#include <alpaqa/casadi/CasADiProblem.hpp>

Detailed Description

template<Config Conf = EigenConfigd>
class alpaqa::CasADiProblem< Conf >

Problem definition for a CasADi problem, loaded from a DLL.

Examples: C++/CasADi/Rosenbrock/main.cpp.

Definition at line 41 of file CasADiProblem.hpp.

Inheritance diagram for CasADiProblem< Conf >:

Collaboration diagram for CasADiProblem< Conf >:

Public Types
using	Sparsity = alpaqa::Sparsity< config_t >

using	Box = alpaqa::Box< config_t >

Public Member Functions
	CasADiProblem (const std::string &filename)
	Load a problem generated by CasADi (with parameters).

	CasADiProblem (const SerializedCasADiFunctions &functions)
	Create a problem from a collection of serialized CasADi functions.

	CasADiProblem (const CasADiFunctions &functions)
	Create a problem from a collection of CasADi functions.

	~CasADiProblem ()

	CasADiProblem (const CasADiProblem &)

CasADiProblem &	operator= (const CasADiProblem &)

	CasADiProblem (CasADiProblem &&) noexcept

CasADiProblem &	operator= (CasADiProblem &&) noexcept

void	load_numerical_data (const std::filesystem::path &filepath, char sep=',')
	Load the numerical problem data (bounds and parameters) from a CSV file.

real_t	eval_f (crvec x) const

void	eval_grad_f (crvec x, rvec grad_fx) const

real_t	eval_f_grad_f (crvec x, rvec grad_fx) const

void	eval_g (crvec x, rvec g) const

void	eval_grad_g_prod (crvec x, crvec y, rvec grad_gxy) const

void	eval_grad_ψ (crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const

real_t	eval_ψ_grad_ψ (crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const

void	eval_grad_L (crvec x, crvec y, rvec grad_L, rvec work_n) const

real_t	eval_ψ (crvec x, crvec y, crvec Σ, rvec ŷ) const

void	eval_grad_gi (crvec x, index_t i, rvec grad_i) const

Sparsity	get_jac_g_sparsity () const

void	eval_jac_g (crvec x, rvec J_values) const

void	eval_hess_L_prod (crvec x, crvec y, real_t scale, crvec v, rvec Hv) const

Sparsity	get_hess_L_sparsity () const

void	eval_hess_L (crvec x, crvec y, real_t scale, rvec H_values) const

void	eval_hess_ψ_prod (crvec x, crvec y, crvec Σ, real_t scale, crvec v, rvec Hv) const

Sparsity	get_hess_ψ_sparsity () const

void	eval_hess_ψ (crvec x, crvec y, crvec Σ, real_t scale, rvec H_values) const

bool	provides_eval_grad_L () const

bool	provides_eval_ψ () const

bool	provides_eval_grad_ψ () const

bool	provides_eval_ψ_grad_ψ () const

bool	provides_eval_grad_gi () const

bool	provides_eval_jac_g () const

bool	provides_eval_hess_L_prod () const

bool	provides_eval_hess_L () const

bool	provides_eval_hess_ψ_prod () const

bool	provides_eval_hess_ψ () const

std::string	get_name () const

void	resize (length_t n, length_t m)
	Change the dimensions of the problem (number of decision variables and number of constaints).

length_t	get_n () const
	Number of decision variables, n.

length_t	get_m () const
	Number of constraints, m.

real_t	eval_prox_grad_step (real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) const

void	eval_proj_diff_g (crvec z, rvec p) const

void	eval_proj_multipliers (rvec y, real_t M) const

const Box &	get_box_C () const

const Box &	get_box_D () const

bool	provides_get_box_C () const
	Only supported if the ℓ₁-regularization term is zero.

index_t	eval_inactive_indices_res_lna (real_t γ, crvec x, crvec grad_ψ, rindexvec J) const

void	check () const

Static Public Member Functions
static real_t	eval_proj_grad_step_box (const Box &C, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Projected gradient step for rectangular box C.

static void	eval_prox_grad_step_box_l1_impl (const Box &C, const auto &λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Proximal gradient step for rectangular box C with ℓ₁-regularization.

static real_t	eval_prox_grad_step_box_l1 (const Box &C, const auto &λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Proximal gradient step for rectangular box C with ℓ₁-regularization.

static real_t	eval_prox_grad_step_box_l1_scal (const Box &C, real_t λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p)
	Proximal gradient step for rectangular box C with ℓ₁-regularization.

static void	eval_proj_multipliers_box (const Box &D, rvec y, real_t M, index_t penalty_alm_split)

Public Attributes
vec	param

std::string	name = "CasADiProblem"

length_t	n
	Number of decision variables, dimension of x.

length_t	m
	Number of constraints, dimension of g(x) and z.

Box	C {this->n}
	Constraints of the decision variables, \( x \in C \).

Box	D {this->m}
	Other constraints, \( g(x) \in D \).

vec	l1_reg {}
	\( \ell_1 \) (1-norm) regularization parameter.

index_t	penalty_alm_split = 0
	Components of the constraint function with indices below this number are handled using a quadratic penalty method rather than using an augmented Lagrangian method.

Private Types
using	Functions = casadi_loader::CasADiFunctionsWithParam< Conf >

Private Attributes
util::copyable_unique_ptr< Functions >	impl

Member Typedef Documentation

◆ Sparsity

template<Config Conf = EigenConfigd>

using Sparsity = alpaqa::Sparsity<config_t>

Definition at line 44 of file CasADiProblem.hpp.

◆ Functions

template<Config Conf = EigenConfigd>

using Functions = casadi_loader::CasADiFunctionsWithParam<Conf>

private

Definition at line 135 of file CasADiProblem.hpp.

◆ Box

template<Config Conf>

using Box = alpaqa::Box<config_t>

inherited

Definition at line 19 of file box-constr-problem.hpp.

Constructor & Destructor Documentation

◆ CasADiProblem() [1/5]

template<Config Conf>

CasADiProblem ( const std::string & filename )

Load a problem generated by CasADi (with parameters).

Parameters

filename Filename of the shared library to load the functions from.

The file should contain functions with the names f, grad_f, g and grad_g. These functions evaluate the objective function, its gradient, the constraints, and the constraint gradient times a vector respectively. For second order solvers, additional functions hess_L, hess_ψ, hess_L_prod and hess_ψ_prod can be provided to evaluate the Hessian of the (augmented) Lagrangian and Hessian-vector products.

Exceptions

std::invalid_argument The dimensions of the loaded functions do not match.

Definition at line 139 of file CasADiProblem.tpp.

◆ CasADiProblem() [2/5]

template<Config Conf>

CasADiProblem ( const SerializedCasADiFunctions & functions )

Create a problem from a collection of serialized CasADi functions.

Definition at line 165 of file CasADiProblem.tpp.

◆ CasADiProblem() [3/5]

template<Config Conf>

CasADiProblem ( const CasADiFunctions & functions )

Create a problem from a collection of CasADi functions.

Definition at line 192 of file CasADiProblem.tpp.

◆ ~CasADiProblem()

template<Config Conf>

~CasADiProblem ( )

default

◆ CasADiProblem() [4/5]

template<Config Conf>

CasADiProblem ( const CasADiProblem< Conf > & )

default

◆ CasADiProblem() [5/5]

template<Config Conf>

CasADiProblem ( CasADiProblem< Conf > && )

defaultnoexcept

Member Function Documentation

◆ operator=() [1/2]

template<Config Conf>

CasADiProblem< Conf > & operator= ( const CasADiProblem< Conf > & )

default

◆ operator=() [2/2]

template<Config Conf>

CasADiProblem< Conf > & operator= ( CasADiProblem< Conf > && )

defaultnoexcept

◆ load_numerical_data()

template<Config Conf>

void load_numerical_data	(	const std::filesystem::path &	filepath,
		char	sep = `','`
	)

Load the numerical problem data (bounds and parameters) from a CSV file.

The file should contain 7 rows, with the following contents:

BoxConstrProblem::C lower bound [n]
BoxConstrProblem::C upper bound [n]
BoxConstrProblem::D lower bound [m]
BoxConstrProblem::D upper bound [m]
param [p]
BoxConstrProblem::l1_reg [0, 1 or n]
BoxConstrProblem::penalty_alm_split [1]

Line endings are encoded using a single line feed (\n), and the column separator can be specified using the sep argument.

Definition at line 214 of file CasADiProblem.tpp.

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◆ eval_f()

template<Config Conf>

auto eval_f ( crvec x ) const

Definition at line 279 of file CasADiProblem.tpp.

◆ eval_grad_f()

template<Config Conf>

void eval_grad_f	(	crvec	x,
		rvec	grad_fx
	)		const

Definition at line 286 of file CasADiProblem.tpp.

◆ eval_f_grad_f()

template<Config Conf>

auto eval_f_grad_f	(	crvec	x,
		rvec	grad_fx
	)		const

Definition at line 292 of file CasADiProblem.tpp.

◆ eval_g()

template<Config Conf>

void eval_g	(	crvec	x,
		rvec	g
	)		const

Definition at line 299 of file CasADiProblem.tpp.

◆ eval_grad_g_prod()

template<Config Conf>

void eval_grad_g_prod	(	crvec	x,
		crvec	y,
		rvec	grad_gxy
	)		const

Definition at line 309 of file CasADiProblem.tpp.

◆ eval_grad_ψ()

template<Config Conf>

void eval_grad_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	grad_ψ,
		rvec	work_n,
		rvec	work_m
	)		const

Definition at line 321 of file CasADiProblem.tpp.

◆ eval_ψ_grad_ψ()

template<Config Conf>

CasADiProblem< Conf >::real_t eval_ψ_grad_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	grad_ψ,
		rvec	work_n,
		rvec	work_m
	)		const

Definition at line 336 of file CasADiProblem.tpp.

◆ eval_grad_L()

template<Config Conf>

void eval_grad_L	(	crvec	x,
		crvec	y,
		rvec	grad_L,
		rvec	work_n
	)		const

Definition at line 348 of file CasADiProblem.tpp.

◆ eval_ψ()

template<Config Conf>

CasADiProblem< Conf >::real_t eval_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	ŷ
	)		const

Definition at line 357 of file CasADiProblem.tpp.

◆ eval_grad_gi()

template<Config Conf>

void eval_grad_gi	(	crvec	x,
		index_t	i,
		rvec	grad_i
	)		const

Definition at line 368 of file CasADiProblem.tpp.

◆ get_jac_g_sparsity()

template<Config Conf>

auto get_jac_g_sparsity ( ) const

Definition at line 388 of file CasADiProblem.tpp.

◆ eval_jac_g()

template<Config Conf>

void eval_jac_g	(	crvec	x,
		rvec	J_values
	)		const

Definition at line 403 of file CasADiProblem.tpp.

◆ eval_hess_L_prod()

template<Config Conf>

void eval_hess_L_prod	(	crvec	x,
		crvec	y,
		real_t	scale,
		crvec	v,
		rvec	Hv
	)		const

Definition at line 410 of file CasADiProblem.tpp.

◆ get_hess_L_sparsity()

template<Config Conf>

auto get_hess_L_sparsity ( ) const

Definition at line 419 of file CasADiProblem.tpp.

◆ eval_hess_L()

template<Config Conf>

void eval_hess_L	(	crvec	x,
		crvec	y,
		real_t	scale,
		rvec	H_values
	)		const

Definition at line 433 of file CasADiProblem.tpp.

◆ eval_hess_ψ_prod()

template<Config Conf>

void eval_hess_ψ_prod	(	crvec	x,
		crvec	y,
		crvec	Σ,
		real_t	scale,
		crvec	v,
		rvec	Hv
	)		const

Definition at line 442 of file CasADiProblem.tpp.

◆ get_hess_ψ_sparsity()

template<Config Conf>

auto get_hess_ψ_sparsity ( ) const

Definition at line 454 of file CasADiProblem.tpp.

◆ eval_hess_ψ()

template<Config Conf>

void eval_hess_ψ	(	crvec	x,
		crvec	y,
		crvec	Σ,
		real_t	scale,
		rvec	H_values
	)		const

Definition at line 468 of file CasADiProblem.tpp.

◆ provides_eval_grad_L()

template<Config Conf>

bool provides_eval_grad_L ( ) const

See also: TypeErasedProblem::provides_eval_grad_L

Definition at line 494 of file CasADiProblem.tpp.

◆ provides_eval_ψ()

template<Config Conf>

bool provides_eval_ψ ( ) const

See also: TypeErasedProblem::provides_eval_ψ

Definition at line 482 of file CasADiProblem.tpp.

◆ provides_eval_grad_ψ()

template<Config Conf>

bool provides_eval_grad_ψ ( ) const

See also: TypeErasedProblem::provides_eval_grad_ψ

Definition at line 486 of file CasADiProblem.tpp.

◆ provides_eval_ψ_grad_ψ()

template<Config Conf>

bool provides_eval_ψ_grad_ψ ( ) const

See also: TypeErasedProblem::provides_eval_ψ_grad_ψ

Definition at line 490 of file CasADiProblem.tpp.

◆ provides_eval_grad_gi()

template<Config Conf>

bool provides_eval_grad_gi ( ) const

See also: TypeErasedProblem::provides_eval_grad_gi

Definition at line 478 of file CasADiProblem.tpp.

◆ provides_eval_jac_g()

template<Config Conf>

bool provides_eval_jac_g ( ) const

See also: TypeErasedProblem::provides_eval_jac_g

Definition at line 498 of file CasADiProblem.tpp.

◆ provides_eval_hess_L_prod()

template<Config Conf>

bool provides_eval_hess_L_prod ( ) const

See also: TypeErasedProblem::provides_eval_hess_L_prod

Definition at line 502 of file CasADiProblem.tpp.

◆ provides_eval_hess_L()

template<Config Conf>

bool provides_eval_hess_L ( ) const

See also: TypeErasedProblem::provides_eval_hess_L

Definition at line 506 of file CasADiProblem.tpp.

◆ provides_eval_hess_ψ_prod()

template<Config Conf>

bool provides_eval_hess_ψ_prod ( ) const

See also: TypeErasedProblem::provides_eval_hess_ψ_prod

Definition at line 510 of file CasADiProblem.tpp.

◆ provides_eval_hess_ψ()

template<Config Conf>

bool provides_eval_hess_ψ ( ) const

See also: TypeErasedProblem::provides_eval_hess_ψ

Definition at line 514 of file CasADiProblem.tpp.

◆ get_name()

template<Config Conf>

std::string get_name ( ) const

See also: TypeErasedProblem::get_name

Definition at line 519 of file CasADiProblem.tpp.

◆ resize()

template<Config Conf>

void resize	(	length_t	n,
		length_t	m
	)

inlineinherited

Change the dimensions of the problem (number of decision variables and number of constaints).

Destructive: resizes and/or resets the members C, D, l1_reg and penalty_alm_split.

Parameters

n	Number of decision variables
m	Number of constraints

Definition at line 45 of file box-constr-problem.hpp.

◆ get_n()

template<Config Conf>

length_t get_n ( ) const

inlineinherited

Number of decision variables, n.

Definition at line 81 of file box-constr-problem.hpp.

◆ get_m()

template<Config Conf>

length_t get_m ( ) const

inlineinherited

Number of constraints, m.

Definition at line 83 of file box-constr-problem.hpp.

◆ eval_proj_grad_step_box()

template<Config Conf>

static real_t eval_proj_grad_step_box	(	const Box &	C,
		real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rvec	x̂,
		rvec	p
	)

inlinestaticinherited

Projected gradient step for rectangular box C.

\[ \begin{aligned} \hat x &= \Pi_C(x - \gamma\nabla\psi(x)) \\ p &= \hat x - x \\ &= \max(\underline x - x, \;\min(-\gamma\nabla\psi(x), \overline x - x) \end{aligned} \]

Definition at line 90 of file box-constr-problem.hpp.

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◆ eval_prox_grad_step_box_l1_impl()

template<Config Conf>

static void eval_prox_grad_step_box_l1_impl	(	const Box &	C,
		const auto &	λ,
		real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rvec	x̂,
		rvec	p
	)

inlinestaticinherited

Proximal gradient step for rectangular box C with ℓ₁-regularization.

\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]

Definition at line 113 of file box-constr-problem.hpp.

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◆ eval_prox_grad_step_box_l1()

template<Config Conf>

static real_t eval_prox_grad_step_box_l1	(	const Box &	C,
		const auto &	λ,
		real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rvec	x̂,
		rvec	p
	)

inlinestaticinherited

Proximal gradient step for rectangular box C with ℓ₁-regularization.

\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]

Definition at line 122 of file box-constr-problem.hpp.

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◆ eval_prox_grad_step_box_l1_scal()

template<Config Conf>

static real_t eval_prox_grad_step_box_l1_scal	(	const Box &	C,
		real_t	λ,
		real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rvec	x̂,
		rvec	p
	)

inlinestaticinherited

Proximal gradient step for rectangular box C with ℓ₁-regularization.

\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]

Definition at line 130 of file box-constr-problem.hpp.

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◆ eval_prox_grad_step()

template<Config Conf>

real_t eval_prox_grad_step	(	real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rvec	x̂,
		rvec	p
	)		const

inlineinherited

See also: TypeErasedProblem::eval_prox_grad_step

Definition at line 140 of file box-constr-problem.hpp.

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◆ eval_proj_diff_g()

template<Config Conf>

void eval_proj_diff_g	(	crvec	z,
		rvec	p
	)		const

inlineinherited

See also: TypeErasedProblem::eval_proj_diff_g

Definition at line 150 of file box-constr-problem.hpp.

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◆ eval_proj_multipliers_box()

template<Config Conf>

static void eval_proj_multipliers_box	(	const Box &	D,
		rvec	y,
		real_t	M,
		index_t	penalty_alm_split
	)

inlinestaticinherited

Definition at line 152 of file box-constr-problem.hpp.

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◆ eval_proj_multipliers()

template<Config Conf>

void eval_proj_multipliers	(	rvec	y,
		real_t	M
	)		const

inlineinherited

See also: TypeErasedProblem::eval_proj_multipliers

Definition at line 168 of file box-constr-problem.hpp.

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◆ get_box_C()

template<Config Conf>

const Box & get_box_C ( ) const

inlineinherited

See also: TypeErasedProblem::get_box_C

Definition at line 173 of file box-constr-problem.hpp.

◆ get_box_D()

template<Config Conf>

const Box & get_box_D ( ) const

inlineinherited

See also: TypeErasedProblem::get_box_D

Definition at line 175 of file box-constr-problem.hpp.

◆ provides_get_box_C()

template<Config Conf>

bool provides_get_box_C ( ) const

inlineinherited

Only supported if the ℓ₁-regularization term is zero.

See also: TypeErasedProblem::provides_get_box_C

Definition at line 179 of file box-constr-problem.hpp.

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◆ eval_inactive_indices_res_lna()

template<Config Conf>

index_t eval_inactive_indices_res_lna	(	real_t	γ,
		crvec	x,
		crvec	grad_ψ,
		rindexvec	J
	)		const

inlineinherited

See also: TypeErasedProblem::eval_inactive_indices_res_lna

Definition at line 185 of file box-constr-problem.hpp.

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◆ check()

template<Config Conf>

void check ( ) const

inlineinherited

See also: TypeErasedProblem::check

Definition at line 222 of file box-constr-problem.hpp.

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Member Data Documentation

◆ param

template<Config Conf = EigenConfigd>

vec param

Definition at line 45 of file CasADiProblem.hpp.

◆ name

template<Config Conf = EigenConfigd>

std::string name = "CasADiProblem"

Definition at line 46 of file CasADiProblem.hpp.

◆ impl

template<Config Conf = EigenConfigd>

util::copyable_unique_ptr<Functions> impl

private

Definition at line 136 of file CasADiProblem.hpp.

◆ n

template<Config Conf>

length_t n

inherited

Number of decision variables, dimension of x.

Examples: C++/CustomCppProblem/main.cpp.

Definition at line 22 of file box-constr-problem.hpp.

◆ m

template<Config Conf>

length_t m

inherited

Number of constraints, dimension of g(x) and z.

Examples: C++/CustomCppProblem/main.cpp.

Definition at line 24 of file box-constr-problem.hpp.

◆ C

template<Config Conf>

Box C {this->n}

inherited

Constraints of the decision variables, \( x \in C \).

Examples: C++/CasADi/Rosenbrock/main.cpp.

Definition at line 65 of file box-constr-problem.hpp.

◆ D

template<Config Conf>

Box D {this->m}

inherited

Other constraints, \( g(x) \in D \).

Definition at line 67 of file box-constr-problem.hpp.

◆ l1_reg

template<Config Conf>

vec l1_reg {}

inherited

\( \ell_1 \) (1-norm) regularization parameter.

Possible dimensions are: \( 0 \) (no regularization), \( 1 \) (a single scalar factor), or \( n \) (a different factor for each variable).

Definition at line 72 of file box-constr-problem.hpp.

◆ penalty_alm_split

template<Config Conf>

index_t penalty_alm_split = 0

inherited

Components of the constraint function with indices below this number are handled using a quadratic penalty method rather than using an augmented Lagrangian method.

Specifically, the Lagrange multipliers for these components (which determine the shifts in ALM) are kept at zero.

Definition at line 78 of file box-constr-problem.hpp.

The documentation for this class was generated from the following files:

src/interop/casadi/include/alpaqa/casadi/CasADiProblem.hpp
src/interop/casadi/include/alpaqa/implementation/casadi/CasADiProblem.tpp

Detailed Description

Public Types

Public Member Functions

Static Public Member Functions

Public Attributes

Private Types

Private Attributes

Member Typedef Documentation

◆ Sparsity

◆ Functions

◆ Box

Constructor & Destructor Documentation

◆ CasADiProblem() [1/5]

◆ CasADiProblem() [2/5]

◆ CasADiProblem() [3/5]

◆ ~CasADiProblem()

◆ CasADiProblem() [4/5]

◆ CasADiProblem() [5/5]

Member Function Documentation

◆ operator=() [1/2]

◆ operator=() [2/2]

◆ load_numerical_data()

◆ eval_f()

◆ eval_grad_f()

◆ eval_f_grad_f()

◆ eval_g()

◆ eval_grad_g_prod()

◆ eval_grad_ψ()

◆ eval_ψ_grad_ψ()

◆ eval_grad_L()

◆ eval_ψ()

◆ eval_grad_gi()

◆ get_jac_g_sparsity()

◆ eval_jac_g()

◆ eval_hess_L_prod()

◆ get_hess_L_sparsity()

◆ eval_hess_L()

◆ eval_hess_ψ_prod()

◆ get_hess_ψ_sparsity()

◆ eval_hess_ψ()

◆ provides_eval_grad_L()

◆ provides_eval_ψ()

◆ provides_eval_grad_ψ()

◆ provides_eval_ψ_grad_ψ()

◆ provides_eval_grad_gi()

◆ provides_eval_jac_g()

◆ provides_eval_hess_L_prod()

◆ provides_eval_hess_L()

◆ provides_eval_hess_ψ_prod()

◆ provides_eval_hess_ψ()

◆ get_name()

◆ resize()

◆ get_n()

◆ get_m()

◆ eval_proj_grad_step_box()

◆ eval_prox_grad_step_box_l1_impl()

◆ eval_prox_grad_step_box_l1()

◆ eval_prox_grad_step_box_l1_scal()

◆ eval_prox_grad_step()

◆ eval_proj_diff_g()

◆ eval_proj_multipliers_box()

◆ eval_proj_multipliers()

◆ get_box_C()

◆ get_box_D()

◆ provides_get_box_C()

◆ eval_inactive_indices_res_lna()

◆ check()

Member Data Documentation

◆ param

◆ name

◆ impl

◆ n

◆ m

◆ C

◆ D

◆ l1_reg

◆ penalty_alm_split