cost-finite-difference.hpp

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#pragma once
#include "aligator/core/cost-abstract.hpp"
#include <proxsuite-nlp/manifold-base.hpp>
 
namespace aligator {
namespace autodiff {
 
template <typename Scalar>
struct CostFiniteDifferenceHelper : CostAbstractTpl<Scalar> {
  using Manifold = ManifoldAbstractTpl<Scalar>;
  using CostBase = CostAbstractTpl<Scalar>;
  using CostData = CostDataAbstractTpl<Scalar>;
 
  using CostBase::space;
 
  ALIGATOR_DYNAMIC_TYPEDEFS(Scalar);
 
  struct Data;
 
  CostFiniteDifferenceHelper(xyz::polymorphic<CostBase> cost,
                             const Scalar fd_eps);
 
  void evaluate(const ConstVectorRef &x, const ConstVectorRef &u,
                CostData &data_) const override;
 
  void computeGradients(const ConstVectorRef &x, const ConstVectorRef &u,
                        CostData &data_) const override;
 
  void computeHessians(const ConstVectorRef &, const ConstVectorRef &,
                       CostData &) const override {}
 
  auto createData() const -> shared_ptr<CostData> override;
 
  xyz::polymorphic<CostBase> cost_;
  Scalar fd_eps;
};
 
template <typename Scalar>
struct CostFiniteDifferenceHelper<Scalar>::Data : CostData {
 
  shared_ptr<CostData> c1, c2;
  VectorXs dx, du;
  VectorXs xp, up;
 
  Data(CostFiniteDifferenceHelper const &obj)
      : CostData(obj), dx(obj.ndx()), du(obj.nu), xp(obj.nx()), up(obj.nu) {
    c1 = obj.cost_->createData();
    c2 = obj.cost_->createData();
  }
};
 
#ifdef ALIGATOR_ENABLE_TEMPLATE_INSTANTIATION
extern template struct CostFiniteDifferenceHelper<context::Scalar>;
#endif
 
} // namespace autodiff
} // namespace aligator