alpaqa 1.0.0a18
Nonconvex constrained optimization
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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(linesearch_coefficient_update_factor, ""), 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 (ConvexNewtonRegularizationParams< config_t >, PARAMS_MEMBER(ζ, ""), PARAMS_MEMBER(ν, ""), PARAMS_MEMBER(ldlt, ""),)
 
 PARAMS_TABLE (ConvexNewtonDirectionParams< config_t >, PARAMS_MEMBER(hessian_vec_factor, ""), PARAMS_MEMBER(quadratic, ""),)
 
 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() [1/19]

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() [2/19]

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

◆ PARAMS_TABLE() [3/19]

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() [4/19]

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() [5/19]

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() [6/19]

PARAMS_TABLE ( PANOCParams< config_t >  ,
PARAMS_MEMBER(Lipschitz, "")  ,
PARAMS_MEMBER(max_iter, "")  ,
PARAMS_MEMBER(max_time, "")  ,
PARAMS_MEMBER(min_linesearch_coefficient, "")  ,
PARAMS_MEMBER(linesearch_coefficient_update_factor, "")  ,
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() [7/19]

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() [8/19]

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() [9/19]

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

◆ PARAMS_TABLE() [10/19]

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

◆ PARAMS_TABLE() [11/19]

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

◆ PARAMS_TABLE() [12/19]

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

◆ PARAMS_TABLE() [13/19]

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() [14/19]

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

◆ PARAMS_TABLE() [15/19]

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

◆ PARAMS_TABLE() [16/19]

PARAMS_TABLE ( ConvexNewtonRegularizationParams< config_t >  ,
PARAMS_MEMBER(ζ, "")  ,
PARAMS_MEMBER(ν, "")  ,
PARAMS_MEMBER(ldlt, "")   
)

◆ PARAMS_TABLE() [17/19]

PARAMS_TABLE ( ConvexNewtonDirectionParams< config_t >  ,
PARAMS_MEMBER(hessian_vec_factor, "")  ,
PARAMS_MEMBER(quadratic, "")   
)

◆ PARAMS_TABLE() [18/19]

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() [19/19]

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, "")   
)
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