#include <alpaqa/outer/alm.hpp>

Detailed Description

template<class InnerSolverT>
class alpaqa::ALMSolver< InnerSolverT >

Augmented Lagrangian Method solver.

Examples: C++/CasADi/Rosenbrock/main.cpp, C++/CustomCppProblem/main.cpp, C++/DLProblem/main.cpp, and C++/FortranProblem/main.cpp.

Definition at line 96 of file alm.hpp.

Collaboration diagram for ALMSolver< InnerSolverT >:

Classes
struct	Stats

Public Types
using	Params = ALMParams< config_t >

using	InnerSolver = InnerSolverT

using	Problem = typename InnerSolver::Problem

Public Member Functions
	ALMSolver (Params params, InnerSolver &&inner_solver)

	ALMSolver (Params params, const InnerSolver &inner_solver)

Stats	operator() (const Problem &problem, rvec x, rvec y, std::optional< rvec > Σ=std::nullopt)

template<class P >
Stats	operator() (const P &problem, rvec x, rvec y, std::optional< rvec > Σ=std::nullopt)

std::string	get_name () const

void	stop ()
	Abort the computation and return the result so far.

const Params &	get_params () const

Public Attributes
InnerSolver	inner_solver

std::ostream *	os = &std::cout

Private Types
using	Helpers = detail::ALMHelpers< config_t >

Private Attributes
Params	params

Class Documentation

◆ alpaqa::ALMSolver::Stats

struct alpaqa::ALMSolver::Stats

Collaboration diagram for ALMSolver< InnerSolverT >::Stats:

Class Members
unsigned	outer_iterations = 0	Total number of outer ALM iterations (i.e. the number of times that the inner solver was invoked).
nanoseconds	elapsed_time {}	Total elapsed time.
unsigned	initial_penalty_reduced = 0	The number of times that the initial penalty factor was reduced by ALMParams::initial_penalty_lower and that the initial tolerance was increased by ALMParams::initial_tolerance_increase because the inner solver failed to converge in the first ALM iteration. If this number is greater than zero, consider lowering the initial penalty factor ALMParams::initial_penalty or ALMParams::initial_penalty_factor or increasing the initial tolerance ALMParams::initial_tolerance (or both).
unsigned	penalty_reduced = 0	The number of times that the penalty update factor ALMParams::penalty_update_factor was reduced, that the tolerance update factor ALMParams::tolerance_update_factor was increased, and that an ALM iteration had to be restarted with a lower penalty factor and a higher tolerance because the inner solver failed to converge (not applicable in the first ALM iteration). If this number is greater than zero, consider lowerering the penalty update factor ALMParams::penalty_update_factor or increasing the tolerance update factor (or both). Lowering the initial penalty factor could help as well.
unsigned	inner_convergence_failures = 0	The total number of times that the inner solver failed to converge.
real_t	ε = inf<config_t>	Final primal tolerance that was reached, depends on the stopping criterion used by the inner solver, see for example PANOCStopCrit.
real_t	δ = inf<config_t>	Final dual tolerance or constraint violation that was reached: $δ = ‖ Π_{D} (g (x^{k}) + Σ^{- 1} y) ‖_{\infty}$
real_t	norm_penalty = 0	2-norm of the final penalty factors $‖ Σ ‖_{2}$ .
SolverStatus	status = SolverStatus::Busy	Whether the solver converged or not. See also SolverStatus
InnerStatsAccumulator< typename Stats >	inner {}	The statistics of the inner solver invocations, accumulated over all ALM iterations.