RiccatiSolver Struct Reference

Solver that uses Riccati recursion to solve an LQR problem. More...

#include <riccati_solver.h>

Data Fields
int	nhorizon
	length of the time horizon
int	nstates
	size of state vector (n)
int	ninputs
	number of control inputs (m)
int	nvars
	total number of decision variables, including the dual variables
KnotPoint *	Z
	state and control trajectory
LQRData *	lqrdata
	LQR Problem data.
double *	data
	pointer to the beginning of the single block of memory allocated by the solver
Matrix	x0
	Initial state.
double	t_solve_ms
	Total solve time in milliseconds.
double	t_backward_pass_ms
	Time spent in the backward pass in milliseconds.
double	t_forward_pass_ms
	Time spent in the forward pass in milliseconds.

Detailed Description

Solver that uses Riccati recursion to solve an LQR problem.

Solves the generic LQR problem with affine terms using Riccati recursion and a forward simulation of the linear dynamics. Assumes problems are of the following form:

\begin{align*} \underset{x_{1:N}, u_{1:N-1}}{\text{minimize}} &&& \frac{1}{2} x_N^T Q_N + x_N + q_N^T x_N + \sum_{k-1}^{N-1} \frac{1}{2} x_k^T Q_k + x_k + q_k^T x_k + u_k^T R_k + u_k + r_k^T u_k \\ \text{subject to} &&& x_{k+1} = A_k x_k + B_k u_k + f_k \\ &&& x_1 = x_\text{init} \end{align*}

All the memory required by the solver is initialized upon the creation of the solver to avoid any dynamic memory allocations during the solve.

Construction and destruction

Use ulqr_NewRiccatiSolver() to initialize a new solver, which much be paired with a single call to ulqr_FreeRiccatiSolver() to free all of solver's memory.

Typical Usage

Standard usage will typically look like the following:

LQRProblem* lqrprob =  ulqr_ReadTestLQRProblem();  // your data here
RiccatiSolver* solver =  ulqr_NewRiccatiSolver(lqrprob);
 ulqr_SolveRiccati(solver);
 ulqr_PrintRiccatiSummary(solver);
double* soln = (double*) malloc(solver->nvars * sizeof(double));
 ulqr_CopyRiccatiSolution(solver, soln);
 ulqr_FreeRiccatiSolver();
 ulqr_FreeLQRProblem();
free(soln);

Methods

• ulqr_NewRiccatiSolver()
• ulqr_FreeRiccatiSolver()
• ulqr_PrintRiccatiSummary()
• ulqr_GetRiccatiSolution()
• ulqr_CopyRiccatiSolution()
• ulqr_GetRiccatiSolveTimes()

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The documentation for this struct was generated from the following file:

• src/riccati/riccati_solver.h