GAAPGASolver Class Reference

#include <alpaqa/inner/guarded-aa-pga.hpp>

Detailed Description

Guarded Anderson Accelerated Proximal Gradient Algorithm.

Vien V. Mai and Mikael Johansson, Anderson Acceleration of Proximal Gradient Methods. https://arxiv.org/abs/1910.08590v2

Definition at line 72 of file guarded-aa-pga.hpp.

Collaboration diagram for GAAPGASolver:

Classes
struct	Stats

Public Types
using	Params = GAAPGAParams
using	ProgressInfo = GAAPGAProgressInfo

Public Member Functions
	GAAPGASolver (const Params &params)
Stats	operator() (const Problem &problem, crvec Σ, real_t ε, bool always_overwrite_results, rvec x, rvec λ, rvec err_z)
GAAPGASolver &	set_progress_callback (std::function< void(const ProgressInfo &)> cb)
std::string	get_name () const
void	stop ()
const Params &	get_params () const

Private Attributes
Params	params
AtomicStopSignal	stop_signal
std::function< void(const ProgressInfo &)>	progress_cb

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Class Documentation

alpaqa::GAAPGASolver::Stats

struct alpaqa::GAAPGASolver::Stats

Collaboration diagram for GAAPGASolver::Stats:

Class Members
SolverStatus	status
real_t	ε
microseconds	elapsed_time
unsigned	iterations
unsigned	accelerated_steps_accepted

Member Typedef Documentation

Params

using Params = GAAPGAParams

Definition at line 74 of file guarded-aa-pga.hpp.

ProgressInfo

using ProgressInfo = GAAPGAProgressInfo

Definition at line 86 of file guarded-aa-pga.hpp.

Constructor & Destructor Documentation

GAAPGASolver()

GAAPGASolver ( const Params &  params )

inline

Definition at line 76 of file guarded-aa-pga.hpp.

Member Function Documentation

operator()()

GAAPGASolver::Stats operator() ( const Problem &  problem, crvec  Σ, real_t  ε, bool  always_overwrite_results, rvec  x, rvec  λ, rvec  err_z  )

inline

Definition at line 118 of file guarded-aa-pga.hpp.

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set_progress_callback()

GAAPGASolver & set_progress_callback ( std::function< void(const ProgressInfo &)>  cb )

inline

Definition at line 97 of file guarded-aa-pga.hpp.

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get_name()

std::string get_name ( ) const

inline

Definition at line 102 of file guarded-aa-pga.hpp.

stop()

void stop ( )

inline

Definition at line 104 of file guarded-aa-pga.hpp.

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get_params()

const Params & get_params ( ) const

inline

Definition at line 106 of file guarded-aa-pga.hpp.

Member Data Documentation

params

Params params

private

Definition at line 109 of file guarded-aa-pga.hpp.

stop_signal

AtomicStopSignal stop_signal

private

Definition at line 110 of file guarded-aa-pga.hpp.

progress_cb

std::function<void(const ProgressInfo &)> progress_cb

private

Definition at line 111 of file guarded-aa-pga.hpp.

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

• guarded-aa-pga.hpp