Yuval Tassa
8957976674
PiperOrigin-RevId: 474256629 Change-Id: I87d70fe6899608122fe0688b017420a3e81afae2
103 lines
4.4 KiB
C
103 lines
4.4 KiB
C
// Copyright 2021 DeepMind Technologies Limited
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//
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// Licensed under the Apache License, Version 2.0 (the "License");
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// you may not use this file except in compliance with the License.
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// You may obtain a copy of the License at
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//
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// http://www.apache.org/licenses/LICENSE-2.0
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//
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// Unless required by applicable law or agreed to in writing, software
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// distributed under the License is distributed on an "AS IS" BASIS,
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// WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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// See the License for the specific language governing permissions and
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// limitations under the License.
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#ifndef MUJOCO_SRC_ENGINE_ENGINE_UTIL_SOLVE_H_
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#define MUJOCO_SRC_ENGINE_ENGINE_UTIL_SOLVE_H_
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#include <mujoco/mjdata.h>
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#include <mujoco/mjexport.h>
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#include <mujoco/mjmodel.h>
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#ifdef __cplusplus
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extern "C" {
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#endif
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// Cholesky decomposition: mat = L*L'; return rank
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MJAPI int mju_cholFactor(mjtNum* mat, int n, mjtNum mindiag);
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// Cholesky solve
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MJAPI void mju_cholSolve(mjtNum* res, const mjtNum* mat, const mjtNum* vec, int n);
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// Cholesky rank-one update: L*L' +/- x*x'; return rank
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MJAPI int mju_cholUpdate(mjtNum* mat, mjtNum* x, int n, int flg_plus);
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// sparse reverse-order Cholesky decomposition: mat = L'*L; return 'rank'
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// mat must have uncompressed layout; rownnz is modified to end at diagonal
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int mju_cholFactorSparse(mjtNum* mat, int n, mjtNum mindiag,
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int* rownnz, int* rowadr, int* colind,
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mjData* d);
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// sparse reverse-order Cholesky solve
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void mju_cholSolveSparse(mjtNum* res, const mjtNum* mat, const mjtNum* vec, int n,
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const int* rownnz, const int* rowadr, const int* colind);
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// sparse reverse-order Cholesky rank-one update: L'*L +/i x*x'; return rank
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// x is sparse, change in sparsity pattern of mat is not allowed
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int mju_cholUpdateSparse(mjtNum* mat, mjtNum* x, int n, int flg_plus,
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int* rownnz, int* rowadr, int* colind, int x_nnz, int* x_ind,
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mjData* d);
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// sparse reverse-order LU factorization, no fill-in (assuming tree topology)
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// LU = L + U; original = (U+I) * L; scratch is size n
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void mju_factorLUSparse(mjtNum *LU, int n, int* scratch,
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const int *rownnz, const int *rowadr, const int *colind);
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// solve mat*res=vec given LU factorization of mat
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void mju_solveLUSparse(mjtNum *res, const mjtNum *LU, const mjtNum* vec, int n,
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const int *rownnz, const int *rowadr, const int *colind);
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// eigenvalue decomposition of symmetric 3x3 matrix
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MJAPI int mju_eig3(mjtNum* eigval, mjtNum* eigvec, mjtNum quat[4], const mjtNum mat[9]);
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// solve QCQP in 2 dimensions:
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// min 0.5*x'*A*x + x'*b s.t. sum (xi/di)^2 <= r^2
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// return 0 if unconstrained, 1 if constrained
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MJAPI int mju_QCQP2(mjtNum* res, const mjtNum* Ain, const mjtNum* bin, const mjtNum* d, mjtNum r);
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// solve QCQP in 3 dimensions:
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// min 0.5*x'*A*x + x'*b s.t. sum (xi/di)^2 <= r^2
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// return 0 if unconstrained, 1 if constrained
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MJAPI int mju_QCQP3(mjtNum* res, const mjtNum* Ain, const mjtNum* bin, const mjtNum* d, mjtNum r);
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// solve QCQP in n<=5 dimensions:
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// min 0.5*x'*A*x + x'*b s.t. sum (xi/di)^2 <= r^2
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// return 0 if unconstrained, 1 if constrained
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int mju_QCQP(mjtNum* res, const mjtNum* Ain, const mjtNum* bin, const mjtNum* d, mjtNum r, int n);
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// solve box-constrained Quadratic Program
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// min 0.5*x'*H*x + x'*g s.t. lower <= x <=upper
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// return rank of unconstrained subspace or -1 on failure
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MJAPI int mju_boxQP(mjtNum* res, mjtNum* R, int* index,
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const mjtNum* H, const mjtNum* g, int n,
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const mjtNum* lower, const mjtNum* upper);
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// allocate memory for box-constrained Quadratic Program
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MJAPI void mju_boxQPmalloc(mjtNum** res, mjtNum** R, int** index,
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mjtNum** H, mjtNum** g, int n,
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mjtNum** lower, mjtNum** upper);
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// minimize 0.5*x'*H*x + x'*g s.t. lower <= x <=upper, explicit options (see implemetation)
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MJAPI int mju_boxQPoption(mjtNum* res, mjtNum* R, int* index,
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const mjtNum* H, const mjtNum* g, int n,
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const mjtNum* lower, const mjtNum* upper,
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int maxiter, mjtNum mingrad, mjtNum backtrack,
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mjtNum minstep, mjtNum armijo,
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char* log, int logsz);
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#ifdef __cplusplus
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}
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#endif
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#endif // MUJOCO_SRC_ENGINE_ENGINE_UTIL_SOLVE_H_
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