alpaqa 0.0.1
Nonconvex constrained optimization
Public Member Functions | Private Attributes | List of all members

#include <alpaqa/inner/directions/anderson-acceleration.hpp>

Detailed Description

Anderson Acceleration.

Definition at line 11 of file anderson-acceleration.hpp.

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Public Member Functions

void resize (size_t n, size_t m)
 
void initialize (crvec g₀, crvec r₀)
 
void compute (crvec gₖ, crvec rₖ, rvec xₖ_aa)
 
std::string get_name () const
 
void reinitialize (real_t γₖ, real_t old_γₖ)
 
void reset ()
 

Private Attributes

LimitedMemoryQR qr
 
mat G
 
vec rₖ₋₁
 
vec γ_LS
 

Member Function Documentation

◆ resize()

void resize ( size_t  n,
size_t  m 
)
inline

Definition at line 13 of file anderson-acceleration.hpp.

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◆ initialize()

void initialize ( crvec  g₀,
crvec  r₀ 
)
inline

Definition at line 21 of file anderson-acceleration.hpp.

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◆ compute()

void compute ( crvec  gₖ,
crvec  rₖ,
rvec  xₖ_aa 
)
inline

Definition at line 26 of file anderson-acceleration.hpp.

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◆ get_name()

std::string get_name ( ) const
inline

Definition at line 30 of file anderson-acceleration.hpp.

◆ reinitialize()

void reinitialize ( real_t  γₖ,
real_t  old_γₖ 
)
inline

Definition at line 32 of file anderson-acceleration.hpp.

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◆ reset()

void reset ( )
inline

Definition at line 38 of file anderson-acceleration.hpp.

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Member Data Documentation

◆ qr

LimitedMemoryQR qr
private

Definition at line 46 of file anderson-acceleration.hpp.

◆ G

mat G
private

Definition at line 47 of file anderson-acceleration.hpp.

◆ rₖ₋₁

vec rₖ₋₁
private

Definition at line 48 of file anderson-acceleration.hpp.

◆ γ_LS

vec γ_LS
private

Definition at line 49 of file anderson-acceleration.hpp.


The documentation for this class was generated from the following file: