structured-newton.hpp File Reference

#include <alpaqa/config/config.hpp>
#include <alpaqa/export.hpp>
#include <alpaqa/inner/directions/panoc-direction-update.hpp>
#include <alpaqa/inner/internal/panoc-helpers.hpp>
#include <alpaqa/problem/sparsity.hpp>
#include <alpaqa/problem/type-erased-problem.hpp>
#include <alpaqa/util/alloc-check.hpp>
#include <alpaqa/util/index-set.hpp>
#include <alpaqa/util/print.hpp>
#include <iostream>
#include <limits>
#include <optional>
#include <stdexcept>
#include <Eigen/Cholesky>
#include <Eigen/Eigenvalues>
#include <alpaqa/inner/panoc.hpp>

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Classes
struct	StructuredNewtonRegularizationParams< Conf >
	Parameters for the StructuredNewtonDirection class. More...
struct	StructuredNewtonDirectionParams< Conf >
	Parameters for the StructuredNewtonDirection class. More...
struct	StructuredNewtonDirection< Conf >
struct	StructuredNewtonDirection< Conf >::Params

Namespaces
namespace	alpaqa

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Class Documentation

alpaqa::StructuredNewtonRegularizationParams

struct alpaqa::StructuredNewtonRegularizationParams

Collaboration diagram for StructuredNewtonRegularizationParams< Conf >:

Class Members
real_t	min_eig = std::cbrt(std::numeric_limits<real_t>::epsilon())	Minimum eigenvalue of the Hessian, scaled by \( 1 + |\lambda_\mathrm{max}| \), enforced by regularization using a multiple of identity.
bool	print_eig = false	Print the minimum and maximum eigenvalue of the Hessian.

alpaqa::StructuredNewtonDirectionParams

struct alpaqa::StructuredNewtonDirectionParams

Collaboration diagram for StructuredNewtonDirectionParams< Conf >:

Class Members
real_t	hessian_vec_factor = 0	Set this option to a nonzero value to include the Hessian-vector product \( \nabla^2_{x_\mathcal{J}x_\mathcal{K}}\psi(x) q_\mathcal{K} \) from equation 12b in [2], scaled by this parameter. Set it to zero to leave out that term.

alpaqa::StructuredNewtonDirection::Params

struct alpaqa::StructuredNewtonDirection::Params

Collaboration diagram for StructuredNewtonDirection< Conf >::Params:

Class Members
AcceleratorParams	accelerator = {}
DirectionParams	direction = {}