ilqgames
A new real-time solver for large-scale differential games.
quadratic_cost.h
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34  * Authors: David Fridovich-Keil ( dfk@eecs.berkeley.edu )
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36 
37 ///////////////////////////////////////////////////////////////////////////////
38 //
39 // Quadratic cost in a particular (or all) dimension(s).
40 //
41 ///////////////////////////////////////////////////////////////////////////////
42 
43 #ifndef ILQGAMES_COST_QUADRATIC_COST_H
44 #define ILQGAMES_COST_QUADRATIC_COST_H
45 
46 #include <ilqgames/cost/time_invariant_cost.h>
47 #include <ilqgames/utils/types.h>
48 
49 #include <string>
50 
51 namespace ilqgames {
52 
54  public:
55  // Construct from a multiplicative weight and the dimension in which to apply
56  // the quadratic cost (difference from nominal). If dimension < 0, then
57  // applies to all dimensions (i.e. ||input - nominal * ones()||^2).
58  QuadraticCost(float weight, Dimension dim, float nominal = 0.0,
59  const std::string& name = "")
60  : TimeInvariantCost(weight, name), dimension_(dim), nominal_(nominal) {}
61 
62  // Evaluate this cost at the current input.
63  float Evaluate(const VectorXf& input) const;
64 
65  // Quadraticize this cost at the given input, and add to the running
66  // sum of gradients and Hessians.
67  void Quadraticize(const VectorXf& input, MatrixXf* hess,
68  VectorXf* grad) const;
69 
70  private:
71  // Dimension in which to apply the quadratic cost.
72  const Dimension dimension_;
73 
74  // Nominal value in this (or all) dimensions.
75  const float nominal_;
76 }; //\class QuadraticCost
77 
78 } // namespace ilqgames
79 
80 #endif