wolfe.hpp File Reference

#include <alpaqa/export.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>

Include dependency graph for wolfe.hpp:

Go to the source code of this file.

Classes
struct	WolfeParams< Conf >
	Tuning parameters for the unconstrained solver with Wolfe line search. More...
struct	WolfeStats< Conf >
	Statistics for the unconstrained solver with Wolfe line search. More...
struct	WolfeProgressInfo< Conf >
	Iterate information for the unconstrained solver with Wolfe line search. More...
class	WolfeSolver< DirectionT >
	Unconstrained solver with Wolfe line search. More...
struct	InnerStatsAccumulator< WolfeStats< Conf > >

Namespaces
namespace	alpaqa

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

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Class Documentation

alpaqa::WolfeStats

struct alpaqa::WolfeStats

Collaboration diagram for WolfeStats< Conf >:

Class Members
SolverStatus	status = SolverStatus::Busy
real_t	ε = inf<config_t>
nanoseconds	elapsed_time {}
nanoseconds	time_progress_callback {}
unsigned	iterations = 0
unsigned	linesearch_failures = 0
unsigned	linesearch_backtracks = 0
unsigned	direction_failures = 0
unsigned	direction_update_rejected = 0
unsigned	τ_1_accepted = 0
unsigned	count_τ = 0
real_t	sum_τ = 0
real_t	final_ψ = 0

alpaqa::WolfeProgressInfo

struct alpaqa::WolfeProgressInfo

Collaboration diagram for WolfeProgressInfo< Conf >:

Class Members
unsigned	k
SolverStatus	status
crvec	x
real_t	ψ
crvec	grad_ψ
crvec	q
real_t	τ
real_t	ε
crvec	Σ
crvec	y
unsigned	outer_iter
const TypeErasedProblem< config_t > *	problem
const WolfeParams< config_t > *	params

alpaqa::InnerStatsAccumulator< WolfeStats< Conf > >

struct alpaqa::InnerStatsAccumulator< WolfeStats< Conf > >

Collaboration diagram for InnerStatsAccumulator< WolfeStats< 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 Wolfe iterations.
unsigned	linesearch_failures = 0	Total number of Wolfe line search failures.
unsigned	linesearch_backtracks = 0	Total number of Wolfe line search backtracking steps.
unsigned	direction_failures = 0	Total number of times that the L-BFGS direction was not finite.
unsigned	direction_update_rejected = 0	Total number of times that the L-BFGS update was rejected (i.e. it could have resulted in a non-positive definite Hessian estimate).
unsigned	τ_1_accepted = 0	Total number of times that a line search parameter of \( \tau = 1 \) was accepted (i.e. no backtracking necessary).
unsigned	count_τ = 0	The total number of line searches performed (used for computing the average value of \( \tau \)).
real_t	sum_τ = 0	The sum of the line search parameter \( \tau \) in all iterations (used for computing the average value of \( \tau \)).
real_t	final_ψ = 0	Final value of the smooth cost \( \psi(\hat x) \).