LBFGSDirection< Conf > Struct Template Reference

#include <alpaqa/inner/directions/panoc/lbfgs.hpp>

Detailed Description

template<Config Conf>
struct alpaqa::LBFGSDirection< Conf >

Examples

C++/CasADi/Rosenbrock/main.cpp, C++/CustomCppProblem/main.cpp, and C++/SimpleUnconstrProblem/main.cpp.

Definition at line 20 of file lbfgs.hpp.

Collaboration diagram for LBFGSDirection< Conf >:

Classes
struct	Params

Public Types
using	Problem = TypeErasedProblem< config_t >
using	LBFGS = alpaqa::LBFGS< config_t >
using	AcceleratorParams = typename LBFGS::Params
using	DirectionParams = LBFGSDirectionParams< config_t >

Public Member Functions
	LBFGSDirection ()=default
	LBFGSDirection (const Params &params)
	LBFGSDirection (const typename LBFGS::Params &params, const DirectionParams &directionparams={})
	LBFGSDirection (const LBFGS &lbfgs, const DirectionParams &directionparams={})
	LBFGSDirection (LBFGS &&lbfgs, const DirectionParams &directionparams={})
void	initialize (const Problem &problem, crvec y, crvec Σ, real_t γ_0, crvec x_0, crvec x̂_0, crvec p_0, crvec grad_ψx_0)
bool	has_initial_direction () const
bool	update (real_t γₖ, real_t γₙₑₓₜ, crvec xₖ, crvec xₙₑₓₜ, crvec pₖ, crvec pₙₑₓₜ, crvec grad_ψxₖ, crvec grad_ψxₙₑₓₜ)
bool	apply (real_t γₖ, crvec xₖ, crvec x̂ₖ, crvec pₖ, crvec grad_ψxₖ, rvec qₖ) const
void	changed_γ (real_t γₖ, real_t old_γₖ)
void	reset ()
std::string	get_name () const
auto	get_params () const

Public Attributes
LBFGS	lbfgs
DirectionParams	direction_params

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Class Documentation

alpaqa::LBFGSDirection::Params

struct alpaqa::LBFGSDirection::Params

Collaboration diagram for LBFGSDirection< Conf >::Params:

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

Member Typedef Documentation

Problem

template<Config Conf>

using Problem = TypeErasedProblem<config_t>

Definition at line 23 of file lbfgs.hpp.

LBFGS

template<Config Conf>

using LBFGS = alpaqa::LBFGS<config_t>

Definition at line 24 of file lbfgs.hpp.

AcceleratorParams

template<Config Conf>

using AcceleratorParams = typename LBFGS::Params

Definition at line 25 of file lbfgs.hpp.

DirectionParams

template<Config Conf>

using DirectionParams = LBFGSDirectionParams<config_t>

Definition at line 26 of file lbfgs.hpp.

Constructor & Destructor Documentation

LBFGSDirection() [1/5]

template<Config Conf>

LBFGSDirection ( )

default

LBFGSDirection() [2/5]

template<Config Conf>

LBFGSDirection ( const Params &  params )

inline

Definition at line 36 of file lbfgs.hpp.

LBFGSDirection() [3/5]

template<Config Conf>

LBFGSDirection ( const typename LBFGS::Params &  params, const DirectionParams &  directionparams = {}  )

inline

Definition at line 38 of file lbfgs.hpp.

LBFGSDirection() [4/5]

template<Config Conf>

LBFGSDirection ( const LBFGS &  lbfgs, const DirectionParams &  directionparams = {}  )

inline

Definition at line 41 of file lbfgs.hpp.

LBFGSDirection() [5/5]

template<Config Conf>

LBFGSDirection ( LBFGS &&  lbfgs, const DirectionParams &  directionparams = {}  )

inline

Definition at line 44 of file lbfgs.hpp.

Member Function Documentation

initialize()

template<Config Conf>

void initialize ( const Problem &  problem, crvec  y, crvec  Σ, real_t  γ_0, crvec  x_0, crvec  x̂_0, crvec  p_0, crvec  grad_ψx_0  )

inline

See also

PANOCDirection::initialize

Definition at line 48 of file lbfgs.hpp.

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has_initial_direction()

template<Config Conf>

bool has_initial_direction ( ) const

inline

See also

PANOCDirection::has_initial_direction

Definition at line 57 of file lbfgs.hpp.

update()

template<Config Conf>

bool update ( real_t  γₖ, real_t  γₙₑₓₜ, crvec  xₖ, crvec  xₙₑₓₜ, crvec  pₖ, crvec  pₙₑₓₜ, crvec  grad_ψxₖ, crvec  grad_ψxₙₑₓₜ  )

inline

See also

PANOCDirection::update

Definition at line 60 of file lbfgs.hpp.

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apply()

template<Config Conf>

bool apply ( real_t  γₖ, crvec  xₖ, crvec  x̂ₖ, crvec  pₖ, crvec  grad_ψxₖ, rvec  qₖ  ) const

inline

See also

PANOCDirection::apply

Definition at line 68 of file lbfgs.hpp.

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changed_γ()

template<Config Conf>

void changed_γ ( real_t  γₖ, real_t  old_γₖ  )

inline

See also

PANOCDirection::changed_γ

Definition at line 76 of file lbfgs.hpp.

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reset()

template<Config Conf>

void reset ( )

inline

See also

PANOCDirection::reset

Definition at line 84 of file lbfgs.hpp.

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get_name()

template<Config Conf>

std::string get_name ( ) const

inline

See also

PANOCDirection::get_name

Definition at line 87 of file lbfgs.hpp.

get_params()

template<Config Conf>

auto get_params ( ) const

inline

Definition at line 90 of file lbfgs.hpp.

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Member Data Documentation

lbfgs

template<Config Conf>

LBFGS lbfgs

Definition at line 28 of file lbfgs.hpp.

direction_params

template<Config Conf>

DirectionParams direction_params

Definition at line 94 of file lbfgs.hpp.

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The documentation for this struct was generated from the following file:

• src/alpaqa/include/alpaqa/inner/directions/panoc/lbfgs.hpp