optas.optimization Namespace Reference

Classes
class	Optimization
	Base optimization class. More...
class	QuadraticCostUnconstrained
	Unconstrained Quadratic Program. More...
class	QuadraticCostLinearConstraints
	Linear constrained Quadratic Program. More...
class	QuadraticCostNonlinearConstraints
	Nonlinear constrained optimization problem with quadratic cost function. More...
class	NonlinearCostUnconstrained
	Unconstrained optimization problem. More...
class	NonlinearCostLinearConstraints
	Linear constrained optimization problem. More...
class	NonlinearCostNonlinearConstraints
	Nonlinear constrained optimization problem. More...
class	MixedIntegerNonlinearCostNonlinearConstrained

Functions
Tuple[cs.Function]	derive_jacobian_and_hessian_functions (str name, cs.Function fun, CasADiArrayType x, CasADiArrayType p)
	Compute the Jacobian and Hessian for a given function using automatic differentiation. More...
cs.Function	vertcon (CasADiArrayType x, CasADiArrayType p, List[cs.Function] ineq=[], List[cs.Function] eq=[])
	Align inequality and equality constraints vertically. More...

Function Documentation

derive_jacobian_and_hessian_functions()

Tuple[cs.Function] optas.optimization.derive_jacobian_and_hessian_functions	(	str	name,
		cs.Function	fun,
		CasADiArrayType	x,
		CasADiArrayType	p
	)

Compute the Jacobian and Hessian for a given function using automatic differentiation.

Parameters

name	The function name.
fun	The CasADi function.
x	The variables of the function.
p	The parameters of the function.

Returns

The Jacobian and Hessian that are the derivatives of the function wrt the variables x.

vertcon()

cs.Function optas.optimization.vertcon	(	CasADiArrayType	x,
		CasADiArrayType	p,
		List[cs.Function]	ineq = [],
		List[cs.Function]	eq = []
	)

Align inequality and equality constraints vertically.

Given an inequality constraint ineq(x, p) and equality constraint eq(x, p). The method that is returned evaluates the following array.

          [ ineq(x, p) ]
v(x, p) = [   eq(x, p) ]
          [  -eq(x, p) ]

Parameters

x	The variables of the functions.
p	The parameters of the functions.
ineq	A list of inequality constraints.
eq	A list of equality constraints.

Returns

A CasADi function that evaluates the constraints in the form v(x, p) >= 0 (see above).