alpaqa 1.0.0a8
Nonconvex constrained optimization
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accelerators/anderson.hpp File Reference
#include <alpaqa/accelerators/internal/anderson-helpers.hpp>
#include <alpaqa/config/config.hpp>
#include <alpaqa/export.hpp>
#include <limits>
#include <stdexcept>
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Classes

struct  AndersonAccelParams< Conf >
 Parameters for the AndersonAccel class. More...
 
class  AndersonAccel< Conf >
 Anderson Acceleration. More...
 

Namespaces

namespace  alpaqa
 

Class Documentation

◆ alpaqa::AndersonAccelParams

struct alpaqa::AndersonAccelParams
+ Collaboration diagram for AndersonAccelParams< Conf >:
Class Members
length_t memory = 10 Length of the history to keep (the number of columns in the QR factorization).

If this number is greater than the problem dimension, the memory is set to the problem dimension (otherwise the system is underdetermined).

real_t min_div_fac = real_t(1e2) * std::numeric_limits<real_t>::epsilon() Minimum divisor when solving close to singular systems, scaled by the maximum eigenvalue of R.