quadratic_cost.h

/*
 * Copyright (c) 2019, The Regents of the University of California (Regents).
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 *       notice, this list of conditions and the following disclaimer.
 *
 *    2. Redistributions in binary form must reproduce the above
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 *       with the distribution.
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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
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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).
//
///////////////////////////////////////////////////////////////////////////////

#ifndef ILQGAMES_COST_QUADRATIC_COST_H
#define ILQGAMES_COST_QUADRATIC_COST_H

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

#include <string>

namespace ilqgames {

class QuadraticCost : public TimeInvariantCost {
 public:
  // Construct from a multiplicative weight and the dimension in which to apply
  // the quadratic cost (difference from nominal). If dimension < 0, then
  // applies to all dimensions (i.e. ||input - nominal * ones()||^2).
  QuadraticCost(float weight, Dimension dim, float nominal = 0.0,
                const std::string& name = "")
      : TimeInvariantCost(weight, name), dimension_(dim), nominal_(nominal) {}

  // Evaluate this cost at the current input.
  float Evaluate(const VectorXf& input) const;

  // Quadraticize this cost at the given input, and add to the running
  // sum of gradients and Hessians.
  void Quadraticize(const VectorXf& input, MatrixXf* hess,
                    VectorXf* grad) const;

 private:
  // Dimension in which to apply the quadratic cost.
  const Dimension dimension_;

  // Nominal value in this (or all) dimensions.
  const float nominal_;
};  //\class QuadraticCost

}  // namespace ilqgames

#endif