The SSQP Solver¶

ssqp::solvers::ssqp is the outer SQP loop. See The SSQP Solver in Concepts for the conceptual explanation (termination criteria, line search methods, QP solver selection). The reference below is generated directly from include/solvers/ssqp.hpp's own doc comments, including the nested Params, Guess, IterationConvergenceData and ConvergenceData types (each also has its own full page, linked from the "Classes" table below).

Class ssqp::solvers::ssqp¶

ClassList > ssqp > solvers > ssqp

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#include <ssqp.hpp>

Classes¶

Type	Name
struct	ConvergenceData
struct	Guess
struct	IterationConvergenceData
struct	Params

Public Types¶

Type	Name
enum	LineSearchMethod
enum	QPSolverType

Public Functions¶

Type	Name
const ConvergenceData	convergenceData () const
MatX	feedbackGain (const uint k) const
const model::Model &	model () const
void	reinitialize ()
void	setReducedOutput (const bool reduced)
SolverState	solve (Guess & guess)
	ssqp (model::Model & model, const Params & params=Params::Default())
	ssqp (const model::Model & model, const Params & params=Params::Default())
bool	write (const std::string & filepath)

Detailed Description¶

SSQP class Defines an SSQP problem solver based on a given SSQP model and the desired parameters.

SSQP is a Structure-exploiting Sequential Quadratic Programming solver. The solver starts with an initial guess (either provided, or zero) for the states (x) and controls (u) of an optimization problem over a time horizon H.

At each step, SSQP constructs a Quadratic Program at the current SSQP guess with a quadratic cost function and linearized constraints. This is done using the SSQP model, a model of the system being optimized which provides the necessary methods to linearize at each guess, like gradients and hessians.

The solver then utilizes a QP solver to produce a solution to the constructed QP, which can act as an update step for the current SSQP guess. Based on this solution, a line search method is used to update the current guess.

Termination criteria are then checked for the new SSQP guess. The process is repeated until convergence is reached.

Public Types Documentation¶

enum LineSearchMethod¶

enum ssqp::solvers::ssqp::LineSearchMethod {
    Filter,
    Merit
};

enum QPSolverType¶

enum ssqp::solvers::ssqp::QPSolverType {
    ADMM,
    HPIPM
};

Public Functions Documentation¶

function convergenceData¶

const ConvergenceData ssqp::solvers::ssqp::convergenceData () const

function feedbackGain¶

MatX ssqp::solvers::ssqp::feedbackGain (
    const uint k
) const

function model¶

const model::Model & ssqp::solvers::ssqp::model () const

function reinitialize¶

void ssqp::solvers::ssqp::reinitialize ()

function setReducedOutput¶

void ssqp::solvers::ssqp::setReducedOutput (
    const bool reduced
)

function solve¶

SolverState ssqp::solvers::ssqp::solve (
    Guess & guess
)

function ssqp [1/2]¶

ssqp::solvers::ssqp::ssqp (
    model::Model & model,
    const Params & params=Params::Default()
)

function ssqp [2/2]¶

ssqp::solvers::ssqp::ssqp (
    const model::Model & model,
    const Params & params=Params::Default()
)

function write¶

bool ssqp::solvers::ssqp::write (
    const std::string & filepath
)

The documentation for this class was generated from the following file /home/runner/work/ssqp/ssqp/include/solvers/ssqp.hpp