18 #ifndef EIQUADPROGFAST_HH_
19 #define EIQUADPROGFAST_HH_
21 #include <Eigen/Dense>
22 #include <Eigen/Sparse>
24 #define OPTIMIZE_STEP_1_2
25 #define OPTIMIZE_COMPUTE_D
26 #define OPTIMIZE_UPDATE_Z
27 #define OPTIMIZE_HESSIAN_INVERSE
28 #define OPTIMIZE_UNCONSTR_MINIM
35 #define DEBUG_STREAM(msg)
37 #ifdef PROFILE_EIQUADPROG
38 #define START_PROFILER_EIQUADPROG_FAST START_PROFILER
39 #define STOP_PROFILER_EIQUADPROG_FAST STOP_PROFILER
41 #define START_PROFILER_EIQUADPROG_FAST
42 #define STOP_PROFILER_EIQUADPROG_FAST
45 #define EIQUADPROG_FAST_CHOWLESKY_DECOMPOSITION "EIQUADPROG_FAST Chowlesky dec"
46 #define EIQUADPROG_FAST_CHOWLESKY_INVERSE "EIQUADPROG_FAST Chowlesky inv"
47 #define EIQUADPROG_FAST_ADD_EQ_CONSTR "EIQUADPROG_FAST ADD_EQ_CONSTR"
48 #define EIQUADPROG_FAST_ADD_EQ_CONSTR_1 "EIQUADPROG_FAST ADD_EQ_CONSTR_1"
49 #define EIQUADPROG_FAST_ADD_EQ_CONSTR_2 "EIQUADPROG_FAST ADD_EQ_CONSTR_2"
50 #define EIQUADPROG_FAST_STEP_1 "EIQUADPROG_FAST STEP_1"
51 #define EIQUADPROG_FAST_STEP_1_1 "EIQUADPROG_FAST STEP_1_1"
52 #define EIQUADPROG_FAST_STEP_1_2 "EIQUADPROG_FAST STEP_1_2"
53 #define EIQUADPROG_FAST_STEP_1_UNCONSTR_MINIM \
54 "EIQUADPROG_FAST STEP_1_UNCONSTR_MINIM"
55 #define EIQUADPROG_FAST_STEP_2 "EIQUADPROG_FAST STEP_2"
56 #define EIQUADPROG_FAST_STEP_2A "EIQUADPROG_FAST STEP_2A"
57 #define EIQUADPROG_FAST_STEP_2B "EIQUADPROG_FAST STEP_2B"
58 #define EIQUADPROG_FAST_STEP_2C "EIQUADPROG_FAST STEP_2C"
60 #define DEFAULT_MAX_ITER 1000
83 typedef Eigen::SparseMatrix<double>
SpMat;
84 typedef Eigen::SparseVector<double>
SpVec;
85 typedef Eigen::SparseVector<int>
SpVeci;
88 EIGEN_MAKE_ALIGNED_OPERATOR_NEW
93 void reset(
int dim_qp,
int num_eq,
int num_ineq);
98 if (maxIter < 0)
return false;
167 Eigen::LLT<MatrixXd, Eigen::Lower> chol_;
213 #ifdef OPTIMIZE_ADD_CONSTRAINT
225 #ifdef OPTIMIZE_COMPUTE_D
226 d.noalias() = J.adjoint() * np;
228 d = J.adjoint() * np;
234 #ifdef OPTIMIZE_UPDATE_Z
235 z.noalias() = J.rightCols(z.size() - iq) * d.tail(z.size() - iq);
237 z = J.rightCols(J.cols() - iq) * d.tail(J.cols() - iq);
243 r.head(iq) = d.head(iq);
244 R.topLeftCorner(iq, iq).triangularView<Eigen::Upper>().solveInPlace(
252 VectorXd& u,
int nEqCon,
int& iq,
int l);
Definition: eiquadprog-fast.hpp:77
Eigen::SparseVector< int > SpVeci
Definition: eiquadprog-fast.hpp:85
Eigen::VectorXi VectorXi
Definition: eiquadprog-fast.hpp:81
Eigen::MatrixXd MatrixXd
Definition: eiquadprog-fast.hpp:79
bool setMaxIter(int maxIter)
Definition: eiquadprog-fast.hpp:97
double getObjValue() const
Definition: eiquadprog-fast.hpp:117
const VectorXd & getLagrangeMultipliers() const
Definition: eiquadprog-fast.hpp:122
int getActiveSetSize() const
Definition: eiquadprog-fast.hpp:107
bool is_inverse_provided_
Definition: eiquadprog-fast.hpp:157
EiquadprogFast_status solve_quadprog(const MatrixXd &Hess, const VectorXd &g0, const MatrixXd &CE, const VectorXd &ce0, const MatrixXd &CI, const VectorXd &ci0, VectorXd &x)
Definition: eiquadprog-fast.cpp:230
EIGEN_MAKE_ALIGNED_OPERATOR_NEW EiquadprogFast()
Definition: eiquadprog-fast.cpp:40
Eigen::SparseMatrix< double > SpMat
Definition: eiquadprog-fast.hpp:83
EiquadprogFast_status solve_quadprog_sparse(const SpMat &Hess, const VectorXd &g0, const MatrixXd &CE, const VectorXd &ce0, const MatrixXd &CI, const VectorXd &ci0, VectorXd &x)
Definition: eiquadprog-fast.cpp:655
const VectorXi & getActiveSet() const
Definition: eiquadprog-fast.hpp:131
Eigen::VectorXd VectorXd
Definition: eiquadprog-fast.hpp:80
void reset(int dim_qp, int num_eq, int num_ineq)
Definition: eiquadprog-fast.cpp:52
Eigen::SparseVector< double > SpVec
Definition: eiquadprog-fast.hpp:84
int getIteratios() const
Definition: eiquadprog-fast.hpp:112
int getMaxIter() const
Definition: eiquadprog-fast.hpp:95
virtual ~EiquadprogFast()
Definition: eiquadprog-fast.cpp:50
MatrixXd m_J
Definition: eiquadprog-fast.hpp:156
Definition: glpk-wrapper.hpp:24
Eigen::MatrixXd MatrixXd
Definition: solver-abstract.hpp:34
Eigen::VectorXi VectorXi
Definition: solver-abstract.hpp:36
Eigen::VectorXd VectorXd
Definition: solver-abstract.hpp:35
EiquadprogFast_status
Definition: eiquadprog-fast.hpp:69
@ EIQUADPROG_FAST_UNBOUNDED
Definition: eiquadprog-fast.hpp:72
@ EIQUADPROG_FAST_OPTIMAL
Definition: eiquadprog-fast.hpp:70
@ EIQUADPROG_FAST_REDUNDANT_EQUALITIES
Definition: eiquadprog-fast.hpp:74
@ EIQUADPROG_FAST_MAX_ITER_REACHED
Definition: eiquadprog-fast.hpp:73
@ EIQUADPROG_FAST_INFEASIBLE
Definition: eiquadprog-fast.hpp:71
Definition: eiquadprog-fast.hpp:62