alm.hpp File Reference

#include <alpaqa/config/config.hpp>
#include <alpaqa/export.hpp>
#include <alpaqa/inner/internal/solverstatus.hpp>
#include <alpaqa/outer/internal/alm-helpers.hpp>
#include <alpaqa/problem/type-erased-problem.hpp>
#include <chrono>
#include <iostream>
#include <string>

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Classes
struct	ALMParams< Conf >
	Parameters for the Augmented Lagrangian solver. More...
class	ALMSolver< InnerSolverT >
	Augmented Lagrangian Method solver. More...
struct	ALMSolver< InnerSolverT >::Stats

Namespaces
namespace	alpaqa

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Class Documentation

alpaqa::ALMSolver::Stats

struct alpaqa::ALMSolver::Stats

Collaboration diagram for ALMSolver< InnerSolverT >::Stats:

Class Members
unsigned	outer_iterations = 0	Total number of outer ALM iterations (i.e. the number of times that the inner solver was invoked).
nanoseconds	elapsed_time {}	Total elapsed time.
unsigned	inner_convergence_failures = 0	The total number of times that the inner solver failed to converge.
real_t	ε = inf<config_t>	Final primal tolerance that was reached, depends on the stopping criterion used by the inner solver, see for example PANOCStopCrit.
real_t	δ = inf<config_t>	Final dual tolerance or constraint violation that was reached: $$\delta =\Vert {\mathrm{\Pi }}_D(g(x^k)+{\mathrm{\Sigma }}^{-1}y){\Vert }_{\mathrm{\infty }}$$
real_t	norm_penalty = 0	2-norm of the final penalty factors $\Vert \mathrm{\Sigma }{\Vert }_2$.
SolverStatus	status = SolverStatus::Busy	Whether the solver converged or not. See also SolverStatus
InnerStatsAccumulator< typename Stats >	inner {}	The statistics of the inner solver invocations, accumulated over all ALM iterations.