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

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

Collaboration diagram for aligator::SolverProxDDPTpl< _Scalar >:

Classes
struct	AlmParams

struct	LinesearchVariant

Public Types
using	Scalar = _Scalar

using	Problem = TrajOptProblemTpl<Scalar>

using	Workspace = WorkspaceTpl<Scalar>

using	Results = ResultsTpl<Scalar>

using	StageFunctionData = StageFunctionDataTpl<Scalar>

using	CostData = CostDataAbstractTpl<Scalar>

using	StageModel = StageModelTpl<Scalar>

using	StageData = StageDataTpl<Scalar>

using	CallbackPtr = shared_ptr<CallbackBaseTpl<Scalar>>

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

using	ConstraintStack = ConstraintStackTpl<Scalar>

using	CstrSet = ConstraintSetTpl<Scalar>

using	TrajOptData = TrajOptDataTpl<Scalar>

using	LinearSolverPtr = std::unique_ptr<gar::RiccatiSolverBase<Scalar>>

Public Member Functions
	ALIGATOR_DYNAMIC_TYPEDEFS (Scalar)

	SolverProxDDPTpl (const Scalar tol=1e-6, const Scalar mu_init=0.01, const size_t max_iters=1000, VerboseLevel verbose=VerboseLevel::QUIET, StepAcceptanceStrategy sa_strategy=StepAcceptanceStrategy::LINESEARCH_NONMONOTONE, HessianApprox hess_approx=HessianApprox::GAUSS_NEWTON)

size_t	getNumThreads () const

void	setNumThreads (const size_t num_threads)

Scalar	getDualTolerance () const

void	setDualTolerance (const Scalar tol)
	Manually set desired dual feasibility tolerance.

Scalar	tryLinearStep (const Problem &problem, const Scalar alpha)
	Try a step of size \(\alpha\).

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`.

void	cycleProblem (const Problem &problem, const shared_ptr< StageData > &data)

bool	run (const Problem &problem, const std::vector< VectorXs > &xs_init={}, const std::vector< VectorXs > &us_init={}, const std::vector< VectorXs > &vs_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	computeCriterion ()
	Compute stationarity criterion (dual infeasibility).

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

ALIGATOR_INLINE Scalar	mu () const

ALIGATOR_INLINE Scalar	mu_inv () const

ALIGATOR_INLINE Scalar	mu_dyn () const

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

bool	removeCallback (const std::string &name)

auto	getCallbackNames () const

CallbackPtr	getCallback (const std::string &name) const

void	invokeCallbacks ()
	Invoke callbacks.

Public Attributes
Scalar	inner_tol_
	Subproblem tolerance.

Scalar	prim_tol_
	Desired primal feasibility (for each outer loop)

Scalar	target_tol_

Scalar	mu_init_

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.

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

LinesearchOptions< Scalar >	ls_params
	Linesearch options.

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::LINEAR
	Type of rollout for the forward pass.

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

StepAcceptanceStrategy	sa_strategy_
	Step acceptance mode.

bool	force_initial_condition_ = true

size_t	max_refinement_steps_ = 0

Scalar	refinement_threshold_ = 1e-13

size_t	max_iters

size_t	max_al_iters = 100

polymorphic_allocator	allocator_

Workspace	workspace_

Results	results_

LinearSolverPtr	linear_solver_

FilterTpl< Scalar >	filter_

LinesearchVariant	linesearch_

Inertia-correcting heuristic
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.

Protected Member Functions
void	updateTolsOnFailure () noexcept

void	updateTolsOnSuccess () noexcept

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

void	initializeRegularization () noexcept

void	increaseRegularization () noexcept

Protected Attributes
Scalar	target_dual_tol_

bool	sync_dual_tol_

CallbackMap	callbacks_
	Callbacks.

size_t	num_threads_ = 1
	Number of threads.

Scalar	mu_penal_ = mu_init_

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 33 of file solver-proxddp.hpp.

Member Typedef Documentation

◆ Scalar

template<typename _Scalar>

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

Definition at line 35 of file solver-proxddp.hpp.

◆ Problem

template<typename _Scalar>

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

Definition at line 37 of file solver-proxddp.hpp.

◆ Workspace

template<typename _Scalar>

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

Definition at line 38 of file solver-proxddp.hpp.

◆ Results

template<typename _Scalar>

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

Definition at line 39 of file solver-proxddp.hpp.

◆ StageFunctionData

template<typename _Scalar>

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

Definition at line 40 of file solver-proxddp.hpp.

◆ CostData

template<typename _Scalar>

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

Definition at line 41 of file solver-proxddp.hpp.

◆ StageModel

template<typename _Scalar>

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

Definition at line 42 of file solver-proxddp.hpp.

◆ StageData

template<typename _Scalar>

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

Definition at line 43 of file solver-proxddp.hpp.

◆ CallbackPtr

template<typename _Scalar>

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

Definition at line 44 of file solver-proxddp.hpp.

◆ CallbackMap

template<typename _Scalar>

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

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

◆ ConstraintStack

template<typename _Scalar>

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

Definition at line 46 of file solver-proxddp.hpp.

◆ CstrSet

template<typename _Scalar>

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

Definition at line 47 of file solver-proxddp.hpp.

◆ TrajOptData

template<typename _Scalar>

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

Definition at line 48 of file solver-proxddp.hpp.

◆ LinearSolverPtr

template<typename _Scalar>

using aligator::SolverProxDDPTpl< _Scalar >::LinearSolverPtr = std::unique_ptr<gar::RiccatiSolverBase<Scalar>>

Definition at line 49 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 size_t	max_iters = 1000,
		VerboseLevel	verbose = VerboseLevel::QUIET,
		StepAcceptanceStrategy	sa_strategy = StepAcceptanceStrategy::LINESEARCH_NONMONOTONE,
		HessianApprox	hess_approx = HessianApprox::GAUSS_NEWTON )

Member Function Documentation

◆ ALIGATOR_DYNAMIC_TYPEDEFS()

template<typename _Scalar>

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

◆ getNumThreads()

template<typename _Scalar>

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

inline

Definition at line 201 of file solver-proxddp.hpp.

◆ setNumThreads()

template<typename _Scalar>

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

◆ getDualTolerance()

template<typename _Scalar>

Scalar aligator::SolverProxDDPTpl< _Scalar >::getDualTolerance ( ) const

inline

Definition at line 204 of file solver-proxddp.hpp.

◆ setDualTolerance()

template<typename _Scalar>

void aligator::SolverProxDDPTpl< _Scalar >::setDualTolerance ( const Scalar tol )

inline

Manually set desired dual feasibility tolerance.

Definition at line 206 of file solver-proxddp.hpp.

◆ tryLinearStep()

template<typename _Scalar>

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

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.

◆ cycleProblem()

template<typename _Scalar>

void aligator::SolverProxDDPTpl< _Scalar >::cycleProblem	(	const Problem &	problem,
		const shared_ptr< StageData > &	data )

◆ 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 > &	vs_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.
vs_init	Initial path multiplier guess.
lams_init	Initial co-state 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).

◆ 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 259 of file solver-proxddp.hpp.

◆ clearCallbacks()

template<typename _Scalar>

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

inlinenoexcept

Remove all callbacks from the instance.

Definition at line 264 of file solver-proxddp.hpp.

◆ getCallbacks()

template<typename _Scalar>

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

inline

Definition at line 266 of file solver-proxddp.hpp.

◆ removeCallback()

template<typename _Scalar>

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

inlinenodiscard

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

◆ getCallbackNames()

template<typename _Scalar>

auto aligator::SolverProxDDPTpl< _Scalar >::getCallbackNames ( ) const

inlinenodiscard

Definition at line 272 of file solver-proxddp.hpp.

◆ getCallback()

template<typename _Scalar>

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

inlinenodiscard

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

◆ invokeCallbacks()

template<typename _Scalar>

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

inline

Invoke callbacks.

Definition at line 289 of file solver-proxddp.hpp.

◆ computeMultipliers()

template<typename _Scalar>

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

Compute the multiplier estimates, along with the shifted, projected constraint values.

Returns: bool: whether the op succeeded.

Todo: For now we take the state values to use to compute the dynamics' defects.

◆ mu()

template<typename _Scalar>

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

inline

Definition at line 306 of file solver-proxddp.hpp.

◆ mu_inv()

template<typename _Scalar>

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

inline

Definition at line 307 of file solver-proxddp.hpp.

◆ mu_dyn()

template<typename _Scalar>

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

inline

Definition at line 308 of file solver-proxddp.hpp.

◆ updateTolsOnFailure()

template<typename _Scalar>

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

inlineprotectednoexcept

Definition at line 311 of file solver-proxddp.hpp.

◆ updateTolsOnSuccess()

template<typename _Scalar>

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

inlineprotectednoexcept

Definition at line 317 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 324 of file solver-proxddp.hpp.

◆ initializeRegularization()

template<typename _Scalar>

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

inlineprotectednoexcept

Definition at line 330 of file solver-proxddp.hpp.

◆ increaseRegularization()

template<typename _Scalar>

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

inlineprotectednoexcept

Definition at line 340 of file solver-proxddp.hpp.

Member Data Documentation

◆ inner_tol_

template<typename _Scalar>

Scalar aligator::SolverProxDDPTpl< _Scalar >::inner_tol_

Subproblem tolerance.

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

◆ prim_tol_

template<typename _Scalar>

Scalar aligator::SolverProxDDPTpl< _Scalar >::prim_tol_

Desired primal feasibility (for each outer loop)

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

◆ target_tol_

template<typename _Scalar>

Scalar aligator::SolverProxDDPTpl< _Scalar >::target_tol_

Solver tolerance \(\epsilon > 0\). When sync_dual_tol is false, this will be the desired primal feasibility, where the dual feasibility tolerance is controlled by SolverProxDDPTpl::target_tol_dual.

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

◆ mu_init_

template<typename _Scalar>

Scalar aligator::SolverProxDDPTpl< _Scalar >::mu_init_

Definition at line 121 of file solver-proxddp.hpp.

◆ reg_min

template<typename _Scalar>

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

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

◆ reg_max

template<typename _Scalar>

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

Definition at line 127 of file solver-proxddp.hpp.

◆ reg_init

template<typename _Scalar>

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

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

◆ reg_inc_k_

template<typename _Scalar>

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

Definition at line 129 of file solver-proxddp.hpp.

◆ reg_inc_first_k_

template<typename _Scalar>

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

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

◆ reg_dec_k_

template<typename _Scalar>

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

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

◆ preg_

template<typename _Scalar>

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

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

◆ preg_last_

template<typename _Scalar>

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

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

◆ inner_tol0

template<typename _Scalar>

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

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

◆ prim_tol0

template<typename _Scalar>

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

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

◆ logger

template<typename _Scalar>

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

Logger.

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

◆ verbose_

template<typename _Scalar>

VerboseLevel aligator::SolverProxDDPTpl< _Scalar >::verbose_

Solver verbosity level.

Definition at line 144 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 146 of file solver-proxddp.hpp.

◆ hess_approx_

template<typename _Scalar>

HessianApprox aligator::SolverProxDDPTpl< _Scalar >::hess_approx_

Type of Hessian approximation. Default is Gauss-Newton.

Definition at line 148 of file solver-proxddp.hpp.

◆ ls_params

template<typename _Scalar>

LinesearchOptions<Scalar> aligator::SolverProxDDPTpl< _Scalar >::ls_params

Linesearch options.

Definition at line 150 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 152 of file solver-proxddp.hpp.

◆ ls_mode

template<typename _Scalar>

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

Linesearch mode.

Definition at line 154 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 156 of file solver-proxddp.hpp.

◆ rollout_type_

template<typename _Scalar>

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

Type of rollout for the forward pass.

Definition at line 158 of file solver-proxddp.hpp.

◆ bcl_params

template<typename _Scalar>

AlmParams aligator::SolverProxDDPTpl< _Scalar >::bcl_params

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

Definition at line 160 of file solver-proxddp.hpp.

◆ sa_strategy_

template<typename _Scalar>

StepAcceptanceStrategy aligator::SolverProxDDPTpl< _Scalar >::sa_strategy_

Step acceptance mode.

Definition at line 162 of file solver-proxddp.hpp.

◆ force_initial_condition_

template<typename _Scalar>

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

Definition at line 164 of file solver-proxddp.hpp.

◆ max_refinement_steps_

template<typename _Scalar>

size_t aligator::SolverProxDDPTpl< _Scalar >::max_refinement_steps_ = 0

Definition at line 165 of file solver-proxddp.hpp.

◆ refinement_threshold_

template<typename _Scalar>

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

Definition at line 166 of file solver-proxddp.hpp.

◆ max_iters

template<typename _Scalar>

size_t aligator::SolverProxDDPTpl< _Scalar >::max_iters

Definition at line 167 of file solver-proxddp.hpp.

◆ max_al_iters

template<typename _Scalar>

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

Definition at line 168 of file solver-proxddp.hpp.

◆ allocator_

template<typename _Scalar>

polymorphic_allocator aligator::SolverProxDDPTpl< _Scalar >::allocator_

Definition at line 170 of file solver-proxddp.hpp.

◆ workspace_

template<typename _Scalar>

Workspace aligator::SolverProxDDPTpl< _Scalar >::workspace_

Definition at line 171 of file solver-proxddp.hpp.

◆ results_

template<typename _Scalar>

Results aligator::SolverProxDDPTpl< _Scalar >::results_

Definition at line 172 of file solver-proxddp.hpp.

◆ linear_solver_

template<typename _Scalar>

LinearSolverPtr aligator::SolverProxDDPTpl< _Scalar >::linear_solver_

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

◆ filter_

template<typename _Scalar>

FilterTpl<Scalar> aligator::SolverProxDDPTpl< _Scalar >::filter_

Definition at line 174 of file solver-proxddp.hpp.

◆ linesearch_

template<typename _Scalar>

LinesearchVariant aligator::SolverProxDDPTpl< _Scalar >::linesearch_

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

◆ target_dual_tol_

template<typename _Scalar>

Scalar aligator::SolverProxDDPTpl< _Scalar >::target_dual_tol_

protected

Solver desired dual feasibility (by default, same as SolverProxDDPTpl::target_tol_)

Definition at line 180 of file solver-proxddp.hpp.

◆ sync_dual_tol_

template<typename _Scalar>

bool aligator::SolverProxDDPTpl< _Scalar >::sync_dual_tol_

protected

When this is true, dual tolerance will be set to SolverProxDDPTpl::target_tol_ when SolverProxDDPTpl::run() is called.

Definition at line 183 of file solver-proxddp.hpp.

◆ callbacks_

template<typename _Scalar>

CallbackMap aligator::SolverProxDDPTpl< _Scalar >::callbacks_

protected

Callbacks.

Definition at line 185 of file solver-proxddp.hpp.

◆ num_threads_

template<typename _Scalar>

size_t aligator::SolverProxDDPTpl< _Scalar >::num_threads_ = 1

protected

Number of threads.

Definition at line 187 of file solver-proxddp.hpp.

◆ mu_penal_

template<typename _Scalar>

Scalar aligator::SolverProxDDPTpl< _Scalar >::mu_penal_ = mu_init_

protected

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

Definition at line 191 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

Classes

Public Types

Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ Scalar

◆ Problem

◆ Workspace

◆ Results

◆ StageFunctionData

◆ CostData

◆ StageModel

◆ StageData

◆ CallbackPtr

◆ CallbackMap

◆ ConstraintStack

◆ CstrSet

◆ TrajOptData

◆ LinearSolverPtr

Constructor & Destructor Documentation

◆ SolverProxDDPTpl()

Member Function Documentation

◆ ALIGATOR_DYNAMIC_TYPEDEFS()

◆ getNumThreads()

◆ setNumThreads()

◆ getDualTolerance()

◆ setDualTolerance()

◆ tryLinearStep()

◆ tryNonlinearRollout()

◆ forwardPass()

◆ updateLQSubproblem()

◆ setup()

◆ cycleProblem()

◆ run()

◆ innerLoop()

◆ computeCriterion()

◆ registerCallback()

◆ clearCallbacks()

◆ getCallbacks()

◆ removeCallback()

◆ getCallbackNames()

◆ getCallback()

◆ invokeCallbacks()

◆ computeMultipliers()

◆ mu()

◆ mu_inv()

◆ mu_dyn()

◆ updateTolsOnFailure()

◆ updateTolsOnSuccess()

◆ setAlmPenalty()

◆ initializeRegularization()

◆ increaseRegularization()

Member Data Documentation

◆ inner_tol_

◆ prim_tol_

◆ target_tol_

◆ mu_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

◆ hess_approx_

◆ ls_params

◆ multiplier_update_mode

◆ ls_mode

◆ dual_weight

◆ rollout_type_

◆ bcl_params