Base class for differentiable cost functions. More...

#include <proxsuite-nlp/cost-function.hpp>

Inheritance diagram for proxsuite::nlp::CostFunctionBaseTpl< Scalar >:

Collaboration diagram for proxsuite::nlp::CostFunctionBaseTpl< Scalar >:

Public Types
using	Scalar = _Scalar

using	Base = C2FunctionTpl<Scalar>

Public Types inherited from proxsuite::nlp::C2FunctionTpl< _Scalar >
using	Scalar

using	Base

Public Types inherited from proxsuite::nlp::C1FunctionTpl< _Scalar >
using	Scalar

using	Base

Public Types inherited from proxsuite::nlp::BaseFunctionTpl< _Scalar >
using	Scalar

Public Types inherited from proxsuite::nlp::math_types< _Scalar >
using	Scalar = _Scalar

Public Member Functions
	CostFunctionBaseTpl (const int nx, const int ndx)

	CostFunctionBaseTpl (const ManifoldAbstractTpl< Scalar > &manifold)

virtual Scalar	call (const ConstVectorRef &x) const =0
	Evaluate the cost function.

virtual void	computeGradient (const ConstVectorRef &x, VectorRef out) const =0

virtual void	computeHessian (const ConstVectorRef &x, MatrixRef out) const =0

VectorXs	computeGradient (const ConstVectorRef &x) const

MatrixXs	computeHessian (const ConstVectorRef &x) const

VectorXs	operator() (const ConstVectorRef &x) const
	Evaluate the residual at a given point x.

void	computeJacobian (const ConstVectorRef &x, MatrixRef Jout) const
	Jacobian matrix of the constraint function.

void	vectorHessianProduct (const ConstVectorRef &x, const ConstVectorRef &v, MatrixRef Hout) const
	Vector-hessian product.

virtual	~CostFunctionBaseTpl ()=default

Public Member Functions inherited from proxsuite::nlp::C2FunctionTpl< _Scalar >
	C2FunctionTpl (const int nx, const int ndx, const int nr)

	C2FunctionTpl (const ManifoldAbstractTpl< _Scalar > &manifold, const int nr)

Public Member Functions inherited from proxsuite::nlp::C1FunctionTpl< _Scalar >
	C1FunctionTpl (const int nx, const int ndx, const int nr)

	C1FunctionTpl (const ManifoldAbstractTpl< _Scalar > &manifold, const int nr)

MatrixXs	computeJacobian (const ConstVectorRef &x) const
	Jacobian matrix of the constraint function.

Public Member Functions inherited from proxsuite::nlp::BaseFunctionTpl< _Scalar >
	BaseFunctionTpl (const int nx, const int ndx, const int nr)

	BaseFunctionTpl (const ManifoldAbstractTpl< _Scalar > &manifold, const int nr)

virtual	~BaseFunctionTpl ()=default

int	nx () const
	Get function input vector size (representation of manifold).

int	ndx () const
	Get input manifold's tangent space dimension.

int	nr () const
	Get function codimension.

Public Attributes
	Scalar

Public Attributes inherited from proxsuite::nlp::C2FunctionTpl< _Scalar >
	Scalar

Public Attributes inherited from proxsuite::nlp::C1FunctionTpl< _Scalar >
	Scalar

Public Attributes inherited from proxsuite::nlp::BaseFunctionTpl< _Scalar >
	Scalar

Public Attributes inherited from proxsuite::nlp::math_types< _Scalar >
	_Scalar

Friends
std::ostream &	operator<< (std::ostream &ostr, const CostFunctionBaseTpl< Scalar > &cost)

Additional Inherited Members
Protected Attributes inherited from proxsuite::nlp::BaseFunctionTpl< _Scalar >
int	nx_

int	ndx_

int	nr_

Detailed Description

template<typename Scalar>
struct proxsuite::nlp::CostFunctionBaseTpl< Scalar >

Base class for differentiable cost functions.

Remarks: Cost functions derive from differentiable functions, and implement the C2FunctionTpl<Scalar> API. As such, they can be used as constraints and composed.

Definition at line 89 of file fwd.hpp.

Member Typedef Documentation

◆ Scalar

template<typename Scalar >

using proxsuite::nlp::CostFunctionBaseTpl< Scalar >::Scalar = _Scalar

Definition at line 32 of file cost-function.hpp.

◆ Base

template<typename Scalar >

using proxsuite::nlp::CostFunctionBaseTpl< Scalar >::Base = C2FunctionTpl<Scalar>

Definition at line 34 of file cost-function.hpp.

Constructor & Destructor Documentation

◆ CostFunctionBaseTpl() [1/2]

template<typename Scalar >

proxsuite::nlp::CostFunctionBaseTpl< Scalar >::CostFunctionBaseTpl	(	const int	nx,
		const int	ndx )

inline

Definition at line 36 of file cost-function.hpp.

◆ CostFunctionBaseTpl() [2/2]

template<typename Scalar >

proxsuite::nlp::CostFunctionBaseTpl< Scalar >::CostFunctionBaseTpl ( const ManifoldAbstractTpl< Scalar > & manifold )

inlineexplicit

Definition at line 37 of file cost-function.hpp.

◆ ~CostFunctionBaseTpl()

template<typename Scalar >

virtual proxsuite::nlp::CostFunctionBaseTpl< Scalar >::~CostFunctionBaseTpl ( )

virtualdefault

Member Function Documentation

◆ call()

template<typename Scalar >

virtual Scalar proxsuite::nlp::CostFunctionBaseTpl< Scalar >::call ( const ConstVectorRef & x ) const

pure virtual

Evaluate the cost function.

Implemented in proxsuite::nlp::CostSumTpl< _Scalar >, proxsuite::nlp::func_to_cost< Scalar >, proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >, and proxsuite::nlp::QuadraticResidualCostTpl< Scalar >.

◆ computeGradient() [1/2]

template<typename Scalar >

virtual void proxsuite::nlp::CostFunctionBaseTpl< Scalar >::computeGradient	(	const ConstVectorRef &	x,
		VectorRef	out ) const

pure virtual

Implemented in proxsuite::nlp::CostSumTpl< _Scalar >, proxsuite::nlp::func_to_cost< Scalar >, proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >, and proxsuite::nlp::QuadraticResidualCostTpl< Scalar >.

◆ computeHessian() [1/2]

template<typename Scalar >

virtual void proxsuite::nlp::CostFunctionBaseTpl< Scalar >::computeHessian	(	const ConstVectorRef &	x,
		MatrixRef	out ) const

pure virtual

Implemented in proxsuite::nlp::CostSumTpl< _Scalar >, proxsuite::nlp::func_to_cost< Scalar >, proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >, and proxsuite::nlp::QuadraticResidualCostTpl< Scalar >.

◆ computeGradient() [2/2]

template<typename Scalar >

VectorXs proxsuite::nlp::CostFunctionBaseTpl< Scalar >::computeGradient ( const ConstVectorRef & x ) const

inline

Definition at line 50 of file cost-function.hpp.

◆ computeHessian() [2/2]

template<typename Scalar >

MatrixXs proxsuite::nlp::CostFunctionBaseTpl< Scalar >::computeHessian ( const ConstVectorRef & x ) const

inline

Definition at line 56 of file cost-function.hpp.

◆ operator()()

template<typename Scalar >

VectorXs proxsuite::nlp::CostFunctionBaseTpl< Scalar >::operator() ( const ConstVectorRef & x ) const

inlinevirtual

Evaluate the residual at a given point x.

Implements proxsuite::nlp::BaseFunctionTpl< _Scalar >.

Definition at line 64 of file cost-function.hpp.

◆ computeJacobian()

template<typename Scalar >

void proxsuite::nlp::CostFunctionBaseTpl< Scalar >::computeJacobian	(	const ConstVectorRef &	x,
		MatrixRef	Jout ) const

inlinevirtual

Jacobian matrix of the constraint function.

Implements proxsuite::nlp::C1FunctionTpl< _Scalar >.

Definition at line 70 of file cost-function.hpp.

◆ vectorHessianProduct()

template<typename Scalar >

void proxsuite::nlp::CostFunctionBaseTpl< Scalar >::vectorHessianProduct	(	const ConstVectorRef &	,
		const ConstVectorRef &	,
		MatrixRef	Hout ) const

inlinevirtual

Vector-hessian product.

Reimplemented from proxsuite::nlp::C2FunctionTpl< _Scalar >.

Definition at line 76 of file cost-function.hpp.

Friends And Related Symbol Documentation

◆ operator<<

template<typename Scalar >

std::ostream & operator<<	(	std::ostream &	ostr,
		const CostFunctionBaseTpl< Scalar > &	cost )

friend

Definition at line 84 of file cost-function.hpp.

Member Data Documentation

◆ Scalar

template<typename Scalar >

proxsuite::nlp::CostFunctionBaseTpl< Scalar >::Scalar

Definition at line 33 of file cost-function.hpp.

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

include/proxsuite-nlp/cost-function.hpp
include/proxsuite-nlp/fwd.hpp

Public Types

Public Member Functions

Public Attributes

Friends

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ Scalar

◆ Base

Constructor & Destructor Documentation

◆ CostFunctionBaseTpl() [1/2]

◆ CostFunctionBaseTpl() [2/2]

◆ ~CostFunctionBaseTpl()

Member Function Documentation

◆ call()

◆ computeGradient() [1/2]

◆ computeHessian() [1/2]

◆ computeGradient() [2/2]

◆ computeHessian() [2/2]

◆ operator()()

◆ computeJacobian()

◆ vectorHessianProduct()

Friends And Related Symbol Documentation

◆ operator<<

Member Data Documentation

◆ Scalar