lbfgsb-adapter.hpp File Reference

#include <alpaqa/config/config.hpp>
#include <alpaqa/inner/inner-solve-options.hpp>
#include <alpaqa/inner/internal/panoc-stop-crit.hpp>
#include <alpaqa/inner/internal/solverstatus.hpp>
#include <alpaqa/lbfgsb-adapter-export.h>
#include <alpaqa/problem/type-erased-problem.hpp>
#include <guanaqo/atomic-stop-signal.hpp>
#include <chrono>
#include <iostream>

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Classes
struct	LBFGSBParams
	Tuning parameters for the L-BFGS-B solver LBFGSBSolver. More...
struct	LBFGSBStats
struct	LBFGSBProgressInfo
class	LBFGSBSolver
	L-BFGS-B solver for ALM. More...
struct	InnerStatsAccumulator< lbfgsb::LBFGSBStats >

Namespaces
namespace	alpaqa
namespace	alpaqa::lbfgsb

Functions
InnerStatsAccumulator< lbfgsb::LBFGSBStats > &	operator+= (InnerStatsAccumulator< lbfgsb::LBFGSBStats > &acc, const lbfgsb::LBFGSBStats &s)

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Class Documentation

alpaqa::lbfgsb::LBFGSBStats

struct alpaqa::lbfgsb::LBFGSBStats

Collaboration diagram for LBFGSBStats:

Class Members
SolverStatus	status = SolverStatus::Busy
real_t	ε = inf<config_t>
nanoseconds	elapsed_time {}
nanoseconds	time_progress_callback {}
unsigned	iterations = 0
real_t	final_ψ = 0
unsigned	direction_update_rejected = 0

alpaqa::lbfgsb::LBFGSBProgressInfo

struct alpaqa::lbfgsb::LBFGSBProgressInfo

Collaboration diagram for LBFGSBProgressInfo:

Class Members
unsigned	k
SolverStatus	status
crvec	x
real_t	ψ
crvec	grad_ψ
real_t	τ_max
real_t	τ
real_t	ε
crvec	Σ
crvec	y
unsigned	outer_iter
const TypeErasedProblem< config_t > *	problem
const LBFGSBParams *	params

alpaqa::InnerStatsAccumulator< lbfgsb::LBFGSBStats >

struct alpaqa::InnerStatsAccumulator< lbfgsb::LBFGSBStats >

Collaboration diagram for InnerStatsAccumulator< lbfgsb::LBFGSBStats >:

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 PANOC iterations.
real_t	final_ψ = 0	Final value of the smooth cost \( \psi(\hat x) \).
unsigned	direction_update_rejected = 0	Total number of times that the L-BFGS update was rejected (i.e. it could have resulted in a non-positive definite Hessian estimate).