panoc-ocp.hpp File Reference

#include <alpaqa/accelerators/lbfgs.hpp>
#include <alpaqa/inner/panoc.hpp>
#include <alpaqa/problem/ocproblem.hpp>
#include <chrono>
#include <iostream>
#include <limits>
#include <string>

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Classes
struct	PANOCOCPParams< Conf >
	Tuning parameters for the PANOC algorithm. More...
struct	PANOCOCPProgressInfo< Conf >
struct	PANOCOCPStats< Conf >
class	PANOCOCPSolver< Conf >
struct	InnerStatsAccumulator< PANOCOCPStats< Conf > >

Namespaces
namespace	alpaqa

Functions
template<Config Conf>
InnerStatsAccumulator< PANOCOCPStats< Conf > > &	operator+= (InnerStatsAccumulator< PANOCOCPStats< Conf > > &acc, const PANOCOCPStats< Conf > &s)

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Class Documentation

alpaqa::PANOCOCPStats

struct alpaqa::PANOCOCPStats

Collaboration diagram for PANOCOCPStats< Conf >:

Class Members
SolverStatus	status = SolverStatus::Busy
real_t	ε = inf<config_t>
nanoseconds	elapsed_time {}
nanoseconds	time_prox {}
nanoseconds	time_forward {}
nanoseconds	time_backward {}
nanoseconds	time_jacobians {}
nanoseconds	time_hessians {}
nanoseconds	time_indices {}
nanoseconds	time_lqr_factor {}
nanoseconds	time_lqr_solve {}
nanoseconds	time_lbfgs_indices {}
nanoseconds	time_lbfgs_apply {}
nanoseconds	time_lbfgs_update {}
nanoseconds	time_progress_callback {}
unsigned	iterations = 0
unsigned	linesearch_failures = 0
unsigned	linesearch_backtracks = 0
unsigned	stepsize_backtracks = 0
unsigned	lbfgs_failures = 0
unsigned	lbfgs_rejected = 0
unsigned	τ_1_accepted = 0
unsigned	count_τ = 0
real_t	sum_τ = 0
real_t	final_γ = 0
real_t	final_ψ = 0
real_t	final_h = 0
real_t	final_φγ = 0

alpaqa::InnerStatsAccumulator< PANOCOCPStats< Conf > >

struct alpaqa::InnerStatsAccumulator< PANOCOCPStats< Conf > >

Collaboration diagram for InnerStatsAccumulator< PANOCOCPStats< Conf > >:

Class Members
nanoseconds	elapsed_time {}	Total elapsed time in the inner solver.
nanoseconds	time_prox {}	Total time spent computing proximal mappings.
nanoseconds	time_forward {}	Total time spent doing forward simulations.
nanoseconds	time_backward {}	Total time spent doing backward gradient evaluations.
nanoseconds	time_jacobians {}	Total time spent computing dynamics Jacobians.
nanoseconds	time_hessians {}	Total time spent computing cost Hessians and Hessian-vector products.
nanoseconds	time_indices {}	Total time spent determining active indices.
nanoseconds	time_lqr_factor {}	Total time spent performing LQR factorizations.
nanoseconds	time_lqr_solve {}	Total time spent solving the (factorized) LQR problem.
nanoseconds	time_lbfgs_indices {}	Total time spent determining active indices for L-BFGS applications.
nanoseconds	time_lbfgs_apply {}	Total time spent applying L-BFGS estimates.
nanoseconds	time_lbfgs_update {}	Total time spent updating the L-BFGS estimate.
nanoseconds	time_progress_callback {}	Total time spent in the user-provided progress callback.
unsigned	iterations = 0	Total number of inner PANOC iterations.
unsigned	linesearch_failures = 0	Total number of PANOC line search failures.
unsigned	linesearch_backtracks = 0	Total number of PANOC line search backtracking steps.
unsigned	stepsize_backtracks = 0	Total number of PANOC step size reductions.
unsigned	lbfgs_failures = 0	Total number of times that the L-BFGS direction was not finite.
unsigned	lbfgs_rejected = 0	Total number of times that the L-BFGS update was rejected (i.e. it could have resulted in a non-positive definite Hessian estimate).
unsigned	τ_1_accepted = 0	Total number of times that a line search parameter of \( \tau = 1 \) was accepted (i.e. no backtracking necessary).
unsigned	count_τ = 0	The total number of line searches performed (used for computing the average value of \( \tau \)).
real_t	sum_τ = 0	The sum of the line search parameter \( \tau \) in all iterations (used for computing the average value of \( \tau \)).
real_t	final_γ = 0	The final PANOC step size γ.
real_t	final_ψ = 0	Final value of the smooth cost \( \psi(\hat x) \).
real_t	final_h = 0	Final value of the nonsmooth cost \( h(\hat x) \).
real_t	final_φγ = 0	Final value of the forward-backward envelope, \( \varphi_\gamma(x) \) (note that this is in the point \( x \), not \( \hat x \)).