quadratic_cost.cpp

/*
 * Copyright (c) 2019, The Regents of the University of California (Regents).
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 *    2. Redistributions in binary form must reproduce the above
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 *    3. Neither the name of the copyright holder nor the names of its
 *       contributors may be used to endorse or promote products derived
 *       from this software without specific prior written permission.
 *
 * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS AS IS
 * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
 * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE
 * ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE
 * LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR
 * CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF
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 * INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN
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 * Please contact the author(s) of this library if you have any questions.
 * Authors: David Fridovich-Keil   ( dfk@eecs.berkeley.edu )
 */

///////////////////////////////////////////////////////////////////////////////
//
// Quadratic cost in a particular (or all) dimension(s).
//
///////////////////////////////////////////////////////////////////////////////

#include <ilqgames/cost/quadratic_cost.h>
#include <ilqgames/utils/types.h>

#include <glog/logging.h>
#include <numeric>

namespace ilqgames {

float QuadraticCost::Evaluate(const VectorXf& input) const {
  CHECK_LT(dimension_, input.size());

  // If dimension non-negative, then just square the desired dimension.
  if (dimension_ >= 0) {
    const float delta = input(dimension_) - nominal_;
    return 0.5 * weight_ * delta * delta;
  }

  // Otherwise, cost is squared 2-norm of entire input.
  return 0.5 * weight_ *
         (input - VectorXf::Constant(input.size(), nominal_)).squaredNorm();
}

void QuadraticCost::Quadraticize(const VectorXf& input, MatrixXf* hess,
                                 VectorXf* grad) const {
  CHECK_LT(dimension_, input.size());
  CHECK_NOTNULL(hess);
  CHECK_NOTNULL(grad);

  // Check dimensions.
  CHECK_EQ(input.size(), hess->rows());
  CHECK_EQ(input.size(), hess->cols());
  CHECK_EQ(input.size(), grad->size());

  // Handle single dimension case first.
  if (dimension_ >= 0) {
    const float delta = input(dimension_) - nominal_;
    const float dx = weight_ * delta;
    const float ddx = weight_;

    (*grad)(dimension_) += dx;
    (*hess)(dimension_, dimension_) += ddx;
  }

  // Handle dimension < 0 case.
  else {
    const VectorXf delta = input - VectorXf::Constant(input.size(), nominal_);

    *grad += weight_ * delta;
    hess->diagonal() =
      hess->diagonal() + VectorXf::Constant(input.size(), weight_);
  }
}

}  // namespace ilqgames