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

Detailed Description

Class that loads a problem using dlopen.

The shared library should export a C function with the name <symbol_prefix>_register that accepts a void pointer with user data, and returns a struct of type alpaqa_problem_register_t that contains all data to represent the problem, as well as function pointers for all required operations. See C++/DLProblem/main.cpp and problems/sparse-logistic-regression.cpp for examples.

Note: Copies are shallow, they all share the same problem instance, take that into account when using multiple threads.

See also: TypeErasedProblem; alpaqa_problem_functions_t; alpaqa_problem_register_t

Examples: C++/DLProblem/main.cpp.

Definition at line 93 of file dl-problem.hpp.

Inheritance diagram for DLProblem:

Collaboration diagram for DLProblem:

Public Types
using	Sparsity = alpaqa::Sparsity< config_t >

using	instance_t = ExtraFuncs::instance_t

using	Box = alpaqa::Box< config_t >

Public Member Functions
	DLProblem (const std::string &so_filename, std::string symbol_prefix="alpaqa_problem", void *user_param=nullptr)
	Load a problem from a shared library.

real_t	eval_prox_grad_step (real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) const

real_t	eval_f (crvec x) const

void	eval_grad_f (crvec x, rvec grad_fx) const

void	eval_g (crvec x, rvec gx) const

void	eval_grad_g_prod (crvec x, crvec y, rvec grad_gxy) const

void	eval_jac_g (crvec x, rvec J_values) const

Sparsity	get_jac_g_sparsity () const

void	eval_grad_gi (crvec x, index_t i, rvec grad_gi) const

void	eval_hess_L_prod (crvec x, crvec y, real_t scale, crvec v, rvec Hv) const

void	eval_hess_L (crvec x, crvec y, real_t scale, rvec H_values) const

Sparsity	get_hess_L_sparsity () const

void	eval_hess_ψ_prod (crvec x, crvec y, crvec Σ, real_t scale, crvec v, rvec Hv) const

void	eval_hess_ψ (crvec x, crvec y, crvec Σ, real_t scale, rvec H_values) const

Sparsity	get_hess_ψ_sparsity () const

real_t	eval_f_grad_f (crvec x, rvec grad_fx) const

real_t	eval_f_g (crvec x, rvec g) const

void	eval_grad_f_grad_g_prod (crvec x, crvec y, rvec grad_f, rvec grad_gxy) const

void	eval_grad_L (crvec x, crvec y, rvec grad_L, rvec work_n) const

real_t	eval_ψ (crvec x, crvec y, crvec Σ, rvec ŷ) const

void	eval_grad_ψ (crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const

real_t	eval_ψ_grad_ψ (crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const

bool	provides_eval_f () const

bool	provides_eval_grad_f () const

bool	provides_eval_g () const

bool	provides_eval_grad_g_prod () const

bool	provides_eval_jac_g () const

bool	provides_get_jac_g_sparsity () const

bool	provides_eval_grad_gi () const

bool	provides_eval_hess_L_prod () const

bool	provides_eval_hess_L () const

bool	provides_get_hess_L_sparsity () const

bool	provides_eval_hess_ψ_prod () const

bool	provides_eval_hess_ψ () const

bool	provides_get_hess_ψ_sparsity () const

bool	provides_eval_f_grad_f () const

bool	provides_eval_f_g () const

bool	provides_eval_grad_f_grad_g_prod () const

bool	provides_eval_grad_L () const

bool	provides_eval_ψ () const

bool	provides_eval_grad_ψ () const

bool	provides_eval_ψ_grad_ψ () const

bool	provides_get_box_C () const

template<class Signature , class... Args>
decltype(auto)	call_extra_func (const std::string &name, Args &&...args) const

template<class Signature , class... Args>
decltype(auto)	call_extra_func (const std::string &name, Args &&...args)

void	resize (length_t n, length_t m)
	Change the dimensions of the problem (number of decision variables and number of constaints).

length_t	get_n () const
	Number of decision variables, n.

length_t	get_m () const
	Number of constraints, m.

void	eval_proj_diff_g (crvec z, rvec p) const

void	eval_proj_multipliers (rvec y, real_t M) const

const Box &	get_box_C () const

const Box &	get_box_D () const

index_t	eval_inactive_indices_res_lna (real_t γ, crvec x, crvec grad_ψ, rindexvec J) const

void	check () const

Static Public Member Functions
static real_t	eval_proj_grad_step_box (const Box &C, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Projected gradient step for rectangular box C.

static void	eval_prox_grad_step_box_l1_impl (const Box &C, const auto &λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Proximal gradient step for rectangular box C with ℓ₁-regularization.

static real_t	eval_prox_grad_step_box_l1 (const Box &C, const auto &λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Proximal gradient step for rectangular box C with ℓ₁-regularization.

static real_t	eval_prox_grad_step_box_l1_scal (const Box &C, real_t λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Proximal gradient step for rectangular box C with ℓ₁-regularization.

static void	eval_proj_multipliers_box (const Box &D, rvec y, real_t M, index_t penalty_alm_split)

Public Attributes
length_t	n
	Number of decision variables, dimension of x.

length_t	m
	Number of constraints, dimension of g(x) and z.

Box	C
	Constraints of the decision variables, \( x \in C \).

Box	D
	Other constraints, \( g(x) \in D \).

vec	l1_reg
	\( \ell_1 \) (1-norm) regularization parameter.

index_t	penalty_alm_split
	Components of the constraint function with indices below this number are handled using a quadratic penalty method rather than using an augmented Lagrangian method.

Private Attributes
std::shared_ptr< void >	handle
	Handle to the shared module defining the problem.

std::shared_ptr< void >	instance
	Problem instance created by the registration function, including the deleter to destroy it.

problem_functions_t *	functions = nullptr
	Pointer to the struct of function pointers for evaluating the objective, constraints, their gradients, etc.

ExtraFuncs	extra_funcs
	Dictionary of extra functions that were registered by the problem.

Member Typedef Documentation

◆ Sparsity

using Sparsity = alpaqa::Sparsity<config_t>

Definition at line 96 of file dl-problem.hpp.

◆ instance_t

using instance_t = ExtraFuncs::instance_t

Definition at line 166 of file dl-problem.hpp.

◆ Box

using Box = alpaqa::Box<config_t>

inherited

Definition at line 19 of file box-constr-problem.hpp.

Constructor & Destructor Documentation

◆ DLProblem()

DLProblem	(	const std::string &	so_filename,
		std::string	symbol_prefix = `"alpaqa_problem"`,
		void *	user_param = `nullptr`
	)

Load a problem from a shared library.

Parameters

so_filename	Filename of the shared library to load.
symbol_prefix	Prefix of the registration function.
user_param	Pointer to custom user data to pass to the registration function.

Definition at line 154 of file dl-problem.cpp.

Member Function Documentation

◆ eval_prox_grad_step()

auto eval_prox_grad_step	(	real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rvec	x̂,
		rvec	p
	)		const

Definition at line 208 of file dl-problem.cpp.

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◆ eval_f()

auto eval_f ( crvec x ) const

Definition at line 217 of file dl-problem.cpp.

◆ eval_grad_f()

auto eval_grad_f	(	crvec	x,
		rvec	grad_fx
	)		const

Definition at line 218 of file dl-problem.cpp.

◆ eval_g()

auto eval_g	(	crvec	x,
		rvec	gx
	)		const

Definition at line 219 of file dl-problem.cpp.

◆ eval_grad_g_prod()

auto eval_grad_g_prod	(	crvec	x,
		crvec	y,
		rvec	grad_gxy
	)		const

Definition at line 220 of file dl-problem.cpp.

◆ eval_jac_g()

auto eval_jac_g	(	crvec	x,
		rvec	J_values
	)		const

Definition at line 222 of file dl-problem.cpp.

◆ get_jac_g_sparsity()

auto get_jac_g_sparsity ( ) const

Definition at line 223 of file dl-problem.cpp.

◆ eval_grad_gi()

auto eval_grad_gi	(	crvec	x,
		index_t	i,
		rvec	grad_gi
	)		const

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

◆ eval_hess_L_prod()

auto eval_hess_L_prod	(	crvec	x,
		crvec	y,
		real_t	scale,
		crvec	v,
		rvec	Hv
	)		const

Definition at line 224 of file dl-problem.cpp.

◆ eval_hess_L()

auto eval_hess_L	(	crvec	x,
		crvec	y,
		real_t	scale,
		rvec	H_values
	)		const

Definition at line 225 of file dl-problem.cpp.

◆ get_hess_L_sparsity()

auto get_hess_L_sparsity ( ) const

Definition at line 226 of file dl-problem.cpp.

◆ eval_hess_ψ_prod()

auto eval_hess_ψ_prod	(	crvec	x,
		crvec	y,
		crvec	Σ,
		real_t	scale,
		crvec	v,
		rvec	Hv
	)		const

Definition at line 227 of file dl-problem.cpp.

◆ eval_hess_ψ()

auto eval_hess_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		real_t	scale,
		rvec	H_values
	)		const

Definition at line 228 of file dl-problem.cpp.

◆ get_hess_ψ_sparsity()

auto get_hess_ψ_sparsity ( ) const

Definition at line 229 of file dl-problem.cpp.

◆ eval_f_grad_f()

auto eval_f_grad_f	(	crvec	x,
		rvec	grad_fx
	)		const

Definition at line 230 of file dl-problem.cpp.

◆ eval_f_g()

auto eval_f_g	(	crvec	x,
		rvec	g
	)		const

Definition at line 231 of file dl-problem.cpp.

◆ eval_grad_f_grad_g_prod()

auto eval_grad_f_grad_g_prod	(	crvec	x,
		crvec	y,
		rvec	grad_f,
		rvec	grad_gxy
	)		const

Definition at line 232 of file dl-problem.cpp.

◆ eval_grad_L()

auto eval_grad_L	(	crvec	x,
		crvec	y,
		rvec	grad_L,
		rvec	work_n
	)		const

Definition at line 233 of file dl-problem.cpp.

◆ eval_ψ()

auto eval_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	ŷ
	)		const

Definition at line 234 of file dl-problem.cpp.

◆ eval_grad_ψ()

auto eval_grad_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	grad_ψ,
		rvec	work_n,
		rvec	work_m
	)		const

Definition at line 235 of file dl-problem.cpp.

◆ eval_ψ_grad_ψ()

auto eval_ψ_grad_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	grad_ψ,
		rvec	work_n,
		rvec	work_m
	)		const

Definition at line 236 of file dl-problem.cpp.

◆ provides_eval_f()

bool provides_eval_f ( ) const

Definition at line 238 of file dl-problem.cpp.

◆ provides_eval_grad_f()

bool provides_eval_grad_f ( ) const

Definition at line 239 of file dl-problem.cpp.

◆ provides_eval_g()

bool provides_eval_g ( ) const

Definition at line 240 of file dl-problem.cpp.

◆ provides_eval_grad_g_prod()

bool provides_eval_grad_g_prod ( ) const

Definition at line 241 of file dl-problem.cpp.

◆ provides_eval_jac_g()

bool provides_eval_jac_g ( ) const

Definition at line 242 of file dl-problem.cpp.

◆ provides_get_jac_g_sparsity()

bool provides_get_jac_g_sparsity ( ) const

Definition at line 243 of file dl-problem.cpp.

◆ provides_eval_grad_gi()

bool provides_eval_grad_gi ( ) const

Definition at line 244 of file dl-problem.cpp.

◆ provides_eval_hess_L_prod()

bool provides_eval_hess_L_prod ( ) const

Definition at line 245 of file dl-problem.cpp.

◆ provides_eval_hess_L()

bool provides_eval_hess_L ( ) const

Definition at line 246 of file dl-problem.cpp.

◆ provides_get_hess_L_sparsity()

bool provides_get_hess_L_sparsity ( ) const

Definition at line 247 of file dl-problem.cpp.

◆ provides_eval_hess_ψ_prod()

bool provides_eval_hess_ψ_prod ( ) const

Definition at line 248 of file dl-problem.cpp.

◆ provides_eval_hess_ψ()

bool provides_eval_hess_ψ ( ) const

Definition at line 249 of file dl-problem.cpp.

◆ provides_get_hess_ψ_sparsity()

bool provides_get_hess_ψ_sparsity ( ) const

Definition at line 250 of file dl-problem.cpp.

◆ provides_eval_f_grad_f()

bool provides_eval_f_grad_f ( ) const

Definition at line 251 of file dl-problem.cpp.

◆ provides_eval_f_g()

bool provides_eval_f_g ( ) const

Definition at line 252 of file dl-problem.cpp.

◆ provides_eval_grad_f_grad_g_prod()

bool provides_eval_grad_f_grad_g_prod ( ) const

Definition at line 253 of file dl-problem.cpp.

◆ provides_eval_grad_L()

bool provides_eval_grad_L ( ) const

Definition at line 254 of file dl-problem.cpp.

◆ provides_eval_ψ()

bool provides_eval_ψ ( ) const

Definition at line 255 of file dl-problem.cpp.

◆ provides_eval_grad_ψ()

bool provides_eval_grad_ψ ( ) const

Definition at line 256 of file dl-problem.cpp.

◆ provides_eval_ψ_grad_ψ()

bool provides_eval_ψ_grad_ψ ( ) const

Definition at line 257 of file dl-problem.cpp.

◆ provides_get_box_C()

bool provides_get_box_C ( ) const

Definition at line 258 of file dl-problem.cpp.

◆ call_extra_func() [1/2]

template<class Signature , class... Args>

decltype(auto) call_extra_func	(	const std::string &	name,
		Args &&...	args
	)		const

inline

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

◆ call_extra_func() [2/2]

template<class Signature , class... Args>

decltype(auto) call_extra_func	(	const std::string &	name,
		Args &&...	args
	)

inline

Definition at line 177 of file dl-problem.hpp.

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◆ resize()

void resize	(	length_t	n,
		length_t	m
	)

inlineinherited

Change the dimensions of the problem (number of decision variables and number of constaints).

Destructive: resizes and/or resets the members C, D, l1_reg and penalty_alm_split.

Definition at line 41 of file box-constr-problem.hpp.

◆ get_n()

length_t get_n ( ) const

inlineinherited

Number of decision variables, n.

Definition at line 75 of file box-constr-problem.hpp.

◆ get_m()

length_t get_m ( ) const

inlineinherited

Number of constraints, m.

Definition at line 77 of file box-constr-problem.hpp.

◆ eval_proj_grad_step_box()

static real_t eval_proj_grad_step_box	(	const Box &	C,
		real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rvec	x̂,
		rvec	p
	)

inlinestaticinherited

Projected gradient step for rectangular box C.

\[ \begin{aligned} \hat x &= \Pi_C(x - \gamma\nabla\psi(x)) \\ p &= \hat x - x \\ &= \max(\underline x - x, \;\min(-\gamma\nabla\psi(x), \overline x - x) \end{aligned} \]

Definition at line 84 of file box-constr-problem.hpp.

◆ eval_prox_grad_step_box_l1_impl()

static void eval_prox_grad_step_box_l1_impl	(	const Box &	C,
		const auto &	λ,
		real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rvec	x̂,
		rvec	p
	)

inlinestaticinherited

Proximal gradient step for rectangular box C with ℓ₁-regularization.

\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]

Definition at line 107 of file box-constr-problem.hpp.

◆ eval_prox_grad_step_box_l1()

static real_t eval_prox_grad_step_box_l1	(	const Box &	C,
		const auto &	λ,
		real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rvec	x̂,
		rvec	p
	)

inlinestaticinherited

Proximal gradient step for rectangular box C with ℓ₁-regularization.

\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]

Definition at line 116 of file box-constr-problem.hpp.

◆ eval_prox_grad_step_box_l1_scal()

static real_t eval_prox_grad_step_box_l1_scal	(	const Box &	C,
		real_t	λ,
		real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rvec	x̂,
		rvec	p
	)

inlinestaticinherited

Proximal gradient step for rectangular box C with ℓ₁-regularization.

\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]

Definition at line 123 of file box-constr-problem.hpp.

◆ eval_proj_diff_g()

void eval_proj_diff_g	(	crvec	z,
		rvec	p
	)		const

inlineinherited

See also: TypeErasedProblem::eval_proj_diff_g

Definition at line 142 of file box-constr-problem.hpp.

◆ eval_proj_multipliers_box()

static void eval_proj_multipliers_box	(	const Box &	D,
		rvec	y,
		real_t	M,
		index_t	penalty_alm_split
	)

inlinestaticinherited

Definition at line 144 of file box-constr-problem.hpp.

◆ eval_proj_multipliers()

void eval_proj_multipliers	(	rvec	y,
		real_t	M
	)		const

inlineinherited

See also: TypeErasedProblem::eval_proj_multipliers

Definition at line 166 of file box-constr-problem.hpp.

◆ get_box_C()

const Box & get_box_C ( ) const

inlineinherited

See also: TypeErasedProblem::get_box_C

Definition at line 171 of file box-constr-problem.hpp.

◆ get_box_D()

const Box & get_box_D ( ) const

inlineinherited

See also: TypeErasedProblem::get_box_D

Definition at line 173 of file box-constr-problem.hpp.

◆ eval_inactive_indices_res_lna()

index_t eval_inactive_indices_res_lna	(	real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rindexvec	J
	)		const

inlineinherited

See also: TypeErasedProblem::eval_inactive_indices_res_lna

Definition at line 176 of file box-constr-problem.hpp.

◆ check()

void check ( ) const

inlineinherited

See also: TypeErasedProblem::check

Definition at line 213 of file box-constr-problem.hpp.

Member Data Documentation

◆ handle

std::shared_ptr<void> handle

private

Handle to the shared module defining the problem.

Definition at line 109 of file dl-problem.hpp.

◆ instance

std::shared_ptr<void> instance

private

Problem instance created by the registration function, including the deleter to destroy it.

Definition at line 112 of file dl-problem.hpp.

◆ functions

problem_functions_t* functions = nullptr

private

Pointer to the struct of function pointers for evaluating the objective, constraints, their gradients, etc.

Definition at line 115 of file dl-problem.hpp.

◆ extra_funcs

ExtraFuncs extra_funcs

private

Dictionary of extra functions that were registered by the problem.

Definition at line 117 of file dl-problem.hpp.

◆ n

length_t n

inherited

Number of decision variables, dimension of x.

Definition at line 22 of file box-constr-problem.hpp.

◆ m

length_t m

inherited

Number of constraints, dimension of g(x) and z.

Definition at line 24 of file box-constr-problem.hpp.

◆ C

Box C

inherited

Constraints of the decision variables, \( x \in C \).

Definition at line 59 of file box-constr-problem.hpp.

◆ D

Box D

inherited

Other constraints, \( g(x) \in D \).

Definition at line 61 of file box-constr-problem.hpp.

◆ l1_reg

vec l1_reg

inherited

\( \ell_1 \) (1-norm) regularization parameter.

Possible dimensions are: \( 0 \) (no regularization), \( 1 \) (a single scalar factor), or \( n \) (a different factor for each variable).

Definition at line 66 of file box-constr-problem.hpp.

◆ penalty_alm_split

index_t penalty_alm_split

inherited

Components of the constraint function with indices below this number are handled using a quadratic penalty method rather than using an augmented Lagrangian method.

Specifically, the Lagrange multipliers for these components (which determine the shifts in ALM) are kept at zero.

Definition at line 72 of file box-constr-problem.hpp.

The documentation for this class was generated from the following files:

src/interop/dl/include/alpaqa/dl/dl-problem.hpp
src/interop/dl/src/dl-problem.cpp

Detailed Description

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Private Attributes

Member Typedef Documentation

◆ Sparsity

◆ instance_t

◆ Box

Constructor & Destructor Documentation

◆ DLProblem()

Member Function Documentation

◆ eval_prox_grad_step()

◆ eval_f()

◆ eval_grad_f()

◆ eval_g()

◆ eval_grad_g_prod()

◆ eval_jac_g()

◆ get_jac_g_sparsity()

◆ eval_grad_gi()

◆ eval_hess_L_prod()

◆ eval_hess_L()

◆ get_hess_L_sparsity()

◆ eval_hess_ψ_prod()

◆ eval_hess_ψ()

◆ get_hess_ψ_sparsity()

◆ 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()

◆ provides_eval_f()

◆ provides_eval_grad_f()

◆ provides_eval_g()

◆ provides_eval_grad_g_prod()

◆ provides_eval_jac_g()

◆ provides_get_jac_g_sparsity()

◆ provides_eval_grad_gi()

◆ provides_eval_hess_L_prod()

◆ provides_eval_hess_L()

◆ provides_get_hess_L_sparsity()

◆ provides_eval_hess_ψ_prod()

◆ provides_eval_hess_ψ()

◆ provides_get_hess_ψ_sparsity()

◆ provides_eval_f_grad_f()

◆ provides_eval_f_g()

◆ provides_eval_grad_f_grad_g_prod()

◆ provides_eval_grad_L()

◆ provides_eval_ψ()

◆ provides_eval_grad_ψ()

◆ provides_eval_ψ_grad_ψ()

◆ provides_get_box_C()

◆ call_extra_func() [1/2]

◆ call_extra_func() [2/2]

◆ resize()

◆ get_n()

◆ get_m()

◆ eval_proj_grad_step_box()

◆ eval_prox_grad_step_box_l1_impl()

◆ eval_prox_grad_step_box_l1()

◆ eval_prox_grad_step_box_l1_scal()

◆ eval_proj_diff_g()

◆ eval_proj_multipliers_box()

◆ eval_proj_multipliers()

◆ get_box_C()

◆ get_box_D()

◆ eval_inactive_indices_res_lna()

◆ check()

Member Data Documentation

◆ handle

◆ instance

◆ functions

◆ extra_funcs

◆ n

◆ m

◆ C

◆ D