pantr.hpp File Reference

#include <alpaqa/export.hpp>
#include <alpaqa/inner/inner-solve-options.hpp>
#include <alpaqa/inner/internal/lipschitz.hpp>
#include <alpaqa/inner/internal/panoc-helpers.hpp>
#include <alpaqa/inner/internal/panoc-stop-crit.hpp>
#include <alpaqa/inner/internal/solverstatus.hpp>
#include <alpaqa/problem/type-erased-problem.hpp>
#include <guanaqo/atomic-stop-signal.hpp>
#include <chrono>
#include <iostream>
#include <limits>
#include <string>
#include <type_traits>

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Classes
struct	PANTRParams< Conf >
	Tuning parameters for the PANTR algorithm. More...
struct	PANTRStats< Conf >
struct	PANTRProgressInfo< Conf >
class	PANTRSolver< DirectionT >
	PANTR solver for ALM. More...
struct	InnerStatsAccumulator< PANTRStats< Conf > >

Namespaces
namespace	alpaqa

Functions
template<Config Conf>
InnerStatsAccumulator< PANTRStats< Conf > > &	operator+= (InnerStatsAccumulator< PANTRStats< Conf > > &acc, const PANTRStats< Conf > &s)

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Class Documentation

alpaqa::PANTRStats

struct alpaqa::PANTRStats

Collaboration diagram for PANTRStats< Conf >:

Class Members
SolverStatus	status = SolverStatus::Busy
real_t	ε = inf<config_t>
nanoseconds	elapsed_time {}
nanoseconds	time_progress_callback {}
unsigned	iterations = 0
unsigned	accelerated_step_rejected = 0
unsigned	stepsize_backtracks = 0
unsigned	direction_failures = 0
unsigned	direction_update_rejected = 0
real_t	final_γ = 0
real_t	final_ψ = 0
real_t	final_h = 0
real_t	final_φγ = 0

alpaqa::PANTRProgressInfo

struct alpaqa::PANTRProgressInfo

Collaboration diagram for PANTRProgressInfo< Conf >:

Class Members
unsigned	k
SolverStatus	status
crvec	x
crvec	p
real_t	norm_sq_p
crvec	x̂
crvec	ŷ
real_t	φγ
real_t	ψ
crvec	grad_ψ
real_t	ψ_hat
crvec	grad_ψ_hat
crvec	q
real_t	L
real_t	γ
real_t	Δ
real_t	ρ
real_t	τ	1 if previous step accepted, 0 otherwise (PANOC compatibility)
real_t	ε
crvec	Σ
crvec	y
unsigned	outer_iter
const TypeErasedProblem< config_t > *	problem
const PANTRParams< config_t > *	params

alpaqa::InnerStatsAccumulator< PANTRStats< Conf > >

struct alpaqa::InnerStatsAccumulator< PANTRStats< Conf > >

Collaboration diagram for InnerStatsAccumulator< PANTRStats< Conf > >:

Class Members
nanoseconds	elapsed_time {}	Total elapsed time in the inner solver.
nanoseconds	time_progress_callback {}	Total time spent in the user-provided progress callback.
unsigned	iterations = 0	Total number of inner PANTR iterations.
unsigned	accelerated_step_rejected = 0	Total number of PANTR rejected accelerated steps.
unsigned	stepsize_backtracks = 0	Total number of FB step size reductions.
unsigned	direction_failures = 0	Total number of times that the accelerated direction was not finite.
unsigned	direction_update_rejected = 0	Total number of times that the direction update was rejected (e.g. it could have resulted in a non-positive definite Hessian estimate).
real_t	final_γ = 0	The final FB step size γ.
real_t	final_ψ = 0	Final value of the smooth cost \( \psi(\hat x) \).
real_t	final_h = 0	Final value of the nonsmooth cost \( h(\hat x) \).
real_t	final_φγ = 0	Final value of the forward-backward envelope, \( \varphi_\gamma(x) \) (note that this is in the point \( x \), not \( \hat x \)).