fista.hpp File Reference

#include <alpaqa/export.hpp>
#include <alpaqa/inner/directions/panoc-direction-update.hpp>
#include <alpaqa/inner/inner-solve-options.hpp>
#include <alpaqa/inner/internal/lipschitz.hpp>
#include <alpaqa/inner/internal/panoc-helpers.hpp>
#include <alpaqa/inner/internal/panoc-stop-crit.hpp>
#include <alpaqa/inner/internal/solverstatus.hpp>
#include <alpaqa/problem/type-erased-problem.hpp>
#include <guanaqo/atomic-stop-signal.hpp>
#include <chrono>
#include <iostream>
#include <limits>
#include <stdexcept>
#include <string>
#include <type_traits>

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Classes
struct	FISTAParams< Conf >
	Tuning parameters for the FISTA algorithm. More...
struct	FISTAStats< Conf >
struct	FISTAProgressInfo< Conf >
class	FISTASolver< Conf >
	FISTA solver for ALM. More...
struct	InnerStatsAccumulator< FISTAStats< Conf > >

Namespaces
namespace	alpaqa

Functions
template<Config Conf>
InnerStatsAccumulator< FISTAStats< Conf > > &	operator+= (InnerStatsAccumulator< FISTAStats< Conf > > &acc, const FISTAStats< Conf > &s)

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Class Documentation

alpaqa::FISTAStats

struct alpaqa::FISTAStats

Collaboration diagram for FISTAStats< Conf >:

Class Members
SolverStatus	status = SolverStatus::Busy
real_t	ε = inf<config_t>
nanoseconds	elapsed_time {}
nanoseconds	time_progress_callback {}
unsigned	iterations = 0
unsigned	stepsize_backtracks = 0
real_t	final_γ = 0
real_t	final_ψ = 0
real_t	final_h = 0

alpaqa::FISTAProgressInfo

struct alpaqa::FISTAProgressInfo

Collaboration diagram for FISTAProgressInfo< Conf >:

Class Members
unsigned	k
SolverStatus	status
crvec	x
crvec	p
real_t	norm_sq_p
crvec	x̂
crvec	ŷ
real_t	φγ
real_t	ψ
crvec	grad_ψ
real_t	ψ_hat
crvec	grad_ψ_hat
real_t	L
real_t	γ
real_t	t
real_t	ε
crvec	Σ
crvec	y
unsigned	outer_iter
const TypeErasedProblem< config_t > *	problem
const FISTAParams< config_t > *	params

alpaqa::InnerStatsAccumulator< FISTAStats< Conf > >

struct alpaqa::InnerStatsAccumulator< FISTAStats< Conf > >

Collaboration diagram for InnerStatsAccumulator< FISTAStats< Conf > >:

Class Members
nanoseconds	elapsed_time {}	Total elapsed time in the inner solver.
nanoseconds	time_progress_callback {}	Total time spent in the user-provided progress callback.
unsigned	iterations = 0	Total number of inner FISTA iterations.
unsigned	stepsize_backtracks = 0	Total number of FISTA step size reductions.
real_t	final_γ = 0	The final FISTA step size γ.
real_t	final_ψ = 0	Final value of the smooth cost \( \psi(\hat x) \).
real_t	final_h = 0	Final value of the nonsmooth cost \( h(\hat x) \).