ALMSolver< InnerSolverT > Class Template Reference

#include <alpaqa/outer/alm.hpp>

Detailed Description

template<class InnerSolverT>
class alpaqa::ALMSolver< InnerSolverT >

Augmented Lagrangian Method solver.

Examples

C++/CasADi/Rosenbrock/main.cpp, C++/CustomCppProblem/main.cpp, C++/DLProblem/main.cpp, and C++/FortranProblem/main.cpp.

Definition at line 69 of file alm.hpp.

Collaboration diagram for ALMSolver< InnerSolverT >:

Classes
struct	Stats

Public Types
using	Params = ALMParams<config_t>
using	InnerSolver = InnerSolverT
using	Problem = typename InnerSolver::Problem

Public Member Functions
	ALMSolver (Params params, InnerSolver &&inner_solver)
	ALMSolver (Params params, const InnerSolver &inner_solver)
Stats	operator() (const Problem &problem, rvec x, rvec y, std::optional< rvec > Σ=std::nullopt)
template<class P>
Stats	operator() (const P &problem, rvec x, rvec y, std::optional< rvec > Σ=std::nullopt)
std::string	get_name () const
void	stop ()
	Abort the computation and return the result so far.
const Params &	get_params () const

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

Private Types
using	Helpers = detail::ALMHelpers<config_t>

Private Attributes
Params	params

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Class Documentation

alpaqa::ALMSolver::Stats

struct alpaqa::ALMSolver::Stats

Collaboration diagram for ALMSolver< InnerSolverT >::Stats:

Class Members
unsigned	outer_iterations = 0	Total number of outer ALM iterations (i.e. the number of times that the inner solver was invoked).
nanoseconds	elapsed_time {}	Total elapsed time.
unsigned	inner_convergence_failures = 0	The total number of times that the inner solver failed to converge.
real_t	ε = inf<config_t>	Final primal tolerance that was reached, depends on the stopping criterion used by the inner solver, see for example PANOCStopCrit.
real_t	δ = inf<config_t>	Final dual tolerance or constraint violation that was reached: \[\delta = \| \Pi_D\left(g(x^k) + \Sigma^{-1}y\right) \|_\infty \]
real_t	norm_penalty = 0	2-norm of the final penalty factors \( \| \Sigma \|_2 \).
SolverStatus	status = SolverStatus::Busy	Whether the solver converged or not. See also SolverStatus
InnerStatsAccumulator< typename Stats >	inner {}	The statistics of the inner solver invocations, accumulated over all ALM iterations.

Member Typedef Documentation

Params

template<class InnerSolverT>

using Params = ALMParams<config_t>

Definition at line 73 of file alm.hpp.

InnerSolver

template<class InnerSolverT>

using InnerSolver = InnerSolverT

Definition at line 74 of file alm.hpp.

Problem

template<class InnerSolverT>

using Problem = typename InnerSolver::Problem

Definition at line 75 of file alm.hpp.

Helpers

template<class InnerSolverT>

using Helpers = detail::ALMHelpers<config_t>

private

Definition at line 132 of file alm.hpp.

Constructor & Destructor Documentation

ALMSolver() [1/2]

template<class InnerSolverT>

ALMSolver ( Params params, InnerSolver && inner_solver )

inline

Definition at line 106 of file alm.hpp.

ALMSolver() [2/2]

template<class InnerSolverT>

ALMSolver ( Params params, const InnerSolver & inner_solver )

inline

Definition at line 109 of file alm.hpp.

Member Function Documentation

operator()() [1/2]

template<class InnerSolverT>

ALMSolver< InnerSolverT >::Stats operator()	(	const Problem &	problem,
		rvec	x,
		rvec	y,
		std::optional< rvec >	Σ = std::nullopt )

Definition at line 20 of file alm.tpp.

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operator()() [2/2]

template<class InnerSolverT>

template<class P>

Stats operator() ( const P & problem, rvec x, rvec y, std::optional< rvec > Σ = std::nullopt )

inline

Definition at line 115 of file alm.hpp.

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get_name()

template<class InnerSolverT>

std::string get_name ( ) const

inline

Definition at line 120 of file alm.hpp.

stop()

template<class InnerSolverT>

void stop ( )

inline

Abort the computation and return the result so far.

Can be called from other threads or signal handlers.

Definition at line 126 of file alm.hpp.

get_params()

template<class InnerSolverT>

const Params & get_params ( ) const

inline

Definition at line 128 of file alm.hpp.

Member Data Documentation

params

template<class InnerSolverT>

Params params

private

Definition at line 131 of file alm.hpp.

inner_solver

template<class InnerSolverT>

InnerSolver inner_solver

Definition at line 135 of file alm.hpp.

os

template<class InnerSolverT>

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

Definition at line 136 of file alm.hpp.

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

• src/alpaqa/include/alpaqa/outer/alm.hpp
• src/alpaqa/include/alpaqa/implementation/outer/alm.tpp