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Nonconvex constrained optimization
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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 <alpaqa/util/atomic-stop-signal.hpp>
#include <chrono>
#include <iostream>
#include <limits>
#include <string>
#include <type_traits>
+ Include dependency graph for pantr.hpp:
+ This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

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)
 

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
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 \( \hat x \)).