A proximal, augmented Lagrangian-type solver for trajectory optimization. More...

#include <aligator/solvers/proxddp/solver-proxddp.hpp>

Collaboration diagram for aligator::SolverProxDDPTpl< _Scalar >:

Public Types
using	Scalar = _Scalar

using	Problem = TrajOptProblemTpl<Scalar>

using	Workspace = WorkspaceTpl<Scalar>

using	Results = ResultsTpl<Scalar>

using	StageFunctionData = StageFunctionDataTpl<Scalar>

using	DynamicsData = DynamicsDataTpl<Scalar>

using	CostData = CostDataAbstractTpl<Scalar>

using	StageModel = StageModelTpl<Scalar>

using	ConstraintType = StageConstraintTpl<Scalar>

using	StageData = StageDataTpl<Scalar>

using	CallbackPtr = shared_ptr<CallbackBaseTpl<Scalar>>

using	CallbackMap = std::unordered_map<std::string, CallbackPtr>

using	ConstraintStack = ConstraintStackTpl<Scalar>

using	CstrSet = ConstraintSetBase<Scalar>

using	TrajOptData = TrajOptDataTpl<Scalar>

using	LinesearchOptions = typename Linesearch<Scalar>::Options

using	CstrProximalScaler = ConstraintProximalScalerTpl<Scalar>

using	LinesearchType = proxsuite::nlp::ArmijoLinesearch<Scalar>

using	LQProblem = gar::LQRProblemTpl<Scalar>

using	Filter = FilterTpl<Scalar>

Public Member Functions
	ALIGATOR_DYNAMIC_TYPEDEFS (Scalar)

	SolverProxDDPTpl (const Scalar tol=1e-6, const Scalar mu_init=0.01, const Scalar rho_init=0., const std::size_t max_iters=1000, VerboseLevel verbose=VerboseLevel::QUIET, HessianApprox hess_approx=HessianApprox::GAUSS_NEWTON)

void	setNumThreads (const std::size_t num_threads)

std::size_t	getNumThreads () const

ALIGATOR_DEPRECATED const Results &	getResults ()

ALIGATOR_DEPRECATED const Workspace &	getWorkspace ()

Scalar	tryNonlinearRollout (const Problem &problem, const Scalar alpha)
	Policy rollout using the full nonlinear dynamics. The feedback gains need to be computed first. This will evaluate all the terms in the problem into the problem data, similar to TrajOptProblemTpl::evaluate().

Scalar	forwardPass (const Problem &problem, const Scalar alpha)

void	updateLQSubproblem ()

void	setup (const Problem &problem)
	Allocate new workspace and results instances according to the specifications of `problem`.

bool	run (const Problem &problem, const std::vector< VectorXs > &xs_init={}, const std::vector< VectorXs > &us_init={}, const std::vector< VectorXs > &lams_init={})
	Run the numerical solver.

bool	innerLoop (const Problem &problem)
	Perform the inner loop of the algorithm (augmented Lagrangian minimization).

void	computeInfeasibilities (const Problem &problem)
	Compute the primal infeasibility measures.

void	computeCriterion ()
	Compute stationarity criterion (dual infeasibility).

void	computeMultipliers (const Problem &problem, const std::vector< VectorXs > &lams, const std::vector< VectorXs > &vs)

ALIGATOR_INLINE Scalar	mu () const

ALIGATOR_INLINE Scalar	mu_inv () const

ALIGATOR_INLINE Scalar	rho () const
	Primal proximal parameter \(\rho > 0\).

void	updateGains ()
	Update primal-dual feedback gains (control, costate, path multiplier)

callbacks
void	registerCallback (const std::string &name, CallbackPtr cb)
	Add a callback to the solver instance.

void	clearCallbacks () noexcept
	Remove all callbacks from the instance.

const CallbackMap &	getCallbacks () const

void	removeCallback (const std::string &name)

auto	getCallback (const std::string &name) -> CallbackPtr

void	invokeCallbacks (Workspace &workspace, Results &results)
	Invoke callbacks.

Static Public Member Functions
static Scalar	tryLinearStep (const Problem &problem, Workspace &workspace, const Results &results, const Scalar alpha)
	Try a step of size \(\alpha\).

Public Attributes
Scalar	inner_tol_
	Subproblem tolerance.

Scalar	prim_tol_
	Desired primal feasibility.

Scalar	target_tol_ = 1e-6
	Solver tolerance \(\epsilon > 0\).

Scalar	mu_init = 0.01

Scalar	rho_init = 0.

Scalar	reg_min = 1e-10

Scalar	reg_max = 1e9

Scalar	reg_init = 1e-9

Scalar	reg_inc_k_ = 10.

Scalar	reg_inc_first_k_ = 100.

Scalar	reg_dec_k_ = 1. / 3.

Scalar	preg_ = reg_init

Scalar	preg_last_ = 0.

Scalar	inner_tol0 = 1.

Scalar	prim_tol0 = 1.

Logger	logger {}
	Logger.

VerboseLevel	verbose_
	Solver verbosity level.

LQSolverChoice	linear_solver_choice = LQSolverChoice::SERIAL
	Choice of linear solver.

bool	lq_print_detailed = false

HessianApprox	hess_approx_ = HessianApprox::GAUSS_NEWTON
	Type of Hessian approximation. Default is Gauss-Newton.

LinesearchOptions	ls_params
	Linesearch options, as in proxsuite-nlp.

LinesearchStrategy	ls_strat = LinesearchStrategy::ARMIJO
	Type of linesearch strategy. Default is Armijo.

MultiplierUpdateMode	multiplier_update_mode = MultiplierUpdateMode::NEWTON
	Type of Lagrange multiplier update.

LinesearchMode	ls_mode = LinesearchMode::PRIMAL
	Linesearch mode.

Scalar	dual_weight = 1.0
	Weight of the dual variables in the primal-dual linesearch.

RolloutType	rollout_type_ = RolloutType::NONLINEAR
	Type of rollout for the forward pass.

BCLParamsTpl< Scalar >	bcl_params
	Parameters for the BCL outer loop of the augmented Lagrangian algorithm.

StepAcceptanceStrategy	sa_strategy = StepAcceptanceStrategy::LINESEARCH
	Step acceptance mode.

bool	force_initial_condition_ = true

std::size_t	maxRefinementSteps_

Scalar	refinementThreshold_ = 1e-13

std::size_t	max_iters

std::size_t	max_al_iters = 100

Scalar	mu_lower_bound = 1e-8

uint	rollout_max_iters

CallbackMap	callbacks_
	Callbacks.

Workspace	workspace_

Results	results_

unique_ptr< gar::RiccatiSolverBase< Scalar > >	linearSolver_
	LQR subproblem solver.

Filter	filter_

Protected Member Functions
void	updateTolsOnFailure () noexcept

void	updateTolsOnSuccess () noexcept

ALIGATOR_INLINE void	setAlmPenalty (Scalar new_mu) noexcept
	Set dual proximal/ALM penalty parameter.

ALIGATOR_INLINE void	setRho (Scalar new_rho) noexcept

void	initializeRegularization () noexcept

void	increaseRegularization () noexcept

Detailed Description

template<typename _Scalar>
struct aligator::SolverProxDDPTpl< _Scalar >

A proximal, augmented Lagrangian-type solver for trajectory optimization.

This class implements the Proximal Differential Dynamic Programming algorithm, a variant of the augmented Lagrangian method for trajectory optimization. The paper "PROXDDP: Proximal Constrained Trajectory Optimization" by Jallet et al (2023) is the reference [1] for this implementation.

Definition at line 45 of file solver-proxddp.hpp.

Member Typedef Documentation

◆ Scalar

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::Scalar = _Scalar

Definition at line 49 of file solver-proxddp.hpp.

◆ Problem

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::Problem = TrajOptProblemTpl<Scalar>

Definition at line 51 of file solver-proxddp.hpp.

◆ Workspace

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::Workspace = WorkspaceTpl<Scalar>

Definition at line 52 of file solver-proxddp.hpp.

◆ Results

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::Results = ResultsTpl<Scalar>

Definition at line 53 of file solver-proxddp.hpp.

◆ StageFunctionData

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::StageFunctionData = StageFunctionDataTpl<Scalar>

Definition at line 54 of file solver-proxddp.hpp.

◆ DynamicsData

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::DynamicsData = DynamicsDataTpl<Scalar>

Definition at line 55 of file solver-proxddp.hpp.

◆ CostData

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::CostData = CostDataAbstractTpl<Scalar>

Definition at line 56 of file solver-proxddp.hpp.

◆ StageModel

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::StageModel = StageModelTpl<Scalar>

Definition at line 57 of file solver-proxddp.hpp.

◆ ConstraintType

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::ConstraintType = StageConstraintTpl<Scalar>

Definition at line 58 of file solver-proxddp.hpp.

◆ StageData

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::StageData = StageDataTpl<Scalar>

Definition at line 59 of file solver-proxddp.hpp.

◆ CallbackPtr

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::CallbackPtr = shared_ptr<CallbackBaseTpl<Scalar>>

Definition at line 60 of file solver-proxddp.hpp.

◆ CallbackMap

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::CallbackMap = std::unordered_map<std::string, CallbackPtr>

Definition at line 61 of file solver-proxddp.hpp.

◆ ConstraintStack

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::ConstraintStack = ConstraintStackTpl<Scalar>

Definition at line 62 of file solver-proxddp.hpp.

◆ CstrSet

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::CstrSet = ConstraintSetBase<Scalar>

Definition at line 63 of file solver-proxddp.hpp.

◆ TrajOptData

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::TrajOptData = TrajOptDataTpl<Scalar>

Definition at line 64 of file solver-proxddp.hpp.

◆ LinesearchOptions

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::LinesearchOptions = typename Linesearch<Scalar>::Options

Definition at line 65 of file solver-proxddp.hpp.

◆ CstrProximalScaler

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::CstrProximalScaler = ConstraintProximalScalerTpl<Scalar>

Definition at line 66 of file solver-proxddp.hpp.

◆ LinesearchType

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::LinesearchType = proxsuite::nlp::ArmijoLinesearch<Scalar>

Definition at line 67 of file solver-proxddp.hpp.

◆ LQProblem

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::LQProblem = gar::LQRProblemTpl<Scalar>

Definition at line 68 of file solver-proxddp.hpp.

◆ Filter

template<typename _Scalar >

using aligator::SolverProxDDPTpl< _Scalar >::Filter = FilterTpl<Scalar>

Definition at line 69 of file solver-proxddp.hpp.

Constructor & Destructor Documentation

◆ SolverProxDDPTpl()

template<typename _Scalar >

aligator::SolverProxDDPTpl< _Scalar >::SolverProxDDPTpl	(	const Scalar	tol = 1e-6,
		const Scalar	mu_init = 0.01,
		const Scalar	rho_init = 0.,
		const std::size_t	max_iters = 1000,
		VerboseLevel	verbose = VerboseLevel::QUIET,
		HessianApprox	hess_approx = HessianApprox::GAUSS_NEWTON )

Member Function Documentation

◆ ALIGATOR_DYNAMIC_TYPEDEFS()

template<typename _Scalar >

aligator::SolverProxDDPTpl< _Scalar >::ALIGATOR_DYNAMIC_TYPEDEFS ( Scalar )

◆ setNumThreads()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::setNumThreads ( const std::size_t num_threads )

inline

Definition at line 163 of file solver-proxddp.hpp.

◆ getNumThreads()

template<typename _Scalar >

std::size_t aligator::SolverProxDDPTpl< _Scalar >::getNumThreads ( ) const

inline

Definition at line 173 of file solver-proxddp.hpp.

◆ getResults()

template<typename _Scalar >

ALIGATOR_DEPRECATED const Results & aligator::SolverProxDDPTpl< _Scalar >::getResults ( )

inline

Definition at line 175 of file solver-proxddp.hpp.

◆ getWorkspace()

template<typename _Scalar >

ALIGATOR_DEPRECATED const Workspace & aligator::SolverProxDDPTpl< _Scalar >::getWorkspace ( )

inline

Definition at line 176 of file solver-proxddp.hpp.

◆ tryLinearStep()

template<typename _Scalar >

static Scalar aligator::SolverProxDDPTpl< _Scalar >::tryLinearStep	(	const Problem &	problem,
		Workspace &	workspace,
		const Results &	results,
		const Scalar	alpha )

static

Try a step of size \(\alpha\).

Returns: A primal-dual trial point \((\bfx \oplus\alpha\delta\bfx, \bfu+\alpha\delta\bfu, \bmlam+\alpha\delta\bmlam)\); The trajectory cost.

◆ tryNonlinearRollout()

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::tryNonlinearRollout	(	const Problem &	problem,
		const Scalar	alpha )

Policy rollout using the full nonlinear dynamics. The feedback gains need to be computed first. This will evaluate all the terms in the problem into the problem data, similar to TrajOptProblemTpl::evaluate().

Returns: The trajectory cost.

◆ forwardPass()

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::forwardPass	(	const Problem &	problem,
		const Scalar	alpha )

◆ updateLQSubproblem()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::updateLQSubproblem ( )

◆ setup()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::setup ( const Problem & problem )

Allocate new workspace and results instances according to the specifications of problem.

Parameters

problem The problem instance with respect to which memory will be allocated.

◆ run()

template<typename _Scalar >

bool aligator::SolverProxDDPTpl< _Scalar >::run	(	const Problem &	problem,
		const std::vector< VectorXs > &	xs_init = {},
		const std::vector< VectorXs > &	us_init = {},
		const std::vector< VectorXs > &	lams_init = {} )

Run the numerical solver.

Parameters

problem	The trajectory optimization problem to solve.
xs_init	Initial trajectory guess.
us_init	Initial control sequence guess.
lams_init	Initial multiplier guess.

Precondition: You must call SolverProxDDP::setup beforehand to allocate a workspace and results.

◆ innerLoop()

template<typename _Scalar >

bool aligator::SolverProxDDPTpl< _Scalar >::innerLoop ( const Problem & problem )

Perform the inner loop of the algorithm (augmented Lagrangian minimization).

◆ computeInfeasibilities()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::computeInfeasibilities ( const Problem & problem )

Compute the primal infeasibility measures.

Warning: This will alter the constraint values (by projecting on the normal cone in-place). Compute anything which accesses these before!

◆ computeCriterion()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::computeCriterion ( )

Compute stationarity criterion (dual infeasibility).

◆ registerCallback()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::registerCallback	(	const std::string &	name,
		CallbackPtr	cb )

inline

Add a callback to the solver instance.

Definition at line 229 of file solver-proxddp.hpp.

◆ clearCallbacks()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::clearCallbacks ( )

inlinenoexcept

Remove all callbacks from the instance.

Definition at line 234 of file solver-proxddp.hpp.

◆ getCallbacks()

template<typename _Scalar >

const CallbackMap & aligator::SolverProxDDPTpl< _Scalar >::getCallbacks ( ) const

inline

Definition at line 236 of file solver-proxddp.hpp.

◆ removeCallback()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::removeCallback ( const std::string & name )

inline

Definition at line 237 of file solver-proxddp.hpp.

◆ getCallback()

template<typename _Scalar >

auto aligator::SolverProxDDPTpl< _Scalar >::getCallback ( const std::string & name ) -> CallbackPtr

inline

Definition at line 238 of file solver-proxddp.hpp.

◆ invokeCallbacks()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::invokeCallbacks	(	Workspace &	workspace,
		Results &	results )

inline

Invoke callbacks.

Definition at line 247 of file solver-proxddp.hpp.

◆ computeMultipliers()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::computeMultipliers	(	const Problem &	problem,
		const std::vector< VectorXs > &	lams,
		const std::vector< VectorXs > &	vs )

Compute the merit function and stopping criterion dual terms: first-order Lagrange multiplier estimates, shifted and projected constraints.

◆ mu()

template<typename _Scalar >

ALIGATOR_INLINE Scalar aligator::SolverProxDDPTpl< _Scalar >::mu ( ) const

inline

Dual proximal/ALM penalty parameter \(\mu\) This is the global parameter: scales may be applied for stagewise constraints, dynamicals...

Definition at line 262 of file solver-proxddp.hpp.

◆ mu_inv()

template<typename _Scalar >

ALIGATOR_INLINE Scalar aligator::SolverProxDDPTpl< _Scalar >::mu_inv ( ) const

inline

Definition at line 265 of file solver-proxddp.hpp.

◆ rho()

template<typename _Scalar >

ALIGATOR_INLINE Scalar aligator::SolverProxDDPTpl< _Scalar >::rho ( ) const

inline

Primal proximal parameter \(\rho > 0\).

Definition at line 268 of file solver-proxddp.hpp.

◆ updateGains()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::updateGains ( )

inline

Update primal-dual feedback gains (control, costate, path multiplier)

◆ updateTolsOnFailure()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::updateTolsOnFailure ( )

inlineprotectednoexcept

Definition at line 275 of file solver-proxddp.hpp.

◆ updateTolsOnSuccess()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::updateTolsOnSuccess ( )

inlineprotectednoexcept

Definition at line 280 of file solver-proxddp.hpp.

◆ setAlmPenalty()

template<typename _Scalar >

ALIGATOR_INLINE void aligator::SolverProxDDPTpl< _Scalar >::setAlmPenalty ( Scalar new_mu )

inlineprotectednoexcept

Set dual proximal/ALM penalty parameter.

Definition at line 286 of file solver-proxddp.hpp.

◆ setRho()

template<typename _Scalar >

ALIGATOR_INLINE void aligator::SolverProxDDPTpl< _Scalar >::setRho ( Scalar new_rho )

inlineprotectednoexcept

Definition at line 290 of file solver-proxddp.hpp.

◆ initializeRegularization()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::initializeRegularization ( )

inlineprotectednoexcept

Definition at line 294 of file solver-proxddp.hpp.

◆ increaseRegularization()

template<typename _Scalar >

void aligator::SolverProxDDPTpl< _Scalar >::increaseRegularization ( )

inlineprotectednoexcept

Definition at line 304 of file solver-proxddp.hpp.

Member Data Documentation

◆ inner_tol_

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::inner_tol_

Subproblem tolerance.

Definition at line 72 of file solver-proxddp.hpp.

◆ prim_tol_

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::prim_tol_

Desired primal feasibility.

Definition at line 74 of file solver-proxddp.hpp.

◆ target_tol_

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::target_tol_ = 1e-6

Solver tolerance \(\epsilon > 0\).

Definition at line 76 of file solver-proxddp.hpp.

◆ mu_init

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::mu_init = 0.01

Definition at line 78 of file solver-proxddp.hpp.

◆ rho_init

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::rho_init = 0.

Definition at line 79 of file solver-proxddp.hpp.

◆ reg_min

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::reg_min = 1e-10

Definition at line 83 of file solver-proxddp.hpp.

◆ reg_max

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::reg_max = 1e9

Definition at line 84 of file solver-proxddp.hpp.

◆ reg_init

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::reg_init = 1e-9

Definition at line 85 of file solver-proxddp.hpp.

◆ reg_inc_k_

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::reg_inc_k_ = 10.

Definition at line 86 of file solver-proxddp.hpp.

◆ reg_inc_first_k_

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::reg_inc_first_k_ = 100.

Definition at line 87 of file solver-proxddp.hpp.

◆ reg_dec_k_

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::reg_dec_k_ = 1. / 3.

Definition at line 88 of file solver-proxddp.hpp.

◆ preg_

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::preg_ = reg_init

Definition at line 89 of file solver-proxddp.hpp.

◆ preg_last_

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::preg_last_ = 0.

Definition at line 90 of file solver-proxddp.hpp.

◆ inner_tol0

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::inner_tol0 = 1.

Definition at line 94 of file solver-proxddp.hpp.

◆ prim_tol0

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::prim_tol0 = 1.

Definition at line 95 of file solver-proxddp.hpp.

◆ logger

template<typename _Scalar >

Logger aligator::SolverProxDDPTpl< _Scalar >::logger {}

Logger.

Definition at line 98 of file solver-proxddp.hpp.

◆ verbose_

template<typename _Scalar >

VerboseLevel aligator::SolverProxDDPTpl< _Scalar >::verbose_

Solver verbosity level.

Definition at line 101 of file solver-proxddp.hpp.

◆ linear_solver_choice

template<typename _Scalar >

LQSolverChoice aligator::SolverProxDDPTpl< _Scalar >::linear_solver_choice = LQSolverChoice::SERIAL

Choice of linear solver.

Definition at line 103 of file solver-proxddp.hpp.

◆ lq_print_detailed

template<typename _Scalar >

bool aligator::SolverProxDDPTpl< _Scalar >::lq_print_detailed = false

Definition at line 104 of file solver-proxddp.hpp.

◆ hess_approx_

template<typename _Scalar >

HessianApprox aligator::SolverProxDDPTpl< _Scalar >::hess_approx_ = HessianApprox::GAUSS_NEWTON

Type of Hessian approximation. Default is Gauss-Newton.

Definition at line 106 of file solver-proxddp.hpp.

◆ ls_params

template<typename _Scalar >

LinesearchOptions aligator::SolverProxDDPTpl< _Scalar >::ls_params

Linesearch options, as in proxsuite-nlp.

Definition at line 108 of file solver-proxddp.hpp.

◆ ls_strat

template<typename _Scalar >

LinesearchStrategy aligator::SolverProxDDPTpl< _Scalar >::ls_strat = LinesearchStrategy::ARMIJO

Type of linesearch strategy. Default is Armijo.

Definition at line 110 of file solver-proxddp.hpp.

◆ multiplier_update_mode

template<typename _Scalar >

MultiplierUpdateMode aligator::SolverProxDDPTpl< _Scalar >::multiplier_update_mode = MultiplierUpdateMode::NEWTON

Type of Lagrange multiplier update.

Definition at line 112 of file solver-proxddp.hpp.

◆ ls_mode

template<typename _Scalar >

LinesearchMode aligator::SolverProxDDPTpl< _Scalar >::ls_mode = LinesearchMode::PRIMAL

Linesearch mode.

Definition at line 114 of file solver-proxddp.hpp.

◆ dual_weight

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::dual_weight = 1.0

Weight of the dual variables in the primal-dual linesearch.

Definition at line 116 of file solver-proxddp.hpp.

◆ rollout_type_

template<typename _Scalar >

RolloutType aligator::SolverProxDDPTpl< _Scalar >::rollout_type_ = RolloutType::NONLINEAR

Type of rollout for the forward pass.

Definition at line 118 of file solver-proxddp.hpp.

◆ bcl_params

template<typename _Scalar >

BCLParamsTpl<Scalar> aligator::SolverProxDDPTpl< _Scalar >::bcl_params

Parameters for the BCL outer loop of the augmented Lagrangian algorithm.

Definition at line 120 of file solver-proxddp.hpp.

◆ sa_strategy

template<typename _Scalar >

StepAcceptanceStrategy aligator::SolverProxDDPTpl< _Scalar >::sa_strategy = StepAcceptanceStrategy::LINESEARCH

Step acceptance mode.

Definition at line 122 of file solver-proxddp.hpp.

◆ force_initial_condition_

template<typename _Scalar >

bool aligator::SolverProxDDPTpl< _Scalar >::force_initial_condition_ = true

Force the initial state \( x_0 \) to be fixed to the problem initial condition.

Definition at line 126 of file solver-proxddp.hpp.

◆ maxRefinementSteps_

template<typename _Scalar >

std::size_t aligator::SolverProxDDPTpl< _Scalar >::maxRefinementSteps_

Initial value:

=

0

Definition at line 128 of file solver-proxddp.hpp.

◆ refinementThreshold_

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::refinementThreshold_ = 1e-13

Definition at line 130 of file solver-proxddp.hpp.

◆ max_iters

template<typename _Scalar >

std::size_t aligator::SolverProxDDPTpl< _Scalar >::max_iters

Definition at line 131 of file solver-proxddp.hpp.

◆ max_al_iters

template<typename _Scalar >

std::size_t aligator::SolverProxDDPTpl< _Scalar >::max_al_iters = 100

Definition at line 132 of file solver-proxddp.hpp.

◆ mu_lower_bound

template<typename _Scalar >

Scalar aligator::SolverProxDDPTpl< _Scalar >::mu_lower_bound = 1e-8

Definition at line 133 of file solver-proxddp.hpp.

◆ rollout_max_iters

template<typename _Scalar >

uint aligator::SolverProxDDPTpl< _Scalar >::rollout_max_iters

Definition at line 134 of file solver-proxddp.hpp.

◆ callbacks_

template<typename _Scalar >

CallbackMap aligator::SolverProxDDPTpl< _Scalar >::callbacks_

Callbacks.

Definition at line 137 of file solver-proxddp.hpp.

◆ workspace_

template<typename _Scalar >

Workspace aligator::SolverProxDDPTpl< _Scalar >::workspace_

Definition at line 138 of file solver-proxddp.hpp.

◆ results_

template<typename _Scalar >

Results aligator::SolverProxDDPTpl< _Scalar >::results_

Definition at line 139 of file solver-proxddp.hpp.

◆ linearSolver_

template<typename _Scalar >

unique_ptr<gar::RiccatiSolverBase<Scalar> > aligator::SolverProxDDPTpl< _Scalar >::linearSolver_

LQR subproblem solver.

Definition at line 141 of file solver-proxddp.hpp.

◆ filter_

template<typename _Scalar >

Filter aligator::SolverProxDDPTpl< _Scalar >::filter_

Definition at line 142 of file solver-proxddp.hpp.

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

include/aligator/fwd.hpp
include/aligator/solvers/proxddp/solver-proxddp.hpp

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Protected Member Functions

Detailed Description

Member Typedef Documentation

◆ Scalar

◆ Problem

◆ Workspace

◆ Results

◆ StageFunctionData

◆ DynamicsData

◆ CostData

◆ StageModel

◆ ConstraintType

◆ StageData

◆ CallbackPtr

◆ CallbackMap

◆ ConstraintStack

◆ CstrSet

◆ TrajOptData

◆ LinesearchOptions

◆ CstrProximalScaler

◆ LinesearchType

◆ LQProblem

◆ Filter

Constructor & Destructor Documentation

◆ SolverProxDDPTpl()

Member Function Documentation

◆ ALIGATOR_DYNAMIC_TYPEDEFS()

◆ setNumThreads()

◆ getNumThreads()

◆ getResults()

◆ getWorkspace()

◆ tryLinearStep()

◆ tryNonlinearRollout()

◆ forwardPass()

◆ updateLQSubproblem()

◆ setup()

◆ run()

◆ innerLoop()

◆ computeInfeasibilities()

◆ computeCriterion()

◆ registerCallback()

◆ clearCallbacks()

◆ getCallbacks()

◆ removeCallback()

◆ getCallback()

◆ invokeCallbacks()

◆ computeMultipliers()

◆ mu()

◆ mu_inv()

◆ rho()

◆ updateGains()

◆ updateTolsOnFailure()

◆ updateTolsOnSuccess()

◆ setAlmPenalty()

◆ setRho()

◆ initializeRegularization()

◆ increaseRegularization()

Member Data Documentation

◆ inner_tol_

◆ prim_tol_

◆ target_tol_

◆ mu_init

◆ rho_init

◆ reg_min

◆ reg_max

◆ reg_init

◆ reg_inc_k_

◆ reg_inc_first_k_

◆ reg_dec_k_

◆ preg_

◆ preg_last_

◆ inner_tol0

◆ prim_tol0

◆ logger

◆ verbose_

◆ linear_solver_choice