alpaqa cmake-targets
Nonconvex constrained optimization
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Functions
structs.ipp File Reference
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Functions

 PARAMS_TABLE (LBFGSParams< config_t >, PARAMS_MEMBER(memory), PARAMS_MEMBER(min_div_fac), PARAMS_MEMBER(min_abs_s), PARAMS_MEMBER(cbfgs), PARAMS_MEMBER(force_pos_def), PARAMS_MEMBER(stepsize),)
 
 PARAMS_TABLE (AndersonAccelParams< config_t >, PARAMS_MEMBER(memory), PARAMS_MEMBER(min_div_fac),)
 
 PARAMS_TABLE (CBFGSParams< config_t >, PARAMS_MEMBER(α), PARAMS_MEMBER(ϵ),)
 
 PARAMS_ALIAS_TABLE (CBFGSParams< config_t >, PARAMS_MEMBER_ALIAS(alpha, α), PARAMS_MEMBER_ALIAS(epsilon, ϵ),)
 
 PARAMS_TABLE (LipschitzEstimateParams< config_t >, PARAMS_MEMBER(L_0), PARAMS_MEMBER(δ), PARAMS_MEMBER(ε), PARAMS_MEMBER(Lγ_factor),)
 
 PARAMS_ALIAS_TABLE (LipschitzEstimateParams< config_t >, PARAMS_MEMBER_ALIAS(delta, δ), PARAMS_MEMBER_ALIAS(epsilon, ε), PARAMS_MEMBER_ALIAS(L_gamma_factor, Lγ_factor),)
 
 PARAMS_TABLE (PANTRParams< config_t >, PARAMS_MEMBER(Lipschitz), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(L_min), PARAMS_MEMBER(L_max), PARAMS_MEMBER(stop_crit), PARAMS_MEMBER(max_no_progress), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), PARAMS_MEMBER(TR_tolerance_factor), PARAMS_MEMBER(ratio_threshold_acceptable), PARAMS_MEMBER(ratio_threshold_good), PARAMS_MEMBER(radius_factor_rejected), PARAMS_MEMBER(radius_factor_acceptable), PARAMS_MEMBER(radius_factor_good), PARAMS_MEMBER(initial_radius), PARAMS_MEMBER(min_radius), PARAMS_MEMBER(compute_ratio_using_new_stepsize), PARAMS_MEMBER(update_direction_on_prox_step), PARAMS_MEMBER(recompute_last_prox_step_after_direction_reset), PARAMS_MEMBER(disable_acceleration), PARAMS_MEMBER(ratio_approx_fbe_quadratic_model),)
 
 PARAMS_TABLE (PANOCParams< config_t >, PARAMS_MEMBER(Lipschitz), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(min_linesearch_coefficient), PARAMS_MEMBER(force_linesearch), PARAMS_MEMBER(linesearch_strictness_factor), PARAMS_MEMBER(L_min), PARAMS_MEMBER(L_max), PARAMS_MEMBER(stop_crit), PARAMS_MEMBER(max_no_progress), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), PARAMS_MEMBER(linesearch_tolerance_factor), PARAMS_MEMBER(update_direction_in_candidate), PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change), PARAMS_MEMBER(eager_gradient_eval),)
 
 PARAMS_TABLE (FISTAParams< config_t >, PARAMS_MEMBER(Lipschitz), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(L_min), PARAMS_MEMBER(L_max), PARAMS_MEMBER(stop_crit), PARAMS_MEMBER(max_no_progress), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), PARAMS_MEMBER(disable_acceleration),)
 
 PARAMS_TABLE (ZeroFPRParams< config_t >, PARAMS_MEMBER(Lipschitz), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(min_linesearch_coefficient), PARAMS_MEMBER(force_linesearch), PARAMS_MEMBER(linesearch_strictness_factor), PARAMS_MEMBER(L_min), PARAMS_MEMBER(L_max), PARAMS_MEMBER(stop_crit), PARAMS_MEMBER(max_no_progress), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), PARAMS_MEMBER(linesearch_tolerance_factor), PARAMS_MEMBER(update_direction_in_candidate), PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change), PARAMS_MEMBER(update_direction_from_prox_step),)
 
 PARAMS_TABLE (LBFGSDirectionParams< config_t >, PARAMS_MEMBER(rescale_on_step_size_changes),)
 
 PARAMS_TABLE (AndersonDirectionParams< config_t >, PARAMS_MEMBER(rescale_on_step_size_changes),)
 
 PARAMS_TABLE (StructuredLBFGSDirectionParams< config_t >, PARAMS_MEMBER(hessian_vec_factor), PARAMS_MEMBER(hessian_vec_finite_differences), PARAMS_MEMBER(full_augmented_hessian),)
 
 PARAMS_TABLE (NewtonTRDirectionParams< config_t >, PARAMS_MEMBER(hessian_vec_factor), PARAMS_MEMBER(finite_diff), PARAMS_MEMBER(finite_diff_stepsize),)
 
 PARAMS_TABLE (SteihaugCGParams< config_t >, PARAMS_MEMBER(tol_scale), PARAMS_MEMBER(tol_scale_root), PARAMS_MEMBER(tol_max), PARAMS_MEMBER(max_iter_factor),)
 
 PARAMS_TABLE (StructuredNewtonRegularizationParams< config_t >, PARAMS_MEMBER(min_eig), PARAMS_MEMBER(print_eig),)
 
 PARAMS_TABLE (StructuredNewtonDirectionParams< config_t >, PARAMS_MEMBER(hessian_vec_factor),)
 
 PARAMS_TABLE (ALMParams< config_t >, PARAMS_MEMBER(tolerance), PARAMS_MEMBER(dual_tolerance), PARAMS_MEMBER(penalty_update_factor), PARAMS_MEMBER(initial_penalty), PARAMS_MEMBER(initial_penalty_factor), PARAMS_MEMBER(initial_tolerance), PARAMS_MEMBER(tolerance_update_factor), PARAMS_MEMBER(rel_penalty_increase_threshold), PARAMS_MEMBER(max_multiplier), PARAMS_MEMBER(max_penalty), PARAMS_MEMBER(min_penalty), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(single_penalty_factor),)
 
 PARAMS_TABLE (PANOCOCPParams< config_t >, PARAMS_MEMBER(Lipschitz), PARAMS_MEMBER(max_iter), PARAMS_MEMBER(max_time), PARAMS_MEMBER(min_linesearch_coefficient), PARAMS_MEMBER(linesearch_strictness_factor), PARAMS_MEMBER(L_min), PARAMS_MEMBER(L_max), PARAMS_MEMBER(L_max_inc), PARAMS_MEMBER(stop_crit), PARAMS_MEMBER(max_no_progress), PARAMS_MEMBER(gn_interval), PARAMS_MEMBER(gn_sticky), PARAMS_MEMBER(reset_lbfgs_on_gn_step), PARAMS_MEMBER(lqr_factor_cholesky), PARAMS_MEMBER(lbfgs_params), PARAMS_MEMBER(print_interval), PARAMS_MEMBER(print_precision), PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), PARAMS_MEMBER(linesearch_tolerance_factor), PARAMS_MEMBER(disable_acceleration),)
 

Function Documentation

◆ PARAMS_TABLE() [1/17]

PARAMS_TABLE ( LBFGSParams< config_t >  ,
PARAMS_MEMBER(memory)  ,
PARAMS_MEMBER(min_div_fac)  ,
PARAMS_MEMBER(min_abs_s)  ,
PARAMS_MEMBER(cbfgs)  ,
PARAMS_MEMBER(force_pos_def)  ,
PARAMS_MEMBER(stepsize)   
)

◆ PARAMS_TABLE() [2/17]

PARAMS_TABLE ( AndersonAccelParams< config_t >  ,
PARAMS_MEMBER(memory)  ,
PARAMS_MEMBER(min_div_fac)   
)

◆ PARAMS_TABLE() [3/17]

PARAMS_TABLE ( CBFGSParams< config_t >  ,
PARAMS_MEMBER(α)  ,
PARAMS_MEMBER(ϵ)   
)

◆ PARAMS_ALIAS_TABLE() [1/2]

PARAMS_ALIAS_TABLE ( CBFGSParams< config_t >  ,
PARAMS_MEMBER_ALIAS(alpha, α)  ,
PARAMS_MEMBER_ALIAS(epsilon, ϵ)   
)

◆ PARAMS_TABLE() [4/17]

PARAMS_TABLE ( LipschitzEstimateParams< config_t >  ,
PARAMS_MEMBER(L_0)  ,
PARAMS_MEMBER(δ)  ,
PARAMS_MEMBER(ε)  ,
PARAMS_MEMBER(Lγ_factor)   
)

◆ PARAMS_ALIAS_TABLE() [2/2]

PARAMS_ALIAS_TABLE ( LipschitzEstimateParams< config_t >  ,
PARAMS_MEMBER_ALIAS(delta, δ)  ,
PARAMS_MEMBER_ALIAS(epsilon, ε)  ,
PARAMS_MEMBER_ALIAS(L_gamma_factor, Lγ_factor)   
)

◆ PARAMS_TABLE() [5/17]

PARAMS_TABLE ( PANTRParams< config_t >  ,
PARAMS_MEMBER(Lipschitz)  ,
PARAMS_MEMBER(max_iter)  ,
PARAMS_MEMBER(max_time)  ,
PARAMS_MEMBER(L_min)  ,
PARAMS_MEMBER(L_max)  ,
PARAMS_MEMBER(stop_crit)  ,
PARAMS_MEMBER(max_no_progress)  ,
PARAMS_MEMBER(print_interval)  ,
PARAMS_MEMBER(print_precision)  ,
PARAMS_MEMBER(quadratic_upperbound_tolerance_factor)  ,
PARAMS_MEMBER(TR_tolerance_factor)  ,
PARAMS_MEMBER(ratio_threshold_acceptable)  ,
PARAMS_MEMBER(ratio_threshold_good)  ,
PARAMS_MEMBER(radius_factor_rejected)  ,
PARAMS_MEMBER(radius_factor_acceptable)  ,
PARAMS_MEMBER(radius_factor_good)  ,
PARAMS_MEMBER(initial_radius)  ,
PARAMS_MEMBER(min_radius)  ,
PARAMS_MEMBER(compute_ratio_using_new_stepsize)  ,
PARAMS_MEMBER(update_direction_on_prox_step)  ,
PARAMS_MEMBER(recompute_last_prox_step_after_direction_reset)  ,
PARAMS_MEMBER(disable_acceleration)  ,
PARAMS_MEMBER(ratio_approx_fbe_quadratic_model)   
)

◆ PARAMS_TABLE() [6/17]

PARAMS_TABLE ( PANOCParams< config_t >  ,
PARAMS_MEMBER(Lipschitz)  ,
PARAMS_MEMBER(max_iter)  ,
PARAMS_MEMBER(max_time)  ,
PARAMS_MEMBER(min_linesearch_coefficient)  ,
PARAMS_MEMBER(force_linesearch)  ,
PARAMS_MEMBER(linesearch_strictness_factor)  ,
PARAMS_MEMBER(L_min)  ,
PARAMS_MEMBER(L_max)  ,
PARAMS_MEMBER(stop_crit)  ,
PARAMS_MEMBER(max_no_progress)  ,
PARAMS_MEMBER(print_interval)  ,
PARAMS_MEMBER(print_precision)  ,
PARAMS_MEMBER(quadratic_upperbound_tolerance_factor)  ,
PARAMS_MEMBER(linesearch_tolerance_factor)  ,
PARAMS_MEMBER(update_direction_in_candidate)  ,
PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change)  ,
PARAMS_MEMBER(eager_gradient_eval)   
)

◆ PARAMS_TABLE() [7/17]

PARAMS_TABLE ( FISTAParams< config_t >  ,
PARAMS_MEMBER(Lipschitz)  ,
PARAMS_MEMBER(max_iter)  ,
PARAMS_MEMBER(max_time)  ,
PARAMS_MEMBER(L_min)  ,
PARAMS_MEMBER(L_max)  ,
PARAMS_MEMBER(stop_crit)  ,
PARAMS_MEMBER(max_no_progress)  ,
PARAMS_MEMBER(print_interval)  ,
PARAMS_MEMBER(print_precision)  ,
PARAMS_MEMBER(quadratic_upperbound_tolerance_factor)  ,
PARAMS_MEMBER(disable_acceleration)   
)

◆ PARAMS_TABLE() [8/17]

PARAMS_TABLE ( ZeroFPRParams< config_t >  ,
PARAMS_MEMBER(Lipschitz)  ,
PARAMS_MEMBER(max_iter)  ,
PARAMS_MEMBER(max_time)  ,
PARAMS_MEMBER(min_linesearch_coefficient)  ,
PARAMS_MEMBER(force_linesearch)  ,
PARAMS_MEMBER(linesearch_strictness_factor)  ,
PARAMS_MEMBER(L_min)  ,
PARAMS_MEMBER(L_max)  ,
PARAMS_MEMBER(stop_crit)  ,
PARAMS_MEMBER(max_no_progress)  ,
PARAMS_MEMBER(print_interval)  ,
PARAMS_MEMBER(print_precision)  ,
PARAMS_MEMBER(quadratic_upperbound_tolerance_factor)  ,
PARAMS_MEMBER(linesearch_tolerance_factor)  ,
PARAMS_MEMBER(update_direction_in_candidate)  ,
PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change)  ,
PARAMS_MEMBER(update_direction_from_prox_step)   
)

◆ PARAMS_TABLE() [9/17]

PARAMS_TABLE ( LBFGSDirectionParams< config_t >  ,
PARAMS_MEMBER(rescale_on_step_size_changes)   
)

◆ PARAMS_TABLE() [10/17]

PARAMS_TABLE ( AndersonDirectionParams< config_t >  ,
PARAMS_MEMBER(rescale_on_step_size_changes)   
)

◆ PARAMS_TABLE() [11/17]

PARAMS_TABLE ( StructuredLBFGSDirectionParams< config_t >  ,
PARAMS_MEMBER(hessian_vec_factor)  ,
PARAMS_MEMBER(hessian_vec_finite_differences)  ,
PARAMS_MEMBER(full_augmented_hessian)   
)

◆ PARAMS_TABLE() [12/17]

PARAMS_TABLE ( NewtonTRDirectionParams< config_t >  ,
PARAMS_MEMBER(hessian_vec_factor)  ,
PARAMS_MEMBER(finite_diff ,
PARAMS_MEMBER(finite_diff_stepsize)   
)

◆ PARAMS_TABLE() [13/17]

PARAMS_TABLE ( SteihaugCGParams< config_t >  ,
PARAMS_MEMBER(tol_scale)  ,
PARAMS_MEMBER(tol_scale_root)  ,
PARAMS_MEMBER(tol_max)  ,
PARAMS_MEMBER(max_iter_factor)   
)

◆ PARAMS_TABLE() [14/17]

PARAMS_TABLE ( StructuredNewtonRegularizationParams< config_t >  ,
PARAMS_MEMBER(min_eig)  ,
PARAMS_MEMBER(print_eig)   
)

◆ PARAMS_TABLE() [15/17]

PARAMS_TABLE ( StructuredNewtonDirectionParams< config_t >  ,
PARAMS_MEMBER(hessian_vec_factor)   
)

◆ PARAMS_TABLE() [16/17]

PARAMS_TABLE ( ALMParams< config_t >  ,
PARAMS_MEMBER(tolerance)  ,
PARAMS_MEMBER(dual_tolerance)  ,
PARAMS_MEMBER(penalty_update_factor)  ,
PARAMS_MEMBER(initial_penalty)  ,
PARAMS_MEMBER(initial_penalty_factor)  ,
PARAMS_MEMBER(initial_tolerance)  ,
PARAMS_MEMBER(tolerance_update_factor)  ,
PARAMS_MEMBER(rel_penalty_increase_threshold)  ,
PARAMS_MEMBER(max_multiplier)  ,
PARAMS_MEMBER(max_penalty)  ,
PARAMS_MEMBER(min_penalty)  ,
PARAMS_MEMBER(max_iter)  ,
PARAMS_MEMBER(max_time)  ,
PARAMS_MEMBER(print_interval)  ,
PARAMS_MEMBER(print_precision)  ,
PARAMS_MEMBER(single_penalty_factor)   
)

◆ PARAMS_TABLE() [17/17]

PARAMS_TABLE ( PANOCOCPParams< config_t >  ,
PARAMS_MEMBER(Lipschitz)  ,
PARAMS_MEMBER(max_iter)  ,
PARAMS_MEMBER(max_time)  ,
PARAMS_MEMBER(min_linesearch_coefficient)  ,
PARAMS_MEMBER(linesearch_strictness_factor)  ,
PARAMS_MEMBER(L_min)  ,
PARAMS_MEMBER(L_max)  ,
PARAMS_MEMBER(L_max_inc)  ,
PARAMS_MEMBER(stop_crit)  ,
PARAMS_MEMBER(max_no_progress)  ,
PARAMS_MEMBER(gn_interval)  ,
PARAMS_MEMBER(gn_sticky)  ,
PARAMS_MEMBER(reset_lbfgs_on_gn_step)  ,
PARAMS_MEMBER(lqr_factor_cholesky)  ,
PARAMS_MEMBER(lbfgs_params)  ,
PARAMS_MEMBER(print_interval)  ,
PARAMS_MEMBER(print_precision)  ,
PARAMS_MEMBER(quadratic_upperbound_tolerance_factor)  ,
PARAMS_MEMBER(linesearch_tolerance_factor)  ,
PARAMS_MEMBER(disable_acceleration)   
)