modeling_utils.hpp

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#pragma once
#include "modeling.hpp"
#include "num_diff.hpp"
#include "sco_common.hpp"
namespace sco {

enum PenaltyType {
  SQUARED,
  ABS,
  HINGE
};

using Eigen::VectorXd;
using Eigen::MatrixXd;

VectorXd getVec(const vector<double>& x, const VarVector& vars);
DblVec getDblVec(const vector<double>& x, const VarVector& vars);

AffExpr affFromValGrad(double y, const VectorXd& x, const VectorXd& dydx, const VarVector& vars);

class CostFromFunc : public Cost {
public:
  CostFromFunc(ScalarOfVectorPtr f, const VarVector& vars, const string& name, bool full_hessian=false);
  double value(const vector<double>& x);
  ConvexObjectivePtr convex(const vector<double>& x, Model* model);
protected:
  ScalarOfVectorPtr f_;
  VarVector vars_;
  bool full_hessian_;
  double epsilon_;
};

class CostFromErrFunc : public Cost {
public:
  CostFromErrFunc(VectorOfVectorPtr f, const VarVector& vars, const VectorXd& coeffs, PenaltyType pen_type, const string& name);
  CostFromErrFunc(VectorOfVectorPtr f, MatrixOfVectorPtr dfdx, const VarVector& vars, const VectorXd& coeffs, PenaltyType pen_type, const string& name);
  double value(const vector<double>& x);
  ConvexObjectivePtr convex(const vector<double>& x, Model* model);
protected:
  VectorOfVectorPtr f_;
  MatrixOfVectorPtr dfdx_;
  VarVector vars_;
  VectorXd coeffs_;
  PenaltyType pen_type_;
  double epsilon_;
};

class ConstraintFromFunc : public Constraint {
public:
  ConstraintFromFunc(VectorOfVectorPtr f, const VarVector& vars, const VectorXd& coeffs, ConstraintType type, const std::string& name);
  ConstraintFromFunc(VectorOfVectorPtr f, MatrixOfVectorPtr dfdx, const VarVector& vars, const VectorXd& coeffs, ConstraintType type, const std::string& name);
  vector<double> value(const vector<double>& x);
  ConvexConstraintsPtr convex(const vector<double>& x, Model* model);
  ConstraintType type() {return type_;}
protected:
  VectorOfVectorPtr f_;
  MatrixOfVectorPtr dfdx_;
  VarVector vars_;
  VectorXd coeffs_;
  ConstraintType type_;
  double epsilon_;
  VectorXd scaling_;
};


}