#include <alpaqa/problem/type-erased-problem.hpp>

Detailed Description

template<Config Conf>
struct alpaqa::ProblemVTable< Conf >

Struct containing function pointers to all problem functions (like the objective and constraint functions, with their derivatives, and more).

Some default implementations are available. Internal struct, it is used by TypeErasedProblem.

Definition at line 24 of file type-erased-problem.hpp.

Inheritance diagram for ProblemVTable< Conf >:

Collaboration diagram for ProblemVTable< Conf >:

Public Types
using	Sparsity = alpaqa::Sparsity< config_t >

using	Box = alpaqa::Box< config_t >

template<class F >
using	optional_function_t = util::BasicVTable::optional_function_t< F, ProblemVTable >

template<class F >
using	required_function_t = typename required_function< F >::type
	A required function includes a void pointer to self, in addition to the arguments of `F`.

Public Member Functions
template<class P >
	ProblemVTable (std::in_place_t, P &p)

	ProblemVTable ()=default

Static Public Member Functions
static real_t	calc_ŷ_dᵀŷ (const void *self, rvec g_ŷ, crvec y, crvec Σ, const ProblemVTable &vtable)

static index_t	default_eval_inactive_indices_res_lna (const void *, real_t, crvec, crvec, rindexvec, const ProblemVTable &)

static void	default_eval_jac_g (const void *, crvec, rvec, const ProblemVTable &)

static Sparsity	default_get_jac_g_sparsity (const void *, const ProblemVTable &)

static void	default_eval_grad_gi (const void *, crvec, index_t, rvec, const ProblemVTable &)

static void	default_eval_hess_L_prod (const void *, crvec, crvec, real_t, crvec, rvec, const ProblemVTable &)

static void	default_eval_hess_L (const void *, crvec, crvec, real_t, rvec, const ProblemVTable &)

static Sparsity	default_get_hess_L_sparsity (const void *, const ProblemVTable &)

static void	default_eval_hess_ψ_prod (const void *self, crvec x, crvec y, crvec, real_t scale, crvec v, rvec Hv, const ProblemVTable &vtable)

static void	default_eval_hess_ψ (const void *self, crvec x, crvec y, crvec, real_t scale, rvec H_values, const ProblemVTable &vtable)

static Sparsity	default_get_hess_ψ_sparsity (const void *, const ProblemVTable &)

static real_t	default_eval_f_grad_f (const void *self, crvec x, rvec grad_fx, const ProblemVTable &vtable)

static real_t	default_eval_f_g (const void *self, crvec x, rvec g, const ProblemVTable &vtable)

static void	default_eval_grad_f_grad_g_prod (const void *self, crvec x, crvec y, rvec grad_f, rvec grad_gxy, const ProblemVTable &vtable)

static void	default_eval_grad_L (const void *self, crvec x, crvec y, rvec grad_L, rvec work_n, const ProblemVTable &vtable)

static real_t	default_eval_ψ (const void *self, crvec x, crvec y, crvec Σ, rvec ŷ, const ProblemVTable &vtable)

static void	default_eval_grad_ψ (const void *self, crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m, const ProblemVTable &vtable)

static real_t	default_eval_ψ_grad_ψ (const void *self, crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m, const ProblemVTable &vtable)

static const Box &	default_get_box_C (const void *, const ProblemVTable &)

static const Box &	default_get_box_D (const void *, const ProblemVTable &)

static void	default_check (const void *, const ProblemVTable &)

Public Attributes
required_function_t< void(crvec z, rvec e) const >	eval_proj_diff_g

required_function_t< void(rvec y, real_t M) const >	eval_proj_multipliers

required_function_t< real_t(real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) const >	eval_prox_grad_step

required_function_t< real_t(crvec x) const >	eval_f

required_function_t< void(crvec x, rvec grad_fx) const >	eval_grad_f

required_function_t< void(crvec x, rvec gx) const >	eval_g

required_function_t< void(crvec x, crvec y, rvec grad_gxy) const >	eval_grad_g_prod

optional_function_t< index_t(real_t γ, crvec x, crvec grad_ψ, rindexvec J) const >	eval_inactive_indices_res_lna = default_eval_inactive_indices_res_lna

optional_function_t< void(crvec x, rvec J_values) const >	eval_jac_g = default_eval_jac_g

optional_function_t< Sparsity() const >	get_jac_g_sparsity = default_get_jac_g_sparsity

optional_function_t< void(crvec x, index_t i, rvec grad_gi) const >	eval_grad_gi = default_eval_grad_gi

optional_function_t< void(crvec x, crvec y, real_t scale, crvec v, rvec Hv) const >	eval_hess_L_prod = default_eval_hess_L_prod

optional_function_t< void(crvec x, crvec y, real_t scale, rvec H_values) const >	eval_hess_L = default_eval_hess_L

optional_function_t< Sparsity() const >	get_hess_L_sparsity = default_get_hess_L_sparsity

optional_function_t< void(crvec x, crvec y, crvec Σ, real_t scale, crvec v, rvec Hv) const >	eval_hess_ψ_prod = default_eval_hess_ψ_prod

optional_function_t< void(crvec x, crvec y, crvec Σ, real_t scale, rvec H_values) const >	eval_hess_ψ = default_eval_hess_ψ

optional_function_t< Sparsity() const >	get_hess_ψ_sparsity = default_get_hess_ψ_sparsity

optional_function_t< real_t(crvec x, rvec grad_fx) const >	eval_f_grad_f = default_eval_f_grad_f

optional_function_t< real_t(crvec x, rvec g) const >	eval_f_g = default_eval_f_g

optional_function_t< void(crvec x, crvec y, rvec grad_f, rvec grad_gxy) const >	eval_grad_f_grad_g_prod = default_eval_grad_f_grad_g_prod

optional_function_t< void(crvec x, crvec y, rvec grad_L, rvec work_n) const >	eval_grad_L = default_eval_grad_L

optional_function_t< real_t(crvec x, crvec y, crvec Σ, rvec ŷ) const >	eval_ψ = default_eval_ψ

optional_function_t< void(crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const >	eval_grad_ψ = default_eval_grad_ψ

optional_function_t< real_t(crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const >	eval_ψ_grad_ψ = default_eval_ψ_grad_ψ

optional_function_t< const Box &() const >	get_box_C = default_get_box_C

optional_function_t< const Box &() const >	get_box_D = default_get_box_D

optional_function_t< void() const >	check = default_check

length_t	n

length_t	m

required_function_t< void(void *storage) const >	copy = nullptr
	Copy-construct a new instance into storage.

required_function_t< void(void *storage)>	move = nullptr
	Move-construct a new instance into storage.

required_function_t< void()>	destroy = nullptr
	Destruct the given instance.

const std::type_info *	type = &typeid(void)
	The original type of the stored object.

Member Typedef Documentation

◆ Sparsity

template<Config Conf>

using Sparsity = alpaqa::Sparsity<config_t>

Definition at line 26 of file type-erased-problem.hpp.

◆ Box

template<Config Conf>

using Box = alpaqa::Box<config_t>

Definition at line 27 of file type-erased-problem.hpp.

◆ optional_function_t

template<Config Conf>

template<class F >

using optional_function_t = util::BasicVTable::optional_function_t<F, ProblemVTable>

Definition at line 30 of file type-erased-problem.hpp.

◆ required_function_t

template<class F >

using required_function_t = typename required_function<F>::type

inherited

A required function includes a void pointer to self, in addition to the arguments of F.

Definition at line 81 of file type-erasure.hpp.

Constructor & Destructor Documentation

◆ ProblemVTable() [1/2]

template<Config Conf>

template<class P >

ProblemVTable	(	std::in_place_t	,
		P &	p
	)

inline

Definition at line 147 of file type-erased-problem.hpp.

◆ ProblemVTable() [2/2]

template<Config Conf>

ProblemVTable ( )

default

Member Function Documentation

◆ calc_ŷ_dᵀŷ()

template<Config Conf>

auto calc_ŷ_dᵀŷ	(	const void *	self,
		rvec	g_ŷ,
		crvec	y,
		crvec	Σ,
		const ProblemVTable< Conf > &	vtable
	)

static

Definition at line 8 of file type-erased-problem.tpp.

◆ default_eval_inactive_indices_res_lna()

template<Config Conf>

auto default_eval_inactive_indices_res_lna	(	const void *	,
		real_t	,
		crvec	,
		crvec	,
		rindexvec	,
		const ProblemVTable< Conf > &
	)

static

Definition at line 35 of file type-erased-problem.tpp.

◆ default_eval_jac_g()

template<Config Conf>

void default_eval_jac_g	(	const void *	,
		crvec	,
		rvec	,
		const ProblemVTable< Conf > &	vtable
	)

static

Definition at line 42 of file type-erased-problem.tpp.

◆ default_get_jac_g_sparsity()

template<Config Conf>

auto default_get_jac_g_sparsity	(	const void *	,
		const ProblemVTable< Conf > &	vtable
	)

static

Definition at line 49 of file type-erased-problem.tpp.

◆ default_eval_grad_gi()

template<Config Conf>

void default_eval_grad_gi	(	const void *	,
		crvec	,
		index_t	,
		rvec	,
		const ProblemVTable< Conf > &
	)

static

Definition at line 55 of file type-erased-problem.tpp.

◆ default_eval_hess_L_prod()

template<Config Conf>

void default_eval_hess_L_prod	(	const void *	,
		crvec	,
		crvec	,
		real_t	,
		crvec	,
		rvec	,
		const ProblemVTable< Conf > &
	)

static

Definition at line 61 of file type-erased-problem.tpp.

◆ default_eval_hess_L()

template<Config Conf>

void default_eval_hess_L	(	const void *	,
		crvec	,
		crvec	,
		real_t	,
		rvec	,
		const ProblemVTable< Conf > &
	)

static

Definition at line 67 of file type-erased-problem.tpp.

◆ default_get_hess_L_sparsity()

template<Config Conf>

auto default_get_hess_L_sparsity	(	const void *	,
		const ProblemVTable< Conf > &	vtable
	)

static

Definition at line 73 of file type-erased-problem.tpp.

◆ default_eval_hess_ψ_prod()

template<Config Conf>

void default_eval_hess_ψ_prod	(	const void *	self,
		crvec	x,
		crvec	y,
		crvec	,
		real_t	scale,
		crvec	v,
		rvec	Hv,
		const ProblemVTable< Conf > &	vtable
	)

static

Definition at line 79 of file type-erased-problem.tpp.

◆ default_eval_hess_ψ()

template<Config Conf>

void default_eval_hess_ψ	(	const void *	self,
		crvec	x,
		crvec	y,
		crvec	,
		real_t	scale,
		rvec	H_values,
		const ProblemVTable< Conf > &	vtable
	)

static

Definition at line 88 of file type-erased-problem.tpp.

◆ default_get_hess_ψ_sparsity()

template<Config Conf>

auto default_get_hess_ψ_sparsity	(	const void *	,
		const ProblemVTable< Conf > &	vtable
	)

static

Definition at line 97 of file type-erased-problem.tpp.

◆ default_eval_f_grad_f()

template<Config Conf>

auto default_eval_f_grad_f	(	const void *	self,
		crvec	x,
		rvec	grad_fx,
		const ProblemVTable< Conf > &	vtable
	)

static

Implementation:: auto ProblemVTable<Conf>::default_eval_f_grad_f(const void *self, crvec x, rvec grad_fx,

const ProblemVTable &vtable) -> real_t {

vtable.eval_grad_f(self, x, grad_fx);

return vtable.eval_f(self, x);

}

alpaqa::real_t
typename Conf::real_t real_t
Definition config.hpp:65

alpaqa::inf
constexpr const auto inf
Definition config.hpp:85

alpaqa::rvec
typename Conf::rvec rvec
Definition config.hpp:69

alpaqa::crvec
typename Conf::crvec crvec
Definition config.hpp:70

alpaqa::ProblemVTable
Struct containing function pointers to all problem functions (like the objective and constraint funct...
Definition type-erased-problem.hpp:24

alpaqa::ProblemVTable::default_eval_f_grad_f
static real_t default_eval_f_grad_f(const void *self, crvec x, rvec grad_fx, const ProblemVTable &vtable)
Definition type-erased-problem.tpp:105

Definition at line 105 of file type-erased-problem.tpp.

◆ default_eval_f_g()

template<Config Conf>

auto default_eval_f_g	(	const void *	self,
		crvec	x,
		rvec	g,
		const ProblemVTable< Conf > &	vtable
	)

static

Implementation:: auto ProblemVTable<Conf>::default_eval_f_g(const void *self, crvec x, rvec g,

const ProblemVTable &vtable) -> real_t {

vtable.eval_g(self, x, g);

return vtable.eval_f(self, x);

}

alpaqa::ProblemVTable::default_eval_f_g
static real_t default_eval_f_g(const void *self, crvec x, rvec g, const ProblemVTable &vtable)
Definition type-erased-problem.tpp:115

Definition at line 115 of file type-erased-problem.tpp.

◆ default_eval_grad_f_grad_g_prod()

template<Config Conf>

void default_eval_grad_f_grad_g_prod	(	const void *	self,
		crvec	x,
		crvec	y,
		rvec	grad_f,
		rvec	grad_gxy,
		const ProblemVTable< Conf > &	vtable
	)

static

Implementation:: void ProblemVTable<Conf>::default_eval_grad_f_grad_g_prod(const void *self, crvec x, crvec y,

rvec grad_f, rvec grad_gxy,

const ProblemVTable &vtable) {

vtable.eval_grad_f(self, x, grad_f);

vtable.eval_grad_g_prod(self, x, y, grad_gxy);

}

alpaqa::ProblemVTable::eval_grad_f
required_function_t< void(crvec x, rvec grad_fx) const > eval_grad_f
Definition type-erased-problem.hpp:44

alpaqa::ProblemVTable::eval_grad_g_prod
required_function_t< void(crvec x, crvec y, rvec grad_gxy) const > eval_grad_g_prod
Definition type-erased-problem.hpp:48

alpaqa::ProblemVTable::default_eval_grad_f_grad_g_prod
static void default_eval_grad_f_grad_g_prod(const void *self, crvec x, crvec y, rvec grad_f, rvec grad_gxy, const ProblemVTable &vtable)
Definition type-erased-problem.tpp:125

Definition at line 125 of file type-erased-problem.tpp.

◆ default_eval_grad_L()

template<Config Conf>

void default_eval_grad_L	(	const void *	self,
		crvec	x,
		crvec	y,
		rvec	grad_L,
		rvec	work_n,
		const ProblemVTable< Conf > &	vtable
	)

static

Implementation:: void ProblemVTable<Conf>::default_eval_grad_L(const void *self, crvec x, crvec y, rvec grad_L,

rvec work_n, const ProblemVTable &vtable) {

if (y.size() == 0) /* [[unlikely]] */

return vtable.eval_grad_f(self, x, grad_L);

vtable.eval_grad_f_grad_g_prod(self, x, y, grad_L, work_n, vtable);

grad_L += work_n;

}

alpaqa::ProblemVTable::default_eval_grad_L
static void default_eval_grad_L(const void *self, crvec x, crvec y, rvec grad_L, rvec work_n, const ProblemVTable &vtable)
Definition type-erased-problem.tpp:136

alpaqa::ProblemVTable::eval_grad_f_grad_g_prod
optional_function_t< void(crvec x, crvec y, rvec grad_f, rvec grad_gxy) const > eval_grad_f_grad_g_prod
Definition type-erased-problem.hpp:78

Definition at line 136 of file type-erased-problem.tpp.

◆ default_eval_ψ()

template<Config Conf>

auto default_eval_ψ	(	const void *	self,
		crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	ŷ,
		const ProblemVTable< Conf > &	vtable
	)

static

Implementation:: auto ProblemVTable<Conf>::default_eval_ψ(const void *self, crvec x, crvec y, crvec Σ, rvec ŷ,

const ProblemVTable &vtable) -> real_t {

if (y.size() == 0) /* [[unlikely]] */

return vtable.eval_f(self, x);

auto f = vtable.eval_f_g(self, x, ŷ, vtable);

auto dᵀŷ = calc_ŷ_dᵀŷ(self, ŷ, y, Σ, vtable);

// ψ(x) = f(x) + ½ dᵀŷ

auto ψ = f + real_t(0.5) * dᵀŷ;

return ψ;

}

alpaqa::ProblemVTable::default_eval_ψ
static real_t default_eval_ψ(const void *self, crvec x, crvec y, crvec Σ, rvec ŷ, const ProblemVTable &vtable)
Definition type-erased-problem.tpp:148

alpaqa::ProblemVTable::calc_ŷ_dᵀŷ
static real_t calc_ŷ_dᵀŷ(const void *self, rvec g_ŷ, crvec y, crvec Σ, const ProblemVTable &vtable)
Definition type-erased-problem.tpp:8

Definition at line 148 of file type-erased-problem.tpp.

◆ default_eval_grad_ψ()

template<Config Conf>

void default_eval_grad_ψ	(	const void *	self,
		crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	grad_ψ,
		rvec	work_n,
		rvec	work_m,
		const ProblemVTable< Conf > &	vtable
	)

static

Implementation:: void ProblemVTable<Conf>::default_eval_grad_ψ(const void *self, crvec x, crvec y, crvec Σ,

rvec grad_ψ, rvec work_n, rvec work_m,

const ProblemVTable &vtable) {

if (y.size() == 0) /* [[unlikely]] */ {

vtable.eval_grad_f(self, x, grad_ψ);

} else {

vtable.eval_g(self, x, work_m);

(void)calc_ŷ_dᵀŷ(self, work_m, y, Σ, vtable);

vtable.eval_grad_L(self, x, work_m, grad_ψ, work_n, vtable);

}

}

alpaqa::ProblemVTable::eval_g
required_function_t< void(crvec x, rvec gx) const > eval_g
Definition type-erased-problem.hpp:46

alpaqa::ProblemVTable::default_eval_grad_ψ
static void default_eval_grad_ψ(const void *self, crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m, const ProblemVTable &vtable)
Definition type-erased-problem.tpp:164

alpaqa::ProblemVTable::eval_grad_L
optional_function_t< void(crvec x, crvec y, rvec grad_L, rvec work_n) const > eval_grad_L
Definition type-erased-problem.hpp:82

Definition at line 164 of file type-erased-problem.tpp.

◆ default_eval_ψ_grad_ψ()

template<Config Conf>

auto default_eval_ψ_grad_ψ	(	const void *	self,
		crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	grad_ψ,
		rvec	work_n,
		rvec	work_m,
		const ProblemVTable< Conf > &	vtable
	)

static

Implementation:: auto ProblemVTable<Conf>::default_eval_ψ_grad_ψ(const void *self, crvec x, crvec y, crvec Σ,

rvec grad_ψ, rvec work_n, rvec work_m,

const ProblemVTable &vtable) -> real_t {

if (y.size() == 0) /* [[unlikely]] */

return vtable.eval_f_grad_f(self, x, grad_ψ, vtable);

auto &ŷ = work_m;

// ψ(x) = f(x) + ½ dᵀŷ

auto f = vtable.eval_f_g(self, x, ŷ, vtable);

auto dᵀŷ = calc_ŷ_dᵀŷ(self, ŷ, y, Σ, vtable);

auto ψ = f + real_t(0.5) * dᵀŷ;

// ∇ψ(x) = ∇f(x) + ∇g(x) ŷ

vtable.eval_grad_L(self, x, ŷ, grad_ψ, work_n, vtable);

return ψ;

}

alpaqa::ProblemVTable::default_eval_ψ_grad_ψ
static real_t default_eval_ψ_grad_ψ(const void *self, crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m, const ProblemVTable &vtable)
Definition type-erased-problem.tpp:180