alpaqa dll
Nonconvex constrained optimization
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PANOCSolver< DirectionT > Class Template Reference

#include <alpaqa/inner/panoc.hpp>

Detailed Description

template<class DirectionT>
class alpaqa::PANOCSolver< DirectionT >

PANOC solver for ALM.

Examples
C++/CasADi/Rosenbrock/main.cpp, C++/CustomCppProblem/main.cpp, C++/DLProblem/main.cpp, C++/FortranProblem/main.cpp, and C++/SimpleUnconstrProblem/main.cpp.

Definition at line 142 of file panoc.hpp.

Collaboration diagram for PANOCSolver< DirectionT >:

Public Types

using Problem = TypeErasedProblem<config_t>
using Params = PANOCParams<config_t>
using Direction = DirectionT
using Stats = PANOCStats<config_t>
using ProgressInfo = PANOCProgressInfo<config_t>
using SolveOptions = InnerSolveOptions<config_t>

Public Member Functions

 PANOCSolver (const Params &params)
 PANOCSolver (const Params &params, Direction &&direction)
 PANOCSolver (const Params &params, const Direction &direction)
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 x, rvec y, crvec Σ, rvec e)
template<class P>
Stats operator() (const P &problem, const SolveOptions &opts, rvec x)
PANOCSolverset_progress_callback (std::function< void(const ProgressInfo &)> cb)
 Specify a callable that is invoked with some intermediate results on each iteration of the algorithm.
std::string get_name () const
void stop ()
const Paramsget_params () const

Public Attributes

Direction direction
std::ostream * os = &std::cout

Private Types

using Helpers = detail::PANOCHelpers<config_t>

Private Attributes

Params params
guanaqo::AtomicStopSignal stop_signal
std::function< void(const ProgressInfo &)> progress_cb

Member Typedef Documentation

◆ Problem

template<class DirectionT>
using Problem = TypeErasedProblem<config_t>

Definition at line 146 of file panoc.hpp.

◆ Params

template<class DirectionT>
using Params = PANOCParams<config_t>

Definition at line 147 of file panoc.hpp.

◆ Direction

template<class DirectionT>
using Direction = DirectionT

Definition at line 148 of file panoc.hpp.

◆ Stats

template<class DirectionT>
using Stats = PANOCStats<config_t>

Definition at line 149 of file panoc.hpp.

◆ ProgressInfo

template<class DirectionT>
using ProgressInfo = PANOCProgressInfo<config_t>

Definition at line 150 of file panoc.hpp.

◆ SolveOptions

template<class DirectionT>
using SolveOptions = InnerSolveOptions<config_t>

Definition at line 151 of file panoc.hpp.

◆ Helpers

template<class DirectionT>
using Helpers = detail::PANOCHelpers<config_t>
private

Definition at line 201 of file panoc.hpp.

Constructor & Destructor Documentation

◆ PANOCSolver() [1/3]

template<class DirectionT>
PANOCSolver ( const Params & params)
inline

Definition at line 153 of file panoc.hpp.

◆ PANOCSolver() [2/3]

template<class DirectionT>
PANOCSolver ( const Params & params,
Direction && direction )
inline

Definition at line 156 of file panoc.hpp.

◆ PANOCSolver() [3/3]

template<class DirectionT>
PANOCSolver ( const Params & params,
const Direction & direction )
inline

Definition at line 158 of file panoc.hpp.

Member Function Documentation

◆ operator()() [1/3]

template<class DirectionProviderT>
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 25 of file panoc.tpp.

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◆ operator()() [2/3]

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

Definition at line 169 of file panoc.hpp.

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◆ operator()() [3/3]

template<class DirectionT>
template<class P>
Stats operator() ( const P & problem,
const SolveOptions & opts,
rvec x )
inline

Definition at line 175 of file panoc.hpp.

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◆ set_progress_callback()

template<class DirectionT>
PANOCSolver & set_progress_callback ( std::function< void(const ProgressInfo &)> cb)
inline

Specify a callable that is invoked with some intermediate results on each iteration of the algorithm.

See also
ProgressInfo

Definition at line 186 of file panoc.hpp.

◆ get_name()

template<class DirectionProviderT>
std::string get_name ( ) const

Definition at line 20 of file panoc.tpp.

◆ stop()

template<class DirectionT>
void stop ( )
inline

Definition at line 193 of file panoc.hpp.

◆ get_params()

template<class DirectionT>
const Params & get_params ( ) const
inline

Definition at line 195 of file panoc.hpp.

Member Data Documentation

◆ params

template<class DirectionT>
Params params
private

Definition at line 198 of file panoc.hpp.

◆ stop_signal

template<class DirectionT>
guanaqo::AtomicStopSignal stop_signal
private

Definition at line 199 of file panoc.hpp.

◆ progress_cb

template<class DirectionT>
std::function<void(const ProgressInfo &)> progress_cb
private

Definition at line 200 of file panoc.hpp.

◆ direction

template<class DirectionT>
Direction direction

Definition at line 204 of file panoc.hpp.

◆ os

template<class DirectionT>
std::ostream* os = &std::cout

Definition at line 205 of file panoc.hpp.


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