FISTASolver< Conf > Class Template Reference

#include <alpaqa/inner/fista.hpp>

Detailed Description

template<Config Conf>
class alpaqa::FISTASolver< Conf >

FISTA solver for ALM.

Definition at line 106 of file fista.hpp.

Collaboration diagram for FISTASolver< Conf >:

Public Types
using	Problem = TypeErasedProblem<config_t>
using	Params = FISTAParams<config_t>
using	Stats = FISTAStats<config_t>
using	ProgressInfo = FISTAProgressInfo<config_t>
using	SolveOptions = InnerSolveOptions<config_t>

Public Member Functions
	FISTASolver (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 x, rvec y, crvec Σ, rvec e)
template<class P>
Stats	operator() (const P &problem, const SolveOptions &opts, rvec x)
FISTASolver &	set_progress_callback (std::function< void(const ProgressInfo &)> cb)
	Specify a callable that is invoked with some intermediate results on each iteration of the algorithm.
std::string	get_name () const
void	stop ()
const Params &	get_params () const

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

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

Private Attributes
Params	params
guanaqo::AtomicStopSignal	stop_signal
std::function< void(const ProgressInfo &)>	progress_cb

Member Typedef Documentation

Problem

template<Config Conf>

using Problem = TypeErasedProblem<config_t>

Definition at line 110 of file fista.hpp.

Params

template<Config Conf>

using Params = FISTAParams<config_t>

Definition at line 111 of file fista.hpp.

Stats

template<Config Conf>

using Stats = FISTAStats<config_t>

Definition at line 112 of file fista.hpp.

ProgressInfo

template<Config Conf>

using ProgressInfo = FISTAProgressInfo<config_t>

Definition at line 113 of file fista.hpp.

SolveOptions

template<Config Conf>

using SolveOptions = InnerSolveOptions<config_t>

Definition at line 114 of file fista.hpp.

Helpers

template<Config Conf>

using Helpers = detail::PANOCHelpers<config_t>

private

Definition at line 158 of file fista.hpp.

Constructor & Destructor Documentation

FISTASolver()

template<Config Conf>

FISTASolver ( const Params & params )

inline

Definition at line 116 of file fista.hpp.

Member Function Documentation

operator()() [1/3]

template<Config Conf>

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 69 of file fista.tpp.

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operator()() [2/3]

template<Config Conf>

template<class P>

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

inline

Definition at line 126 of file fista.hpp.

operator()() [3/3]

template<Config Conf>

template<class P>

Stats operator() ( const P & problem, const SolveOptions & opts, rvec x )

inline

Definition at line 132 of file fista.hpp.

set_progress_callback()

template<Config Conf>

FISTASolver & set_progress_callback ( std::function< void(const ProgressInfo &)> cb )

inline

Specify a callable that is invoked with some intermediate results on each iteration of the algorithm.

See also

ProgressInfo

Definition at line 143 of file fista.hpp.

get_name()

template<Config Conf>

std::string get_name

(

)

const

Definition at line 21 of file fista.tpp.

stop()

template<Config Conf>

void stop ( )

inline

Definition at line 150 of file fista.hpp.

get_params()

template<Config Conf>

const Params & get_params ( ) const

inline

Definition at line 152 of file fista.hpp.

Member Data Documentation

params

template<Config Conf>

Params params

private

Definition at line 155 of file fista.hpp.

stop_signal

template<Config Conf>

guanaqo::AtomicStopSignal stop_signal

private

Definition at line 156 of file fista.hpp.

progress_cb

template<Config Conf>

std::function<void(const ProgressInfo &)> progress_cb

private

Definition at line 157 of file fista.hpp.

os

template<Config Conf>

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

Definition at line 161 of file fista.hpp.

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

• src/alpaqa/include/alpaqa/inner/fista.hpp
• src/alpaqa/include/alpaqa/implementation/inner/fista.tpp