#include <alpaqa/dl/dl-problem.h>

Detailed Description

C API providing function pointers to problem functions.

Examples: C++/DLProblem/main.cpp, and problems/sparse-logistic-regression.cpp.

Definition at line 210 of file dl-problem.h.

Collaboration diagram for alpaqa_problem_functions_t:

Public Attributes
alpaqa_length_t	n { 0 }
	Number of decision variables.

alpaqa_length_t	m { 0 }
	Number of constraints.

const char *	name { nullptr }
	Name of the problem.

alpaqa_real_t(*	eval_f )(void instance, const alpaqa_real_t x)
	Cost function.

void(*	eval_grad_f )(void instance, const alpaqa_real_t x, alpaqa_real_t *grad_fx)
	Gradient of the cost function.

void(*	eval_g )(void instance, const alpaqa_real_t x, alpaqa_real_t *gx)
	Constraints function.

void(*	eval_grad_g_prod )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, alpaqa_real_t grad_gxy)
	Gradient-vector product of the constraints function.

void(*	eval_proj_diff_g )(void instance, const alpaqa_real_t z, alpaqa_real_t *e)
	Difference between point and its projection onto the general constraint set D.

void(*	eval_proj_multipliers )(void instance, alpaqa_real_t y, alpaqa_real_t M)
	Project the Lagrange multipliers.

alpaqa_real_t(*	eval_prox_grad_step )(void instance, alpaqa_real_t γ, const alpaqa_real_t x, const alpaqa_real_t grad_ψ, alpaqa_real_t x̂, alpaqa_real_t *p)
	Proximal gradient step.

alpaqa_index_t(*	eval_inactive_indices_res_lna )(void instance, alpaqa_real_t γ, const alpaqa_real_t x, const alpaqa_real_t grad_ψ, alpaqa_index_t J)
	Active indices for proximal operator.

void(*	eval_jac_g )(void instance, const alpaqa_real_t x, alpaqa_real_t *J_values)
	Jacobian of the constraints function.

alpaqa_sparsity_t(*	get_jac_g_sparsity )(void *instance)
	Get the sparsity pattern of the Jacobian of the constraints function.

void(*	eval_grad_gi )(void instance, const alpaqa_real_t x, alpaqa_index_t i, alpaqa_real_t *grad_gi)
	Gradient of specific constraint function.

void(*	eval_hess_L_prod )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, alpaqa_real_t scale, const alpaqa_real_t v, alpaqa_real_t *Hv)
	Hessian-vector product of the Lagrangian.

void(*	eval_hess_L )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, alpaqa_real_t scale, alpaqa_real_t H_values)
	Hessian of the Lagrangian.

alpaqa_sparsity_t(*	get_hess_L_sparsity )(void *instance)
	Get the sparsity pattern of the Hessian of the Lagrangian.

void(*	eval_hess_ψ_prod )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, const alpaqa_real_t Σ, alpaqa_real_t scale, const alpaqa_real_t zl, const alpaqa_real_t zu, const alpaqa_real_t v, alpaqa_real_t Hv)
	Hessian-vector product of the augmented Lagrangian.

void(*	eval_hess_ψ )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, const alpaqa_real_t Σ, alpaqa_real_t scale, const alpaqa_real_t zl, const alpaqa_real_t zu, alpaqa_real_t *H_values)
	Hessian of the augmented Lagrangian.

alpaqa_sparsity_t(*	get_hess_ψ_sparsity )(void *instance)
	Get the sparsity pattern of the Hessian of the augmented Lagrangian.

alpaqa_real_t(*	eval_f_grad_f )(void instance, const alpaqa_real_t x, alpaqa_real_t *grad_fx)
	Cost and its gradient.

alpaqa_real_t(*	eval_f_g )(void instance, const alpaqa_real_t x, alpaqa_real_t *g)
	Cost and constraints.

void(*	eval_grad_f_grad_g_prod )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, alpaqa_real_t grad_f, alpaqa_real_t *grad_gxy)
	Gradient of the cost and gradient-vector product of the constraints.

void(*	eval_grad_L )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, alpaqa_real_t grad_L, alpaqa_real_t *work_n)
	Gradient of the Lagrangian.

alpaqa_real_t(*	eval_ψ )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, const alpaqa_real_t Σ, const alpaqa_real_t zl, const alpaqa_real_t zu, alpaqa_real_t *ŷ)
	Augmented Lagrangian.

void(*	eval_grad_ψ )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, const alpaqa_real_t Σ, const alpaqa_real_t zl, const alpaqa_real_t zu, alpaqa_real_t grad_ψ, alpaqa_real_t work_n, alpaqa_real_t *work_m)
	Gradient of the augmented Lagrangian.

alpaqa_real_t(*	eval_ψ_grad_ψ )(void instance, const alpaqa_real_t x, const alpaqa_real_t y, const alpaqa_real_t Σ, const alpaqa_real_t zl, const alpaqa_real_t zu, alpaqa_real_t grad_ψ, alpaqa_real_t work_n, alpaqa_real_t *work_m)
	Augmented Lagrangian and its gradient.

void(*	initialize_box_C )(void instance, alpaqa_real_t lb, alpaqa_real_t *ub)
	Provide the initial values for the bounds of alpaqa::BoxConstrProblem::C, i.e.

void(*	initialize_box_D )(void instance, alpaqa_real_t lb, alpaqa_real_t *ub)
	Provide the initial values for the bounds of alpaqa::BoxConstrProblem::D, i.e.

void(*	initialize_l1_reg )(void instance, alpaqa_real_t lambda, alpaqa_length_t *size)
	Provide the initial values for alpaqa::BoxConstrProblem::l1_reg, the ℓ₁-regularization factor.

Member Data Documentation

◆ n

alpaqa_length_t n { 0 }

Number of decision variables.

See also: alpaqa::TypeErasedProblem::get_n()

Definition at line 213 of file dl-problem.h.

◆ m

alpaqa_length_t m { 0 }

Number of constraints.

See also: alpaqa::TypeErasedProblem::get_m()

Definition at line 216 of file dl-problem.h.

◆ name

const char* name { nullptr }

Name of the problem.

See also: alpaqa::TypeErasedProblem::get_name()

Definition at line 219 of file dl-problem.h.

◆ eval_f

alpaqa_real_t(* eval_f) (void *instance, const alpaqa_real_t *x)

inline

Cost function.

See also: alpaqa::TypeErasedProblem::eval_f()

Definition at line 224 of file dl-problem.h.

◆ eval_grad_f

void(* eval_grad_f) (void *instance, const alpaqa_real_t *x, alpaqa_real_t *grad_fx)

inline

Gradient of the cost function.

See also: alpaqa::TypeErasedProblem::eval_grad_f()

Definition at line 229 of file dl-problem.h.

◆ eval_g

void(* eval_g) (void *instance, const alpaqa_real_t *x, alpaqa_real_t *gx)

inline

Constraints function.

See also: alpaqa::TypeErasedProblem::eval_g()

Definition at line 235 of file dl-problem.h.

◆ eval_grad_g_prod

void(* eval_grad_g_prod) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t *grad_gxy)

inline

Gradient-vector product of the constraints function.

See also: alpaqa::TypeErasedProblem::eval_grad_g_prod()

Definition at line 241 of file dl-problem.h.

◆ eval_proj_diff_g

void(* eval_proj_diff_g) (void *instance, const alpaqa_real_t *z, alpaqa_real_t *e)

inline

Difference between point and its projection onto the general constraint set D.

See also: alpaqa::TypeErasedProblem::eval_proj_diff_g()

Definition at line 250 of file dl-problem.h.

◆ eval_proj_multipliers

void(* eval_proj_multipliers) (void *instance, alpaqa_real_t *y, alpaqa_real_t M)

Project the Lagrange multipliers.

See also: alpaqa::TypeErasedProblem::eval_proj_multipliers()

Definition at line 256 of file dl-problem.h.

◆ eval_prox_grad_step

alpaqa_real_t(* eval_prox_grad_step) (void *instance, alpaqa_real_t γ, const alpaqa_real_t *x, const alpaqa_real_t *grad_ψ, alpaqa_real_t *x̂, alpaqa_real_t *p)

inline

Proximal gradient step.

See also: alpaqa::TypeErasedProblem::eval_prox_grad_step() If not set, the default implementation from alpaqa::BoxConstrProblem is used.

Definition at line 263 of file dl-problem.h.

◆ eval_inactive_indices_res_lna

alpaqa_index_t(* eval_inactive_indices_res_lna) (void *instance, alpaqa_real_t γ, const alpaqa_real_t *x, const alpaqa_real_t *grad_ψ, alpaqa_index_t *J)

inline

Active indices for proximal operator.

See also: alpaqa::TypeErasedProblem::eval_inactive_indices_res_lna() If not set, the default implementation from alpaqa::BoxConstrProblem is used.

Definition at line 274 of file dl-problem.h.

◆ eval_jac_g

void(* eval_jac_g) (void *instance, const alpaqa_real_t *x, alpaqa_real_t *J_values)

inline

Jacobian of the constraints function.

See also: alpaqa::TypeErasedProblem::eval_jac_g()

Definition at line 283 of file dl-problem.h.

◆ get_jac_g_sparsity

alpaqa_sparsity_t(* get_jac_g_sparsity) (void *instance)

inline

Get the sparsity pattern of the Jacobian of the constraints function.

See also: alpaqa::TypeErasedProblem::get_jac_g_sparsity()

Definition at line 289 of file dl-problem.h.

◆ eval_grad_gi

void(* eval_grad_gi) (void *instance, const alpaqa_real_t *x, alpaqa_index_t i, alpaqa_real_t *grad_gi)

inline

Gradient of specific constraint function.

See also: alpaqa::TypeErasedProblem::eval_grad_gi()

Definition at line 293 of file dl-problem.h.

◆ eval_hess_L_prod

void(* eval_hess_L_prod) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t scale, const alpaqa_real_t *v, alpaqa_real_t *Hv)

inline

Hessian-vector product of the Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_hess_L_prod()

Definition at line 300 of file dl-problem.h.

◆ eval_hess_L

void(* eval_hess_L) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t scale, alpaqa_real_t *H_values)

inline

Hessian of the Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_hess_L()

Definition at line 309 of file dl-problem.h.

◆ get_hess_L_sparsity

alpaqa_sparsity_t(* get_hess_L_sparsity) (void *instance)

inline

Get the sparsity pattern of the Hessian of the Lagrangian.

See also: alpaqa::TypeErasedProblem::get_hess_L_sparsity()

Definition at line 317 of file dl-problem.h.

◆ eval_hess_ψ_prod

void(* eval_hess_ψ_prod) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, alpaqa_real_t scale, const alpaqa_real_t *zl, const alpaqa_real_t *zu, const alpaqa_real_t *v, alpaqa_real_t *Hv)

inline

Hessian-vector product of the augmented Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_hess_ψ_prod()

Definition at line 321 of file dl-problem.h.

◆ eval_hess_ψ

void(* eval_hess_ψ) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, alpaqa_real_t scale, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_real_t *H_values)

inline

Hessian of the augmented Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_hess_ψ()

Definition at line 333 of file dl-problem.h.

◆ get_hess_ψ_sparsity

alpaqa_sparsity_t(* get_hess_ψ_sparsity) (void *instance)

inline

Get the sparsity pattern of the Hessian of the augmented Lagrangian.

See also: alpaqa::TypeErasedProblem::get_hess_ψ_sparsity()

Definition at line 344 of file dl-problem.h.

◆ eval_f_grad_f

alpaqa_real_t(* eval_f_grad_f) (void *instance, const alpaqa_real_t *x, alpaqa_real_t *grad_fx)

inline

Cost and its gradient.

See also: alpaqa::TypeErasedProblem::eval_f_grad_f()

Definition at line 349 of file dl-problem.h.

◆ eval_f_g

alpaqa_real_t(* eval_f_g) (void *instance, const alpaqa_real_t *x, alpaqa_real_t *g)

inline

Cost and constraints.

See also: alpaqa::TypeErasedProblem::eval_f_g()

Definition at line 355 of file dl-problem.h.

◆ eval_grad_f_grad_g_prod

void(* eval_grad_f_grad_g_prod) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t *grad_f, alpaqa_real_t *grad_gxy)

inline

Gradient of the cost and gradient-vector product of the constraints.

See also: alpaqa::TypeErasedProblem::eval_grad_f_grad_g_prod()

Definition at line 361 of file dl-problem.h.

◆ eval_grad_L

void(* eval_grad_L) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, alpaqa_real_t *grad_L, alpaqa_real_t *work_n)

inline

Gradient of the Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_grad_L()

Definition at line 369 of file dl-problem.h.

◆ eval_ψ

alpaqa_real_t(* eval_ψ) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_real_t *ŷ)

inline

Augmented Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_ψ()

Definition at line 378 of file dl-problem.h.

◆ eval_grad_ψ

void(* eval_grad_ψ) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_real_t *grad_ψ, alpaqa_real_t *work_n, alpaqa_real_t *work_m)

inline

Gradient of the augmented Lagrangian.

See also: alpaqa::TypeErasedProblem::eval_grad_ψ()

Definition at line 388 of file dl-problem.h.

◆ eval_ψ_grad_ψ

alpaqa_real_t(* eval_ψ_grad_ψ) (void *instance, const alpaqa_real_t *x, const alpaqa_real_t *y, const alpaqa_real_t *Σ, const alpaqa_real_t *zl, const alpaqa_real_t *zu, alpaqa_real_t *grad_ψ, alpaqa_real_t *work_n, alpaqa_real_t *work_m)

inline

Augmented Lagrangian and its gradient.

See also: alpaqa::TypeErasedProblem::eval_ψ_grad_ψ()

Definition at line 400 of file dl-problem.h.

◆ initialize_box_C

void(* initialize_box_C) (void *instance, alpaqa_real_t *lb, alpaqa_real_t *ub)

inline

Provide the initial values for the bounds of alpaqa::BoxConstrProblem::C, i.e.

the constraints on the decision variables.

Definition at line 414 of file dl-problem.h.

◆ initialize_box_D

void(* initialize_box_D) (void *instance, alpaqa_real_t *lb, alpaqa_real_t *ub)

inline

Provide the initial values for the bounds of alpaqa::BoxConstrProblem::D, i.e.

the general constraints.

Definition at line 420 of file dl-problem.h.

◆ initialize_l1_reg

void(* initialize_l1_reg) (void *instance, alpaqa_real_t *lambda, alpaqa_length_t *size)

inline

Provide the initial values for alpaqa::BoxConstrProblem::l1_reg, the ℓ₁-regularization factor.

This function is called twice:

with lambda set to nullptr, and the user should set the size.
with lambda pointing to an array of that size, and the user should initialize this array.

Definition at line 430 of file dl-problem.h.

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

src/interop/dl-api/include/alpaqa/dl/dl-problem.h

Detailed Description

Public Attributes

Member Data Documentation

◆ n

◆ m

◆ name

◆ eval_f

◆ eval_grad_f

◆ eval_g

◆ eval_grad_g_prod

◆ eval_proj_diff_g

◆ eval_proj_multipliers

◆ eval_prox_grad_step

◆ eval_inactive_indices_res_lna

◆ eval_jac_g

◆ get_jac_g_sparsity

◆ eval_grad_gi

◆ eval_hess_L_prod

◆ eval_hess_L

◆ get_hess_L_sparsity

◆ eval_hess_ψ_prod

◆ eval_hess_ψ

◆ get_hess_ψ_sparsity

◆ eval_f_grad_f

◆ eval_f_g

◆ eval_grad_f_grad_g_prod

◆ eval_grad_L

◆ eval_ψ

◆ eval_grad_ψ

◆ eval_ψ_grad_ψ

◆ initialize_box_C

◆ initialize_box_D

◆ initialize_l1_reg