alpaqa 1.0.0a8
Nonconvex constrained optimization
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Public Types | Public Member Functions | Public Attributes | Private Types | Private Attributes | List of all members
PANTRSolver< DirectionT > Class Template Reference

#include <alpaqa/include/alpaqa/inner/pantr.hpp>

Detailed Description

template<class DirectionT>
class alpaqa::PANTRSolver< DirectionT >

PANTR solver for ALM.

Definition at line 143 of file pantr.hpp.

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Public Types

using Problem = TypeErasedProblem< config_t >
 
using Params = PANTRParams< config_t >
 
using Direction = DirectionT
 
using Stats = PANTRStats< config_t >
 
using ProgressInfo = PANTRProgressInfo< config_t >
 
using SolveOptions = InnerSolveOptions< config_t >
 

Public Member Functions

 PANTRSolver (const Params &params)
 
 PANTRSolver (const Params &params, Direction &&direction)
 
 PANTRSolver (const Params &params, const Direction &direction)
 
Stats operator() (const Problem &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec err_z)
 
template<class P >
Stats operator() (const P &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec e)
 
template<class P >
Stats operator() (const P &problem, const SolveOptions &opts, rvec x)
 
PANTRSolverset_progress_callback (std::function< void(const ProgressInfo &)> cb)
 Specify a callable that is invoked with some intermediate results on each iteration of the algorithm.
 
std::string get_name () const
 
void stop ()
 
const Paramsget_params () const
 

Public Attributes

Direction direction
 
std::ostream * os = &std::cout
 

Private Types

using Helpers = detail::PANOCHelpers< config_t >
 

Private Attributes

Params params
 
AtomicStopSignal stop_signal
 
std::function< void(const ProgressInfo &)> progress_cb
 

Member Typedef Documentation

◆ Problem

using Problem = TypeErasedProblem<config_t>

Definition at line 147 of file pantr.hpp.

◆ Params

using Params = PANTRParams<config_t>

Definition at line 148 of file pantr.hpp.

◆ Direction

using Direction = DirectionT

Definition at line 149 of file pantr.hpp.

◆ Stats

using Stats = PANTRStats<config_t>

Definition at line 150 of file pantr.hpp.

◆ ProgressInfo

using ProgressInfo = PANTRProgressInfo<config_t>

Definition at line 151 of file pantr.hpp.

◆ SolveOptions

using SolveOptions = InnerSolveOptions<config_t>

Definition at line 152 of file pantr.hpp.

◆ Helpers

using Helpers = detail::PANOCHelpers<config_t>
private

Definition at line 202 of file pantr.hpp.

Constructor & Destructor Documentation

◆ PANTRSolver() [1/3]

PANTRSolver ( const Params params)
inline

Definition at line 154 of file pantr.hpp.

◆ PANTRSolver() [2/3]

PANTRSolver ( const Params params,
Direction &&  direction 
)
inline

Definition at line 157 of file pantr.hpp.

◆ PANTRSolver() [3/3]

PANTRSolver ( const Params params,
const Direction direction 
)
inline

Definition at line 159 of file pantr.hpp.

Member Function Documentation

◆ operator()() [1/3]

auto operator() ( const Problem problem,
const SolveOptions opts,
rvec  x,
rvec  y,
crvec  Σ,
rvec  err_z 
)
Parameters
[in]problemProblem description
[in]optsSolve options
[in,out]xDecision variable \( x \)
[in,out]yLagrange multipliers \( y \)
[in]ΣConstraint weights \( \Sigma \)
[out]err_zSlack variable error \( g(x) - \Pi_D(g(x) + \Sigma^{-1} y) \)

Definition at line 26 of file pantr.tpp.

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◆ operator()() [2/3]

Stats operator() ( const P &  problem,
const SolveOptions opts,
rvec  x,
rvec  y,
crvec  Σ,
rvec  e 
)
inline

Definition at line 170 of file pantr.hpp.

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◆ operator()() [3/3]

Stats operator() ( const P &  problem,
const SolveOptions opts,
rvec  x 
)
inline

Definition at line 176 of file pantr.hpp.

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◆ set_progress_callback()

PANTRSolver & set_progress_callback ( std::function< void(const ProgressInfo &)>  cb)
inline

Specify a callable that is invoked with some intermediate results on each iteration of the algorithm.

See also
ProgressInfo

Definition at line 187 of file pantr.hpp.

◆ get_name()

std::string get_name

Definition at line 21 of file pantr.tpp.

◆ stop()

void stop ( )
inline

Definition at line 194 of file pantr.hpp.

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◆ get_params()

const Params & get_params ( ) const
inline

Definition at line 196 of file pantr.hpp.

Member Data Documentation

◆ params

Params params
private

Definition at line 199 of file pantr.hpp.

◆ stop_signal

AtomicStopSignal stop_signal
private

Definition at line 200 of file pantr.hpp.

◆ progress_cb

std::function<void(const ProgressInfo &)> progress_cb
private

Definition at line 201 of file pantr.hpp.

◆ direction

Direction direction

Definition at line 205 of file pantr.hpp.

◆ os

std::ostream* os = &std::cout

Definition at line 206 of file pantr.hpp.


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