PANOCSolver< DirectionT > Class Template Reference

#include <alpaqa/include/alpaqa/inner/panoc.hpp>

Detailed Description

template<class DirectionT>
class alpaqa::PANOCSolver< DirectionT >

PANOC solver for ALM.

Examples

C++/CasADi/Rosenbrock/main.cpp, C++/CustomCppProblem/main.cpp, C++/DLProblem/main.cpp, C++/FortranProblem/main.cpp, and C++/SimpleUnconstrProblem/main.cpp.

Definition at line 118 of file panoc.hpp.

Collaboration diagram for PANOCSolver< DirectionT >:

Public Types
using	Problem = TypeErasedProblem< config_t >
using	Params = PANOCParams< config_t >
using	Direction = DirectionT
using	Stats = PANOCStats< config_t >
using	ProgressInfo = PANOCProgressInfo< config_t >
using	SolveOptions = InnerSolveOptions< config_t >

Public Member Functions
	PANOCSolver (const Params &params)
	PANOCSolver (const Params &params, Direction &&direction)
	PANOCSolver (const Params &params, const Direction &direction)
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 x, rvec y, crvec Σ, rvec e)
template<class P >
Stats	operator() (const P &problem, const SolveOptions &opts, rvec x)
PANOCSolver &	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
Direction	direction
std::ostream *	os = &std::cout

Private Types
using	Helpers = detail::PANOCHelpers< config_t >

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

Member Typedef Documentation

Problem

using Problem = TypeErasedProblem<config_t>

Definition at line 122 of file panoc.hpp.

Params

using Params = PANOCParams<config_t>

Definition at line 123 of file panoc.hpp.

Direction

using Direction = DirectionT

Definition at line 124 of file panoc.hpp.

Stats

using Stats = PANOCStats<config_t>

Definition at line 125 of file panoc.hpp.

ProgressInfo

using ProgressInfo = PANOCProgressInfo<config_t>

Definition at line 126 of file panoc.hpp.

SolveOptions

using SolveOptions = InnerSolveOptions<config_t>

Definition at line 127 of file panoc.hpp.

Helpers

using Helpers = detail::PANOCHelpers<config_t>

private

Definition at line 177 of file panoc.hpp.

Constructor & Destructor Documentation

PANOCSolver() [1/3]

PANOCSolver ( const Params &  params )

inline

Definition at line 129 of file panoc.hpp.

PANOCSolver() [2/3]

PANOCSolver ( const Params &  params, Direction &&  direction  )

inline

Definition at line 132 of file panoc.hpp.

PANOCSolver() [3/3]

PANOCSolver ( const Params &  params, const Direction &  direction  )

inline

Definition at line 134 of file panoc.hpp.

Member Function Documentation

operator()() [1/3]

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 26 of file panoc.tpp.

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operator()() [2/3]

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

inline

Definition at line 145 of file panoc.hpp.

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operator()() [3/3]

Stats operator() ( const P &  problem, const SolveOptions &  opts, rvec  x  )

inline

Definition at line 151 of file panoc.hpp.

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set_progress_callback()

PANOCSolver & 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 162 of file panoc.hpp.

get_name()

std::string get_name

Definition at line 21 of file panoc.tpp.

stop()

void stop ( )

inline

Definition at line 169 of file panoc.hpp.

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get_params()

const Params & get_params ( ) const

inline

Definition at line 171 of file panoc.hpp.

Member Data Documentation

params

Params params

private

Definition at line 174 of file panoc.hpp.

stop_signal

AtomicStopSignal stop_signal

private

Definition at line 175 of file panoc.hpp.

progress_cb

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

private

Definition at line 176 of file panoc.hpp.

direction

Direction direction

Definition at line 180 of file panoc.hpp.

os

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

Definition at line 181 of file panoc.hpp.

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

• panoc.hpp
• panoc.tpp