LBFGSBSolver< Conf > Class Template Reference

#include <interop/lbfgspp/include/alpaqa/lbfgsb-adapter.hpp>

Detailed Description

template<Config Conf>
class alpaqa::lbfgspp::LBFGSBSolver< Conf >

L-BFGS-B solver for ALM.

Definition at line 31 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

Collaboration diagram for LBFGSBSolver< Conf >:

Public Types
using	Problem = TypeErasedProblem< config_t >
using	Params = ::LBFGSpp::LBFGSBParam< real_t >
using	Stats = LBFGSBStats< config_t >
using	SolveOptions = InnerSolveOptions< config_t >

Public Member Functions
	LBFGSBSolver (const Params &params)
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 u, rvec y, crvec Σ, rvec e)
std::string	get_name () const
void	stop ()
const Params &	get_params () const

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

Private Attributes
Params	params
AtomicStopSignal	stop_signal

Member Typedef Documentation

Problem

using Problem = TypeErasedProblem<config_t>

Definition at line 35 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

Params

using Params = ::LBFGSpp::LBFGSBParam<real_t>

Definition at line 36 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

Stats

using Stats = LBFGSBStats<config_t>

Definition at line 37 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

SolveOptions

using SolveOptions = InnerSolveOptions<config_t>

Definition at line 38 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

Constructor & Destructor Documentation

LBFGSBSolver()

LBFGSBSolver ( const Params &  params )

inline

Definition at line 40 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

Member Function Documentation

operator()() [1/2]

auto operator()	(	const Problem &	problem,
		const SolveOptions &	opts,
		rvec	x,
		rvec	y,
		crvec	Σ,
		rvec	err_z
	)

Parameters

[in]	problem	Problem description
[in]	opts	Solve options
[in,out]	x	Decision variable \( x \)
[in,out]	y	Lagrange multipliers \( y \)
[in]	Σ	Constraint weights \( \Sigma \)
[out]	err_z	Slack variable error \( g(x) - \Pi_D(g(x) + \Sigma^{-1} y) \)

Definition at line 15 of file lbfgsb-adapter.tpp.

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operator()() [2/2]

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

inline

Definition at line 50 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

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get_name()

std::string get_name

Definition at line 10 of file lbfgsb-adapter.tpp.

stop()

void stop ( )

inline

Definition at line 57 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

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get_params()

const Params & get_params ( ) const

inline

Definition at line 59 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

Member Data Documentation

params

Params params

private

Definition at line 62 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

stop_signal

AtomicStopSignal stop_signal

private

Definition at line 63 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

os

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

Definition at line 66 of file lbfgspp/include/alpaqa/lbfgsb-adapter.hpp.

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

• lbfgspp/include/alpaqa/lbfgsb-adapter.hpp
• lbfgsb-adapter.tpp