#include <alpaqa/inner/directions/panoc/convex-newton.hpp>

Detailed Description

template<Config Conf = DefaultConfig>
struct alpaqa::ConvexNewtonDirection< Conf >

Definition at line 48 of file convex-newton.hpp.

Collaboration diagram for ConvexNewtonDirection< Conf >:

Classes
struct	Params

Public Types
using	Problem = TypeErasedProblem< config_t >

using	DirectionParams = ConvexNewtonDirectionParams< config_t >

using	AcceleratorParams = ConvexNewtonRegularizationParams< config_t >

Public Member Functions
	ConvexNewtonDirection ()=default

	ConvexNewtonDirection (const Params &params)

	ConvexNewtonDirection (const AcceleratorParams &params, 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)

template<class Solver >
void	solve (rmat H, rvec q) const

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

const auto &	get_params () const

Public Attributes
AcceleratorParams	reg_params

DirectionParams	direction_params

Private Types
using	sp_conv_t = sparsity::SparsityConverter< Sparsity< config_t >, sparsity::Dense< config_t > >

Private Attributes
const Problem *	problem = nullptr

indexvec	JK

indexvec	JK_old

index_t	nJ_old = -1

mat	H

std::optional< sp_conv_t >	H_sparsity

vec	HJ_storage

vec	work

bool	have_hess = false

Class Documentation

◆ alpaqa::ConvexNewtonDirection::Params

struct alpaqa::ConvexNewtonDirection::Params

Collaboration diagram for ConvexNewtonDirection< Conf >::Params:

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

Member Typedef Documentation

◆ Problem

template<Config Conf = DefaultConfig>

using Problem = TypeErasedProblem<config_t>

Definition at line 50 of file convex-newton.hpp.

◆ DirectionParams

template<Config Conf = DefaultConfig>

using DirectionParams = ConvexNewtonDirectionParams<config_t>

Definition at line 51 of file convex-newton.hpp.

◆ AcceleratorParams

template<Config Conf = DefaultConfig>

using AcceleratorParams = ConvexNewtonRegularizationParams<config_t>

Definition at line 52 of file convex-newton.hpp.

◆ sp_conv_t

template<Config Conf = DefaultConfig>

using sp_conv_t = sparsity::SparsityConverter<Sparsity<config_t>, sparsity::Dense<config_t> >

private

Definition at line 184 of file convex-newton.hpp.

Constructor & Destructor Documentation

◆ ConvexNewtonDirection() [1/3]

template<Config Conf = DefaultConfig>

ConvexNewtonDirection ( )

default

◆ ConvexNewtonDirection() [2/3]

template<Config Conf = DefaultConfig>

ConvexNewtonDirection ( const Params & params )

inline

Definition at line 60 of file convex-newton.hpp.

◆ ConvexNewtonDirection() [3/3]

template<Config Conf = DefaultConfig>

ConvexNewtonDirection	(	const AcceleratorParams &	params,
		const DirectionParams &	directionparams = `{}`
	)

inline

Definition at line 62 of file convex-newton.hpp.

Member Function Documentation

◆ initialize()

template<Config Conf = DefaultConfig>

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 67 of file convex-newton.hpp.

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◆ has_initial_direction()

template<Config Conf = DefaultConfig>

bool has_initial_direction ( ) const

inline

See also: PANOCDirection::has_initial_direction

Definition at line 100 of file convex-newton.hpp.

◆ update()

template<Config Conf = DefaultConfig>

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 103 of file convex-newton.hpp.

◆ solve()

template<Config Conf = DefaultConfig>

template<class Solver >

void solve	(	rmat	H,
		rvec	q
	)		const

inline

Definition at line 112 of file convex-newton.hpp.

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◆ apply()

template<Config Conf = DefaultConfig>

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 122 of file convex-newton.hpp.

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◆ changed_γ()

template<Config Conf = DefaultConfig>

void changed_γ	(	real_t	γₖ,
		real_t	old_γₖ
	)

inline

See also: PANOCDirection::changed_γ

Definition at line 164 of file convex-newton.hpp.

◆ reset()

template<Config Conf = DefaultConfig>

void reset ( )

inline

See also: PANOCDirection::reset

Definition at line 168 of file convex-newton.hpp.

◆ get_name()

template<Config Conf = DefaultConfig>

std::string get_name ( ) const

inline

See also: PANOCDirection::get_name

Definition at line 171 of file convex-newton.hpp.

◆ get_params()

template<Config Conf = DefaultConfig>

const auto & get_params ( ) const

inline

Definition at line 176 of file convex-newton.hpp.

Member Data Documentation

◆ problem

template<Config Conf = DefaultConfig>

const Problem* problem = nullptr

private

Definition at line 179 of file convex-newton.hpp.

◆ JK

template<Config Conf = DefaultConfig>

indexvec JK

mutableprivate

Definition at line 181 of file convex-newton.hpp.

◆ JK_old

template<Config Conf = DefaultConfig>

indexvec JK_old

private

Definition at line 181 of file convex-newton.hpp.

◆ nJ_old

template<Config Conf = DefaultConfig>

index_t nJ_old = -1

mutableprivate

Definition at line 182 of file convex-newton.hpp.

◆ H

template<Config Conf = DefaultConfig>

mat H

mutableprivate

Definition at line 183 of file convex-newton.hpp.

◆ H_sparsity

template<Config Conf = DefaultConfig>

std::optional<sp_conv_t> H_sparsity

mutableprivate

Definition at line 186 of file convex-newton.hpp.

◆ HJ_storage

template<Config Conf = DefaultConfig>

vec HJ_storage

mutableprivate

Definition at line 187 of file convex-newton.hpp.

◆ work

template<Config Conf = DefaultConfig>

vec work

private

Definition at line 187 of file convex-newton.hpp.

◆ have_hess

template<Config Conf = DefaultConfig>

bool have_hess = false

mutableprivate

Definition at line 188 of file convex-newton.hpp.

◆ reg_params

template<Config Conf = DefaultConfig>

AcceleratorParams reg_params

Definition at line 191 of file convex-newton.hpp.

◆ direction_params

template<Config Conf = DefaultConfig>

DirectionParams direction_params

Definition at line 192 of file convex-newton.hpp.

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

src/alpaqa/include/alpaqa/inner/directions/panoc/convex-newton.hpp

Detailed Description

Classes

Public Types

Public Member Functions

Public Attributes

Private Types

Private Attributes

Class Documentation

◆ alpaqa::ConvexNewtonDirection::Params

Member Typedef Documentation

◆ Problem

◆ DirectionParams

◆ AcceleratorParams

◆ sp_conv_t

Constructor & Destructor Documentation

◆ ConvexNewtonDirection() [1/3]

◆ ConvexNewtonDirection() [2/3]

◆ ConvexNewtonDirection() [3/3]

Member Function Documentation

◆ initialize()

◆ has_initial_direction()

◆ update()

◆ solve()

◆ apply()

◆ changed_γ()

◆ reset()

◆ get_name()

◆ get_params()

Member Data Documentation

◆ problem

◆ JK

◆ JK_old

◆ nJ_old

◆ H

◆ H_sparsity

◆ HJ_storage

◆ work

◆ have_hess

◆ reg_params

◆ direction_params