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#![deny(missing_docs)] //! **Optimization Engine** is a framework for **fast** and **accurate** embedded nonconvex optimization. //! //! # About Optimization Engine //! //! //! Its core functionality (including all numerical routines) is written in [Rust](https://www.rust-lang.org/). //! //! **Optimization Engine** can be used on PCs (all OSs are supported) and on embedded devices //! (e.g., Raspberry Pi, Atom, Odroid, etc). //! //! Note that this is the **API documentation** of **Optimization Engine**; to get started, //! you would rather check out the [documentation](). //! //! # Optimization Problems //! //! Optimization Engine solves optimization problems of the general form //! //! $$\begin{aligned} //! \mathrm{Minimize}\ f(u) //! \\\\ //! u \in U //! \\\\ //! F_1(u) \in C //! \\\\ //! F_2(u) = 0 //! \end{aligned}$$ //! //! where //! //! - $u\in\mathbb{R}^{n_u}$ is the decision variable, //! - $f:\mathbb{R}^n\to\mathbb{R}$ is a $C^{1,1}$-smooth cost function, //! - $U$ is a (not necessarily convex) closed subset of $\mathbb{R}^{n_u}$ //! on which we can easily compute projections (e.g., a rectangle, a ball, //! a second-order cone, a finite set, etc), //! - $F_1:\mathbb{R}^{n_u}\to\mathbb{R}^{n_1}$ and $F_2:\mathbb{R}^{n_u} \to\mathbb{R}^{n_2}$ //! are mappings with smooth partial derivatives, and //! - $C\subseteq\mathbb{R}^{n_1}$ is a convex closed set on which we can easily compute projections. //! extern crate num; /// Exceptions/Errors that may arise while solving a problem #[derive(Debug, Clone, Copy, PartialEq, Eq)] pub enum SolverError { /// If the gradient or cost function cannot be evaluated Cost, /// Computation failed and NaN/Infinite value was obtained NotFiniteComputation, } pub mod alm; pub mod constraints; pub mod core; pub mod lipschitz_estimator; pub mod matrix_operations; pub use crate::core::fbs; pub use crate::core::panoc; pub use crate::core::{AlgorithmEngine, Optimizer, Problem}; /* ---------------------------------------------------------------------------- */ /* TESTS */ /* ---------------------------------------------------------------------------- */ #[cfg(test)] mod mocks; #[cfg(test)] mod tests;