objective

class objective(stagecost, terminalcost=None)

A class used to define the objective of the optimal control problem.

The objective depends on the stage cost and optional on terminal cost and has the form

\[J(t,x,u,N) := \sum_{k=0}^{N-1} \ell(t_k,x(t_k),u(t_k)) + F(t_N,x(t_N)).\]

The values of the times \(t_k\) are defined by initializing the nmpyc.system.system. For the slightly different form of the objective in the discounted case see discount.

Parameters:

• stagecost (callable) – A function defining the stage cost of the optimal control problem. Has to be of the form \(\ell(t,x,u)\) or \(\ell(x,u)\) in the autonomous case. See also stagecost.

• terminalcost (callable, optional) – A function defining the terminal cost of the optimal control problem. Has to be of the form \(F(t,x)\) or \(F(x)\) in the autonomous case. If None, no terminal cost is added. The default is None. See also terminalcost.

Attributes

objective.autonomous	If True, the objective is autonomous.
objective.discount	The discount factor of the objective.
objective.stagecost	Stage cost \(\ell(t,x,u)\).
objective.terminalcost	Terminal cost \(F(t,x)\).
objective.type	Indicating whether the objective is quadratic or nonlinear.

Methods

objective.J	Evaluate objective function of the OCP.
objective.LQP	Initialize a quadratic objective.
objective.add_termianlcost	Add terminal cost to the objective.
objective.endcosts	Evaluate termninal cost of the objective.
objective.load	Loads a nMPyC objective object from a file.
objective.save	Saving the objective to a given file with dill.
objective.stagecosts	Evaluate stage cost of the objective.