structs.ipp File Reference

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Functions
	ENUM_TABLE (PANOCStopCrit, ENUM_MEMBER(ApproxKKT), ENUM_MEMBER(ApproxKKT2), ENUM_MEMBER(ProjGradNorm), ENUM_MEMBER(ProjGradNorm2), ENUM_MEMBER(ProjGradUnitNorm), ENUM_MEMBER(ProjGradUnitNorm2), ENUM_MEMBER(FPRNorm), ENUM_MEMBER(FPRNorm2),)
	ENUM_TABLE (LBFGSStepSize, ENUM_MEMBER(BasedOnExternalStepSize), ENUM_MEMBER(BasedOnCurvature),)
	PARAMS_TABLE (LBFGSParams< config_t >, PARAMS_MEMBER(memory), PARAMS_MEMBER(min_div_fac), PARAMS_MEMBER(min_abs_s), PARAMS_MEMBER(cbfgs), PARAMS_MEMBER(force_pos_def), PARAMS_MEMBER(stepsize),)
	PARAMS_TABLE (AndersonAccelParams< config_t >, PARAMS_MEMBER(memory), PARAMS_MEMBER(min_div_fac),)
	PARAMS_TABLE (CBFGSParams< config_t >, PARAMS_MEMBER(α), PARAMS_MEMBER(ϵ),)
	PARAMS_ALIAS_TABLE (CBFGSParams< config_t >, PARAMS_MEMBER_ALIAS(alpha, α), PARAMS_MEMBER_ALIAS(epsilon, ϵ),)
	PARAMS_TABLE (LipschitzEstimateParams< config_t >, PARAMS_MEMBER(L_0), PARAMS_MEMBER(δ), PARAMS_MEMBER(ε), PARAMS_MEMBER(Lγ_factor),)
	PARAMS_ALIAS_TABLE (LipschitzEstimateParams< config_t >, PARAMS_MEMBER_ALIAS(delta, δ), PARAMS_MEMBER_ALIAS(epsilon, ε), PARAMS_MEMBER_ALIAS(L_gamma_factor, Lγ_factor),)
	PARAMS_TABLE (PANTRParams< config_t >, PARAMS_MEMBER(Lipschitz), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(L_min), PARAMS_MEMBER(L_max), PARAMS_MEMBER(stop_crit), PARAMS_MEMBER(max_no_progress), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), PARAMS_MEMBER(TR_tolerance_factor), PARAMS_MEMBER(ratio_threshold_acceptable), PARAMS_MEMBER(ratio_threshold_good), PARAMS_MEMBER(radius_factor_rejected), PARAMS_MEMBER(radius_factor_acceptable), PARAMS_MEMBER(radius_factor_good), PARAMS_MEMBER(initial_radius), PARAMS_MEMBER(min_radius), PARAMS_MEMBER(compute_ratio_using_new_stepsize), PARAMS_MEMBER(update_direction_on_prox_step), PARAMS_MEMBER(recompute_last_prox_step_after_direction_reset), PARAMS_MEMBER(disable_acceleration), PARAMS_MEMBER(ratio_approx_fbe_quadratic_model),)
	PARAMS_TABLE (PANOCParams< config_t >, PARAMS_MEMBER(Lipschitz), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(min_linesearch_coefficient), PARAMS_MEMBER(force_linesearch), PARAMS_MEMBER(linesearch_strictness_factor), PARAMS_MEMBER(L_min), PARAMS_MEMBER(L_max), PARAMS_MEMBER(stop_crit), PARAMS_MEMBER(max_no_progress), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), PARAMS_MEMBER(linesearch_tolerance_factor), PARAMS_MEMBER(update_direction_in_candidate), PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change), PARAMS_MEMBER(eager_gradient_eval),)
	PARAMS_TABLE (FISTAParams< config_t >, PARAMS_MEMBER(Lipschitz), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(L_min), PARAMS_MEMBER(L_max), PARAMS_MEMBER(stop_crit), PARAMS_MEMBER(max_no_progress), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), PARAMS_MEMBER(disable_acceleration),)
	PARAMS_TABLE (ZeroFPRParams< config_t >, PARAMS_MEMBER(Lipschitz), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(min_linesearch_coefficient), PARAMS_MEMBER(force_linesearch), PARAMS_MEMBER(linesearch_strictness_factor), PARAMS_MEMBER(L_min), PARAMS_MEMBER(L_max), PARAMS_MEMBER(stop_crit), PARAMS_MEMBER(max_no_progress), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), PARAMS_MEMBER(linesearch_tolerance_factor), PARAMS_MEMBER(update_direction_in_candidate), PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change), PARAMS_MEMBER(update_direction_from_prox_step),)
	PARAMS_TABLE (LBFGSDirectionParams< config_t >, PARAMS_MEMBER(rescale_on_step_size_changes),)
	PARAMS_TABLE (AndersonDirectionParams< config_t >, PARAMS_MEMBER(rescale_on_step_size_changes),)
	PARAMS_TABLE (StructuredLBFGSDirectionParams< config_t >, PARAMS_MEMBER(hessian_vec_factor), PARAMS_MEMBER(hessian_vec_finite_differences), PARAMS_MEMBER(full_augmented_hessian),)
	PARAMS_TABLE (NewtonTRDirectionParams< config_t >, PARAMS_MEMBER(hessian_vec_factor), PARAMS_MEMBER(finite_diff), PARAMS_MEMBER(finite_diff_stepsize),)
	PARAMS_TABLE (SteihaugCGParams< config_t >, PARAMS_MEMBER(tol_scale), PARAMS_MEMBER(tol_scale_root), PARAMS_MEMBER(tol_max), PARAMS_MEMBER(max_iter_factor),)
	PARAMS_TABLE (StructuredNewtonRegularizationParams< config_t >, PARAMS_MEMBER(min_eig), PARAMS_MEMBER(print_eig),)
	PARAMS_TABLE (StructuredNewtonDirectionParams< config_t >, PARAMS_MEMBER(hessian_vec_factor),)
	PARAMS_TABLE (ALMParams< config_t >, PARAMS_MEMBER(tolerance), PARAMS_MEMBER(dual_tolerance), PARAMS_MEMBER(penalty_update_factor), PARAMS_MEMBER(initial_penalty), PARAMS_MEMBER(initial_penalty_factor), PARAMS_MEMBER(initial_tolerance), PARAMS_MEMBER(tolerance_update_factor), PARAMS_MEMBER(rel_penalty_increase_threshold), PARAMS_MEMBER(max_multiplier), PARAMS_MEMBER(max_penalty), PARAMS_MEMBER(min_penalty), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(single_penalty_factor),)
	PARAMS_TABLE (PANOCOCPParams< config_t >, PARAMS_MEMBER(Lipschitz), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(min_linesearch_coefficient), PARAMS_MEMBER(linesearch_strictness_factor), PARAMS_MEMBER(L_min), PARAMS_MEMBER(L_max), PARAMS_MEMBER(L_max_inc), PARAMS_MEMBER(stop_crit), PARAMS_MEMBER(max_no_progress), PARAMS_MEMBER(gn_interval), PARAMS_MEMBER(gn_sticky), PARAMS_MEMBER(reset_lbfgs_on_gn_step), PARAMS_MEMBER(lqr_factor_cholesky), PARAMS_MEMBER(lbfgs_params), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), PARAMS_MEMBER(linesearch_tolerance_factor), PARAMS_MEMBER(disable_acceleration),)

Function Documentation

ENUM_TABLE() [1/2]

ENUM_TABLE	(	PANOCStopCrit	,
		ENUM_MEMBER(ApproxKKT)	,
		ENUM_MEMBER(ApproxKKT2)	,
		ENUM_MEMBER(ProjGradNorm)	,
		ENUM_MEMBER(ProjGradNorm2)	,
		ENUM_MEMBER(ProjGradUnitNorm)	,
		ENUM_MEMBER(ProjGradUnitNorm2)	,
		ENUM_MEMBER(FPRNorm)	,
		ENUM_MEMBER(FPRNorm2)
	)

ENUM_TABLE() [2/2]

ENUM_TABLE	(	LBFGSStepSize	,
		ENUM_MEMBER(BasedOnExternalStepSize)	,
		ENUM_MEMBER(BasedOnCurvature)
	)

PARAMS_TABLE() [1/17]

PARAMS_TABLE	(	LBFGSParams< config_t >	,
		PARAMS_MEMBER(memory)	,
		PARAMS_MEMBER(min_div_fac)	,
		PARAMS_MEMBER(min_abs_s)	,
		PARAMS_MEMBER(cbfgs)	,
		PARAMS_MEMBER(force_pos_def)	,
		PARAMS_MEMBER(stepsize)
	)

PARAMS_TABLE() [2/17]

PARAMS_TABLE	(	AndersonAccelParams< config_t >	,
		PARAMS_MEMBER(memory)	,
		PARAMS_MEMBER(min_div_fac)
	)

PARAMS_TABLE() [3/17]

PARAMS_TABLE	(	CBFGSParams< config_t >	,
		PARAMS_MEMBER(α)	,
		PARAMS_MEMBER(ϵ)
	)

PARAMS_ALIAS_TABLE() [1/2]

PARAMS_ALIAS_TABLE	(	CBFGSParams< config_t >	,
		PARAMS_MEMBER_ALIAS(alpha, α)	,
		PARAMS_MEMBER_ALIAS(epsilon, ϵ)
	)

PARAMS_TABLE() [4/17]

PARAMS_TABLE	(	LipschitzEstimateParams< config_t >	,
		PARAMS_MEMBER(L_0)	,
		PARAMS_MEMBER(δ)	,
		PARAMS_MEMBER(ε)	,
		PARAMS_MEMBER(Lγ_factor)
	)

PARAMS_ALIAS_TABLE() [2/2]

PARAMS_ALIAS_TABLE	(	LipschitzEstimateParams< config_t >	,
		PARAMS_MEMBER_ALIAS(delta, δ)	,
		PARAMS_MEMBER_ALIAS(epsilon, ε)	,
		PARAMS_MEMBER_ALIAS(L_gamma_factor, Lγ_factor)
	)

PARAMS_TABLE() [5/17]

PARAMS_TABLE	(	PANTRParams< config_t >	,
		PARAMS_MEMBER(Lipschitz)	,
		PARAMS_MEMBER(max_iter)	,
		PARAMS_MEMBER(max_time)	,
		PARAMS_MEMBER(L_min)	,
		PARAMS_MEMBER(L_max)	,
		PARAMS_MEMBER(stop_crit)	,
		PARAMS_MEMBER(max_no_progress)	,
		PARAMS_MEMBER(print_interval)	,
		PARAMS_MEMBER(print_precision)	,
		PARAMS_MEMBER(quadratic_upperbound_tolerance_factor)	,
		PARAMS_MEMBER(TR_tolerance_factor)	,
		PARAMS_MEMBER(ratio_threshold_acceptable)	,
		PARAMS_MEMBER(ratio_threshold_good)	,
		PARAMS_MEMBER(radius_factor_rejected)	,
		PARAMS_MEMBER(radius_factor_acceptable)	,
		PARAMS_MEMBER(radius_factor_good)	,
		PARAMS_MEMBER(initial_radius)	,
		PARAMS_MEMBER(min_radius)	,
		PARAMS_MEMBER(compute_ratio_using_new_stepsize)	,
		PARAMS_MEMBER(update_direction_on_prox_step)	,
		PARAMS_MEMBER(recompute_last_prox_step_after_direction_reset)	,
		PARAMS_MEMBER(disable_acceleration)	,
		PARAMS_MEMBER(ratio_approx_fbe_quadratic_model)
	)

PARAMS_TABLE() [6/17]

PARAMS_TABLE	(	PANOCParams< config_t >	,
		PARAMS_MEMBER(Lipschitz)	,
		PARAMS_MEMBER(max_iter)	,
		PARAMS_MEMBER(max_time)	,
		PARAMS_MEMBER(min_linesearch_coefficient)	,
		PARAMS_MEMBER(force_linesearch)	,
		PARAMS_MEMBER(linesearch_strictness_factor)	,
		PARAMS_MEMBER(L_min)	,
		PARAMS_MEMBER(L_max)	,
		PARAMS_MEMBER(stop_crit)	,
		PARAMS_MEMBER(max_no_progress)	,
		PARAMS_MEMBER(print_interval)	,
		PARAMS_MEMBER(print_precision)	,
		PARAMS_MEMBER(quadratic_upperbound_tolerance_factor)	,
		PARAMS_MEMBER(linesearch_tolerance_factor)	,
		PARAMS_MEMBER(update_direction_in_candidate)	,
		PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change)	,
		PARAMS_MEMBER(eager_gradient_eval)
	)

PARAMS_TABLE() [7/17]

PARAMS_TABLE	(	FISTAParams< config_t >	,
		PARAMS_MEMBER(Lipschitz)	,
		PARAMS_MEMBER(max_iter)	,
		PARAMS_MEMBER(max_time)	,
		PARAMS_MEMBER(L_min)	,
		PARAMS_MEMBER(L_max)	,
		PARAMS_MEMBER(stop_crit)	,
		PARAMS_MEMBER(max_no_progress)	,
		PARAMS_MEMBER(print_interval)	,
		PARAMS_MEMBER(print_precision)	,
		PARAMS_MEMBER(quadratic_upperbound_tolerance_factor)	,
		PARAMS_MEMBER(disable_acceleration)
	)

PARAMS_TABLE() [8/17]

PARAMS_TABLE	(	ZeroFPRParams< config_t >	,
		PARAMS_MEMBER(Lipschitz)	,
		PARAMS_MEMBER(max_iter)	,
		PARAMS_MEMBER(max_time)	,
		PARAMS_MEMBER(min_linesearch_coefficient)	,
		PARAMS_MEMBER(force_linesearch)	,
		PARAMS_MEMBER(linesearch_strictness_factor)	,
		PARAMS_MEMBER(L_min)	,
		PARAMS_MEMBER(L_max)	,
		PARAMS_MEMBER(stop_crit)	,
		PARAMS_MEMBER(max_no_progress)	,
		PARAMS_MEMBER(print_interval)	,
		PARAMS_MEMBER(print_precision)	,
		PARAMS_MEMBER(quadratic_upperbound_tolerance_factor)	,
		PARAMS_MEMBER(linesearch_tolerance_factor)	,
		PARAMS_MEMBER(update_direction_in_candidate)	,
		PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change)	,
		PARAMS_MEMBER(update_direction_from_prox_step)
	)

PARAMS_TABLE() [9/17]

PARAMS_TABLE	(	LBFGSDirectionParams< config_t >	,
		PARAMS_MEMBER(rescale_on_step_size_changes)
	)

PARAMS_TABLE() [10/17]

PARAMS_TABLE	(	AndersonDirectionParams< config_t >	,
		PARAMS_MEMBER(rescale_on_step_size_changes)
	)

PARAMS_TABLE() [11/17]

PARAMS_TABLE	(	StructuredLBFGSDirectionParams< config_t >	,
		PARAMS_MEMBER(hessian_vec_factor)	,
		PARAMS_MEMBER(hessian_vec_finite_differences)	,
		PARAMS_MEMBER(full_augmented_hessian)
	)

PARAMS_TABLE() [12/17]

PARAMS_TABLE	(	NewtonTRDirectionParams< config_t >	,
		PARAMS_MEMBER(hessian_vec_factor)	,
		PARAMS_MEMBER(finite_diff)	,
		PARAMS_MEMBER(finite_diff_stepsize)
	)

PARAMS_TABLE() [13/17]

PARAMS_TABLE	(	SteihaugCGParams< config_t >	,
		PARAMS_MEMBER(tol_scale)	,
		PARAMS_MEMBER(tol_scale_root)	,
		PARAMS_MEMBER(tol_max)	,
		PARAMS_MEMBER(max_iter_factor)
	)

PARAMS_TABLE() [14/17]

PARAMS_TABLE	(	StructuredNewtonRegularizationParams< config_t >	,
		PARAMS_MEMBER(min_eig)	,
		PARAMS_MEMBER(print_eig)
	)

PARAMS_TABLE() [15/17]

PARAMS_TABLE	(	StructuredNewtonDirectionParams< config_t >	,
		PARAMS_MEMBER(hessian_vec_factor)
	)

PARAMS_TABLE() [16/17]

PARAMS_TABLE	(	ALMParams< config_t >	,
		PARAMS_MEMBER(tolerance)	,
		PARAMS_MEMBER(dual_tolerance)	,
		PARAMS_MEMBER(penalty_update_factor)	,
		PARAMS_MEMBER(initial_penalty)	,
		PARAMS_MEMBER(initial_penalty_factor)	,
		PARAMS_MEMBER(initial_tolerance)	,
		PARAMS_MEMBER(tolerance_update_factor)	,
		PARAMS_MEMBER(rel_penalty_increase_threshold)	,
		PARAMS_MEMBER(max_multiplier)	,
		PARAMS_MEMBER(max_penalty)	,
		PARAMS_MEMBER(min_penalty)	,
		PARAMS_MEMBER(max_iter)	,
		PARAMS_MEMBER(max_time)	,
		PARAMS_MEMBER(print_interval)	,
		PARAMS_MEMBER(print_precision)	,
		PARAMS_MEMBER(single_penalty_factor)
	)

PARAMS_TABLE() [17/17]

PARAMS_TABLE	(	PANOCOCPParams< config_t >	,
		PARAMS_MEMBER(Lipschitz)	,
		PARAMS_MEMBER(max_iter)	,
		PARAMS_MEMBER(max_time)	,
		PARAMS_MEMBER(min_linesearch_coefficient)	,
		PARAMS_MEMBER(linesearch_strictness_factor)	,
		PARAMS_MEMBER(L_min)	,
		PARAMS_MEMBER(L_max)	,
		PARAMS_MEMBER(L_max_inc)	,
		PARAMS_MEMBER(stop_crit)	,
		PARAMS_MEMBER(max_no_progress)	,
		PARAMS_MEMBER(gn_interval)	,
		PARAMS_MEMBER(gn_sticky)	,
		PARAMS_MEMBER(reset_lbfgs_on_gn_step)	,
		PARAMS_MEMBER(lqr_factor_cholesky)	,
		PARAMS_MEMBER(lbfgs_params)	,
		PARAMS_MEMBER(print_interval)	,
		PARAMS_MEMBER(print_precision)	,
		PARAMS_MEMBER(quadratic_upperbound_tolerance_factor)	,
		PARAMS_MEMBER(linesearch_tolerance_factor)	,
		PARAMS_MEMBER(disable_acceleration)
	)