#include <alpaqa/include/alpaqa/inner/directions/panoc/lbfgs.hpp>

Detailed Description

template<Config Conf>
struct alpaqa::LBFGSDirection< Conf >

Examples: C++/CasADi/Rosenbrock/main.cpp, C++/CustomCppProblem/main.cpp, and C++/SimpleUnconstrProblem/main.cpp.

Definition at line 17 of file inner/directions/panoc/lbfgs.hpp.

Collaboration diagram for LBFGSDirection< Conf >:

Classes
struct	Params

Public Types
using	Problem = TypeErasedProblem< config_t >

using	LBFGS = alpaqa::LBFGS< config_t >

using	AcceleratorParams = typename LBFGS::Params

using	DirectionParams = LBFGSDirectionParams< config_t >

Public Member Functions
	LBFGSDirection ()=default

	LBFGSDirection (const Params &params)

	LBFGSDirection (const typename LBFGS::Params &params, const DirectionParams &directionparams={})

	LBFGSDirection (const LBFGS &lbfgs, const DirectionParams &directionparams={})

	LBFGSDirection (LBFGS &&lbfgs, const DirectionParams &directionparams={})

void	initialize (const Problem &problem, crvec y, crvec Σ, real_t γ_0, crvec x_0, crvec x̂_0, crvec p_0, crvec grad_ψx_0)

bool	has_initial_direction () const

bool	update (real_t γₖ, real_t γₙₑₓₜ, crvec xₖ, crvec xₙₑₓₜ, crvec pₖ, crvec pₙₑₓₜ, crvec grad_ψxₖ, crvec grad_ψxₙₑₓₜ)

bool	apply (real_t γₖ, crvec xₖ, crvec x̂ₖ, crvec pₖ, crvec grad_ψxₖ, rvec qₖ) const

void	changed_γ (real_t γₖ, real_t old_γₖ)

void	reset ()

std::string	get_name () const

auto	get_params () const

Public Attributes
LBFGS	lbfgs

DirectionParams	direction_params

Class Documentation

◆ alpaqa::LBFGSDirection::Params

struct alpaqa::LBFGSDirection::Params

Collaboration diagram for LBFGSDirection< Conf >::Params:

Class Members
AcceleratorParams	accelerator = {}
DirectionParams	direction = {}

Member Typedef Documentation

◆ Problem

using Problem = TypeErasedProblem<config_t>

Definition at line 20 of file inner/directions/panoc/lbfgs.hpp.

◆ LBFGS

using LBFGS = alpaqa::LBFGS<config_t>

Definition at line 21 of file inner/directions/panoc/lbfgs.hpp.

◆ AcceleratorParams

using AcceleratorParams = typename LBFGS::Params

Definition at line 22 of file inner/directions/panoc/lbfgs.hpp.

◆ DirectionParams

using DirectionParams = LBFGSDirectionParams<config_t>

Definition at line 23 of file inner/directions/panoc/lbfgs.hpp.

Constructor & Destructor Documentation

◆ LBFGSDirection() [1/5]

LBFGSDirection ( )

default

◆ LBFGSDirection() [2/5]

LBFGSDirection ( const Params & params )

inline

Definition at line 33 of file inner/directions/panoc/lbfgs.hpp.

◆ LBFGSDirection() [3/5]

LBFGSDirection	(	const typename LBFGS::Params &	params,
		const DirectionParams &	directionparams = `{}`
	)

inline

Definition at line 35 of file inner/directions/panoc/lbfgs.hpp.

◆ LBFGSDirection() [4/5]

LBFGSDirection	(	const LBFGS &	lbfgs,
		const DirectionParams &	directionparams = `{}`
	)

inline

Definition at line 38 of file inner/directions/panoc/lbfgs.hpp.

◆ LBFGSDirection() [5/5]

LBFGSDirection	(	LBFGS &&	lbfgs,
		const DirectionParams &	directionparams = `{}`
	)

inline

Definition at line 41 of file inner/directions/panoc/lbfgs.hpp.

Member Function Documentation

◆ initialize()

void initialize	(	const Problem &	problem,
		crvec	y,
		crvec	Σ,
		real_t	γ_0,
		crvec	x_0,
		crvec	x̂_0,
		crvec	p_0,
		crvec	grad_ψx_0
	)

inline

See also: PANOCDirection::initialize

Definition at line 45 of file inner/directions/panoc/lbfgs.hpp.

Here is the call graph for this function:

◆ has_initial_direction()

bool has_initial_direction ( ) const

inline

See also: PANOCDirection::has_initial_direction

Definition at line 54 of file inner/directions/panoc/lbfgs.hpp.

◆ update()

bool update	(	real_t	γₖ,
		real_t	γₙₑₓₜ,
		crvec	xₖ,
		crvec	xₙₑₓₜ,
		crvec	pₖ,
		crvec	pₙₑₓₜ,
		crvec	grad_ψxₖ,
		crvec	grad_ψxₙₑₓₜ
	)