guarded-aa-pga.hpp File Reference

#include <alpaqa/inner/decl/panoc-stop-crit.hpp>
#include <alpaqa/inner/detail/anderson-helpers.hpp>
#include <alpaqa/inner/detail/panoc-helpers.hpp>
#include <alpaqa/util/atomic_stop_signal.hpp>
#include <alpaqa/util/lipschitz.hpp>
#include <alpaqa/util/solverstatus.hpp>
#include <cassert>
#include <chrono>
#include <cmath>
#include <iomanip>
#include <iostream>
#include <stdexcept>

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Classes
struct	GAAPGAParams
struct	GAAPGAProgressInfo
class	GAAPGASolver
	Guarded Anderson Accelerated Proximal Gradient Algorithm. More...
struct	GAAPGASolver::Stats
struct	InnerStatsAccumulator< GAAPGASolver::Stats >

Namespaces
namespace	alpaqa

Functions
InnerStatsAccumulator< GAAPGASolver::Stats > &	operator+= (InnerStatsAccumulator< GAAPGASolver::Stats > &acc, const GAAPGASolver::Stats &s)

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Class Documentation

alpaqa::GAAPGAParams

struct alpaqa::GAAPGAParams

Collaboration diagram for GAAPGAParams:

Class Members
LipschitzEstimateParams	Lipschitz	Parameters related to the Lipschitz constant estimate and step size.
unsigned	limitedqr_mem	Length of the history to keep in the limited-memory QR algorithm.
unsigned	max_iter	Maximum number of inner iterations.
microseconds	max_time	Maximum duration.
real_t	L_min	Minimum Lipschitz constant estimate.
real_t	L_max	Maximum Lipschitz constant estimate.
PANOCStopCrit	stop_crit	What stopping criterion to use.
unsigned	print_interval	When to print progress. If set to zero, nothing will be printed. If set to N != 0, progress is printed every N iterations.
real_t	quadratic_upperbound_tolerance_factor
unsigned	max_no_progress	Maximum number of iterations without any progress before giving up.
bool	full_flush_on_γ_change

alpaqa::GAAPGAProgressInfo

struct alpaqa::GAAPGAProgressInfo

Collaboration diagram for GAAPGAProgressInfo:

Class Members
unsigned	k
crvec	x
crvec	p
real_t	norm_sq_p
crvec	x_hat
real_t	ψ
crvec	grad_ψ
real_t	ψ_hat
crvec	grad_ψ_hat
real_t	L
real_t	γ
real_t	ε
crvec	Σ
crvec	y
const Problem &	problem
const GAAPGAParams &	params

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

alpaqa::InnerStatsAccumulator< GAAPGASolver::Stats >

struct alpaqa::InnerStatsAccumulator< GAAPGASolver::Stats >

Collaboration diagram for InnerStatsAccumulator< GAAPGASolver::Stats >:

Class Members
microseconds	elapsed_time
unsigned	iterations
unsigned	accelerated_steps_accepted