Quadratic function \(\frac{1}{2} r^\top Qr + b^\top r + c\) of a residual. More...

#include <proxsuite-nlp/modelling/costs/quadratic-residual.hpp>

Inheritance diagram for proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >:

Collaboration diagram for proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >:

Public Types
using	Scalar = _Scalar

using	FunctionType = C2FunctionTpl<Scalar>

using	RowMatrixXs = Eigen::Matrix<Scalar, -1, -1, Eigen::RowMajor>

using	Base = CostFunctionBaseTpl<Scalar>

using	FunctionPtr = shared_ptr<FunctionType>

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

using	Base

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
	QuadraticResidualCostTpl (FunctionPtr residual, const ConstMatrixRef &weights, const ConstVectorRef &slope, const Scalar constant=Scalar(0.))

	QuadraticResidualCostTpl (FunctionPtr residual, const ConstMatrixRef &weights, const Scalar constant=Scalar(0.))

template<typename Underlying , typename... ResidualArgs>
	QuadraticResidualCostTpl (const ConstMatrixRef &weights, const ConstVectorRef &slope, const Scalar constant, ResidualArgs &...args)
	Constructor using the template parameter as the underlying type of the residual.

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

void	computeGradient (const ConstVectorRef &x, VectorRef out) const

void	computeHessian (const ConstVectorRef &x, MatrixRef out) const

VectorXs	computeGradient (const ConstVectorRef &x) const

MatrixXs	computeHessian (const ConstVectorRef &x) const

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

	CostFunctionBaseTpl (const ManifoldAbstractTpl< _Scalar > &manifold)

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

FunctionPtr	residual_
	Residual function \(r(x)\) the composite cost is constructed over.

MatrixXs	weights_
	Weights \(Q\).

VectorXs	slope_
	Slope \(b\).

Scalar	constant_
	Constant term \(c\).

bool	gauss_newton_

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

Protected Attributes
VectorXs	err

VectorXs	tmp_w_err

MatrixXs	Jres

RowMatrixXs	JtW

MatrixXs	H

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

int	ndx_

int	nr_

Detailed Description

template<typename _Scalar>
struct proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >

Quadratic function \(\frac{1}{2} r^\top Qr + b^\top r + c\) of a residual.

Cost function which is a quadratic function

\[ \frac12 r(x)^\top Q r(x) + b^\top r(x) + c \]

of a residual function \(r :\calX\to \RR^p\).

Definition at line 22 of file quadratic-residual.hpp.

Member Typedef Documentation

◆ Scalar

template<typename _Scalar >

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

Definition at line 24 of file quadratic-residual.hpp.

◆ FunctionType

template<typename _Scalar >

using proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::FunctionType = C2FunctionTpl<Scalar>

Definition at line 25 of file quadratic-residual.hpp.

◆ RowMatrixXs

template<typename _Scalar >

using proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::RowMatrixXs = Eigen::Matrix<Scalar, -1, -1, Eigen::RowMajor>

Definition at line 27 of file quadratic-residual.hpp.

◆ Base

template<typename _Scalar >

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

Definition at line 28 of file quadratic-residual.hpp.

◆ FunctionPtr

template<typename _Scalar >

using proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::FunctionPtr = shared_ptr<FunctionType>

Definition at line 31 of file quadratic-residual.hpp.

Constructor & Destructor Documentation

◆ QuadraticResidualCostTpl() [1/3]

template<typename _Scalar >

proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::QuadraticResidualCostTpl	(	FunctionPtr	residual,
		const ConstMatrixRef &	weights,
		const ConstVectorRef &	slope,
		const Scalar	constant = Scalar(0.) )

◆ QuadraticResidualCostTpl() [2/3]

template<typename _Scalar >

proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::QuadraticResidualCostTpl	(	FunctionPtr	residual,
		const ConstMatrixRef &	weights,
		const Scalar	constant = Scalar(0.) )

inline

Definition at line 47 of file quadratic-residual.hpp.

◆ QuadraticResidualCostTpl() [3/3]

template<typename _Scalar >

template<typename Underlying , typename... ResidualArgs>

proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::QuadraticResidualCostTpl	(	const ConstMatrixRef &	weights,
		const ConstVectorRef &	slope,
		const Scalar	constant,
		ResidualArgs &...	args )

inline

Constructor using the template parameter as the underlying type of the residual.

Definition at line 55 of file quadratic-residual.hpp.

Member Function Documentation

◆ call()

template<typename _Scalar >

Scalar proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::call ( const ConstVectorRef & x ) const

virtual

Evaluate the cost function.

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

◆ computeGradient() [1/2]

template<typename _Scalar >

void proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::computeGradient	(	const ConstVectorRef &	x,
		VectorRef	out ) const

virtual

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

◆ computeHessian() [1/2]

template<typename _Scalar >

void proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::computeHessian	(	const ConstVectorRef &	x,
		MatrixRef	out ) const

virtual

Implements proxsuite::nlp::CostFunctionBaseTpl< _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.

Member Data Documentation

◆ Scalar

template<typename _Scalar >

proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::Scalar

Definition at line 26 of file quadratic-residual.hpp.

◆ residual_

template<typename _Scalar >

FunctionPtr proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::residual_

Residual function \(r(x)\) the composite cost is constructed over.

Definition at line 34 of file quadratic-residual.hpp.

◆ weights_

template<typename _Scalar >

MatrixXs proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::weights_

Weights \(Q\).

Definition at line 36 of file quadratic-residual.hpp.

◆ slope_

template<typename _Scalar >

VectorXs proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::slope_

Slope \(b\).

Definition at line 38 of file quadratic-residual.hpp.

◆ constant_

template<typename _Scalar >

Scalar proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::constant_

Constant term \(c\).

Definition at line 40 of file quadratic-residual.hpp.

◆ gauss_newton_

template<typename _Scalar >

bool proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::gauss_newton_

Definition at line 41 of file quadratic-residual.hpp.

◆ err

template<typename _Scalar >

VectorXs proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::err

mutableprotected

Definition at line 68 of file quadratic-residual.hpp.

◆ tmp_w_err

template<typename _Scalar >

VectorXs proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::tmp_w_err

mutableprotected

Definition at line 69 of file quadratic-residual.hpp.

◆ Jres

template<typename _Scalar >

MatrixXs proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::Jres

mutableprotected

Definition at line 70 of file quadratic-residual.hpp.

◆ JtW

template<typename _Scalar >

RowMatrixXs proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::JtW

mutableprotected

Definition at line 71 of file quadratic-residual.hpp.

◆ H

template<typename _Scalar >

MatrixXs proxsuite::nlp::QuadraticResidualCostTpl< _Scalar >::H

mutableprotected

Definition at line 72 of file quadratic-residual.hpp.

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

include/proxsuite-nlp/modelling/costs/quadratic-residual.hpp

Public Types

Public Member Functions

Public Attributes

Protected Attributes

Detailed Description

Member Typedef Documentation

◆ Scalar

◆ FunctionType

◆ RowMatrixXs

◆ Base

◆ FunctionPtr

Constructor & Destructor Documentation

◆ QuadraticResidualCostTpl() [1/3]

◆ QuadraticResidualCostTpl() [2/3]

◆ QuadraticResidualCostTpl() [3/3]

Member Function Documentation

◆ call()

◆ computeGradient() [1/2]

◆ computeHessian() [1/2]

◆ computeGradient() [2/2]

◆ computeHessian() [2/2]

Member Data Documentation

◆ Scalar

◆ residual_

◆ weights_

◆ slope_

◆ constant_

◆ gauss_newton_

◆ err

◆ tmp_w_err

◆ Jres

◆ JtW

◆ H