ConvexObjectivePtr CostFromErrFunc::convex(const vector<double>& xin, Model* model) {
VectorXd x = getVec(xin, vars_);
MatrixXd jac = (dfdx_) ? dfdx_->call(x) : calcForwardNumJac(*f_, x, epsilon_);
ConvexObjectivePtr out(new ConvexObjective(model));
VectorXd y = f_->call(x);
for (int i=0; i < jac.rows(); ++i) {
AffExpr aff = affFromValGrad(y[i], x, jac.row(i), vars_);
if (coeffs_.size()>0) {
exprScale(aff, coeffs_[i]);
if (coeffs_[i] == 0) continue;
}
switch (pen_type_) {
case SQUARED:
out->addQuadExpr(exprSquare(aff));
break;
case ABS:
out->addAbs(aff, 1);
break;
case HINGE:
out->addHinge(aff, 1);
break;
default:
assert(0 && "unreachable");
}
}
return out;
}
ConvexConstraintsPtr ConstraintFromFunc::convex(const vector<double>& xin, Model* model) {
VectorXd x = getVec(xin, vars_);
MatrixXd jac = (dfdx_) ? dfdx_->call(x) : calcForwardNumJac(*f_, x, epsilon_);
ConvexConstraintsPtr out(new ConvexConstraints(model));
VectorXd y = f_->call(x);
for (int i=0; i < jac.rows(); ++i) {
AffExpr aff = affFromValGrad(y[i], x, jac.row(i), vars_);
if (coeffs_.size()>0) {
if (coeffs_[i] == 0) continue;
exprScale(aff, coeffs_[i]);
}
if (type() == INEQ) out->addIneqCnt(aff);
else out->addEqCnt(aff);
}
return out;
}
ConvexConstraintsPtr ConstraintFromNumDiff::convex(const vector<double>& xin, Model* model) {
VectorXd x = getVec(xin, vars_);
MatrixXd jac = calcForwardNumJac(*f_, x, epsilon_);
ConvexConstraintsPtr out(new ConvexConstraints(model));
VectorXd y = f_->call(x);
for (int i=0; i < jac.rows(); ++i) {
if (enabled_.empty() || enabled_[i]) {
AffExpr aff;
aff.constant = y[i] - jac.row(i).dot(x);
aff.coeffs = toDblVec(jac.row(i));
aff.vars = vars_;
aff = cleanupAff(aff);
if (type() == INEQ) out->addIneqCnt(aff);
else out->addEqCnt(aff);
}
}
return out;
}
ConvexObjectivePtr CostFromNumDiffErr::convex(const vector<double>& xin, Model* model) {
VectorXd x = getVec(xin, vars_);
MatrixXd jac = calcForwardNumJac(*f_, x, epsilon_);
ConvexObjectivePtr out(new ConvexObjective(model));
VectorXd y = f_->call(x);
for (int i=0; i < jac.rows(); ++i) {
if (coeffs_[i] > 0) {
AffExpr aff;
aff.constant = y[i] - jac.row(i).dot(x);
aff.coeffs = toDblVec(jac.row(i));
aff.vars = vars_;
aff = cleanupAff(aff);
if (pen_type_ == SQUARED) {
out->addQuadExpr(exprMult(exprSquare(aff), coeffs_[i]));
}
else {
out->addAbs(aff, coeffs_[i]);
}
}
}
return out;
}
