lipschitz.hpp File Reference

#include <alpaqa/util/vec.hpp>

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Classes
struct	LipschitzEstimateParams

Namespaces
namespace	alpaqa

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Class Documentation

alpaqa::LipschitzEstimateParams

struct alpaqa::LipschitzEstimateParams

Collaboration diagram for LipschitzEstimateParams:

Class Members
real_t	L₀	Initial estimate of the Lipschitz constant of ∇ψ(x)
real_t	ε	Relative step size for initial finite difference Lipschitz estimate.
real_t	δ	Minimum step size for initial finite difference Lipschitz estimate.
real_t	Lγ_factor	Factor that relates step size γ and Lipschitz constant.