <= F(x) <= F_upper.

property info

The snopt INFO field. Please refer to section 8.6 in “User’s Guide for SNOPT Version 7: Software for Large-Scale Nonlinear Programming” (https://web.stanford.edu/group/SOL/guides/sndoc7.pdf) by Philip E. Gill to interpret the INFO field.

property solve_time

The duration of the snopt solve in seconds.

property xmul

The final value of the dual variables for the bound constraint x_lower <= x <= x_upper.

class pydrake.solvers.SolutionResult

Members:

kSolutionFound : Found the optimal solution.

kInvalidInput : Invalid input.

kInfeasibleConstraints : The primal is infeasible.

kUnbounded : The primal is unbounded.

kSolverSpecificError : Solver-specific error. (Try

MathematicalProgramResult::get_solver_details() or enabling verbose solver output.)

kInfeasibleOrUnbounded : The primal is either infeasible or unbounded.

kIterationLimit : Reaches the iteration limits.

kDualInfeasible : Dual problem is infeasible. In this case we cannot infer the status of

the primal problem.

kSolutionResultNotSet : The initial (invalid) solution result. This value should be

overwritten by the solver during Solve().

__init__(self: pydrake.solvers.SolutionResult, value: int) None
kDualInfeasible = <SolutionResult.kDualInfeasible: -7>
kInfeasibleConstraints = <SolutionResult.kInfeasibleConstraints: -2>
kInfeasibleOrUnbounded = <SolutionResult.kInfeasibleOrUnbounded: -5>
kInvalidInput = <SolutionResult.kInvalidInput: -1>
kIterationLimit = <SolutionResult.kIterationLimit: -6>
kSolutionFound = <SolutionResult.kSolutionFound: 0>
kSolutionResultNotSet = <SolutionResult.kSolutionResultNotSet: -8>
kSolverSpecificError = <SolutionResult.kSolverSpecificError: -4>
kUnbounded = <SolutionResult.kUnbounded: -3>
property name
property value
pydrake.solvers.Solve(prog: pydrake.solvers.MathematicalProgram, initial_guess: Optional[numpy.ndarray[numpy.float64[m, 1]]] = None, solver_options: Optional[pydrake.solvers.SolverOptions] = None)

Solves an optimization program, with optional initial guess and solver options. This function first chooses the best solver depending on the availability of the solver and the program formulation; it then constructs that solver and call the Solve function of that solver. The optimization result is stored in the return argument.

Parameter prog:

Contains the formulation of the program, and possibly solver options.

Parameter initial_guess:

The initial guess for the decision variables.

Parameter solver_options:

The options in addition to those stored in prog`. For each option entry (like print out), there are 4 ways to set that option, and the priority given to the solver options is as follows (from lowest / least, to highest / most): 1. common option set on the MathematicalProgram itself 2. common option passed as an argument to Solve 3. solver-specific option set on the MathematicalProgram itself 4. solver-specific option passed as an argument to Solve

Returns

result The result of solving the program through the solver.

class pydrake.solvers.SolverId

Identifies a SolverInterface implementation.

A moved-from instance is guaranteed to be empty and will not compare equal to any non-empty ID.

__init__(self: pydrake.solvers.SolverId, name: str) None

Constructs a specific, known solver type. Internally, a hidden integer is allocated and assigned to this instance; all instances that share an integer (including copies of this instance) are considered equal. The solver names are not enforced to be unique, though we recommend that they remain so in practice.

For best performance, choose a name that is 15 characters or less, so that it fits within the libstdc++ “small string” optimization (“SSO”).

name(self: pydrake.solvers.SolverId) str
class pydrake.solvers.SolverInterface

Interface used by implementations of individual solvers.

__init__(self: pydrake.solvers.SolverInterface) None
AreProgramAttributesSatisfied(self: pydrake.solvers.SolverInterface, prog: drake::solvers::MathematicalProgram) bool

Returns true iff the program’s attributes are compatible with this solver’s capabilities.

available(self: pydrake.solvers.SolverInterface) bool

Returns true iff support for this solver has been compiled into Drake. When this method returns false, the Solve method will throw.

Most solver implementations will always return true, but certain solvers may have been excluded at compile-time due to licensing restrictions, or to narrow Drake’s dependency footprint. In Drake’s default build, only commercially-licensed solvers might return false.

Contrast this with enabled(), which reflects whether a solver has been configured for use at runtime (not compile-time).

For details on linking commercial solvers, refer to the solvers’ class overview documentation, e.g., SnoptSolver, MosekSolver, GurobiSolver.

enabled(self: pydrake.solvers.SolverInterface) bool

Returns true iff this solver is properly configured for use at runtime. When this method returns false, the Solve method will throw.

Most solver implementation will always return true, but certain solvers require additional configuration before they may be used, e.g., setting an environment variable to specify a license file or license server. In Drake’s default build, only commercially-licensed solvers might return false.

Contrast this with available(), which reflects whether a solver has been incorporated into Drake at compile-time (and has nothing to do with the runtime configuration). A solver where available() returns false may still return true for enabled() if it is properly configured.

The mechanism to configure a particular solver implementation is specific to the solver in question, but typically uses an environment variable. For details on configuring commercial solvers, r