Nonconvex constrained optimization
Loading...
Searching...
No Matches
structs.ipp File Reference
This graph shows which files directly or indirectly include this file:

Go to the source code of this file.

Functions

 ENUM_TABLE (PANOCStopCrit, ENUM_MEMBER(ApproxKKT), ENUM_MEMBER(ApproxKKT2), ENUM_MEMBER(ProjGradNorm), ENUM_MEMBER(ProjGradNorm2), ENUM_MEMBER(ProjGradUnitNorm), ENUM_MEMBER(ProjGradUnitNorm2), ENUM_MEMBER(FPRNorm), ENUM_MEMBER(FPRNorm2),)
 ENUM_TABLE (LBFGSStepSize, ENUM_MEMBER(BasedOnExternalStepSize), ENUM_MEMBER(BasedOnCurvature),)
 PARAMS_TABLE (guanaqo::DynamicLoadFlags, PARAMS_MEMBER(global, ""), PARAMS_MEMBER(lazy, ""), PARAMS_MEMBER(nodelete, ""), PARAMS_MEMBER(deepbind, ""),)
 PARAMS_TABLE_CONF (LBFGSParams, 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_CONF (AndersonAccelParams, PARAMS_MEMBER(memory, ""), PARAMS_MEMBER(min_div_fac, ""),)
 PARAMS_TABLE_CONF (CBFGSParams, PARAMS_MEMBER(α, ""), PARAMS_MEMBER(ϵ, ""),)
 PARAMS_ALIAS_TABLE_CONF (CBFGSParams, PARAMS_MEMBER_ALIAS(alpha, α), PARAMS_MEMBER_ALIAS(epsilon, ϵ),)
 PARAMS_TABLE_CONF (LipschitzEstimateParams, PARAMS_MEMBER(L_0, ""), PARAMS_MEMBER(δ, ""), PARAMS_MEMBER(ε, ""), PARAMS_MEMBER(Lγ_factor, ""),)
 PARAMS_ALIAS_TABLE_CONF (LipschitzEstimateParams, PARAMS_MEMBER_ALIAS(delta, δ), PARAMS_MEMBER_ALIAS(epsilon, ε), PARAMS_MEMBER_ALIAS(L_gamma_factor, Lγ_factor),)
 PARAMS_TABLE_CONF (PANTRParams, 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_CONF (PANOCParams, PARAMS_MEMBER(Lipschitz, ""), PARAMS_MEMBER(max_iter, ""), PARAMS_MEMBER(max_time, ""), PARAMS_MEMBER(min_linesearch_coefficient, ""), PARAMS_MEMBER(linesearch_coefficient_update_factor, ""), 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_CONF (FISTAParams, 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_CONF (ZeroFPRParams, 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(update_direction_in_accel, ""), PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change, ""), PARAMS_MEMBER(update_direction_from_prox_step, ""),)
 PARAMS_TABLE_CONF (LBFGSDirectionParams, PARAMS_MEMBER(rescale_on_step_size_changes, ""),)
 PARAMS_TABLE_CONF (AndersonDirectionParams, PARAMS_MEMBER(rescale_on_step_size_changes, ""),)
 PARAMS_TABLE_CONF (StructuredLBFGSDirectionParams, PARAMS_MEMBER(hessian_vec_factor, ""), PARAMS_MEMBER(hessian_vec_finite_differences, ""), PARAMS_MEMBER(full_augmented_hessian, ""),)
 PARAMS_TABLE_CONF (NewtonTRDirectionParams, PARAMS_MEMBER(hessian_vec_factor, ""), PARAMS_MEMBER(finite_diff, ""), PARAMS_MEMBER(finite_diff_stepsize, ""),)
 PARAMS_TABLE_CONF (SteihaugCGParams, PARAMS_MEMBER(tol_scale, ""), PARAMS_MEMBER(tol_scale_root, ""), PARAMS_MEMBER(tol_max, ""), PARAMS_MEMBER(max_iter_factor, ""),)
 PARAMS_TABLE_CONF (StructuredNewtonRegularizationParams, PARAMS_MEMBER(min_eig, ""), PARAMS_MEMBER(print_eig, ""),)
 PARAMS_TABLE_CONF (StructuredNewtonDirectionParams, PARAMS_MEMBER(hessian_vec_factor, ""),)
 PARAMS_TABLE_CONF (ConvexNewtonRegularizationParams, PARAMS_MEMBER(ζ, ""), PARAMS_MEMBER(ν, ""), PARAMS_MEMBER(ldlt, ""),)
 PARAMS_TABLE_CONF (ConvexNewtonDirectionParams, PARAMS_MEMBER(hessian_vec_factor, ""), PARAMS_MEMBER(quadratic, ""),)
 PARAMS_TABLE_CONF (ALMParams, 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_CONF (PANOCOCPParams, 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

◆ ENUM_TABLE() [1/2]

ENUM_TABLE ( PANOCStopCrit ,
ENUM_MEMBER(ApproxKKT) ,
ENUM_MEMBER(ApproxKKT2) ,
ENUM_MEMBER(ProjGradNorm) ,
ENUM_MEMBER(ProjGradNorm2) ,
ENUM_MEMBER(ProjGradUnitNorm) ,
ENUM_MEMBER(ProjGradUnitNorm2) ,
ENUM_MEMBER(FPRNorm) ,
ENUM_MEMBER(FPRNorm2)  )

◆ ENUM_TABLE() [2/2]

ENUM_TABLE ( LBFGSStepSize ,
ENUM_MEMBER(BasedOnExternalStepSize) ,
ENUM_MEMBER(BasedOnCurvature)  )

◆ PARAMS_TABLE()

PARAMS_TABLE ( guanaqo::DynamicLoadFlags ,
PARAMS_MEMBER(global, "") ,
PARAMS_MEMBER(lazy, "") ,
PARAMS_MEMBER(nodelete, "") ,
PARAMS_MEMBER(deepbind, "")  )

◆ PARAMS_TABLE_CONF() [1/19]

PARAMS_TABLE_CONF ( LBFGSParams ,
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_CONF() [2/19]

PARAMS_TABLE_CONF ( AndersonAccelParams ,
PARAMS_MEMBER(memory, "") ,
PARAMS_MEMBER(min_div_fac, "")  )

◆ PARAMS_TABLE_CONF() [3/19]

PARAMS_TABLE_CONF ( CBFGSParams ,
PARAMS_MEMBER(α, "") ,
PARAMS_MEMBER(ϵ, "")  )

◆ PARAMS_ALIAS_TABLE_CONF() [1/2]

PARAMS_ALIAS_TABLE_CONF ( CBFGSParams ,
PARAMS_MEMBER_ALIAS(alpha, α) ,
PARAMS_MEMBER_ALIAS(epsilon, ϵ)  )

◆ PARAMS_TABLE_CONF() [4/19]

PARAMS_TABLE_CONF ( LipschitzEstimateParams ,
PARAMS_MEMBER(L_0, "") ,
PARAMS_MEMBER(δ, "") ,
PARAMS_MEMBER(ε, "") ,
PARAMS_MEMBER(Lγ_factor, "")  )

◆ PARAMS_ALIAS_TABLE_CONF() [2/2]

PARAMS_ALIAS_TABLE_CONF ( LipschitzEstimateParams ,
PARAMS_MEMBER_ALIAS(delta, δ) ,
PARAMS_MEMBER_ALIAS(epsilon, ε) ,
PARAMS_MEMBER_ALIAS(L_gamma_factor, Lγ_factor)  )

◆ PARAMS_TABLE_CONF() [5/19]

PARAMS_TABLE_CONF ( PANTRParams ,
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_CONF() [6/19]

PARAMS_TABLE_CONF ( PANOCParams ,
PARAMS_MEMBER(Lipschitz, "") ,
PARAMS_MEMBER(max_iter, "") ,
PARAMS_MEMBER(max_time, "") ,
PARAMS_MEMBER(min_linesearch_coefficient, "") ,
PARAMS_MEMBER(linesearch_coefficient_update_factor, "") ,
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_CONF() [7/19]

PARAMS_TABLE_CONF ( FISTAParams ,
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_CONF() [8/19]

PARAMS_TABLE_CONF ( ZeroFPRParams ,
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(update_direction_in_accel, "") ,
PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change, "") ,
PARAMS_MEMBER(update_direction_from_prox_step, "")  )

◆ PARAMS_TABLE_CONF() [9/19]

PARAMS_TABLE_CONF ( LBFGSDirectionParams ,
PARAMS_MEMBER(rescale_on_step_size_changes, "")  )

◆ PARAMS_TABLE_CONF() [10/19]

PARAMS_TABLE_CONF ( AndersonDirectionParams ,
PARAMS_MEMBER(rescale_on_step_size_changes, "")  )

◆ PARAMS_TABLE_CONF() [11/19]

PARAMS_TABLE_CONF ( StructuredLBFGSDirectionParams ,
PARAMS_MEMBER(hessian_vec_factor, "") ,
PARAMS_MEMBER(hessian_vec_finite_differences, "") ,
PARAMS_MEMBER(full_augmented_hessian, "")  )

◆ PARAMS_TABLE_CONF() [12/19]

PARAMS_TABLE_CONF ( NewtonTRDirectionParams ,
PARAMS_MEMBER(hessian_vec_factor, "") ,
PARAMS_MEMBER(finite_diff, "") ,
PARAMS_MEMBER(finite_diff_stepsize, "")  )
Here is the call graph for this function:

◆ PARAMS_TABLE_CONF() [13/19]

PARAMS_TABLE_CONF ( SteihaugCGParams ,
PARAMS_MEMBER(tol_scale, "") ,
PARAMS_MEMBER(tol_scale_root, "") ,
PARAMS_MEMBER(tol_max, "") ,
PARAMS_MEMBER(max_iter_factor, "")  )

◆ PARAMS_TABLE_CONF() [14/19]

PARAMS_TABLE_CONF ( StructuredNewtonRegularizationParams ,
PARAMS_MEMBER(min_eig, "") ,
PARAMS_MEMBER(print_eig, "")  )

◆ PARAMS_TABLE_CONF() [15/19]

PARAMS_TABLE_CONF ( StructuredNewtonDirectionParams ,
PARAMS_MEMBER(hessian_vec_factor, "")  )

◆ PARAMS_TABLE_CONF() [16/19]

PARAMS_TABLE_CONF ( ConvexNewtonRegularizationParams ,
PARAMS_MEMBER(ζ, "") ,
PARAMS_MEMBER(ν, "") ,
PARAMS_MEMBER(ldlt, "")  )

◆ PARAMS_TABLE_CONF() [17/19]

PARAMS_TABLE_CONF ( ConvexNewtonDirectionParams ,
PARAMS_MEMBER(hessian_vec_factor, "") ,
PARAMS_MEMBER(quadratic, "")  )

◆ PARAMS_TABLE_CONF() [18/19]

PARAMS_TABLE_CONF ( ALMParams ,
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_CONF() [19/19]

PARAMS_TABLE_CONF ( PANOCOCPParams ,
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, "")  )