alpaqa dll
Nonconvex constrained optimization
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StructuredNewtonDirection< Conf > Struct Template Reference

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

Detailed Description

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

Definition at line 49 of file structured-newton.hpp.

Collaboration diagram for StructuredNewtonDirection< Conf >:

Classes

struct  Params

Public Types

using Problem = TypeErasedProblem<config_t>
using DirectionParams = StructuredNewtonDirectionParams<config_t>
using AcceleratorParams = StructuredNewtonRegularizationParams<config_t>

Public Member Functions

 StructuredNewtonDirection ()=default
 StructuredNewtonDirection (const Params &params)
 StructuredNewtonDirection (const AcceleratorParams &params, 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
const auto & get_params () const

Public Attributes

AcceleratorParams reg_params
DirectionParams direction_params

Private Attributes

const Problemproblem = nullptr
std::optional< crvecy = std::nullopt
std::optional< crvecΣ = std::nullopt
indexvec JK
mat H
vec HJ_storage

Class Documentation

◆ alpaqa::StructuredNewtonDirection::Params

struct alpaqa::StructuredNewtonDirection::Params
Collaboration diagram for StructuredNewtonDirection< Conf >::Params:
Class Members
AcceleratorParams accelerator = {}
DirectionParams direction = {}

Member Typedef Documentation

◆ Problem

template<Config Conf = DefaultConfig>
using Problem = TypeErasedProblem<config_t>

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

◆ DirectionParams

template<Config Conf = DefaultConfig>
using DirectionParams = StructuredNewtonDirectionParams<config_t>

Definition at line 52 of file structured-newton.hpp.

◆ AcceleratorParams

template<Config Conf = DefaultConfig>
using AcceleratorParams = StructuredNewtonRegularizationParams<config_t>

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

Constructor & Destructor Documentation

◆ StructuredNewtonDirection() [1/3]

template<Config Conf = DefaultConfig>
StructuredNewtonDirection ( )
default

◆ StructuredNewtonDirection() [2/3]

template<Config Conf = DefaultConfig>
StructuredNewtonDirection ( const Params & params)
inline

Definition at line 61 of file structured-newton.hpp.

◆ StructuredNewtonDirection() [3/3]

template<Config Conf = DefaultConfig>
StructuredNewtonDirection ( const AcceleratorParams & params,
const DirectionParams & directionparams = {} )
inline

Definition at line 63 of file structured-newton.hpp.

Member Function Documentation

◆ initialize()

template<Config Conf = DefaultConfig>
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 )
inline
See also
initialize

Definition at line 68 of file structured-newton.hpp.

◆ has_initial_direction()

template<Config Conf = DefaultConfig>
bool has_initial_direction ( ) const
inline
See also
has_initial_direction

Definition at line 93 of file structured-newton.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 96 of file structured-newton.hpp.

◆ apply()

template<Config Conf = DefaultConfig>
bool apply ( real_t γₖ,
crvec xₖ,
crvec x̂ₖ,
crvec pₖ,
crvec grad_ψxₖ,
rvec qₖ ) const
inline
See also
apply

Definition at line 105 of file structured-newton.hpp.

Here is the call graph for this function:

◆ changed_γ()

template<Config Conf = DefaultConfig>
void changed_γ ( real_t γₖ,
real_t old_γₖ )
inline
See also
changed_γ

Definition at line 201 of file structured-newton.hpp.

◆ reset()

template<Config Conf = DefaultConfig>
void reset ( )
inline
See also
reset

Definition at line 205 of file structured-newton.hpp.

◆ get_name()

template<Config Conf = DefaultConfig>
std::string get_name ( ) const
inline
See also
get_name

Definition at line 208 of file structured-newton.hpp.

◆ get_params()

template<Config Conf = DefaultConfig>
const auto & get_params ( ) const
inline

Definition at line 213 of file structured-newton.hpp.

Member Data Documentation

◆ problem

template<Config Conf = DefaultConfig>
const Problem* problem = nullptr
private

Definition at line 216 of file structured-newton.hpp.

◆ y

template<Config Conf = DefaultConfig>
std::optional<crvec> y = std::nullopt
private

Definition at line 218 of file structured-newton.hpp.

◆ Σ

template<Config Conf = DefaultConfig>
std::optional<crvec> Σ = std::nullopt
private

Definition at line 219 of file structured-newton.hpp.

◆ JK

template<Config Conf = DefaultConfig>
indexvec JK
mutableprivate

Definition at line 225 of file structured-newton.hpp.

◆ H

template<Config Conf = DefaultConfig>
mat H
mutableprivate

Definition at line 226 of file structured-newton.hpp.

◆ HJ_storage

template<Config Conf = DefaultConfig>
vec HJ_storage
mutableprivate

Definition at line 227 of file structured-newton.hpp.

◆ reg_params

template<Config Conf = DefaultConfig>
AcceleratorParams reg_params

Definition at line 230 of file structured-newton.hpp.

◆ direction_params

template<Config Conf = DefaultConfig>
DirectionParams direction_params

Definition at line 231 of file structured-newton.hpp.


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