Inner solvers#

group grp_InnerSolvers

Solvers for the inner problem, such as PANOC.

template<class DirectionT> class PANOCSolver#

#include <alpaqa/inner/panoc.hpp>

PANOC solver for ALM.

Public Types

using Problem = TypeErasedProblem<config_t>#

using Params = PANOCParams<config_t>#

using Direction = DirectionT #

using Stats = PANOCStats<config_t>#

using ProgressInfo = PANOCProgressInfo<config_t>#

using SolveOptions = InnerSolveOptions<config_t>#

Public Functions

inline PANOCSolver(const Params &params)#

inline PANOCSolver(const Params &params, Direction &&direction)#

inline PANOCSolver(const Params &params, const Direction &direction)#

Stats operator()(const Problem &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec err_z)#

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec e)#

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec x)#

inline PANOCSolver &set_progress_callback(std::function<void(const ProgressInfo&)> cb)#

Specify a callable that is invoked with some intermediate results on each iteration of the algorithm.

See also

std::string get_name() const#

inline void stop()#

inline const Params &get_params() const#

Public Members

Direction direction#

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

template<class DirectionT> class PANTRSolver#

#include <alpaqa/inner/pantr.hpp>

PANTR solver for ALM.

Public Types

using Problem = TypeErasedProblem<config_t>#

using Params = PANTRParams<config_t>#

using Direction = DirectionT #

using Stats = PANTRStats<config_t>#

using ProgressInfo = PANTRProgressInfo<config_t>#

using SolveOptions = InnerSolveOptions<config_t>#

Public Functions

inline PANTRSolver(const Params &params)#

inline PANTRSolver(const Params &params, Direction &&direction)#

inline PANTRSolver(const Params &params, const Direction &direction)#

Stats operator()(const Problem &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec err_z)#

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec e)#

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec x)#

inline PANTRSolver &set_progress_callback(std::function<void(const ProgressInfo&)> cb)#

Specify a callable that is invoked with some intermediate results on each iteration of the algorithm.

See also

std::string get_name() const#

inline void stop()#

inline const Params &get_params() const#

Public Members

Direction direction#

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

template<class DirectionT> class ZeroFPRSolver#

#include <alpaqa/inner/zerofpr.hpp>

ZeroFPR solver for ALM.

Public Types

using Problem = TypeErasedProblem<config_t>#

using Params = ZeroFPRParams<config_t>#

using Direction = DirectionT #

using Stats = ZeroFPRStats<config_t>#

using ProgressInfo = ZeroFPRProgressInfo<config_t>#

using SolveOptions = InnerSolveOptions<config_t>#

Public Functions

inline ZeroFPRSolver(const Params &params)#

inline ZeroFPRSolver(const Params &params, Direction &&direction)#

inline ZeroFPRSolver(const Params &params, const Direction &direction)#

Stats operator()(const Problem &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec err_z)#

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec e)#

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec x)#

inline ZeroFPRSolver &set_progress_callback(std::function<void(const ProgressInfo&)> cb)#

Specify a callable that is invoked with some intermediate results on each iteration of the algorithm.

See also

std::string get_name() const#

inline void stop()#

inline const Params &get_params() const#

Public Members

Direction direction#

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

class LBFGSBSolver#

#include <alpaqa/lbfgsb/lbfgsb-adapter.hpp>

L-BFGS-B solver for ALM.

Public Types

using Problem = TypeErasedProblem<config_t>#

using Params = LBFGSBParams #

using Stats = LBFGSBStats #

using SolveOptions = InnerSolveOptions<config_t>#

Public Functions

inline LBFGSBSolver(const Params &params)#

Stats operator()(const Problem &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec err_z)#

Parameters:

problem – [in] Problem description
opts – [in] Solve options
x – [inout] Decision variable \( x \)
y – [inout] Lagrange multipliers \( y \)
Σ – [in] Constraint weights \( \Sigma \)
err_z – [out] Slack variable error \( g(x) - \Pi_D(g(x) + \Sigma^{-1} y) \)

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec u, rvec y, crvec Σ, rvec e)#

std::string get_name() const#

inline void stop()#

inline const Params &get_params() const#

Public Members

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

template<Config Conf> class LBFGSBSolver#

#include <alpaqa/lbfgsb-adapter.hpp>

L-BFGS-B solver for ALM.

Public Types

using Problem = TypeErasedProblem<config_t>#

using Params = ::LBFGSpp::LBFGSBParam<real_t>#

using Stats = LBFGSBStats<config_t>#

using SolveOptions = InnerSolveOptions<config_t>#

Public Functions

inline LBFGSBSolver(const Params &params)#

Stats operator()(const Problem &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec err_z)#

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec u, rvec y, crvec Σ, rvec e)#

std::string get_name() const#

inline void stop()#

inline const Params &get_params() const#

Public Members

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