alpaqa cmake-targets
Nonconvex constrained optimization
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Public Types | Public Member Functions | Public Attributes | Private Types | Private Attributes | List of all members
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.

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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)
 
FISTASolverset_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 Paramsget_params () const
 

Public Attributes

std::ostream * os = &std::cout
 

Private Types

using Helpers = detail::PANOCHelpers< config_t >
 

Private Attributes

Params params
 
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]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 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.

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◆ 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.

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◆ 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.

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◆ 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>
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.


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