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example2.cpp
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example2.cpp
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/*
* This file is part of qpOASES.
*
* qpOASES -- An Implementation of the Online Active Set Strategy.
* Copyright (C) 2007-2017 by Hans Joachim Ferreau, Andreas Potschka,
* Christian Kirches et al. All rights reserved.
*
* qpOASES is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* qpOASES is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.
* See the GNU Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with qpOASES; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA
*
*/
/**
* \file examples/example2.cpp
* \author Hans Joachim Ferreau (thanks to Boris Houska)
* \version 3.2
* \date 2008-2017
*
* Very simple example for testing qpOASES in combination
* with the SolutionAnalysis class.
*/
#include <qpOASES.hpp>
/** Example for qpOASES main function using the SolutionAnalysis class. */
int main( )
{
USING_NAMESPACE_QPOASES
/* Setup data of first QP. */
real_t H[2*2] = { 1.0, 0.0, 0.0, 0.5 };
real_t A[1*2] = { 1.0, 1.0 };
real_t g[2] = { 1.5, 1.0 };
real_t lb[2] = { 0.5, -2.0 };
real_t ub[2] = { 5.0, 2.0 };
real_t lbA[1] = { -1.0 };
real_t ubA[1] = { 2.0 };
/* Setup data of second QP. */
real_t H_new[2*2] = { 1.0, 0.5, 0.5, 0.5 };
real_t A_new[1*2] = { 1.0, 5.0 };
real_t g_new[2] = { 1.0, 1.5 };
real_t lb_new[2] = { 0.0, -1.0 };
real_t ub_new[2] = { 5.0, -0.5 };
real_t lbA_new[1] = { -2.0 };
real_t ubA_new[1] = { 1.0 };
/* Setting up SQProblem object and solution analyser. */
SQProblem example( 2,1 );
SolutionAnalysis analyser;
/* Solve first QP ... */
int_t nWSR = 10;
example.init( H,g,A,lb,ub,lbA,ubA, nWSR,0 );
/* ... and analyse it. */
real_t maxKktViolation = analyser.getKktViolation( &example );
printf( "maxKktViolation: %e\n", maxKktViolation );
/* Solve second QP ... */
nWSR = 10;
example.hotstart( H_new,g_new,A_new,lb_new,ub_new,lbA_new,ubA_new, nWSR,0 );
/* ... and analyse it. */
maxKktViolation = analyser.getKktViolation( &example );
printf( "maxKktViolation: %e\n", maxKktViolation );
// ------------ VARIANCE-COVARIANCE EVALUATION --------------------
real_t *Var = new real_t[5*5];
real_t *Primal_Dual_Var = new real_t[5*5];
int_t run1, run2;
for( run1 = 0; run1 < 5*5; run1++ )
Var[run1] = 0.0;
Var[0] = 1.0;
Var[6] = 1.0;
// ( 1 0 0 0 0 )
// ( 0 1 0 0 0 )
// Var = ( 0 0 0 0 0 )
// ( 0 0 0 0 0 )
// ( 0 0 0 0 0 )
analyser.getVarianceCovariance( &example, Var,Primal_Dual_Var );
printf("\nPrimal_Dual_VAR = \n");
for( run1 = 0; run1 < 5; run1++ ){
for( run2 = 0; run2 < 5; run2++ ){
printf(" %10f", Primal_Dual_Var[run1*5+run2]);
}
printf("\n");
}
delete[] Primal_Dual_Var;
delete[] Var;
return 0;
}
/*
* end of file
*/