Class for discretizing optimal control problem. More...

Collaboration diagram for yane::MPC::Discretization:

Public Member Functions
double	abortSuboptimalityDegree ()
	Function to return the current value of the suboptimality bound used within the suboptimality based stopping criterion.
void	calc (double *x, int realtimesteps=0, double aborttimeoffset=0.0)
	Function to solve the discretized optimal control problem.
Discretization *	clone (int horizon=-1)
	Function to create a cloned object using identical odemanager and minimizer from classes yane::MPC:OdeManager and yane::MinProg::NLP respectively.
double *	currentx ()
	Function to return the pointer of the internal copy of the state vector.
int	dimension_restr ()
	Function to return the number of restrictions of the optimal control problem before discretization.
int	dimension_u ()
	Function to return the dimension of the conrol.
int	dimension_x ()
	Function to return the dimension of the state variable.
	Discretization (OdeManager odemanager, yane::MinProg::NLP minimizer, yane::Model::Model model, int horizon, ModelShootingData shootingdata, double INFTY=1E19)
	Constructor.
int	horizon ()
	Function to return the current horizon length.
double	infty ()
	Function to return the number associated with infinity.
void	initCalc (double t, double u0)
	Function to initialize the discretized optimal control problem.
double *	lbound_u ()
	Function to return the pointer of the lower bounds of the control.
double *	lbound_x ()
	Function to return the pointer of the lower bounds of the states.
yane::MinProg::NLP *	minimizer ()
	Function to return the pointer of the used class yane::MinProg::NLP object.
yane::Model::Model *	model ()
	Function to return the pointer of the model.
OdeManager *	odemanager ()
	Function to return the pointer of the differential equation manager.
OdeManager *	odeManager ()
	unction to return the pointer of the used class yane::MPC::OdeManager object
T_SHOOTINGDATA *	sdata ()
	Function to return the structure of the shooting nodes.
int	sdatalength ()
	Function to return the number of shooting nodes.
void	setAbortSuboptimalityCriterionValues (double abortSuboptimalityDegree, double previousCostfunctionValue=0.0, double previousRunningcostValue=0.0)
	Function to set the data used for the suboptimality based stopping criterion.
bool	suboptimalityCheck (double currentCostfunctionValue)
	Function to check whether the suboptimality based stopping criterion is satisfied.
double *	timesteps ()
	Function to return the pointer of the internal copy of the time grid.
int	totalRestrictionNumber ()
	Function to return the total number of restrictions of the discretized optimal control problem.
double *	u_zero ()
	Function to return the pointer of a zero control vector.
double *	ubound_u ()
	Function to return the pointer of the upper bounds of the control.
double *	ubound_x ()
	Function to return the pointer of the upper bounds of the states.
	~Discretization ()
	Destructor.
Static Public Member Functions
static void	min_func (const double x, double fx, void *params)
	Function to evaluate the cost function.
static void	min_func_grad (const double x, double fx, void *params)
	Function to evaluate the gradient of the cost function.
static void	min_restr (const double x, double fx, void *params)
	Function to evaluate the restrictions.
static void	min_restr_grad (const double x, double fx, void *params)
	Function to evaluate the Jacobian of the restrictions.

Detailed Description

This class can be used to define and solve an optimal control problem of the form

$\begin{eqnarray*} \mbox{Minimize} \; J_N(x, u) & = & \sum\limits_{i = 0}^{N - 1} \int\limits_{t_i}^{t_{i+1}} l(x, u) dt + F(x(t_N)) \\ \mbox{subject to} & \\ \dot{x}(t) & = & f(x(t), u(t_i)) \qquad \forall t \in [t_i, t_{i + 1}) \\ g_l(t) & \leq & g(x(t), u(t)) \leq g_u(t) \qquad \forall t \in [t_0, t_N] \\ x(\cdot) & \in & X \\ u(\cdot) & \in & U \end{eqnarray*}$

To this end a (not necessarily equidistant) time grid is defined and the control problem is discretized with respect to this time grid. The resulting optimization problem is then handed over to a class yane::MinProg::NLP object.

Constructor & Destructor Documentation

yane::MPC::Discretization::Discretization	(	OdeManager *	odemanager,
		yane::MinProg::NLP *	minimizer,
		yane::Model::Model *	model,
		int	horizon,
		ModelShootingData *	shootingdata,
		double	INFTY = `1E19`
	)

Constructor

Parameters:

odemanager	Pointer of the odemanager object of class yane::MPC::OdeManager
minimizer	Pointer of the minimizer object of class yane::MinProg::NLP
model	Pointer of the model object of class yane::Model::Model
horizon	Length of the optimization horizon in sampling instances
INFTY	Value for infinity

Exceptions:

yane::Utils::ValueException	Is thrown if input values are incorrect
yane::Utils::MemoryException	Is thrown if memory allocation failed
yane::MinProg::MinProgException	Is thrown if the discretized optimization problem or the prediction or the odemanager cannot be initialized
yane::Utils::Exception	Is thrown if the odemanager cannot be initialized

Member Function Documentation

double yane::MPC::Discretization::abortSuboptimalityDegree ( void )

Function to return the current value of the suboptimality bound used within the suboptimality based stopping criterion

Returns:: Current value of the suboptimality bound

void yane::MPC::Discretization::calc	(	double *	x,
		int	realtimesteps = `0`,
		double	aborttimeoffset = `0.0`
	)

Function to solve the discretized optimal control problem

Parameters:

x	Estimate of the initial value of the state
realtimesteps	Number of time steps on the time grid after which the computation shall be terminated (0 = no limit)
aborttimeoffset	Time offset after which the computation shall be terminated (negative values shorten the time interval available for optimization)

Exceptions:

yane::Utils::ValueException	Is thrown if a null pointer is submitted
yane::MinProg::SolverWarning	Is thrown if the yane::MinProg::NLP object terminates with a warning
yane::Utils::Exception	Is thrown if any other error occurs

yane::MPC::Discretization * yane::MPC::Discretization::clone ( int horizon = -1 )

Function to create a cloned object using identical odemanager and minimizer from classes yane::MPC:OdeManager and yane::MinProg::NLP respectively. The clone can be initialized with a different horizon length.
Note that local modifications of the odemanager and the minimizer objects are not cloned and have to be redone. This object must be destructed by the user and its destruction automatically destructs the corresponding odemanager and minimizer objects.

Parameters:

horizon Length of the horizon for the cloned object

Exceptions:

yane::MPC::MPCException	Is thrown if the underlying yane::MPC::MPC object terminates with an error
yane::Utils::MemoryException	Is thrown if memory allocation fails
yane::Utils::Exception	Is thrown if any other error occurs

double * yane::MPC::Discretization::currentx ( )

Function to return the pointer of the internal copy of the state vector

Returns:: Pointer of the internal copy of the state vector

int yane::MPC::Discretization::dimension_restr ( )

Function to return the number of restrictions of the optimal control problem before discretization

Returns:: Number of restrictions of the optimal control problem before discretization

int yane::MPC::Discretization::dimension_u ( )

Function to return the dimension of the control

Returns:: Dimension of the control

int yane::MPC::Discretization::dimension_x ( )

Function to return the dimension of the state variable

Returns:: Dimension of the state variable

int yane::MPC::Discretization::horizon ( )

Function to return the current horizon length

Returns:: Current horizon length

double yane::MPC::Discretization::infty ( )

Function to return the number associated with infinity

Returns:: Number associated with infinity

void yane::MPC::Discretization::initCalc	(	double *	t,
		double *	u0
	)

Function to initialize the discretized optimal control problem

Parameters:

t	Time grid
u0	Initial guess of the control

double * yane::MPC::Discretization::lbound_u ( )

Function to return the pointer of the lower bounds of the control

Returns:: Pointer of the lower bounds of the control

double * yane::MPC::Discretization::lbound_x ( )

Function to return the pointer of the lower bounds of the states

Returns:: Pointer of the lower bounds of the states

void yane::MPC::Discretization::min_func	(	const double *	x,
		double *	fx,
		void *	params
	)		`[static]`

Function to evaluate the cost function

Parameters:

x	Estimate of the initial value of the state
fx	Value of the cost function
params	Parameter vector of the optimal control problem

void yane::MPC::Discretization::min_func_grad	(	const double *	x,
		double *	fx,
		void *	params
	)		`[static]`

Function to evaluate the gradient of the cost function

Parameters:

x	Estimate of the initial value of the state
fx	Gradient of the cost function
params	Parameter vector of the optimal control problem

void yane::MPC::Discretization::min_restr	(	const double *	x,
		double *	fx,
		void *	params
	)		`[static]`

Function to evaluate the restrictions

Parameters:

x	Estimate of the initial value of the state
fx	Vector of values of the restrictions
params	Parameter vector of the optimal control problem

void yane::MPC::Discretization::min_restr_grad	(	const double *	x,
		double *	fx,
		void *	params
	)		`[static]`

Function to evaluate the Jacobian of the restrictions

Parameters:

x	Estimate of the initial value of the state
fx	Jacobian of the constraints
params	Parameter vector of the optimal control problem

yane::MinProg::NLP * yane::MPC::Discretization::minimizer ( )

Function to return the pointer of the used class yane::MinProg::NLP object

Returns:: Pointer of the used class yane::MinProg::NLP object

yane::Model::Model * yane::MPC::Discretization::model ( )

Function to return the pointer of the model

Returns:: Pointer of the model

yane::MPC::OdeManager * yane::MPC::Discretization::odeManager ( )

Function to return the pointer of the used class yane::MPC::OdeManager object

Returns:: Pointer of the used class yane::MPC::OdeManager object

yane::MPC::OdeManager * yane::MPC::Discretization::odemanager ( )

Function to return the pointer of the differential equation manager

Returns:: Pointer of the differential equation manager

yane::MPC::T_SHOOTINGDATA * yane::MPC::Discretization::sdata ( )

Function to return the structure of shooting nodes

Returns:: Structure of the shooting nodes

int yane::MPC::Discretization::sdatalength ( )

Function to return the number of shooting nodes

Returns:: Number of shooting nodes

void yane::MPC::Discretization::setAbortSuboptimalityCriterionValues	(	double	abortSuboptimalityDegree,
		double	previousCostfunctionValue = `0.0`,
		double	previousRunningcostValue = `0.0`
	)

Function to set the data used for the suboptimality based stopping criterion

Parameters:

abortSuboptimalityDegree	Bound of the suboptimality degree
previousCostfunctionValue	Value of the cost function in the previous MPC step
previousRunningcostValue	Value of the running cost in the previous MPC step

bool yane::MPC::Discretization::suboptimalityCheck ( double currentCostfunctionValue )

Function to check whether the suboptimality based stopping criterion is satisfied

Parameters:

currentCostfunctionValue Value of the cost function for the current control vector

Returns:: Decision variable

double * yane::MPC::Discretization::timesteps ( )

Function to return the pointer of the internal copy of the time grid

Returns:: Pointer of the internal copy of the time grid

int yane::MPC::Discretization::totalRestrictionNumber ( )

Function to return the total number of restrictions of the discretized optimal control problem

Returns:: Total number of restrictions of the discretized optimal control problem

double * yane::MPC::Discretization::u_zero ( )

Function to return the pointer of zero control vector

Returns:: Pointer of a zero control vector

double * yane::MPC::Discretization::ubound_u ( )

Function to return the pointer of the upper bounds of the control

Returns:: Pointer of the upper bounds of the control

double * yane::MPC::Discretization::ubound_x ( )

Function to return the pointer of the upper bounds of the states

Returns:: Pointer of the upper bounds of the states

yane::MPC::Discretization Class Reference

Public Member Functions

Static Public Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation