LBFGSBSolver Class Reference

#include <alpaqa/lbfgsb/lbfgsb-adapter.hpp>

Detailed Description

L-BFGS-B solver for ALM.

Definition at line 62 of file lbfgsb-adapter.hpp.

Collaboration diagram for LBFGSBSolver:

Public Types
using	Problem = TypeErasedProblem<config_t>
using	Params = LBFGSBParams
using	Stats = LBFGSBStats
using	ProgressInfo = LBFGSBProgressInfo
using	SolveOptions = InnerSolveOptions<config_t>

Public Member Functions
	LBFGSBSolver (const Params &params)
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 u, rvec y, crvec Σ, rvec e)
LBFGSBSolver &	set_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 Params &	get_params () const

Public Attributes
std::ostream *	os = &std::cout

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

Member Typedef Documentation

Problem

using Problem = TypeErasedProblem<config_t>

Definition at line 66 of file lbfgsb-adapter.hpp.

Params

using Params = LBFGSBParams

Definition at line 67 of file lbfgsb-adapter.hpp.

Stats

using Stats = LBFGSBStats

Definition at line 68 of file lbfgsb-adapter.hpp.

ProgressInfo

using ProgressInfo = LBFGSBProgressInfo

Definition at line 69 of file lbfgsb-adapter.hpp.

SolveOptions

using SolveOptions = InnerSolveOptions<config_t>

Definition at line 70 of file lbfgsb-adapter.hpp.

Constructor & Destructor Documentation

LBFGSBSolver()

LBFGSBSolver ( const Params & params )

inline

Definition at line 72 of file lbfgsb-adapter.hpp.

Member Function Documentation

operator()() [1/2]

auto operator()	(	const Problem &	problem,
		const SolveOptions &	opts,
		rvec	x,
		rvec	y,
		crvec	Σ,
		rvec	err_z )

Parameters

[in]	problem	Problem description
[in]	opts	Solve options
[in,out]	x	Decision variable \( x \)
[in,out]	y	Lagrange multipliers \( y \)
[in]	Σ	Constraint weights \( \Sigma \)
[out]	err_z	Slack variable error \( g(x) - \Pi_D(g(x) + \Sigma^{-1} y) \)

Definition at line 18 of file lbfgsb-adapter.cpp.

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operator()() [2/2]

template<class P>

Stats operator() ( const P & problem, const SolveOptions & opts, rvec u, rvec y, crvec Σ, rvec e )

inline

Definition at line 82 of file lbfgsb-adapter.hpp.

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set_progress_callback()

LBFGSBSolver & 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 91 of file lbfgsb-adapter.hpp.

get_name()

std::string get_name

(

)

const

Definition at line 17 of file lbfgsb-adapter.cpp.

stop()

void stop ( )

inline

Definition at line 98 of file lbfgsb-adapter.hpp.

get_params()

const Params & get_params ( ) const

inline

Definition at line 100 of file lbfgsb-adapter.hpp.

Member Data Documentation

params

Params params

private

Definition at line 103 of file lbfgsb-adapter.hpp.

stop_signal

guanaqo::AtomicStopSignal stop_signal

private

Definition at line 104 of file lbfgsb-adapter.hpp.

progress_cb

std::function<void(const ProgressInfo &)> progress_cb

private

Definition at line 105 of file lbfgsb-adapter.hpp.

os

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

Definition at line 108 of file lbfgsb-adapter.hpp.

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

• src/interop/lbfgsb/include/alpaqa/lbfgsb/lbfgsb-adapter.hpp
• src/interop/lbfgsb/src/lbfgsb-adapter.cpp