Problem Definition

Data Structures
struct	LQRData
	Holds the data for a single time step of LQR. More...
struct	LQRProblem
	Describes an LQR problem with affine terms. More...

Functions
LQRData *	ndlqr_ReadLQRDataJSONFile (const char *filename)
	Read an LQRData structure from JSON data. More...
LQRProblem *	ndlqr_ReadLQRProblemJSONFile (const char *filename)
	Read and LQRProblem structure from JSON data. More...
Matrix	ReadMatrixJSONFile (const char *filename, const char *name)
	Read a Matrix from a JSON file. More...
int	ndlqr_InitializeLQRData (LQRData *lqrdata, double *Q, double *R, double *q, double *r, double c, double *A, double *B, double *d)
	Copy data into an initialized LQRData structure. More...
LQRData *	ndlqr_NewLQRData (int nstates, int ninputs)
	Allocate memory for a new LQRData structure. More...
int	ndlqr_FreeLQRData (LQRData *lqrdata)
	Free the memory for and LQRData object. More...
int	ndlqr_CopyLQRData (LQRData *dest, LQRData *src)
	Copies one LQRData object to another. More...
Matrix	ndlqr_GetA (LQRData *lqrdata)
	Get (n,n) state transition matrix.
Matrix	ndlqr_GetB (LQRData *lqrdata)
	Get (n,m) control input matrix.
Matrix	ndlqr_Getd (LQRData *lqrdata)
	Get (n,) affine dynamice term.
Matrix	ndlqr_GetQ (LQRData *lqrdata)
	Get state cost Hessian.
Matrix	ndlqr_GetR (LQRData *lqrdata)
	Get control cost Hessian.
Matrix	ndlqr_Getq (LQRData *lqrdata)
	Get affine state cost.
Matrix	ndlqr_Getr (LQRData *lqrdata)
	Get affine control cost.
void	ndlqr_PrintLQRData (LQRData *lqrdata)
	Prints the data contained in LQRData. More...
int	ndlqr_InitializeLQRProblem (LQRProblem *lqrproblem, double *x0, LQRData **lqrdata)
	Initialize the problem with an initial state and the LQR data. More...
LQRProblem *	ndlqr_NewLQRProblem (int nstates, int ninputs, int nhorizon)
	Initialize a new LQRProblem data with unitialized data. More...
int	ndlqr_FreeLQRProblem (LQRProblem *lqrprob)
	Free the data stored by and LQRProblem. More...

Detailed Description

Function Documentation

ndlqr_CopyLQRData()

int ndlqr_CopyLQRData	(	LQRData *	dest,
		LQRData *	src
	)

Copies one LQRData object to another.

The two object must have equivalent dimensionality.

Parameters

dest	Copy destination
src	Source data

Returns

0 if successful

ndlqr_FreeLQRData()

int ndlqr_FreeLQRData

(

LQRData *

lqrdata

)

Free the memory for and LQRData object.

Parameters

lqrdata

Initialized LQRData object

Postcondition

lqrdata = NULL

Returns

0 if successful

ndlqr_FreeLQRProblem()

int ndlqr_FreeLQRProblem

(

LQRProblem *

lqrprob

)

Free the data stored by and LQRProblem.

Also frees the LQRProblem itself.

Parameters

lqrprob

An initialized LQRProblem

Postcondition

lqrprob is NULL

Returns

0 if successful

ndlqr_InitializeLQRData()

int ndlqr_InitializeLQRData	(	LQRData *	lqrdata,
		double *	Q,
		double *	R,
		double *	q,
		double *	r,
		double	c,
		double *	A,
		double *	B,
		double *	d
	)

Copy data into an initialized LQRData structure.

Does not allocate any new memory.

Parameters

lqrdata	Initialized LQRData struct
Q	Diagonal of state cost Hessian
R	Diagonal of control cost Hessian
q	State cost affine term
r	Control cost affine term
c	Constant cost term
A	Dynamics state matrix
B	Dynamics control matrix
d	Dynamics affine term

Returns

0 if successful

ndlqr_InitializeLQRProblem()

int ndlqr_InitializeLQRProblem	(	LQRProblem *	lqrproblem,
		double *	x0,
		LQRData **	lqrdata
	)

Initialize the problem with an initial state and the LQR data.

Parameters

lqrproblem	An initialized LQRProblem
x0	Initial state vector. The data is copied into the problem.
lqrdata	A vector of LQR data. Each element is copied into the problem.

Returns

0 if successful

ndlqr_NewLQRData()

LQRData* ndlqr_NewLQRData	(	int	nstates,
		int	ninputs
	)

Allocate memory for a new LQRData structure.

Must be paired with a single call to ndlqr_FreeLQRData().

Parameters

nstates	Length of the state vector
ninputs	Number of control inputs

Returns

0 if successful

ndlqr_NewLQRProblem()

LQRProblem* ndlqr_NewLQRProblem	(	int	nstates,
		int	ninputs,
		int	nhorizon
	)

Initialize a new LQRProblem data with unitialized data.

Must be paired with a call to ndlqr_FreeLQRProblem().

Parameters

nstates	Length of the state vector
ninputs	Number of control inputs
nhorizon	Length of the horizon (i.e. number of knot points)

Returns

ndlqr_PrintLQRData()

void ndlqr_PrintLQRData

(

LQRData *

lqrdata

)

Prints the data contained in LQRData.

Cost data is printed in rows and dynamics data is printed as normal matrices.

Parameters

lqrdata

ndlqr_ReadLQRDataJSONFile()

LQRData* ndlqr_ReadLQRDataJSONFile

(

const char *

filename

)

Read an LQRData structure from JSON data.

The user is responsible for calling ndlqr_FreeLQRData() after calling this function.

Expected format

The json data is expected to be structured as follows:

{
 "index": <integer>,
 "nstates": <integer>,
 "ninputs": <integer>,
 "Q": <array>,
 "R": <array>,
 "q": <array>,
 "r": <array>,
 "c": <double>,
 "A": <2D array, stored columnwise>,
 "B": <2D array, stored columnwise>,
 "d": <double>,
}

Parameters

filename

path to the json file

Returns

An initialized LQRData structure. NULL if unsuccessful.

ndlqr_ReadLQRProblemJSONFile()

LQRProblem* ndlqr_ReadLQRProblemJSONFile

(

const char *

filename

)

Read and LQRProblem structure from JSON data.

The user is expected to call ndlqr_FreeLQRProblem() after calling this function.

Expected Format

The json data is expected to be structured as follows:

{
  "nhorizon": <integer>,
  "x0": <array>,
  "lqrdata": <array of LQRData>,
}

where each element of lqrdata is of the form specified in ndlqr_ReadLQRDataJSONFile().

Parameters

filename

Path to the json file

Returns

An initialized LQRProblem struct. NULL if unsuccessful.

ReadMatrixJSONFile()

Matrix ReadMatrixJSONFile	(	const char *	filename,
		const char *	name
	)

Read a Matrix from a JSON file.

Parameters

filename	Name of the JSON file
name	Name of the JSON field where the data is stored

Returns

Transfers ownership. User must call FreeMatrix.