Nonconvex constrained optimization
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LBFGSBSolver< Conf > Class Template Reference

#include <alpaqa/lbfgsb-adapter.hpp>

Detailed Description

template<Config Conf>
class alpaqa::lbfgspp::LBFGSBSolver< Conf >

L-BFGS-B solver for ALM.

Definition at line 31 of file lbfgsb-adapter.hpp.

Collaboration diagram for LBFGSBSolver< Conf >:

Public Types

using Problem = TypeErasedProblem<config_t>
using Params = ::LBFGSpp::LBFGSBParam<real_t>
using Stats = LBFGSBStats<config_t>
using SolveOptions = InnerSolveOptions<config_t>

Public Member Functions

 LBFGSBSolver (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 u, rvec y, crvec Σ, rvec e)
std::string get_name () const
void stop ()
const Paramsget_params () const

Public Attributes

std::ostream * os = &std::cout

Private Attributes

Params params
guanaqo::AtomicStopSignal stop_signal

Member Typedef Documentation

◆ Problem

template<Config Conf>
using Problem = TypeErasedProblem<config_t>

Definition at line 35 of file lbfgsb-adapter.hpp.

◆ Params

template<Config Conf>
using Params = ::LBFGSpp::LBFGSBParam<real_t>

Definition at line 36 of file lbfgsb-adapter.hpp.

◆ Stats

template<Config Conf>
using Stats = LBFGSBStats<config_t>

Definition at line 37 of file lbfgsb-adapter.hpp.

◆ SolveOptions

template<Config Conf>
using SolveOptions = InnerSolveOptions<config_t>

Definition at line 38 of file lbfgsb-adapter.hpp.

Constructor & Destructor Documentation

◆ LBFGSBSolver()

template<Config Conf>
LBFGSBSolver ( const Params & params)
inline

Definition at line 40 of file lbfgsb-adapter.hpp.

Member Function Documentation

◆ operator()() [1/2]

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 15 of file lbfgsb-adapter.tpp.

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◆ operator()() [2/2]

template<Config Conf>
template<class P>
Stats operator() ( const P & problem,
const SolveOptions & opts,
rvec u,
rvec y,
crvec Σ,
rvec e )
inline

Definition at line 50 of file lbfgsb-adapter.hpp.

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◆ get_name()

template<Config Conf>
std::string get_name ( ) const

Definition at line 10 of file lbfgsb-adapter.tpp.

◆ stop()

template<Config Conf>
void stop ( )
inline

Definition at line 57 of file lbfgsb-adapter.hpp.

◆ get_params()

template<Config Conf>
const Params & get_params ( ) const
inline

Definition at line 59 of file lbfgsb-adapter.hpp.

Member Data Documentation

◆ params

template<Config Conf>
Params params
private

Definition at line 62 of file lbfgsb-adapter.hpp.

◆ stop_signal

template<Config Conf>
guanaqo::AtomicStopSignal stop_signal
private

Definition at line 63 of file lbfgsb-adapter.hpp.

◆ os

template<Config Conf>
std::ostream* os = &std::cout

Definition at line 66 of file lbfgsb-adapter.hpp.


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