GradientDescentSolver.hpp

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#ifndef DART_OPTIMIZATION_GRADIENTDESCENTSOLVER_HPP_
#define DART_OPTIMIZATION_GRADIENTDESCENTSOLVER_HPP_

#include <random>

#include "dart/optimization/Solver.hpp"

namespace dart {
namespace optimization {

class GradientDescentSolver : public Solver
{
public:
  static const std::string Type;

  struct UniqueProperties
  {
    double mStepSize;

    std::size_t mMaxAttempts;

    std::size_t mPerturbationStep;

    double mMaxPerturbationFactor;

    double mMaxRandomizationStep;

    double mDefaultConstraintWeight;

    Eigen::VectorXd mEqConstraintWeights;

    Eigen::VectorXd mIneqConstraintWeights;

    UniqueProperties(
        double _stepMultiplier = 0.1,
        std::size_t _maxAttempts = 1,
        std::size_t _perturbationStep = 0,
        double _maxPerturbationFactor = 1.0,
        double _maxRandomizationStep = 1e10,
        double _defaultConstraintWeight = 1.0,
        Eigen::VectorXd _eqConstraintWeights = Eigen::VectorXd(),
        Eigen::VectorXd _ineqConstraintWeights = Eigen::VectorXd());
  };

  struct Properties : Solver::Properties, UniqueProperties
  {
    Properties(
        const Solver::Properties& _solverProperties = Solver::Properties(),
        const UniqueProperties& _descentProperties = UniqueProperties());
  };

  explicit GradientDescentSolver(const Properties& _properties = Properties());

  explicit GradientDescentSolver(std::shared_ptr<Problem> _problem);

  virtual ~GradientDescentSolver();

  // Documentation inherited
  bool solve() override;

  Eigen::VectorXd getLastConfiguration() const;

  // Documentation inherited
  std::string getType() const override;

  // Documentation inherited
  std::shared_ptr<Solver> clone() const override;

  void setProperties(const Properties& _properties);

  void setProperties(const UniqueProperties& _properties);

  Properties getGradientDescentProperties() const;

  void copy(const GradientDescentSolver& _other);

  GradientDescentSolver& operator=(const GradientDescentSolver& _other);

  void setStepSize(double _newMultiplier);

  double getStepSize() const;

  void setMaxAttempts(std::size_t _maxAttempts);

  std::size_t getMaxAttempts() const;

  void setPerturbationStep(std::size_t _step);

  std::size_t getPerturbationStep() const;

  void setMaxPerturbationFactor(double _factor);

  double getMaxPerturbationFactor() const;

  void setDefaultConstraintWeight(double _newDefault);

  double getDefaultConstraintWeight() const;

  Eigen::VectorXd& getEqConstraintWeights();

  const Eigen::VectorXd& getEqConstraintWeights() const;

  Eigen::VectorXd& getIneqConstraintWeights();

  const Eigen::VectorXd& getIneqConstraintWeights() const;

  void randomizeConfiguration(Eigen::VectorXd& _x);

  void clampToBoundary(Eigen::VectorXd& _x);

  std::size_t getLastNumIterations() const;

protected:
  UniqueProperties mGradientP;

  std::size_t mLastNumIterations;

  std::random_device mRD;

  std::mt19937 mMT;

  std::uniform_real_distribution<double> mDistribution;

  Eigen::VectorXd mEqConstraintCostCache;

  Eigen::VectorXd mIneqConstraintCostCache;

  Eigen::VectorXd mLastConfig;
};

} // namespace optimization
} // namespace dart

#endif // DART_OPTIMIZATION_GRADIENTDESCENTSOLVER_HPP_