#include <alpaqa/inner/directions/panoc/structured-lbfgs.hpp>

Detailed Description

template<Config Conf = DefaultConfig>
struct alpaqa::StructuredLBFGSDirection< Conf >

Examples: C++/DLProblem/main.cpp, and C++/FortranProblem/main.cpp.

Definition at line 51 of file structured-lbfgs.hpp.

Collaboration diagram for StructuredLBFGSDirection< Conf >:

Classes
struct	Params

Public Types
using	Problem = TypeErasedProblem<config_t>
using	LBFGS = alpaqa::LBFGS<config_t>
using	AcceleratorParams = typename LBFGS::Params
using	DirectionParams = StructuredLBFGSDirectionParams<config_t>

Public Member Functions
	StructuredLBFGSDirection ()=default
	StructuredLBFGSDirection (const Params &params)
	StructuredLBFGSDirection (const typename LBFGS::Params &params, const DirectionParams &directionparams={})
	StructuredLBFGSDirection (const LBFGS &lbfgs, const DirectionParams &directionparams={})
	StructuredLBFGSDirection (LBFGS &&lbfgs, const DirectionParams &directionparams={})
void	initialize (const Problem &problem, crvec y, crvec Σ, real_t γ_0, crvec x_0, crvec x̂_0, crvec p_0, crvec grad_ψx_0)
bool	has_initial_direction () const
bool	update (real_t γₖ, real_t γₙₑₓₜ, crvec xₖ, crvec xₙₑₓₜ, crvec pₖ, crvec pₙₑₓₜ, crvec grad_ψxₖ, crvec grad_ψxₙₑₓₜ)
bool	apply (real_t γₖ, crvec xₖ, crvec x̂ₖ, crvec pₖ, crvec grad_ψxₖ, rvec qₖ) const
void	changed_γ (real_t γₖ, real_t old_γₖ)
void	reset ()
std::string	get_name () const
auto	get_params () const

Public Attributes
DirectionParams	direction_params

Private Types
using	Helpers = detail::PANOCHelpers<config_t>

Private Member Functions
void	approximate_hessian_vec_term (crvec xₖ, crvec grad_ψxₖ, rvec qₖ, crindexvec J) const

Private Attributes
const Problem *	problem = nullptr
std::optional< crvec >	y = std::nullopt
std::optional< crvec >	Σ = std::nullopt
LBFGS	lbfgs
indexvec	J_sto
vec	HqK
vec	work_n
vec	work_n2
vec	work_m

Class Documentation

◆ alpaqa::StructuredLBFGSDirection::Params

struct alpaqa::StructuredLBFGSDirection::Params

Collaboration diagram for StructuredLBFGSDirection< Conf >::Params:

Class Members
AcceleratorParams	accelerator = {}
DirectionParams	direction = {}

Member Typedef Documentation

◆ Problem

template<Config Conf = DefaultConfig>

using Problem = TypeErasedProblem<config_t>

Definition at line 53 of file structured-lbfgs.hpp.

◆ LBFGS

template<Config Conf = DefaultConfig>

using LBFGS = alpaqa::LBFGS<config_t>

Definition at line 54 of file structured-lbfgs.hpp.

◆ AcceleratorParams

template<Config Conf = DefaultConfig>

using AcceleratorParams = typename LBFGS::Params

Definition at line 55 of file structured-lbfgs.hpp.

◆ DirectionParams

template<Config Conf = DefaultConfig>

using DirectionParams = StructuredLBFGSDirectionParams<config_t>

Definition at line 56 of file structured-lbfgs.hpp.

◆ Helpers

template<Config Conf = DefaultConfig>

using Helpers = detail::PANOCHelpers<config_t>

private

Definition at line 116 of file structured-lbfgs.hpp.

Constructor & Destructor Documentation

◆ StructuredLBFGSDirection() [1/5]

template<Config Conf = DefaultConfig>

StructuredLBFGSDirection ( )

default

◆ StructuredLBFGSDirection() [2/5]

template<Config Conf = DefaultConfig>

StructuredLBFGSDirection ( const Params & params )

inline

Definition at line 64 of file structured-lbfgs.hpp.

◆ StructuredLBFGSDirection() [3/5]

template<Config Conf = DefaultConfig>

StructuredLBFGSDirection	(	const typename LBFGS::Params &	params,
		const DirectionParams &	directionparams = {} )

inline

Definition at line 66 of file structured-lbfgs.hpp.

◆ StructuredLBFGSDirection() [4/5]

template<Config Conf = DefaultConfig>

StructuredLBFGSDirection	(	const LBFGS &	lbfgs,
		const DirectionParams &	directionparams = {} )

inline

Definition at line 69 of file structured-lbfgs.hpp.

◆ StructuredLBFGSDirection() [5/5]

template<Config Conf = DefaultConfig>

StructuredLBFGSDirection	(	LBFGS &&	lbfgs,
		const DirectionParams &	directionparams = {} )

inline

Definition at line 72 of file structured-lbfgs.hpp.

Member Function Documentation

◆ initialize()

template<Config Conf>

void initialize	(	const Problem &	problem,
		crvec	y,
		crvec	Σ,
		real_t	γ_0,
		crvec	x_0,
		crvec	x̂_0,
		crvec	p_0,
		crvec	grad_ψx_0 )

See also: initialize

Definition at line 9 of file structured-lbfgs.tpp.

◆ has_initial_direction()

template<Config Conf = DefaultConfig>

bool has_initial_direction ( ) const

inline

See also: has_initial_direction

Definition at line 81 of file structured-lbfgs.hpp.

◆ update()

template<Config Conf = DefaultConfig>

bool update	(	real_t	γₖ,
		real_t	γₙₑₓₜ,
		crvec	xₖ,
		crvec	xₙₑₓₜ,
		crvec	pₖ,
		crvec	pₙₑₓₜ,
		crvec	grad_ψxₖ,
		crvec	grad_ψxₙₑₓₜ )

inline

See also: update

Definition at line 84 of file structured-lbfgs.hpp.

◆ apply()

template<Config Conf>

bool apply	(	real_t	γₖ,
		crvec	xₖ,
		crvec	x̂ₖ,
		crvec	pₖ,
		crvec	grad_ψxₖ,
		rvec	qₖ ) const

See also: apply

Definition at line 67 of file structured-lbfgs.tpp.

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◆ changed_γ()

template<Config Conf = DefaultConfig>

void changed_γ	(	real_t	γₖ,
		real_t	old_γₖ )

inline

See also: changed_γ

Definition at line 98 of file structured-lbfgs.hpp.

◆ reset()

template<Config Conf = DefaultConfig>

void reset ( )

inline

See also: reset

Definition at line 103 of file structured-lbfgs.hpp.

◆ get_name()

template<Config Conf = DefaultConfig>

std::string get_name ( ) const

inline

See also: get_name

Definition at line 106 of file structured-lbfgs.hpp.

◆ get_params()

template<Config Conf = DefaultConfig>

auto get_params ( ) const

inline

Definition at line 111 of file structured-lbfgs.hpp.

◆ approximate_hessian_vec_term()

template<Config Conf>

void approximate_hessian_vec_term	(	crvec	xₖ,
		crvec	grad_ψxₖ,
		rvec	qₖ,
		crindexvec	J ) const

private

Definition at line 121 of file structured-lbfgs.tpp.

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Member Data Documentation

◆ problem

template<Config Conf = DefaultConfig>

const Problem* problem = nullptr

private

Definition at line 118 of file structured-lbfgs.hpp.

◆ y

template<Config Conf = DefaultConfig>

std::optional<crvec> y = std::nullopt

private

Definition at line 120 of file structured-lbfgs.hpp.

◆ Σ

template<Config Conf = DefaultConfig>

std::optional<crvec> Σ = std::nullopt

private

Definition at line 121 of file structured-lbfgs.hpp.

◆ lbfgs

template<Config Conf = DefaultConfig>

LBFGS lbfgs

private

Definition at line 127 of file structured-lbfgs.hpp.

◆ J_sto

template<Config Conf = DefaultConfig>

indexvec J_sto

mutableprivate

Definition at line 128 of file structured-lbfgs.hpp.

◆ HqK

template<Config Conf = DefaultConfig>

vec HqK

mutableprivate

Definition at line 129 of file structured-lbfgs.hpp.

◆ work_n

template<Config Conf = DefaultConfig>

vec work_n

mutableprivate

Definition at line 130 of file structured-lbfgs.hpp.

◆ work_n2

template<Config Conf = DefaultConfig>

vec work_n2

mutableprivate

Definition at line 131 of file structured-lbfgs.hpp.

◆ work_m

template<Config Conf = DefaultConfig>

vec work_m

mutableprivate

Definition at line 132 of file structured-lbfgs.hpp.

◆ direction_params

template<Config Conf = DefaultConfig>

DirectionParams direction_params

Definition at line 138 of file structured-lbfgs.hpp.

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

src/alpaqa/include/alpaqa/inner/directions/panoc/structured-lbfgs.hpp
src/alpaqa/include/alpaqa/implementation/inner/directions/panoc/structured-lbfgs.tpp

Detailed Description

Classes

Public Types

Public Member Functions

Public Attributes

Private Types

Private Member Functions

Private Attributes

Class Documentation

◆ alpaqa::StructuredLBFGSDirection::Params

Member Typedef Documentation

◆ Problem

◆ LBFGS

◆ AcceleratorParams

◆ DirectionParams

◆ Helpers

Constructor & Destructor Documentation

◆ StructuredLBFGSDirection() [1/5]

◆ StructuredLBFGSDirection() [2/5]

◆ StructuredLBFGSDirection() [3/5]

◆ StructuredLBFGSDirection() [4/5]

◆ StructuredLBFGSDirection() [5/5]

Member Function Documentation

◆ initialize()

◆ has_initial_direction()

◆ update()

◆ apply()

◆ changed_γ()

◆ reset()

◆ get_name()

◆ get_params()

◆ approximate_hessian_vec_term()

Member Data Documentation

◆ problem

◆ y

◆ Σ

◆ lbfgs

◆ J_sto

◆ HqK

◆ work_n

◆ work_n2

◆ work_m

◆ direction_params