alpaqa 0.0.1
Nonconvex constrained optimization
Classes | Public Types | Public Member Functions | Private Attributes | List of all members
LBFGSSolver< LineSearchT > Class Template Reference

#include <alpaqa/inner/lbfgspp.hpp>

Detailed Description

template<template< class > class LineSearchT = LBFGSpp::LineSearchBacktracking>
class alpaqa::LBFGSSolver< LineSearchT >

Unconstrained LBFGS solver for ALM.

Definition at line 24 of file lbfgspp.hpp.

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Classes

struct  Stats
 

Public Types

using Params = LBFGSpp::LBFGSParam< real_t >
 
using LineSearch = LineSearchT< real_t >
 

Public Member Functions

 LBFGSSolver (Params params)
 
Stats operator() (const Problem &problem, crvec Σ, real_t ε, bool always_overwrite_results, rvec x, rvec y, rvec err_z)
 
std::string get_name () const
 
const Paramsget_params () const
 
void stop ()
 

Private Attributes

Params params
 
AtomicStopSignal stop_signal
 
vec work_n
 
vec work_m
 

Class Documentation

◆ alpaqa::LBFGSSolver::Stats

struct alpaqa::LBFGSSolver::Stats
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Class Members
unsigned iterations
real_t ε
microseconds elapsed_time
SolverStatus status
unsigned linesearch_failures
unsigned lbfgs_failures
unsigned lbfgs_rejected

Member Typedef Documentation

◆ Params

using Params = LBFGSpp::LBFGSParam<real_t>

Definition at line 26 of file lbfgspp.hpp.

◆ LineSearch

using LineSearch = LineSearchT<real_t>

Definition at line 27 of file lbfgspp.hpp.

Constructor & Destructor Documentation

◆ LBFGSSolver()

LBFGSSolver ( Params  params)
inline

Definition at line 41 of file lbfgspp.hpp.

Member Function Documentation

◆ operator()()

Stats operator() ( const Problem problem,
crvec  Σ,
real_t  ε,
bool  always_overwrite_results,
rvec  x,
rvec  y,
rvec  err_z 
)
inline

Definition at line 43 of file lbfgspp.hpp.

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◆ get_name()

std::string get_name ( ) const
inline

Definition at line 91 of file lbfgspp.hpp.

◆ get_params()

const Params & get_params ( ) const
inline

Definition at line 93 of file lbfgspp.hpp.

◆ stop()

void stop ( )
inline

Definition at line 95 of file lbfgspp.hpp.

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Member Data Documentation

◆ params

Params params
private

Definition at line 98 of file lbfgspp.hpp.

◆ stop_signal

AtomicStopSignal stop_signal
private

Definition at line 99 of file lbfgspp.hpp.

◆ work_n

vec work_n
private

Definition at line 100 of file lbfgspp.hpp.

◆ work_m

vec work_m
private

Definition at line 100 of file lbfgspp.hpp.


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