|
akreon-convex
Typed convex modeling, conic canonicalization, and primal-dual optimization in C++26.
|
forward declaration of ellipsoid set More...
#include <ellipsoid.hpp>
Public Types | |
| using | ConvexBase = ConvexSet< Meta, Ellipsoid< Meta, Child >, Child > |
| bring into scope the type traits from the base class | |
| using | Mat = linalg::Matrix< T, N, N > |
| common mat type for P | |
Public Types inherited from convex::ConvexSet< Meta, Ellipsoid< Meta, Child >, Child > | |
| using | BaseT = Atom< Meta, ConvexSet< Meta, Ellipsoid< Meta, Child >, Child >, Child > |
| alias to extract type traits from Domain convex set | |
Public Types inherited from convex::Atom< Meta, Derived, Cs > | |
| using | Domain = meta_dom_t< Meta > |
| Atom input domain. | |
| using | Codomain = meta_codom_t< Meta > |
| Atom output codomain. | |
| using | ChildrenT = std::tuple< atom_decay_t< Cs >... > |
| Tuple of decayed child atom types. | |
| using | T = dom_type_t< Domain > |
| Scalar field for the atom domain. | |
| using | PointT = dom_point_t< Domain > |
| Point type accepted by the atom domain. | |
Public Member Functions | |
| constexpr | Ellipsoid (const PointT &c_in, const Mat &P_in, const Child &child_in) |
| CTOR for ellipsoidal set. | |
| constexpr bool | contains_impl (const PointT &x, T) const |
| contains function to see if x is in the ellipsoid (x - c)^T P^{-1} (x - c) <= 1 | |
| constexpr bool | is_well_formed () const |
| is_well_formed implementation checks to see if set is valid | |
| template<linalg::SquareMatrix Mat> requires (linalg::mat_cols_v<Mat> == N && std::same_as<T, linalg::matrix_scalar_t<Mat>>) | |
| constexpr auto | transform_impl (const affine::AffineMap< Mat > &map) const |
| transform set from an affine map | |
| template<typename Other > | |
| constexpr bool | is_equal_impl (const Other &other) const |
| equality comparison | |
| template<AtomType Type, conic::BuilderLike Builder> | |
| constexpr auto | canonicalize_set (const Builder &builder) const |
| canonicalize impl | |
Public Member Functions inherited from convex::ConvexSet< Meta, Ellipsoid< Meta, Child >, Child > | |
| constexpr | ConvexSet (const Child &child_in) |
| CTOR. | |
| constexpr void | validate_domain_impl () const |
| is_well_formed | |
| constexpr bool | contains (const PointT &x, T tol=1e-8) const |
| contains to check if the point lies in the convex set | |
| constexpr auto | transform (const affine::AffineMap< Mat > &map) const |
| transform convex set by affine map | |
| constexpr bool | operator== (const ConvexSet< Meta, OtherDerived, OtherChild > &other) const |
| equality comparison overload | |
| constexpr bool | operator!= (const ConvexSet< Meta, OtherDerived, OtherChild > &other) const |
| inequality comparison overload | |
| constexpr auto | canonicalize_impl (const Builder &builder) const |
| canonicalize | |
| constexpr auto | self () const |
| self function which returns a const ref to the derived object | |
Public Member Functions inherited from convex::Atom< Meta, Derived, Cs > | |
| constexpr | Atom () |
| Construct a leaf atom with no children. | |
| constexpr | Atom (ChildrenT child_in) |
| Construct an atom with normalized children. | |
| constexpr void | validate_fn_domain (const auto &child) const |
| Validate DCP composition for a function child. | |
| constexpr void | validate_domain () const |
| Validate child domains, signs, curvature, and composition rules. | |
| template<AtomType Type, conic::BuilderLike Builder> | |
| constexpr auto | canonicalize (const Builder &builder) const |
| Dispatch canonicalization to the derived atom. | |
| constexpr const Derived & | self () const |
| Return this object as the CRTP-derived atom type. | |
Public Attributes | |
| PointT | c |
| member variables in the ellipsoid | |
| Mat | P |
Public Attributes inherited from convex::Atom< Meta, Derived, Cs > | |
| ChildrenT | children |
| Tuple of normalized child atoms. | |
Additional Inherited Members | |
Static Public Attributes inherited from convex::Atom< Meta, Derived, Cs > | |
| static constexpr std::size_t | N = dom_size_v<Domain> |
| Domain dimension. | |
| static constexpr std::size_t | M = dom_size_v<Codomain> |
| Codomain dimension. | |
| static constexpr CurvatureType | Curvature = meta_curv_v<Meta> |
| Curvature declared by atom metadata. | |
| static constexpr VarType | DomSign = dom_vartype_v<Domain> |
| Domain sign declared by atom metadata. | |
| static constexpr VarType | CodomSign = dom_vartype_v<Codomain> |
| Codomain sign declared by atom metadata. | |
forward declaration of ellipsoid set
Ellipsoid defined as the following.
E = { x | (x - c)^T P (x - c) <= 1 } s.t. P in S^n_+
Definition at line 32 of file ellipsoid.hpp.
bring into scope the type traits from the base class
Definition at line 34 of file ellipsoid.hpp.
common mat type for P
Definition at line 42 of file ellipsoid.hpp.
|
inlineexplicitconstexpr |
CTOR for ellipsoidal set.
| center | point (i.e., n-dim vector of type T) |
| P | in S^n_+ |
| child |
Definition at line 51 of file ellipsoid.hpp.
|
inlineconstexpr |
canonicalize impl
E = { x | (x - c)^T P (x - c) <= 1, P in S^n_+ }
Eigen decomposition: P = V D V^T (x - c)^T V D V^T (x - c) <= 1 let u = V^T (x - c), u^T = (x-c)^T V
Let w = D^{1/2} V^T (x - c). Then (x - c)^T P (x - c) <= 1 <=> ||w||_2 <= 1.
Direct cone map: [ D^{1/2} V^T ] x + [ -D^{1/2} V^T c ] [ 0 ] [ 1 ] in K_soc
Definition at line 144 of file ellipsoid.hpp.
References convex::Ellipsoid< Meta, Child >::c, convex::Atom< Meta, Derived, Cs >::children, convex::dom_size_v, convex::Atom< Meta, Derived, Cs >::N, and convex::Ellipsoid< Meta, Child >::P.
|
inlineconstexpr |
contains function to see if x is in the ellipsoid (x - c)^T P^{-1} (x - c) <= 1
| point | x of type T with n elements |
| tolerance | of tyep T (ignored) |
Definition at line 64 of file ellipsoid.hpp.
References convex::Ellipsoid< Meta, Child >::c, convex::dom_size_v, and convex::Ellipsoid< Meta, Child >::P.
|
inlineconstexpr |
equality comparison
| convex | set |
Definition at line 120 of file ellipsoid.hpp.
References convex::Ellipsoid< Meta, Child >::c, convex::dom_size_v, and convex::Ellipsoid< Meta, Child >::P.
|
inlineconstexpr |
is_well_formed implementation checks to see if set is valid
Definition at line 79 of file ellipsoid.hpp.
References convex::dom_size_v, and convex::Ellipsoid< Meta, Child >::P.
|
inlineconstexpr |
transform set from an affine map
E = {x | (x - c)^T P (x - c) <= 1} f(x) = U x + t -> { y = f(x) | x in E } x = U^{-1}(y - t), sub back in we get... E' = {y | (U^{-1}(y - t) - c)^T P (U^{-1}(y - t) - c) <= 1} ... U^{-1}(y - t) - c to U^{-1}(y - (U c + t) E' = { y | (y - (U c + t))^T U^{-T} P U^{-1} (y - (U c + t)) <= 1
c' = U c + t P' = U^{-T} P u
| Affine | map |
Definition at line 104 of file ellipsoid.hpp.
References convex::Ellipsoid< Meta, Child >::c, convex::Atom< Meta, Derived, Cs >::children, convex::dom_size_v, and convex::Ellipsoid< Meta, Child >::P.
member variables in the ellipsoid
Definition at line 184 of file ellipsoid.hpp.
Referenced by convex::Ellipsoid< Meta, Child >::canonicalize_set(), convex::Ellipsoid< Meta, Child >::contains_impl(), convex::Ellipsoid< Meta, Child >::is_equal_impl(), and convex::Ellipsoid< Meta, Child >::transform_impl().
Definition at line 185 of file ellipsoid.hpp.
Referenced by convex::Ellipsoid< Meta, Child >::canonicalize_set(), convex::Ellipsoid< Meta, Child >::contains_impl(), convex::Ellipsoid< Meta, Child >::is_equal_impl(), convex::Ellipsoid< Meta, Child >::is_well_formed(), and convex::Ellipsoid< Meta, Child >::transform_impl().