alpaqa matlab
Nonconvex constrained optimization
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1PARAMS_TABLE(LBFGSParams<config_t>, //
2 PARAMS_MEMBER(memory), //
3 PARAMS_MEMBER(min_div_fac), //
4 PARAMS_MEMBER(min_abs_s), //
5 PARAMS_MEMBER(cbfgs), //
6 PARAMS_MEMBER(force_pos_def), //
7 PARAMS_MEMBER(stepsize), //
8);
9
10PARAMS_TABLE(AndersonAccelParams<config_t>, //
11 PARAMS_MEMBER(memory), //
12 PARAMS_MEMBER(min_div_fac), //
13);
14
15PARAMS_TABLE(CBFGSParams<config_t>, //
16 PARAMS_MEMBER(α), //
17 PARAMS_MEMBER(ϵ), //
18);
19PARAMS_ALIAS_TABLE(CBFGSParams<config_t>, //
20 PARAMS_MEMBER_ALIAS(alpha, α), //
21 PARAMS_MEMBER_ALIAS(epsilon, ϵ), //
22);
23
24PARAMS_TABLE(LipschitzEstimateParams<config_t>, //
25 PARAMS_MEMBER(L_0), //
26 PARAMS_MEMBER(δ), //
27 PARAMS_MEMBER(ε), //
28 PARAMS_MEMBER(Lγ_factor), //
29);
30PARAMS_ALIAS_TABLE(LipschitzEstimateParams<config_t>, //
31 PARAMS_MEMBER_ALIAS(delta, δ), //
32 PARAMS_MEMBER_ALIAS(epsilon, ε), //
33 PARAMS_MEMBER_ALIAS(L_gamma_factor, Lγ_factor), //
34);
35
36PARAMS_TABLE(PANTRParams<config_t>, //
37 PARAMS_MEMBER(Lipschitz), //
38 PARAMS_MEMBER(max_iter), //
39 PARAMS_MEMBER(max_time), //
40 PARAMS_MEMBER(L_min), //
41 PARAMS_MEMBER(L_max), //
42 PARAMS_MEMBER(stop_crit), //
43 PARAMS_MEMBER(max_no_progress), //
44 PARAMS_MEMBER(print_interval), //
45 PARAMS_MEMBER(print_precision), //
46 PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), //
47 PARAMS_MEMBER(TR_tolerance_factor), //
48 PARAMS_MEMBER(ratio_threshold_acceptable), //
49 PARAMS_MEMBER(ratio_threshold_good), //
50 PARAMS_MEMBER(radius_factor_rejected), //
51 PARAMS_MEMBER(radius_factor_acceptable), //
52 PARAMS_MEMBER(radius_factor_good), //
53 PARAMS_MEMBER(initial_radius), //
54 PARAMS_MEMBER(min_radius), //
55 PARAMS_MEMBER(compute_ratio_using_new_stepsize), //
56 PARAMS_MEMBER(update_direction_on_prox_step), //
57 PARAMS_MEMBER(recompute_last_prox_step_after_direction_reset), //
58 PARAMS_MEMBER(disable_acceleration), //
59 PARAMS_MEMBER(ratio_approx_fbe_quadratic_model), //
60);
61
62PARAMS_TABLE(PANOCParams<config_t>, //
63 PARAMS_MEMBER(Lipschitz), //
64 PARAMS_MEMBER(max_iter), //
65 PARAMS_MEMBER(max_time), //
66 PARAMS_MEMBER(min_linesearch_coefficient), //
67 PARAMS_MEMBER(force_linesearch), //
68 PARAMS_MEMBER(linesearch_strictness_factor), //
69 PARAMS_MEMBER(L_min), //
70 PARAMS_MEMBER(L_max), //
71 PARAMS_MEMBER(stop_crit), //
72 PARAMS_MEMBER(max_no_progress), //
73 PARAMS_MEMBER(print_interval), //
74 PARAMS_MEMBER(print_precision), //
75 PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), //
76 PARAMS_MEMBER(linesearch_tolerance_factor), //
77 PARAMS_MEMBER(update_direction_in_candidate), //
78 PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change), //
79 PARAMS_MEMBER(eager_gradient_eval), //
80);
81
82PARAMS_TABLE(FISTAParams<config_t>, //
83 PARAMS_MEMBER(Lipschitz), //
84 PARAMS_MEMBER(max_iter), //
85 PARAMS_MEMBER(max_time), //
86 PARAMS_MEMBER(L_min), //
87 PARAMS_MEMBER(L_max), //
88 PARAMS_MEMBER(stop_crit), //
89 PARAMS_MEMBER(max_no_progress), //
90 PARAMS_MEMBER(print_interval), //
91 PARAMS_MEMBER(print_precision), //
92 PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), //
93 PARAMS_MEMBER(disable_acceleration), //
94);
95
96PARAMS_TABLE(ZeroFPRParams<config_t>, //
97 PARAMS_MEMBER(Lipschitz), //
98 PARAMS_MEMBER(max_iter), //
99 PARAMS_MEMBER(max_time), //
100 PARAMS_MEMBER(min_linesearch_coefficient), //
101 PARAMS_MEMBER(force_linesearch), //
102 PARAMS_MEMBER(linesearch_strictness_factor), //
103 PARAMS_MEMBER(L_min), //
104 PARAMS_MEMBER(L_max), //
105 PARAMS_MEMBER(stop_crit), //
106 PARAMS_MEMBER(max_no_progress), //
107 PARAMS_MEMBER(print_interval), //
108 PARAMS_MEMBER(print_precision), //
109 PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), //
110 PARAMS_MEMBER(linesearch_tolerance_factor), //
111 PARAMS_MEMBER(update_direction_in_candidate), //
112 PARAMS_MEMBER(recompute_last_prox_step_after_stepsize_change), //
113 PARAMS_MEMBER(update_direction_from_prox_step), //
114);
115
116PARAMS_TABLE(LBFGSDirectionParams<config_t>, //
117 PARAMS_MEMBER(rescale_on_step_size_changes), //
118);
119
120PARAMS_TABLE(AndersonDirectionParams<config_t>, //
121 PARAMS_MEMBER(rescale_on_step_size_changes), //
122);
123
124PARAMS_TABLE(StructuredLBFGSDirectionParams<config_t>, //
125 PARAMS_MEMBER(hessian_vec_factor), //
126 PARAMS_MEMBER(hessian_vec_finite_differences), //
127 PARAMS_MEMBER(full_augmented_hessian), //
128);
129
130PARAMS_TABLE(NewtonTRDirectionParams<config_t>, //
131 PARAMS_MEMBER(hessian_vec_factor), //
132 PARAMS_MEMBER(finite_diff), //
133 PARAMS_MEMBER(finite_diff_stepsize), //
134);
135
136PARAMS_TABLE(SteihaugCGParams<config_t>, //
137 PARAMS_MEMBER(tol_scale), //
138 PARAMS_MEMBER(tol_scale_root), //
139 PARAMS_MEMBER(tol_max), //
140 PARAMS_MEMBER(max_iter_factor), //
141);
142
143PARAMS_TABLE(StructuredNewtonRegularizationParams<config_t>, //
144 PARAMS_MEMBER(min_eig), //
145 PARAMS_MEMBER(print_eig), //
146);
147
148PARAMS_TABLE(StructuredNewtonDirectionParams<config_t>, //
149 PARAMS_MEMBER(hessian_vec_factor), //
150);
151
152PARAMS_TABLE(ALMParams<config_t>, //
153 PARAMS_MEMBER(tolerance), //
154 PARAMS_MEMBER(dual_tolerance), //
155 PARAMS_MEMBER(penalty_update_factor), //
156 PARAMS_MEMBER(initial_penalty), //
157 PARAMS_MEMBER(initial_penalty_factor), //
158 PARAMS_MEMBER(initial_tolerance), //
159 PARAMS_MEMBER(tolerance_update_factor), //
160 PARAMS_MEMBER(rel_penalty_increase_threshold), //
161 PARAMS_MEMBER(max_multiplier), //
162 PARAMS_MEMBER(max_penalty), //
163 PARAMS_MEMBER(min_penalty), //
164 PARAMS_MEMBER(max_iter), //
165 PARAMS_MEMBER(max_time), //
166 PARAMS_MEMBER(print_interval), //
167 PARAMS_MEMBER(print_precision), //
168 PARAMS_MEMBER(single_penalty_factor), //
169);
170
171#if ALPAQA_WITH_OCP
172PARAMS_TABLE(PANOCOCPParams<config_t>,
173 PARAMS_MEMBER(Lipschitz), //
174 PARAMS_MEMBER(max_iter), //
175 PARAMS_MEMBER(max_time), //
176 PARAMS_MEMBER(min_linesearch_coefficient), //
177 PARAMS_MEMBER(linesearch_strictness_factor), //
178 PARAMS_MEMBER(L_min), //
179 PARAMS_MEMBER(L_max), //
180 PARAMS_MEMBER(L_max_inc), //
181 PARAMS_MEMBER(stop_crit), //
182 PARAMS_MEMBER(max_no_progress), //
183 PARAMS_MEMBER(gn_interval), //
184 PARAMS_MEMBER(gn_sticky), //
185 PARAMS_MEMBER(reset_lbfgs_on_gn_step), //
186 PARAMS_MEMBER(lqr_factor_cholesky), //
187 PARAMS_MEMBER(lbfgs_params), //
188 PARAMS_MEMBER(print_interval), //
189 PARAMS_MEMBER(print_precision), //
190 PARAMS_MEMBER(quadratic_upperbound_tolerance_factor), //
191 PARAMS_MEMBER(linesearch_tolerance_factor), //
192 PARAMS_MEMBER(disable_acceleration), //
193);
194#endif
finite_diff
vec finite_diff(const std::function< real_t(crvec)> &f, crvec x)
Definition gradient-checker.cpp:182
PARAMS_MEMBER
#define PARAMS_MEMBER(name)
Helper macro to easily initialize a alpaqa::params::attribute_table_t.
Definition structs.hpp:31
PARAMS_ALIAS_TABLE
#define PARAMS_ALIAS_TABLE(type_,...)
Helper macro to easily specialize alpaqa::params::attribute_alias_table.
Definition structs.hpp:45
PARAMS_TABLE
#define PARAMS_TABLE(type_,...)
Helper macro to easily specialize alpaqa::params::attribute_table.
Definition structs.hpp:22
PARAMS_MEMBER_ALIAS
#define PARAMS_MEMBER_ALIAS(alias, name)
Helper macro to easily initialize a alpaqa::params::attribute_alias_table_t.
Definition structs.hpp:55
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