#include <alpaqa/lbfgsb/lbfgsb-adapter.hpp>
L-BFGS-B solver for ALM.
Definition at line 43 of file lbfgsb-adapter.hpp.
Public Types | |
using | Problem = TypeErasedProblem< config_t > |
using | Params = LBFGSBParams |
using | Stats = LBFGSBStats |
using | SolveOptions = InnerSolveOptions< config_t > |
Public Member Functions | |
LBFGSBSolver (const Params ¶ms) | |
Stats | operator() (const Problem &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec err_z) |
template<class P > | |
Stats | operator() (const P &problem, const SolveOptions &opts, rvec u, rvec y, crvec Σ, rvec e) |
std::string | get_name () const |
void | stop () |
const Params & | get_params () const |
Public Attributes | |
std::ostream * | os = &std::cout |
Private Attributes | |
Params | params |
AtomicStopSignal | stop_signal |
using Problem = TypeErasedProblem<config_t> |
Definition at line 47 of file lbfgsb-adapter.hpp.
Definition at line 48 of file lbfgsb-adapter.hpp.
Definition at line 49 of file lbfgsb-adapter.hpp.
using SolveOptions = InnerSolveOptions<config_t> |
Definition at line 50 of file lbfgsb-adapter.hpp.
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inline |
Definition at line 52 of file lbfgsb-adapter.hpp.
auto operator() | ( | const Problem & | problem, |
const SolveOptions & | opts, | ||
rvec | x, | ||
rvec | y, | ||
crvec | Σ, | ||
rvec | err_z | ||
) |
[in] | problem | Problem description |
[in] | opts | Solve options |
[in,out] | x | Decision variable \( x \) |
[in,out] | y | Lagrange multipliers \( y \) |
[in] | Σ | Constraint weights \( \Sigma \) |
[out] | err_z | Slack variable error \( g(x) - \Pi_D(g(x) + \Sigma^{-1} y) \) |
Definition at line 17 of file lbfgsb-adapter.cpp.
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inline |
Definition at line 62 of file lbfgsb-adapter.hpp.
std::string get_name | ( | ) | const |
Definition at line 16 of file lbfgsb-adapter.cpp.
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inline |
Definition at line 69 of file lbfgsb-adapter.hpp.
Definition at line 71 of file lbfgsb-adapter.hpp.
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private |
Definition at line 74 of file lbfgsb-adapter.hpp.
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private |
Definition at line 75 of file lbfgsb-adapter.hpp.
std::ostream* os = &std::cout |
Definition at line 78 of file lbfgsb-adapter.hpp.