#include <alpaqa/util/problem.hpp>
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| using | f_sig = real_t(crvec x) |
| | Signature of the function that evaluates the cost \( f(x) \). More...
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| using | grad_f_sig = void(crvec x, rvec grad_fx) |
| | Signature of the function that evaluates the gradient of the cost function \( \nabla f(x) \). More...
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| using | g_sig = void(crvec x, rvec gx) |
| | Signature of the function that evaluates the constraints \( g(x) \). More...
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| using | grad_g_prod_sig = void(crvec x, crvec y, rvec grad_gxy) |
| | Signature of the function that evaluates the gradient of the constraints times a vector \( \nabla g(x)\ y \). More...
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| using | grad_gi_sig = void(crvec x, unsigned i, rvec grad_gi) |
| | Signature of the function that evaluates the gradient of one specific constraints \( \nabla g_i(x) \). More...
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| using | hess_L_prod_sig = void(crvec x, crvec y, crvec v, rvec Hv) |
| | Signature of the function that evaluates the Hessian of the Lagrangian multiplied by a vector \( \nabla_{xx}^2L(x, y)\ v \). More...
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| using | hess_L_sig = void(crvec x, crvec y, rmat H) |
| | Signature of the function that evaluates the Hessian of the Lagrangian \( \nabla_{xx}^2L(x, y) \). More...
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| | ProblemWithParam (const ProblemWithParam &o) |
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| ProblemWithParam & | operator= (const ProblemWithParam &o) |
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| | ProblemWithParam (ProblemWithParam &&)=default |
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| ProblemWithParam & | operator= (ProblemWithParam &&)=default |
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| void | set_param (crvec p) |
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| void | set_param (vec &&p) |
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| vec & | get_param () |
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| const vec & | get_param () const |
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| | Problem ()=default |
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| | Problem (unsigned int n, unsigned int m) |
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| | Problem (unsigned n, unsigned int m, Box C, Box D, std::function< f_sig > f, std::function< grad_f_sig > grad_f, std::function< g_sig > g, std::function< grad_g_prod_sig > grad_g_prod, std::function< grad_gi_sig > grad_gi, std::function< hess_L_prod_sig > hess_L_prod, std::function< hess_L_sig > hess_L) |
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◆ f_sig
Signature of the function that evaluates the cost \( f(x) \).
- Parameters
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| [in] | x | Decision variable \( x \in \mathbb{R}^n \) |
Definition at line 35 of file include/alpaqa/util/problem.hpp.
◆ grad_f_sig
Signature of the function that evaluates the gradient of the cost function \( \nabla f(x) \).
- Parameters
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| [in] | x | Decision variable \( x \in \mathbb{R}^n \) |
| [out] | grad_fx | Gradient of cost function \( \nabla f(x) \in \mathbb{R}^n \) |
Definition at line 42 of file include/alpaqa/util/problem.hpp.
◆ g_sig
Signature of the function that evaluates the constraints \( g(x) \).
- Parameters
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| [in] | x | Decision variable \( x \in \mathbb{R}^n \) |
| [out] | gx | Value of the constraints \( g(x) \in \mathbb{R}^m \) |
Definition at line 48 of file include/alpaqa/util/problem.hpp.
◆ grad_g_prod_sig
Signature of the function that evaluates the gradient of the constraints times a vector \( \nabla g(x)\ y \).
- Parameters
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| [in] | x | Decision variable \( x \in \mathbb{R}^n \) |
| [in] | y | Vector \( y \in \mathbb{R}^m \) to multiply the gradient by |
| [out] | grad_gxy | Gradient of the constraints \( \nabla g(x)\ y \in \mathbb{R}^n \) |
Definition at line 59 of file include/alpaqa/util/problem.hpp.
◆ grad_gi_sig
Signature of the function that evaluates the gradient of one specific constraints \( \nabla g_i(x) \).
- Parameters
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| [in] | x | Decision variable \( x \in \mathbb{R}^n \) |
| [in] | i | Which constraint \( 0 \le i \lt m \) |
| [out] | grad_gi | Gradient of the constraint \( \nabla g_i(x) \mathbb{R}^n \) |
Definition at line 70 of file include/alpaqa/util/problem.hpp.
◆ hess_L_prod_sig
Signature of the function that evaluates the Hessian of the Lagrangian multiplied by a vector \( \nabla_{xx}^2L(x, y)\ v \).
- Parameters
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| [in] | x | Decision variable \( x \in \mathbb{R}^n \) |
| [in] | y | Lagrange multipliers \( y \in \mathbb{R}^m \) |
| [in] | v | Vector to multiply by \( v \in \mathbb{R}^n \) |
| [out] | Hv | Hessian-vector product \( \nabla_{xx}^2 L(x, y)\ v \in \mathbb{R}^{n} \) |
Definition at line 83 of file include/alpaqa/util/problem.hpp.
◆ hess_L_sig
Signature of the function that evaluates the Hessian of the Lagrangian \( \nabla_{xx}^2L(x, y) \).
- Parameters
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| [in] | x | Decision variable \( x \in \mathbb{R}^n \) |
| [in] | y | Lagrange multipliers \( y \in \mathbb{R}^m \) |
| [out] | H | Hessian \( \nabla_{xx}^2 L(x, y) \in \mathbb{R}^{n\times n} \) |
Definition at line 92 of file include/alpaqa/util/problem.hpp.
◆ ProblemWithParam() [1/2]
◆ ProblemWithParam() [2/2]
◆ operator=() [1/2]
◆ operator=() [2/2]
◆ set_param() [1/2]
| void set_param |
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crvec |
p | ) |
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inline |
◆ set_param() [2/2]
| void set_param |
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vec && |
p | ) |
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inline |
◆ get_param() [1/2]
◆ get_param() [2/2]
| const vec & get_param |
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const |
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inline |
◆ Problem() [1/3]
◆ Problem() [2/3]
| Problem |
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unsigned int |
n, |
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unsigned int |
m |
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) |
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inline |
◆ Problem() [3/3]
| Problem |
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unsigned |
n, |
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unsigned int |
m, |
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Box |
C, |
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Box |
D, |
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std::function< f_sig > |
f, |
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std::function< grad_f_sig > |
grad_f, |
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std::function< g_sig > |
g, |
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std::function< grad_g_prod_sig > |
grad_g_prod, |
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std::function< grad_gi_sig > |
grad_gi, |
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std::function< hess_L_prod_sig > |
hess_L_prod, |
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std::function< hess_L_sig > |
hess_L |
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) |
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inline |
◆ wrapper
◆ grad_f
◆ grad_g_prod
◆ grad_gi
◆ hess_L_prod
◆ hess_L
The documentation for this class was generated from the following file:
Inheritance diagram for ProblemWithParam: