OpTaS
1.0.7
An optimization-based task specification library for trajectory optimization and model predictive control.
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Classes | |
class | optas.optimization.Optimization |
Base optimization class. More... | |
class | optas.optimization.QuadraticCostUnconstrained |
Unconstrained Quadratic Program. More... | |
class | optas.optimization.QuadraticCostLinearConstraints |
Linear constrained Quadratic Program. More... | |
class | optas.optimization.QuadraticCostNonlinearConstraints |
Nonlinear constrained optimization problem with quadratic cost function. More... | |
class | optas.optimization.NonlinearCostUnconstrained |
Unconstrained optimization problem. More... | |
class | optas.optimization.NonlinearCostLinearConstraints |
Linear constrained optimization problem. More... | |
class | optas.optimization.NonlinearCostNonlinearConstraints |
Nonlinear constrained optimization problem. More... | |
class | optas.optimization.MixedIntegerNonlinearCostNonlinearConstrained |
Namespaces | |
optas.optimization | |
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. More... | |
cs.Function | optas.optimization.vertcon (CasADiArrayType x, CasADiArrayType p, List[cs.Function] ineq=[], List[cs.Function] eq=[]) |
Align inequality and equality constraints vertically. More... | |