alpaqa 1.0.0a9
Nonconvex constrained optimization
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Public Types | Public Member Functions | Public Attributes | Private Attributes | List of all members
LBFGSBSolver Class Reference

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

Detailed Description

L-BFGS-B solver for ALM.

Definition at line 41 of file lbfgsb-adapter.hpp.

+ Collaboration diagram for LBFGSBSolver:

Public Types

using Problem = TypeErasedProblem< config_t >
 
using Params = LBFGSBParams
 
using Stats = LBFGSBStats
 
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 Paramsget_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 45 of file lbfgsb-adapter.hpp.

◆ Params

Definition at line 46 of file lbfgsb-adapter.hpp.

◆ Stats

using Stats = LBFGSBStats

Definition at line 47 of file lbfgsb-adapter.hpp.

◆ SolveOptions

using SolveOptions = InnerSolveOptions<config_t>

Definition at line 48 of file lbfgsb-adapter.hpp.

Constructor & Destructor Documentation

◆ LBFGSBSolver()

LBFGSBSolver ( const Params params)
inline

Definition at line 50 of file 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]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 17 of file lbfgsb-adapter.cpp.

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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 60 of file lbfgsb-adapter.hpp.

◆ get_name()

std::string get_name ( ) const

Definition at line 16 of file lbfgsb-adapter.cpp.

◆ stop()

void stop ( )
inline

Definition at line 67 of file lbfgsb-adapter.hpp.

◆ get_params()

const Params & get_params ( ) const
inline

Definition at line 69 of file lbfgsb-adapter.hpp.

Member Data Documentation

◆ params

Params params
private

Definition at line 72 of file lbfgsb-adapter.hpp.

◆ stop_signal

AtomicStopSignal stop_signal
private

Definition at line 73 of file lbfgsb-adapter.hpp.

◆ os

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

Definition at line 76 of file lbfgsb-adapter.hpp.


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