#include <alpaqa/export.hpp>#include <alpaqa/inner/inner-solve-options.hpp>#include <alpaqa/inner/internal/lipschitz.hpp>#include <alpaqa/inner/internal/panoc-helpers.hpp>#include <alpaqa/inner/internal/panoc-stop-crit.hpp>#include <alpaqa/inner/internal/solverstatus.hpp>#include <alpaqa/problem/type-erased-problem.hpp>#include <alpaqa/util/atomic-stop-signal.hpp>#include <chrono>#include <iostream>#include <limits>#include <string>#include <type_traits>
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Classes | |
| struct | PANTRParams< Conf > |
| Tuning parameters for the PANTR algorithm. More... | |
| struct | PANTRStats< Conf > |
| struct | PANTRProgressInfo< Conf > |
| class | PANTRSolver< DirectionT > |
| PANTR solver for ALM. More... | |
| struct | InnerStatsAccumulator< PANTRStats< Conf > > |
Namespaces | |
| namespace | alpaqa |
Functions | |
| template<Config Conf> | |
| InnerStatsAccumulator< PANTRStats< Conf > > & | operator+= (InnerStatsAccumulator< PANTRStats< Conf > > &acc, const PANTRStats< Conf > &s) |
Class Documentation
◆ alpaqa::PANTRParams
| struct alpaqa::PANTRParams |
Collaboration diagram for PANTRParams< Conf >:| Class Members | ||
|---|---|---|
| LipschitzEstimateParams< config_t > | Lipschitz | Parameters related to the Lipschitz constant estimate and step size. |
| unsigned | max_iter = 100 | Maximum number of inner PANTR iterations. |
| nanoseconds | max_time = std::chrono::minutes(5) | Maximum duration. |
| real_t | L_min = real_t(1e-5) | Minimum Lipschitz constant estimate. |
| real_t | L_max = real_t(1e20) | Maximum Lipschitz constant estimate. |
| PANOCStopCrit | stop_crit = PANOCStopCrit::ApproxKKT | What stopping criterion to use. |
| unsigned | max_no_progress = 10 | Maximum number of iterations without any progress before giving up. |
| unsigned | print_interval = 0 |
When to print progress. If set to zero, nothing will be printed. If set to N != 0, progress is printed every N iterations. |
| int | print_precision = std::numeric_limits<real_t>::max_digits10 / 2 | The precision of the floating point values printed by the solver. |
| real_t | quadratic_upperbound_tolerance_factor | |
| real_t | TR_tolerance_factor = 10 * std::numeric_limits<real_t>::epsilon() | |
| real_t | ratio_threshold_acceptable = real_t(0.2) | Minimal TR ratio to be accepted (successful). |
| real_t | ratio_threshold_good = real_t(0.8) | Minimal TR ratio to increase radius (very successful). |
| real_t | radius_factor_rejected = real_t(0.35) | TR radius decrease coefficient when unsuccessful. |
| real_t | radius_factor_acceptable = real_t(0.999) | TR radius decrease coefficient when successful. |
| real_t | radius_factor_good = real_t(2.5) | TR radius increase coefficient when very successful. |
| real_t | initial_radius = NaN<config_t> | Initial trust radius. |
| real_t | min_radius = 100 * std::numeric_limits<real_t>::epsilon() | Minimum trust radius. |
| bool | compute_ratio_using_new_stepsize = false | Check the quadratic upperbound and update γ before computing the reduction of the TR step. |
| bool | update_direction_on_prox_step = true | |
| bool | recompute_last_prox_step_after_direction_reset = false | |
| bool | disable_acceleration = false |
Don't compute accelerated steps, fall back to forward-backward splitting. For testing purposes. |
| bool | ratio_approx_fbe_quadratic_model = true |
Compute the trust-region ratio using an approximation of the quadratic model of the FBE, rather than the quadratic model of the subproblem. Specifically, when set to false, the quadratic model used is \[ q(d) = \tfrac12 \inprod{\mathcal R_\gamma(\hat x) d}{d} + \inprod{R_\gamma(\hat x)}{d}. \] When set to true, the quadratic model used is \[ q_\mathrm{approx}(d) = \inv{(1-\alpha)} q(d), \] where \( \alpha = \) LipschitzEstimateParams::Lγ_factor. This is an approximation of the quadratic model of the FBE, \[ q_{\varphi_\gamma}(d) = \tfrac12 \inprod{\mathcal Q_\gamma(\hat x) \mathcal R_\gamma(\hat x) d}{d} + \inprod{\mathcal Q_\gamma(\hat x) R_\gamma(\hat x)}{d}, \] with \( \mathcal Q_\gamma(x) = \Id - \gamma \nabla^2 \psi(x) \). |
◆ alpaqa::PANTRStats
| struct alpaqa::PANTRStats |
Collaboration diagram for PANTRStats< Conf >:| Class Members | ||
|---|---|---|
| SolverStatus | status = SolverStatus::Busy | |
| real_t | ε = inf<config_t> | |
| nanoseconds | elapsed_time {} | |
| nanoseconds | time_progress_callback {} | |
| unsigned | iterations = 0 | |
| unsigned | accelerated_step_rejected = 0 | |
| unsigned | stepsize_backtracks = 0 | |
| unsigned | direction_failures = 0 | |
| unsigned | direction_update_rejected = 0 | |
| real_t | final_γ = 0 | |
| real_t | final_ψ = 0 | |
| real_t | final_h = 0 | |
| real_t | final_φγ = 0 | |
◆ alpaqa::PANTRProgressInfo
| struct alpaqa::PANTRProgressInfo |
Collaboration diagram for PANTRProgressInfo< Conf >:| Class Members | ||
|---|---|---|
| unsigned | k | |
| SolverStatus | status | |
| crvec | x | |
| crvec | p | |
| real_t | norm_sq_p | |
| crvec | x̂ | |
| real_t | φγ | |
| real_t | ψ | |
| crvec | grad_ψ | |
| real_t | ψ_hat | |
| crvec | grad_ψ_hat | |
| crvec | q | |
| real_t | L | |
| real_t | γ | |
| real_t | Δ | |
| real_t | ρ | |
| real_t | ε | |
| crvec | Σ | |
| crvec | y | |
| unsigned | outer_iter | |
| const TypeErasedProblem< config_t > * | problem | |
| const PANTRParams< config_t > * | params | |
◆ alpaqa::InnerStatsAccumulator< PANTRStats< Conf > >
| struct alpaqa::InnerStatsAccumulator< PANTRStats< Conf > > |
Collaboration diagram for InnerStatsAccumulator< PANTRStats< Conf > >:| Class Members | ||
|---|---|---|
| nanoseconds | elapsed_time {} | Total elapsed time in the inner solver. |
| nanoseconds | time_progress_callback {} | Total time spent in the user-provided progress callback. |
| unsigned | iterations = 0 | Total number of inner PANTR iterations. |
| unsigned | accelerated_step_rejected = 0 | Total number of PANTR rejected accelerated steps. |
| unsigned | stepsize_backtracks = 0 | Total number of FB step size reductions. |
| unsigned | direction_failures = 0 | Total number of times that the accelerated direction was not finite. |
| unsigned | direction_update_rejected = 0 |
Total number of times that the direction update was rejected (e.g. it could have resulted in a non-positive definite Hessian estimate). |
| real_t | final_γ = 0 | The final FB step size γ. |
| real_t | final_ψ = 0 | Final value of the smooth cost \( \psi(\hat x) \). |
| real_t | final_h = 0 | Final value of the nonsmooth cost \( h(\hat x) \). |
| real_t | final_φγ = 0 | Final value of the forward-backward envelope, \( \varphi_\gamma(x) \) (note that this is in the point \( x \), not \( \hat x \)). |
