panoc.hpp File Reference

#include <alpaqa/export.hpp>
#include <alpaqa/inner/directions/panoc-direction-update.hpp>
#include <alpaqa/inner/inner-solve-options.hpp>
#include <alpaqa/inner/internal/lipschitz.hpp>
#include <alpaqa/inner/internal/panoc-helpers.hpp>
#include <alpaqa/inner/internal/panoc-stop-crit.hpp>
#include <alpaqa/inner/internal/solverstatus.hpp>
#include <alpaqa/problem/type-erased-problem.hpp>
#include <guanaqo/atomic-stop-signal.hpp>
#include <chrono>
#include <iostream>
#include <limits>
#include <stdexcept>
#include <string>
#include <type_traits>

Include dependency graph for panoc.hpp:

This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Classes
struct	PANOCParams< Conf >
	Tuning parameters for the PANOC algorithm. More...
struct	PANOCStats< Conf >
struct	PANOCProgressInfo< Conf >
class	PANOCSolver< DirectionT >
	PANOC solver for ALM. More...
struct	InnerStatsAccumulator< PANOCStats< Conf > >

Namespaces
namespace	alpaqa

Functions
template<Config Conf>
InnerStatsAccumulator< PANOCStats< Conf > > &	operator+= (InnerStatsAccumulator< PANOCStats< Conf > > &acc, const PANOCStats< Conf > &s)

---

Class Documentation

alpaqa::PANOCStats

struct alpaqa::PANOCStats

Collaboration diagram for PANOCStats< Conf >:

Class Members
SolverStatus	status = SolverStatus::Busy
real_t	ε = inf<config_t>
nanoseconds	elapsed_time {}
nanoseconds	time_progress_callback {}
unsigned	iterations = 0
unsigned	linesearch_failures = 0
unsigned	linesearch_backtracks = 0
unsigned	stepsize_backtracks = 0
unsigned	direction_failures = 0
unsigned	direction_update_rejected = 0
unsigned	τ_1_accepted = 0
unsigned	count_τ = 0
real_t	sum_τ = 0
real_t	final_γ = 0
real_t	final_ψ = 0
real_t	final_h = 0
real_t	final_φγ = 0

alpaqa::InnerStatsAccumulator< PANOCStats< Conf > >

struct alpaqa::InnerStatsAccumulator< PANOCStats< Conf > >

Collaboration diagram for InnerStatsAccumulator< PANOCStats< Conf > >:

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.
unsigned	linesearch_failures = 0	Total number of PANOC line search failures.
unsigned	linesearch_backtracks = 0	Total number of PANOC line search backtracking steps.
unsigned	stepsize_backtracks = 0	Total number of PANOC step size reductions.
unsigned	direction_failures = 0	Total number of times that the L-BFGS direction was not finite.
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).
unsigned	τ_1_accepted = 0	Total number of times that a line search parameter of \( \tau = 1 \) was accepted (i.e. no backtracking necessary).
unsigned	count_τ = 0	The total number of line searches performed (used for computing the average value of \( \tau \)).
real_t	sum_τ = 0	The sum of the line search parameter \( \tau \) in all iterations (used for computing the average value of \( \tau \)).
real_t	final_γ = 0	The final PANOC step size γ.
real_t	final_ψ = 0	Final value of the smooth cost \( \psi(\hat x) \).
real_t	final_h = 0	Final value of the nonsmooth cost \( h(\hat x) \).
real_t	final_φγ = 0	Final value of the forward-backward envelope, \( \varphi_\gamma(x) \) (note that this is in the point \( x \), not \( \hat x \)).