#include <alpaqa/dl/dl-problem.h>

Detailed Description

C API providing function pointers to problem functions.

Examples: C++/DLProblem/main.cpp, and problems/sparse-logistic-regression.cpp.

Definition at line 25 of file dl-problem.h.

Collaboration diagram for alpaqa_problem_functions_t:

Public Attributes
alpaqa_length_t	n { 0 }
	Number of decision variables.

alpaqa_length_t	m { 0 }
	Number of constraints.

alpaqa_real_t(*	eval_f )(void instance, const alpaqa_real_t x)
	Cost function.

void(*	eval_grad_f )(void instance, const alpaqa_real_t x, alpaqa_real_t *grad_fx)
	Gradient of the cost function.

void(*	eval_g )(void instance, const alpaqa_real_t x, alpaqa_real_t *gx)
	Constraints function.

void(*	eval_grad_g_prod )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, alpaqa_real_t grad_gxy)
	Gradient-vector product of the constraints function.

void(*	eval_jac_g )(void instance, const alpaqa_real_t x, alpaqa_index_t inner_idx, alpaqa_index_t outer_ptr, alpaqa_real_t *J_values)
	Jacobian of the constraints function.

alpaqa_length_t(*	get_jac_g_num_nonzeros )(void *instance)
	Number of nonzeros of the sparse Jacobian of the constraints function.

void(*	eval_grad_gi )(void instance, const alpaqa_real_t x, alpaqa_index_t i, alpaqa_real_t *grad_gi)
	Gradient of specific constraint function.

void(*	eval_hess_L_prod )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, alpaqa_real_t scale, const alpaqa_real_t v, alpaqa_real_t *Hv)
	Hessian-vector product of the Lagrangian.

void(*	eval_hess_L )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, alpaqa_real_t scale, alpaqa_index_t inner_idx, alpaqa_index_t outer_ptr, alpaqa_real_t H_values)
	Hessian of the Lagrangian.

alpaqa_length_t(*	get_hess_L_num_nonzeros )(void *instance)
	Number of nonzeros of the sparse Hessian of the Lagrangian.

void(*	eval_hess_ψ_prod )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, const alpaqa_real_t Σ, alpaqa_real_t scale, const alpaqa_real_t zl, const alpaqa_real_t zu, const alpaqa_real_t v, alpaqa_real_t Hv)
	Hessian-vector product of the augmented Lagrangian.

void(*	eval_hess_ψ )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, const alpaqa_real_t Σ, alpaqa_real_t scale, const alpaqa_real_t zl, const alpaqa_real_t zu, alpaqa_index_t inner_idx, alpaqa_index_t outer_ptr, alpaqa_real_t *H_values)
	Hessian of the augmented Lagrangian.

alpaqa_length_t(*	get_hess_ψ_num_nonzeros )(void *instance)
	Number of nonzeros of the sparse Hessian of the augmented Lagrangian.

alpaqa_real_t(*	eval_f_grad_f )(void instance, const alpaqa_real_t x, alpaqa_real_t *grad_fx)
	Cost and its gradient.

alpaqa_real_t(*	eval_f_g )(void instance, const alpaqa_real_t x, alpaqa_real_t *g)
	Cost and constraints.

void(*	eval_grad_f_grad_g_prod )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, alpaqa_real_t grad_f, alpaqa_real_t *grad_gxy)
	Gradient of the cost and gradient-vector product of the constraints.

void(*	eval_grad_L )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, alpaqa_real_t grad_L, alpaqa_real_t *work_n)
	Gradient of the Lagrangian.

alpaqa_real_t(*	eval_ψ )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, const alpaqa_real_t Σ, const alpaqa_real_t zl, const alpaqa_real_t zu, alpaqa_real_t *ŷ)
	Augmented Lagrangian.

void(*	eval_grad_ψ )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, const alpaqa_real_t Σ, const alpaqa_real_t zl, const alpaqa_real_t zu, alpaqa_real_t grad_ψ, alpaqa_real_t work_n, alpaqa_real_t *work_m)
	Gradient of the augmented Lagrangian.

alpaqa_real_t(*	eval_ψ_grad_ψ )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, const alpaqa_real_t Σ, const alpaqa_real_t zl, const alpaqa_real_t zu, alpaqa_real_t grad_ψ, alpaqa_real_t work_n, alpaqa_real_t *work_m)
	Augmented Lagrangian and its gradient.

alpaqa_real_t(*	eval_prox_grad_step )(void instance, alpaqa_real_t γ, const alpaqa_real_t x, const alpaqa_real_t grad_ψ, alpaqa_real_t x̂, alpaqa_real_t *p)
	Proximal gradient step.

void(*	initialize_box_C )(void instance, alpaqa_real_t lb, alpaqa_real_t *ub)
	Provide the initial values for the bounds of alpaqa::BoxConstrProblem::C, i.e.

void(*	initialize_box_D )(void instance, alpaqa_real_t lb, alpaqa_real_t *ub)
	Provide the initial values for the bounds of alpaqa::BoxConstrProblem::D, i.e.

void(*	initialize_l1_reg )(void instance, alpaqa_real_t lambda, alpaqa_length_t *size)
	Provide the initial values for alpaqa::BoxConstrProblem::l1_reg, the ℓ₁-regularization factor.

Member Data Documentation

◆ n

alpaqa_length_t n { 0 }

Number of decision variables.

See also: alpaqa::TypeErasedProblem::get_n()

Definition at line 28 of file dl-problem.h.

◆ m

alpaqa_length_t m { 0 }

Number of constraints.

See also: alpaqa::TypeErasedProblem::get_m()

Definition at line 31 of file dl-problem.h.

◆ eval_f

alpaqa_real_t(* eval_f) (void *instance, const alpaqa_real_t *x)

inline

Cost function.

See also: alpaqa::TypeErasedProblem::eval_f()

Definition at line 36 of file dl-problem.h.

◆ eval_grad_f

void(* eval_grad_f) (void *instance, const alpaqa_real_t *x, alpaqa_real_t *grad_fx)

inline

Gradient of the cost function.

See also: alpaqa::TypeErasedProblem::eval_grad_f()

Definition at line 41 of file dl-problem.h.

◆ eval_g

void(* eval_g) (void *instance, const alpaqa_real_t *x, alpaqa_real_t *gx)

inline

Constraints function.

See also: alpaqa::TypeErasedProblem::eval_g()

Definition at line 47 of file dl-problem.h.

◆ eval_grad_g_prod

void(* eval_grad_g_prod) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t *grad_gxy)

inline

Gradient-vector product of the constraints function.

See also: alpaqa::TypeErasedProblem::eval_grad_g_prod()

Definition at line 53 of file dl-problem.h.

◆ eval_jac_g

void(* eval_jac_g) (void *instance, const alpaqa_real_t *x, alpaqa_index_t *inner_idx, alpaqa_index_t *outer_ptr, alpaqa_real_t *J_values)

inline

Jacobian of the constraints function.

See also: alpaqa::TypeErasedProblem::eval_jac_g()

Definition at line 60 of file dl-problem.h.

◆ get_jac_g_num_nonzeros

alpaqa_length_t(* get_jac_g_num_nonzeros) (void *instance)

inline

Number of nonzeros of the sparse Jacobian of the constraints function.

See also: alpaqa::TypeErasedProblem::get_jac_g_num_nonzeros()

Definition at line 68 of file dl-problem.h.

◆ eval_grad_gi

void(* eval_grad_gi) (void *instance, const alpaqa_real_t *x, alpaqa_index_t i, alpaqa_real_t *grad_gi)

inline

Gradient of specific constraint function.

See also: alpaqa::TypeErasedProblem::eval_grad_gi()

Definition at line 72 of file dl-problem.h.

◆ eval_hess_L_prod

void(* eval_hess_L_prod) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t scale, const alpaqa_real_t *v, alpaqa_real_t *Hv)

inline

Hessian-vector product of the Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_hess_L_prod()

Definition at line 79 of file dl-problem.h.

◆ eval_hess_L

void(* eval_hess_L) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t scale, alpaqa_index_t *inner_idx, alpaqa_index_t *outer_ptr, alpaqa_real_t *H_values)

inline

Hessian of the Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_hess_L()

Definition at line 88 of file dl-problem.h.

◆ get_hess_L_num_nonzeros

alpaqa_length_t(* get_hess_L_num_nonzeros) (void *instance)

inline

Number of nonzeros of the sparse Hessian of the Lagrangian.

See also: alpaqa::TypeErasedProblem::get_hess_L_num_nonzeros()

Definition at line 98 of file dl-problem.h.

◆ eval_hess_ψ_prod

void(* eval_hess_ψ_prod) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, alpaqa_real_t scale, const alpaqa_real_t *zl, const alpaqa_real_t *zu, const alpaqa_real_t *v, alpaqa_real_t *Hv)

inline

Hessian-vector product of the augmented Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_hess_ψ_prod()

Definition at line 102 of file dl-problem.h.

◆ eval_hess_ψ

void(* eval_hess_ψ) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, alpaqa_real_t scale, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_index_t *inner_idx, alpaqa_index_t *outer_ptr, alpaqa_real_t *H_values)

inline

Hessian of the augmented Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_hess_ψ()

Definition at line 114 of file dl-problem.h.

◆ get_hess_ψ_num_nonzeros

alpaqa_length_t(* get_hess_ψ_num_nonzeros) (void *instance)

inline

Number of nonzeros of the sparse Hessian of the augmented Lagrangian.

See also: alpaqa::TypeErasedProblem::get_hess_ψ_num_nonzeros()

Definition at line 127 of file dl-problem.h.

◆ eval_f_grad_f

alpaqa_real_t(* eval_f_grad_f) (void *instance, const alpaqa_real_t *x, alpaqa_real_t *grad_fx)

inline

Cost and its gradient.

See also: alpaqa::TypeErasedProblem::eval_f_grad_f()

Definition at line 131 of file dl-problem.h.

◆ eval_f_g

alpaqa_real_t(* eval_f_g) (void *instance, const alpaqa_real_t *x, alpaqa_real_t *g)

inline

Cost and constraints.

See also: alpaqa::TypeErasedProblem::eval_f_g()

Definition at line 137 of file dl-problem.h.

◆ eval_grad_f_grad_g_prod

void(* eval_grad_f_grad_g_prod) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t *grad_f, alpaqa_real_t *grad_gxy)

inline

Gradient of the cost and gradient-vector product of the constraints.

See also: alpaqa::TypeErasedProblem::eval_grad_f_grad_g_prod()

Definition at line 143 of file dl-problem.h.

◆ eval_grad_L

void(* eval_grad_L) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t *grad_L, alpaqa_real_t *work_n)

inline

Gradient of the Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_grad_L()

Definition at line 151 of file dl-problem.h.

◆ eval_ψ

alpaqa_real_t(* eval_ψ) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_real_t *ŷ)

inline

Augmented Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_ψ()

Definition at line 159 of file dl-problem.h.

◆ eval_grad_ψ

void(* eval_grad_ψ) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_real_t *grad_ψ, alpaqa_real_t *work_n, alpaqa_real_t *work_m)

inline

Gradient of the augmented Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_grad_ψ()

Definition at line 169 of file dl-problem.h.

◆ eval_ψ_grad_ψ

alpaqa_real_t(* eval_ψ_grad_ψ) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_real_t *grad_ψ, alpaqa_real_t *work_n, alpaqa_real_t *work_m)

inline

Augmented Lagrangian and its gradient.

See also: alpaqa::TypeErasedProblem::eval_ψ_grad_ψ()

Definition at line 181 of file dl-problem.h.

◆ eval_prox_grad_step

alpaqa_real_t(* eval_prox_grad_step) (void *instance, alpaqa_real_t γ, const alpaqa_real_t *x, const alpaqa_real_t *grad_ψ, alpaqa_real_t *x̂, alpaqa_real_t *p)

inline

Proximal gradient step.

See also: alpaqa::TypeErasedProblem::eval_prox_grad_step() If not set, the default implementation from alpaqa::BoxConstrProblem is used.

Definition at line 195 of file dl-problem.h.

◆ initialize_box_C

void(* initialize_box_C) (void *instance, alpaqa_real_t *lb, alpaqa_real_t *ub)

inline

Provide the initial values for the bounds of alpaqa::BoxConstrProblem::C, i.e.

the constraints on the decision variables.

Definition at line 205 of file dl-problem.h.

◆ initialize_box_D

void(* initialize_box_D) (void *instance, alpaqa_real_t *lb, alpaqa_real_t *ub)

inline

Provide the initial values for the bounds of alpaqa::BoxConstrProblem::D, i.e.

the general constraints.

Definition at line 211 of file dl-problem.h.

◆ initialize_l1_reg

void(* initialize_l1_reg) (void *instance, alpaqa_real_t *lambda, alpaqa_length_t *size)

inline

Provide the initial values for alpaqa::BoxConstrProblem::l1_reg, the ℓ₁-regularization factor.

This function is called twice:

with lambda set to nullptr, and the user should set the size.
with lambda pointing to an array of that size, and the user should initialize this array.

Definition at line 221 of file dl-problem.h.

The documentation for this struct was generated from the following file:

src/interop/dl-api/include/alpaqa/dl/dl-problem.h

Detailed Description

Public Attributes

Member Data Documentation

◆ n

◆ m

◆ eval_f

◆ eval_grad_f

◆ eval_g

◆ eval_grad_g_prod

◆ eval_jac_g

◆ get_jac_g_num_nonzeros

◆ eval_grad_gi

◆ eval_hess_L_prod

◆ eval_hess_L

◆ get_hess_L_num_nonzeros

◆ eval_hess_ψ_prod

◆ eval_hess_ψ

◆ get_hess_ψ_num_nonzeros

◆ eval_f_grad_f

◆ eval_f_g

◆ eval_grad_f_grad_g_prod

◆ eval_grad_L

◆ eval_ψ

◆ eval_grad_ψ

◆ eval_ψ_grad_ψ

◆ eval_prox_grad_step

◆ initialize_box_C

◆ initialize_box_D

◆ initialize_l1_reg