gradient-checker.cpp File Reference

#include <alpaqa/config/config.hpp>
#include <alpaqa/problem/sparsity-conversions.hpp>
#include <alpaqa/util/print.hpp>
#include <guanaqo/demangled-typename.hpp>
#include <alpaqa-version.h>
#include "options.hpp"
#include "problem.hpp"
#include <Eigen/Sparse>
#include <algorithm>
#include <filesystem>
#include <fstream>
#include <iostream>
#include <random>
#include <span>
#include <stdexcept>
#include <string>
#include <string_view>
#include <tuple>
#include <type_traits>

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Classes
struct	CheckGradientsOpts

Functions
void	print_usage (const char *a0)
auto	split_once (std::string_view s, char tok='.')
	Split the string s on the first occurrence of tok.
auto	get_problem_path (const char *const *argv)
void	check_gradients (LoadedProblem &, std::ostream &, const CheckGradientsOpts &)
int	main (int argc, const char *argv[])
void	default_eval_lagrangian_gradient (const alpaqa::TypeErasedProblem< config_t > problem, crvec x, crvec y, rvec grad_L, rvec work_n)
auto	default_eval_augmented_lagrangian_and_gradient (const alpaqa::TypeErasedProblem< config_t > &problem, crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) -> real_t
auto	finite_diff (const std::function< real_t(crvec)> &f, crvec x)
auto	finite_diff_hess_sparse (const std::function< void(crvec, rvec)> &grad_L, crvec x)
auto	finite_diff_hess (const std::function< void(crvec, rvec)> &grad_L, crvec x)

Variables
const auto *	docs

---

Class Documentation

CheckGradientsOpts

struct CheckGradientsOpts

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Class Members
bool	print_full
bool	hessians
real_t	scale_perturbations

Function Documentation

print_usage()

void print_usage

(

const char *

a0

)

Definition at line 62 of file gradient-checker.cpp.

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split_once()

auto split_once	(	std::string_view	s,
		char	tok = '.' )

Split the string s on the first occurrence of tok.

Returns ("", s) if tok was not found.

Definition at line 88 of file gradient-checker.cpp.

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get_problem_path()

auto get_problem_path

(

const char *const *

argv

)

Definition at line 97 of file gradient-checker.cpp.

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check_gradients()

void check_gradients	(	LoadedProblem &	lproblem,
		std::ostream &	log,
		const CheckGradientsOpts &	opts )

Definition at line 275 of file gradient-checker.cpp.

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main()

int main	(	int	argc,
		const char *	argv[] )

Definition at line 117 of file gradient-checker.cpp.

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default_eval_lagrangian_gradient()

void default_eval_lagrangian_gradient	(	const alpaqa::TypeErasedProblem< config_t >	problem,
		crvec	x,
		crvec	y,
		rvec	grad_L,
		rvec	work_n )

Definition at line 186 of file gradient-checker.cpp.

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default_eval_augmented_lagrangian_and_gradient()

auto default_eval_augmented_lagrangian_and_gradient	(	const alpaqa::TypeErasedProblem< config_t > &	problem,
		crvec	x,
		crvec	y,
		crvec	Σ,
		rvec	grad_ψ,
		rvec	work_n,
		rvec	work_m ) -> real_t

Definition at line 196 of file gradient-checker.cpp.

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finite_diff()

auto finite_diff	(	const std::function< real_t(crvec)> &	f,
		crvec	x )

Definition at line 216 of file gradient-checker.cpp.

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finite_diff_hess_sparse()

auto finite_diff_hess_sparse	(	const std::function< void(crvec, rvec)> &	grad_L,
		crvec	x )

Definition at line 232 of file gradient-checker.cpp.

finite_diff_hess()

auto finite_diff_hess	(	const std::function< void(crvec, rvec)> &	grad_L,
		crvec	x )

Definition at line 257 of file gradient-checker.cpp.

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Variable Documentation

docs

const auto* docs

Initial value:

= R"==(
problem types:
    dl: Dynamically loaded problem using the DLProblem class.
        Specify the name of the registration function using the
        problem.register option, e.g. problem.register=register_alpaqa_problem.
        Further options can be passed to the problem using
        problem.<key>[=<value>].
    cs: Load a CasADi problem using the CasADiProblem class.
        If a .tsv file with the same name as the shared library file exists,
        the bounds and parameters will be loaded from that file. See
        CasADiProblem::load_numerical_data for more details.
        The problem parameter can be set using the problem.param option.
    cu: Load a CUTEst problem using the CUTEstProblem class.
 
options:
    --full-print
        Print the full gradients.
    --no-hessians
        Do not check any Hessian matrices.
    --seed=<seed>
        Seed for the random number generator.
)=="

Definition at line 39 of file gradient-checker.cpp.