#include <systemce.h>

Collaboration diagram for gcop::SystemCe< T, n, c, np, ntp, Tc >:

Public Member Functions
	SystemCe (System< T, n, c, np > &sys, Cost< T, n, c, np, Tc > &cost, vector< double > &ts, vector< T > &xs, vector< Vectorcd > &us, Vectormd *p, vector< Vectorcd > &dus, vector< Vectorcd > &es, bool update=true)
	SystemCe (System< T, n, c, np > &sys, Cost< T, n, c, np, Tc > &cost, Tparam< T, n, c, np, ntp, Tc > &tp, vector< double > &ts, vector< T > &xs, vector< Vectorcd > &us, Vectormd *p, vector< Vectorcd > &dus, vector< Vectorcd > &es, bool update=true)
	SystemCe (System< T, n, c, np > &sys, Cost< T, n, c, np, Tc > &cost, Tparam< T, n, c, np, ntp, Tc > &tp, vector< double > &ts, vector< T > &xs, vector< Vectorcd > &us, Vectormd *p, VectorXd &dss, VectorXd &dess, bool update=true)
	SystemCe (System< T, n, c, np > &sys, Cost< T, n, c, np, Tc > &cost, Tparam< T, n, c, np, ntp, Tc > &tp, Creator< Tc > contextSampler, vector< double > &ts, vector< T > &xs, vector< Vectorcd > &us, Vectormd p, Vectortpd &mu0, Matrixtpd &P0, Matrixtpd &S, bool update=true)
virtual	~SystemCe ()
void	Iterate (bool updatexsfromus=true)
double	Update (std::vector< T > &xs, const std::vector< Vectorcd > &us, bool evalCost=true)
void	us2z (Vectortpd &z, const std::vector< Vectorcd > &us) const
void	z2us (std::vector< Vectorcd > &us, const Vectortpd &z) const
	SystemCe (System< T, n, c, np > &sys, Cost< T, n, c, np > &cost, vector< double > &ts, vector< T > &xs, vector< Vectorcd > &us, Vectormd *p, vector< Vectorcd > &dus, vector< Vectorcd > &es, bool update=true)
	SystemCe (System< T, n, c, np > &sys, Cost< T, n, c, np > &cost, Tparam< T, n, c, np, ntp > &tp, vector< double > &ts, vector< T > &xs, vector< Vectorcd > &us, Vectormd *p, vector< Vectorcd > &dus, vector< Vectorcd > &es, bool update=true)
virtual	~SystemCe ()
void	Iterate ()
double	Update (std::vector< T > &xs, const std::vector< Vectorcd > &us, bool evalCost=true)
void	us2z (Vectortpd &z, const std::vector< Vectorcd > &us) const
void	z2us (std::vector< Vectorcd > &us, const Vectortpd &z) const
Public Attributes
System< T, n, c, np > &	sys
	dynamical system
Cost< T, n, c, np, Tc > &	cost
	given cost function
Tparam< T, n, c, np, ntp, Tc > *	tp
	trajectory parametrization
Creator< Tc > *	contextSampler
	context sampler
std::vector< double > &	ts
	times (N+1) vector
std::vector< T > &	xs
	states (N+1) vector
std::vector< Vectorcd > &	us
	controls (N) vector
Vectormd *	p
	system internal parameters
std::vector< Vectorcd > &	dus
	control standard deviations (N) vector
std::vector< T >	xss
	states (N+1) vector
std::vector< Vectorcd >	uss
	controls (N) vector
std::vector< std::vector< T > >	xsas
	all state samples
std::vector< std::vector < Vectorcd > >	usas
	all control samples
std::vector< bool >	bs
	all samples feasibility
int	N
	number of discrete trajectory segments
Ce< ntp >	ce
	GMM-based cross-entropy algorithm.
int	Ns
	number of cross-entropy samples
double	J
	optimal cost
bool	enforceUpperBound
	whether to discard any samples with cost > Jub (true by default)
bool	updateUpperBound
	after every iteration Jub is updated to be the current max cost (true by default)
double	Jub
	allowed cost upper bound (inf by default)
Vectortpd	zmin
	Current best z corresponding to J.
int	nofevaluations
	Number of evaluations at any point of time.
bool	debug
	whether to display debugging info
RenderFunc *	external_render
	RenderFunction for rendering samples.
Cost< T, n, c, np > &	cost
	given cost function
Tparam< T, n, c, np, ntp > *	tp
	trajectory parametrization

Detailed Description

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>
class gcop::SystemCe< T, n, c, np, ntp, Tc >

The CE method for dynamical systems

Note: the vector dus should denote the variances along the diagonal of the initial distribution

Authors: Marin Kobilarov, Gowtham Garimella

Constructor & Destructor Documentation

template<typename T, int n, int c, int np, int ntp, typename Tc>

gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe	(	System< T, n, c, np > &	sys,
		Cost< T, n, c, np, Tc > &	cost,
		vector< double > &	ts,
		vector< T > &	xs,
		vector< Vectorcd > &	us,
		Vectormd *	p,
		vector< Vectorcd > &	dus,
		vector< Vectorcd > &	es,
		bool	update = `true`
	)

Create an optimal control problem using a system, a cost, and a trajectory given by a sequence of times, states, and controls. The times ts must be given, the initial state xs[0] must be set, and the optimization will be performed over the controls us

Parameters:

sys	system
cost	cost
ts	(N+1) sequence of discrete times
xs	(N+1) sequence of discrete states
us	(N) sequence of control inputs
p	(np-size) system parameters (set to 0 if none)
dus	(N) initial control standard deviations (determines how widespread the initial distro is)
es	(N) zero-mean regularization/local-exploration noise variances
update	whether to update trajectory xs using initial state xs[0] and inputs us. This is necessary only if xs was not already generated from us.

template<typename T, int n, int c, int np, int ntp, typename Tc>

gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe	(	System< T, n, c, np > &	sys,
		Cost< T, n, c, np, Tc > &	cost,
		Tparam< T, n, c, np, ntp, Tc > &	tp,
		vector< double > &	ts,
		vector< T > &	xs,
		vector< Vectorcd > &	us,
		Vectormd *	p,
		vector< Vectorcd > &	dus,
		vector< Vectorcd > &	es,
		bool	update = `true`
	)

Create an optimal control problem using a system, a cost, and a trajectory parametrized using a finite set of parameters of dimension ntp The parametrization Tparam defines a mapping between the parameters and a discrete trajectory at times ts, states xs, and control us (and optionally system parameters p) Optimization occurs over the parametrization.

Parameters:

sys	system
cost	cost
tp	trajectory parametrization
ts	(N+1) sequence of discrete times
xs	(N+1) sequence of discrete states
us	(N) sequence of control inputs
p	(np-size) system parameters (set to 0 if none)
dus	(N) initial control standard deviations (determines how widespread the initial distro is)
es	(N) zero-mean regularization/local-exploration noise variances
update	whether to update trajectory xs using initial state xs[0] and inputs us. This is necessary only if xs was not already generated from us.

template<typename T, int n, int c, int np, int ntp, typename Tc>

gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe	(	System< T, n, c, np > &	sys,
		Cost< T, n, c, np, Tc > &	cost,
		Tparam< T, n, c, np, ntp, Tc > &	tp,
		vector< double > &	ts,
		vector< T > &	xs,
		vector< Vectorcd > &	us,
		Vectormd *	p,
		VectorXd &	dss,
		VectorXd &	dess,
		bool	update = `true`
	)

Create an optimal control problem using a system, a cost, and a trajectory parametrized using a finite set of parameters of dimension ntp The parametrization Tparam defines a mapping between the parameters and a discrete trajectory at times ts, states xs, and control us (and optionally system parameters p) Optimization occurs over the parametrization.

Parameters:

sys	system
cost	cost
tp	trajectory parametrization
ts	(N+1) sequence of discrete times
xs	(N+1) sequence of discrete states
us	(N) sequence of control inputs
p	(np-size) system parameters (set to 0 if none)
dss	(N) initial tparam variances (determines how widespread the initial distro is)
dess	(N) zero-mean regularization/local-exploration noise variances
update	whether to update trajectory xs using initial state xs[0] and inputs us. This is necessary only if xs was not already generated from us.

References gcop::SystemCe< T, n, c, np, ntp, Tc >::ce, gcop::Ce< _n >::gmm, gcop::SystemCe< T, n, c, np, ntp, Tc >::J, gcop::SystemCe< T, n, c, np, ntp, Tc >::N, gcop::Tparam< T, nx, nu, np, _ntp, Tc >::ntp, gcop::Ce< _n >::S, gcop::Tparam< T, nx, nu, np, _ntp, Tc >::To(), gcop::SystemCe< T, n, c, np, ntp, Tc >::Update(), gcop::SystemCe< T, n, c, np, ntp, Tc >::uss, and gcop::SystemCe< T, n, c, np, ntp, Tc >::xss.

template<typename T, int n, int c, int np, int ntp, typename Tc>

gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe	(	System< T, n, c, np > &	sys,
		Cost< T, n, c, np, Tc > &	cost,
		Tparam< T, n, c, np, ntp, Tc > &	tp,
		Creator< Tc > *	contextSampler,
		vector< double > &	ts,
		vector< T > &	xs,
		vector< Vectorcd > &	us,
		Vectormd *	p,
		Vectortpd &	mu0,
		Matrixtpd &	P0,
		Matrixtpd &	S,
		bool	update = `true`
	)

Create an optimal control problem using a system, a cost, and a trajectory parametrized using a finite set of parameters of dimension ntp The parametrization Tparam defines a mapping between the parameters and a discrete trajectory at times ts, states xs, and control us (and optionally system parameters p) For this cosntructor, it is not necessary to have a mapping from discrete trajectory to tparam, but only fro tparam to discrete trajectory.

Parameters:

sys	system
cost	cost
tp	trajectory parametrization
ts	(N+1) sequence of discrete times
xs	(N+1) sequence of discrete states
us	(N) sequence of control inputs
p	(np-size) system parameters (set to 0 if none)
mu0	(N) initial tparam parameters mean
P0	(N) initial tparam parameters covaraiance
S	(N) zero-mean regularization/local-exploration noise variances
update	whether to update trajectory xs using initial state xs[0] and inputs us. This is necessary only if xs was not already generated from us.

References gcop::SystemCe< T, n, c, np, ntp, Tc >::ce, gcop::Tparam< T, nx, nu, np, _ntp, Tc >::From(), gcop::Ce< _n >::gmm, gcop::SystemCe< T, n, c, np, ntp, Tc >::N, gcop::Tparam< T, nx, nu, np, _ntp, Tc >::ntp, gcop::Ce< _n >::S, gcop::Tparam< T, nx, nu, np, _ntp, Tc >::SetContext(), gcop::SystemCe< T, n, c, np, ntp, Tc >::uss, and gcop::SystemCe< T, n, c, np, ntp, Tc >::xss.

template<typename T , int n, int c, int np, int ntp>

gcop::SystemCe< T, n, c, np, ntp >::~SystemCe ( ) [virtual]

template<typename T, int n, int c, int np, int ntp>

gcop::SystemCe< T, n, c, np, ntp >::SystemCe	(	System< T, n, c, np > &	sys,
		Cost< T, n, c, np > &	cost,
		vector< double > &	ts,
		vector< T > &	xs,
		vector< Vectorcd > &	us,
		Vectormd *	p,
		vector< Vectorcd > &	dus,
		vector< Vectorcd > &	es,
		bool	update = `true`
	)

Create an optimal control problem using a system, a cost, and a trajectory given by a sequence of times, states, and controls. The times ts must be given, the initial state xs[0] must be set, and the controls us will be used as an initial guess for the optimization.

After initialization, every call to Iterate() will optimize the controls us and states xs and modify them accordingly. Problems involving time-optimization will also modify the sequence of times ts.

Parameters:

sys	system
cost	cost
ts	(N+1) sequence of discrete times
xs	(N+1) sequence of discrete states
us	(N) sequence of control inputs
p	(np-size) system parameters (set to 0 if none)
dus	(N) initial control variations (determines how widespread the initial distro is)
es	(N) zero-mean regularization/local-exploration noise variances
update	whether to update trajectory xs using initial state xs[0] and inputs us. This is necessary only if xs was not already generated from us.

template<typename T, int n, int c, int np, int ntp>

gcop::SystemCe< T, n, c, np, ntp >::SystemCe	(	System< T, n, c, np > &	sys,
		Cost< T, n, c, np > &	cost,
		Tparam< T, n, c, np, ntp > &	tp,
		vector< double > &	ts,
		vector< T > &	xs,
		vector< Vectorcd > &	us,
		Vectormd *	p,
		vector< Vectorcd > &	dus,
		vector< Vectorcd > &	es,
		bool	update = `true`
	)

Create an optimal control problem using a system, a cost, and a trajectory given by a sequence of times, states, and controls. The times ts must be given, the initial state xs[0] must be set, and the controls us will be used as an initial guess for the optimization.

After initialization, every call to Iterate() will optimize the controls us and states xs and modify them accordingly. Problems involving time-optimization will also modify the sequence of times ts.

Parameters:

sys	system
cost	cost
tp	trajectory parametrization
ts	(N+1) sequence of discrete times
xs	(N+1) sequence of discrete states
us	(N) sequence of control inputs
p	(np-size) system parameters (set to 0 if none)
dus	(N) initial control variations (determines how widespread the initial distro is)
es	(N) zero-mean regularization/local-exploration noise variances
update	whether to update trajectory xs using initial state xs[0] and inputs us. This is necessary only if xs was not already generated from us.

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

virtual gcop::SystemCe< T, n, c, np, ntp, Tc >::~SystemCe ( ) [virtual]

Member Function Documentation

template<typename T , int n, int c, int np, int ntp>

void gcop::SystemCe< T, n, c, np, ntp >::Iterate ( )

Perform one SYSTEMCE iteration.

template<typename T , int n, int c, int np, int ntp, typename Tc >

void gcop::SystemCe< T, n, c, np, ntp, Tc >::Iterate ( bool updatexsfromus = true )

Perform one SYSTEMCE iteration.

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

double gcop::SystemCe< T, n, c, np, ntp, Tc >::Update	(	std::vector< T > &	xs,
		const std::vector< Vectorcd > &	us,
		bool	evalCost = `true`
	)

Generate a full trajectory (xs and us) from a parameter z and (optionally) return its cost

Parameters:

xs	trajectory
us	controls
evalCost	whether to compute and return the trajectory cost

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

double gcop::SystemCe< T, n, c, np, ntp, Tc >::Update	(	std::vector< T > &	xs,
		const std::vector< Vectorcd > &	us,
		bool	evalCost = `true`
	)

Generate a full trajectory (xs and us) from a parameter z and (optionally) return its cost

Parameters:

xs	trajectory
us	controls
evalCost	whether to compute and return the trajectory cost

Referenced by gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe().

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

void gcop::SystemCe< T, n, c, np, ntp, Tc >::us2z	(	Vectortpd &	z,
		const std::vector< Vectorcd > &	us
	)		const

template<typename T , int n, int c, int np, int ntp>

void gcop::SystemCe< T, n, c, np, ntp >::us2z	(	Vectortpd &	z,
		const std::vector< Vectorcd > &	us
	)		const

Referenced by gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe().

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

void gcop::SystemCe< T, n, c, np, ntp, Tc >::z2us	(	std::vector< Vectorcd > &	us,
		const Vectortpd &	z
	)		const

template<typename T , int n, int c, int np, int ntp>

void gcop::SystemCe< T, n, c, np, ntp >::z2us	(	std::vector< Vectorcd > &	us,
		const Vectortpd &	z
	)		const

Member Data Documentation

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

std::vector< bool > gcop::SystemCe< T, n, c, np, ntp, Tc >::bs

all samples feasibility

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

Ce< ntp > gcop::SystemCe< T, n, c, np, ntp, Tc >::ce

GMM-based cross-entropy algorithm.

Referenced by gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe().

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

Creator<Tc>* gcop::SystemCe< T, n, c, np, ntp, Tc >::contextSampler

context sampler

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

Cost<T, n, c, np>& gcop::SystemCe< T, n, c, np, ntp, Tc >::cost

given cost function

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

Cost<T, n, c, np, Tc>& gcop::SystemCe< T, n, c, np, ntp, Tc >::cost

given cost function

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

bool gcop::SystemCe< T, n, c, np, ntp, Tc >::debug

whether to display debugging info

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

std::vector< Vectorcd > & gcop::SystemCe< T, n, c, np, ntp, Tc >::dus

control standard deviations (N) vector

control variation (N) vector

Referenced by gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe().

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

bool gcop::SystemCe< T, n, c, np, ntp, Tc >::enforceUpperBound

whether to discard any samples with cost > Jub (true by default)

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

RenderFunc * gcop::SystemCe< T, n, c, np, ntp, Tc >::external_render

RenderFunction for rendering samples.

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

double gcop::SystemCe< T, n, c, np, ntp, Tc >::J

optimal cost

Referenced by gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe().

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

double gcop::SystemCe< T, n, c, np, ntp, Tc >::Jub

allowed cost upper bound (inf by default)

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

int gcop::SystemCe< T, n, c, np, ntp, Tc >::N

number of discrete trajectory segments

Referenced by gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe().

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

int gcop::SystemCe< T, n, c, np, ntp, Tc >::nofevaluations

Number of evaluations at any point of time.

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

int gcop::SystemCe< T, n, c, np, ntp, Tc >::Ns

number of cross-entropy samples

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

Vectormd * gcop::SystemCe< T, n, c, np, ntp, Tc >::p

system internal parameters

controls (N) vector

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

System< T, n, c, np > & gcop::SystemCe< T, n, c, np, ntp, Tc >::sys

dynamical system

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

Tparam<T, n, c, np, ntp>* gcop::SystemCe< T, n, c, np, ntp, Tc >::tp

trajectory parametrization

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

Tparam<T, n, c, np, ntp, Tc>* gcop::SystemCe< T, n, c, np, ntp, Tc >::tp

trajectory parametrization

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

std::vector< double > & gcop::SystemCe< T, n, c, np, ntp, Tc >::ts

times (N+1) vector

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

bool gcop::SystemCe< T, n, c, np, ntp, Tc >::updateUpperBound

after every iteration Jub is updated to be the current max cost (true by default)

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

std::vector< Vectorcd > & gcop::SystemCe< T, n, c, np, ntp, Tc >::us

controls (N) vector

Referenced by gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe().

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

std::vector< std::vector<Vectorcd> > gcop::SystemCe< T, n, c, np, ntp, Tc >::usas

all control samples

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

std::vector< Vectorcd > gcop::SystemCe< T, n, c, np, ntp, Tc >::uss

controls (N) vector

Referenced by gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe().

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

std::vector< T > & gcop::SystemCe< T, n, c, np, ntp, Tc >::xs

states (N+1) vector

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

std::vector< std::vector<T> > gcop::SystemCe< T, n, c, np, ntp, Tc >::xsas

all state samples

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

std::vector< T > gcop::SystemCe< T, n, c, np, ntp, Tc >::xss

states (N+1) vector

Referenced by gcop::SystemCe< T, n, c, np, ntp, Tc >::SystemCe().

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>

Vectortpd gcop::SystemCe< T, n, c, np, ntp, Tc >::zmin

Current best z corresponding to J.

The documentation for this class was generated from the following files:

lib/algos/systemce.h
lib/algos/systemcewithsddp.h

Public Member Functions

Public Attributes

Detailed Description

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T> class gcop::SystemCe< T, n, c, np, ntp, Tc >

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation

template<typename T, int n = Dynamic, int c = Dynamic, int np = Dynamic, int ntp = Dynamic, typename Tc = T>
class gcop::SystemCe< T, n, c, np, ntp, Tc >