lipschitz.hpp

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#pragma once
 
#include <alpaqa/util/vec.hpp>
 
namespace alpaqa {
 
struct LipschitzEstimateParams {
    /// Initial estimate of the Lipschitz constant of ∇ψ(x)
    real_t L₀ = 0;
    /// Relative step size for initial finite difference Lipschitz estimate.
    real_t ε = 1e-6;
    /// Minimum step size for initial finite difference Lipschitz estimate.
    real_t δ = 1e-12;
    /// Factor that relates step size γ and Lipschitz constant.
    real_t Lγ_factor = 0.95;
};
 
} // namespace alpaqa