PANTRDirection< Conf > Struct Template Reference

#include <alpaqa/include/alpaqa/inner/directions/pantr/pantr-direction.hpp>

Detailed Description

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

This class outlines the interface for direction providers used by PANTR-like algorithms.

Definition at line 13 of file pantr-direction.hpp.

Collaboration diagram for PANTRDirection< Conf >:

Public Types
using	Problem = TypeErasedProblem< config_t >

Public Member Functions
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)=delete
	Initialize the direction provider.
bool	has_initial_direction () const
	Return whether a direction is available on the very first iteration, before the first call to update.
bool	update (real_t γₖ, real_t γₙₑₓₜ, crvec xₖ, crvec xₙₑₓₜ, crvec pₖ, crvec pₙₑₓₜ, crvec grad_ψxₖ, crvec grad_ψxₙₑₓₜ)=delete
	Update the direction provider when accepting the next iterate.
real_t	apply (real_t γₖ, crvec xₖ, crvec x̂ₖ, crvec pₖ, crvec grad_ψxₖ, real_t radius, rvec qₖ) const =delete
	Compute the direction in the given point.
void	changed_γ (real_t γₖ, real_t old_γₖ)=delete
	Called when the PANTR step size changes.
void	reset ()=delete
	Called when using the direction failed.
std::string	get_name () const =delete
	Get a human-readable name for this direction provider.

Member Typedef Documentation

Problem

using Problem = TypeErasedProblem<config_t>

Definition at line 15 of file pantr-direction.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  )

delete

Initialize the direction provider.

Parameters

[in]	problem	Problem description.
[in]	y	Lagrange multipliers.
[in]	Σ	Penalty factors.
[in]	γ_0	Initial step size.
[in]	x_0	Initial iterate.
[in]	x̂_0	Result of proximal gradient step in x_0.
[in]	p_0	Proximal gradient step in x_0.
[in]	grad_ψx_0	Gradient of the objective in x_0.

The references problem, y and Σ are guaranteed to remain valid for subsequent calls to update, apply, changed_γ and reset.

has_initial_direction()

bool has_initial_direction ( ) const

inline

Return whether a direction is available on the very first iteration, before the first call to update.

Definition at line 44 of file pantr-direction.hpp.

update()

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

delete

Update the direction provider when accepting the next iterate.

Parameters

[in]	γₖ	Current step size.
[in]	γₙₑₓₜ	Step size for the next iterate.
[in]	xₖ	Current iterate.
[in]	xₙₑₓₜ	Next iterate.
[in]	pₖ	Proximal gradient step in the current iterate.
[in]	pₙₑₓₜ	Proximal gradient step in the next iterate.
[in]	grad_ψxₖ	Gradient of the objective in the current iterate.
[in]	grad_ψxₙₑₓₜ	Gradient of the objective in the next iterate.

apply()

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

delete

Compute the direction in the given point.

Parameters

[in]	γₖ	Current step size.
[in]	xₖ	Current iterate.
[in]	x̂ₖ	Result of proximal gradient step in xₖ.
[in]	pₖ	Proximal gradient step in xₖ.
[in]	grad_ψxₖ	Gradient of the objective at xₖ.
[in]	radius	Trust radius Δ.
[out]	qₖ	Resulting step.

Returns

Model decrease.

changed_γ()

void changed_γ ( real_t  γₖ, real_t  old_γₖ  )

delete

Called when the PANTR step size changes.

reset()

void reset ( )

delete

Called when using the direction failed.

A possible behavior could be to flush the buffers, hopefully yielding a better direction on the next iteration.

get_name()

std::string get_name ( ) const

delete

Get a human-readable name for this direction provider.

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

• pantr-direction.hpp