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rdSQP Class Reference

This class provides methods for finding the optimal controls of a redundant system by applying sequential quadratic programming techniques. More...

#include <rdSQP.h>

List of all members.

Public Member Functions
virtual	~rdSQP ()
	Destructor.
	rdSQP (rdOptimizationTarget *aTarget)
	Construct an rdSQP instance based on an optimization target.
void	setMaxIterations (int aMaxIter)
	Set the maximum number of iterations.
int	getMaxIterations ()
	Get the maximum number of iterations.
void	setConvergenceCriterion (double aMaxIter)
	Set the convergence criterion.
double	getConvergenceCriterion ()
	Get the convergence criterion.
void	setMaxEvaluations (int aMaxEval)
	Set the maximum number of function evaluations.
int	getMaxEvaluations ()
	Get the maximum number of function evaluations.
void	setLineConvergenceCriterion (double aMaxIter)
	Set the convergence criterion for the line search.
double	getLineConvergenceCriterion ()
	Get the convergence criterion for the line search.
void	setMinAlpha (double aMin)
	Set the minimum alpha.
double	getMinAlpha ()
	Get the minimum alpha.
void	setMaxAlpha (double aMax)
	Set the maximum alpha.
double	getMaxAlpha ()
	Get the maximum alpha.
int	computeOptimalControls (const double *xstart, double *x)
	Compute a set of optimal controls, given the current state of the optimization target.
void	computeSearchDirection (int *status, double *x, double *p, double *dpdx, double *c, double *dcdx, double *alpha, double *dxda, double *mu)
	Compute a search direction which when followed will result in a reduction of the performance criterion while satisfying the constraints.
int	lineSearch (double *x, double *dx, double *mu, double *xnew)
	Search in direction dx for a minimum.
Static Public Member Functions
void	Delete (void *aPtr)
	Delete.
int	CentralDifferences (rdOptimizationTarget *aTarget, double *dx, double *x, double *dpdx, double *dcdx)
	Compute derivatives of performance and constraints with respect to the controls by central differences.
Private Attributes
rdOptimizationTarget *	_target
int	_nx
double *	_xtmp
double *	_dx
int	_status
int	_nc
int	_nceq
double	_p
double *	_c
double *	_cw
double *	_dpdx
double *	_dcdx
double *	_dxda
int	_nwd
int	_nwi
double *	_wd
int *	_wi
int	_statusOpt
int	_maxIter
double	_epsOpt
double	_convergence
int	_statusLine
int	_mfc
double	_epsLine
double	_fact [4]
double	_minAlpha
double	_maxAlpha
double	_firstAlpha
double	_alpha [4]

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Detailed Description

This class provides methods for finding the optimal controls of a redundant system by applying sequential quadratic programming techniques.

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Member Function Documentation

int rdSQP::CentralDifferences (  rdOptimizationTarget *  aTarget, double *  dx, double *  x, double *  dpdx, double *  dcdx )  [static]

Compute derivatives of performance and constraints with respect to the controls by central differences. Note that the dimension of dcdx is dcdx[nc][nx+1] so that this matrix can be sent directly into paramopt. Parameters: dx  An array of control perturbation values. x  Values of the controls at time t. dpdx  The derivatives of the performance criterion. Returns: -1 if an error is encountered, 0 otherwize.

int rdSQP::computeOptimalControls (  const double *  xstart, double *  x )

Compute a set of optimal controls, given the current state of the optimization target. Parameters: x  Values of the controls at time t. xopt  Optimal values of the controls. Returns: -1 if an error is encountered, 0 otherwize.

void rdSQP::computeSearchDirection (  int *  status, double *  x, double *  p, double *  dpdx, double *  c, double *  dcdx, double *  alpha, double *  dxda, double *  mu )

Compute a search direction which when followed will result in a reduction of the performance criterion while satisfying the constraints. Parameters: dx  An array of control perturbation values. x  Values of the controls at time t. dpdx  The derivatives of the performance criterion. Returns: -1 if an error is encountered, 0 otherwize.

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

• rdSQP.h
• rdSQP.cpp

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