#include <interop/dl/include/alpaqa/dl/dl-problem.hpp>
Class that loads a problem using dlopen
.
The shared library should export a C function with the name <symbol_prefix>_register
that accepts a void pointer with user data, and returns a struct of type alpaqa_problem_register_t that contains all data to represent the problem, as well as function pointers for all required operations. See C++/DLProblem/main.cpp
Definition at line 107 of file dl-problem.hpp.
Public Types | |
using | instance_t = DLLoader::instance_t |
using | Box = alpaqa::Box< config_t > |
Public Member Functions | |
DLProblem (std::string so_filename, std::string symbol_prefix="alpaqa_problem", void *user_param=nullptr) | |
Load a problem from a shared library. | |
real_t | eval_prox_grad_step (real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) const |
real_t | eval_f (crvec x) const |
void | eval_grad_f (crvec x, rvec grad_fx) const |
void | eval_g (crvec x, rvec gx) const |
void | eval_grad_g_prod (crvec x, crvec y, rvec grad_gxy) const |
void | eval_jac_g (crvec x, rindexvec inner_idx, rindexvec outer_ptr, rvec J_values) const |
length_t | get_jac_g_num_nonzeros () const |
void | eval_grad_gi (crvec x, index_t i, rvec grad_gi) const |
void | eval_hess_L_prod (crvec x, crvec y, real_t scale, crvec v, rvec Hv) const |
void | eval_hess_L (crvec x, crvec y, real_t scale, rindexvec inner_idx, rindexvec outer_ptr, rvec H_values) const |
length_t | get_hess_L_num_nonzeros () const |
void | eval_hess_ψ_prod (crvec x, crvec y, crvec Σ, real_t scale, crvec v, rvec Hv) const |
void | eval_hess_ψ (crvec x, crvec y, crvec Σ, real_t scale, rindexvec inner_idx, rindexvec outer_ptr, rvec H_values) const |
length_t | get_hess_ψ_num_nonzeros () const |
real_t | eval_f_grad_f (crvec x, rvec grad_fx) const |
real_t | eval_f_g (crvec x, rvec g) const |
void | eval_grad_f_grad_g_prod (crvec x, crvec y, rvec grad_f, rvec grad_gxy) const |
void | eval_grad_L (crvec x, crvec y, rvec grad_L, rvec work_n) const |
real_t | eval_ψ (crvec x, crvec y, crvec Σ, rvec ŷ) const |
void | eval_grad_ψ (crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const |
real_t | eval_ψ_grad_ψ (crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) const |
bool | provides_eval_f () const |
bool | provides_eval_grad_f () const |
bool | provides_eval_g () const |
bool | provides_eval_grad_g_prod () const |
bool | provides_eval_jac_g () const |
bool | provides_get_jac_g_num_nonzeros () const |
bool | provides_eval_grad_gi () const |
bool | provides_eval_hess_L_prod () const |
bool | provides_eval_hess_L () const |
bool | provides_get_hess_L_num_nonzeros () const |
bool | provides_eval_hess_ψ_prod () const |
bool | provides_eval_hess_ψ () const |
bool | provides_get_hess_ψ_num_nonzeros () const |
bool | provides_eval_f_grad_f () const |
bool | provides_eval_f_g () const |
bool | provides_eval_grad_f_grad_g_prod () const |
bool | provides_eval_grad_L () const |
bool | provides_eval_ψ () const |
bool | provides_eval_grad_ψ () const |
bool | provides_eval_ψ_grad_ψ () const |
bool | provides_get_box_C () const |
template<class Signature , class... Args> | |
decltype(auto) | call_extra_func (const std::string &name, Args &&...args) const |
template<class Signature , class... Args> | |
decltype(auto) | call_extra_func (const std::string &name, Args &&...args) |
length_t | get_n () const |
Number of decision variables, n. | |
length_t | get_m () const |
Number of constraints, m. | |
void | eval_proj_diff_g (crvec z, rvec p) const |
void | eval_proj_multipliers (rvec y, real_t M) const |
const Box & | get_box_C () const |
const Box & | get_box_D () const |
index_t | eval_inactive_indices_res_lna (real_t γ, crvec x, crvec grad_ψ, rindexvec J) const |
void | check () const |
Static Public Member Functions | |
static real_t | eval_proj_grad_step_box (const Box &C, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) |
Projected gradient step for rectangular box C. | |
static void | eval_prox_grad_step_box_l1_impl (const Box &C, const auto &λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) |
Proximal gradient step for rectangular box C with ℓ₁-regularization. | |
static real_t | eval_prox_grad_step_box_l1 (const Box &C, const auto &λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) |
Proximal gradient step for rectangular box C with ℓ₁-regularization. | |
static real_t | eval_prox_grad_step_box_l1_scal (const Box &C, real_t λ, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) |
Proximal gradient step for rectangular box C with ℓ₁-regularization. | |
static void | eval_proj_multipliers_box (const Box &D, rvec y, real_t M, index_t penalty_alm_split) |
Public Attributes | |
length_t | n |
Number of decision variables, dimension of x. | |
length_t | m |
Number of constraints, dimension of g(x) and z. | |
index_t | penalty_alm_split |
Components of the constraint function with indices below this number are handled using a quadratic penalty method rather than using an augmented Lagrangian method. | |
Box | C |
Constraints of the decision variables, \( x \in C \). | |
Box | D |
Other constraints, \( g(x) \in D \). | |
vec | l1_reg |
\( \ell_1 \) (1-norm) regularization parameter. | |
Private Types | |
using | dl_handle_t = std::shared_ptr< void > |
Private Member Functions | |
std::shared_ptr< void > | load_lib () const |
Open the shared library using dlopen | |
template<class F > | |
F * | load_func (std::string_view name) const |
Load a function with signature F from the library using dlsym . | |
template<class Signature > requires std::is_function_v<Signature> | |
const std::function< Signature > & | extra_func (const std::string &name) const |
template<class Ret , class... FArgs, class... Args> | |
decltype(auto) | call_extra_func_helper (const void *instance, FuncTag< Ret(const instance_t *, FArgs...)>, const std::string &name, Args &&...args) const |
template<class Ret , class... FArgs, class... Args> | |
decltype(auto) | call_extra_func_helper (void *instance, FuncTag< Ret(instance_t *, FArgs...)>, const std::string &name, Args &&...args) |
template<class Ret , class... FArgs, class... Args> | |
decltype(auto) | call_extra_func_helper (const void *, FuncTag< Ret(FArgs...)>, const std::string &name, Args &&...args) const |
Private Attributes | |
std::shared_ptr< void > | instance |
Problem instance created by the registration function, including the deleter to destroy it. | |
problem_functions_t * | functions = nullptr |
Pointer to the struct of function pointers for evaluating the objective, constraints, their gradients, etc. | |
std::string | so_filename |
std::string | symbol_prefix |
dl_handle_t | handle |
Handle to the shared library (returned by dlopen ). | |
std::shared_ptr< function_dict_t > | extra_functions |
An associative array of additional functions exposed by the problem. | |
using instance_t = DLLoader::instance_t |
Definition at line 175 of file dl-problem.hpp.
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protectedinherited |
Definition at line 29 of file dl-problem.hpp.
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inherited |
Definition at line 13 of file box-constr-problem.hpp.
DLProblem | ( | std::string | so_filename, |
std::string | symbol_prefix = "alpaqa_problem" , |
||
void * | user_param = nullptr |
||
) |
Load a problem from a shared library.
so_filename | Filename of the shared library to load. |
symbol_prefix | Prefix of the registration function. |
user_param | Pointer to custom user data to pass to the registration function. |
Definition at line 35 of file dl-problem.cpp.
auto eval_f | ( | crvec | x | ) | const |
Definition at line 78 of file dl-problem.cpp.
Definition at line 79 of file dl-problem.cpp.
Definition at line 80 of file dl-problem.cpp.
Definition at line 81 of file dl-problem.cpp.
Definition at line 83 of file dl-problem.cpp.
auto get_jac_g_num_nonzeros | ( | ) | const |
Definition at line 84 of file dl-problem.cpp.
Definition at line 82 of file dl-problem.cpp.
Definition at line 85 of file dl-problem.cpp.
auto eval_hess_L | ( | crvec | x, |
crvec | y, | ||
real_t | scale, | ||
rindexvec | inner_idx, | ||
rindexvec | outer_ptr, | ||
rvec | H_values | ||
) | const |
Definition at line 86 of file dl-problem.cpp.
auto get_hess_L_num_nonzeros | ( | ) | const |
Definition at line 87 of file dl-problem.cpp.
Definition at line 88 of file dl-problem.cpp.
auto eval_hess_ψ | ( | crvec | x, |
crvec | y, | ||
crvec | Σ, | ||
real_t | scale, | ||
rindexvec | inner_idx, | ||
rindexvec | outer_ptr, | ||
rvec | H_values | ||
) | const |
Definition at line 89 of file dl-problem.cpp.
auto get_hess_ψ_num_nonzeros | ( | ) | const |
Definition at line 90 of file dl-problem.cpp.
Definition at line 91 of file dl-problem.cpp.
Definition at line 92 of file dl-problem.cpp.
Definition at line 93 of file dl-problem.cpp.
Definition at line 94 of file dl-problem.cpp.
Definition at line 95 of file dl-problem.cpp.
Definition at line 96 of file dl-problem.cpp.
Definition at line 97 of file dl-problem.cpp.
bool provides_eval_f | ( | ) | const |
Definition at line 99 of file dl-problem.cpp.
bool provides_eval_grad_f | ( | ) | const |
Definition at line 100 of file dl-problem.cpp.
bool provides_eval_g | ( | ) | const |
Definition at line 101 of file dl-problem.cpp.
bool provides_eval_grad_g_prod | ( | ) | const |
Definition at line 102 of file dl-problem.cpp.
bool provides_eval_jac_g | ( | ) | const |
Definition at line 103 of file dl-problem.cpp.
bool provides_get_jac_g_num_nonzeros | ( | ) | const |
Definition at line 104 of file dl-problem.cpp.
bool provides_eval_grad_gi | ( | ) | const |
Definition at line 105 of file dl-problem.cpp.
bool provides_eval_hess_L_prod | ( | ) | const |
Definition at line 106 of file dl-problem.cpp.
bool provides_eval_hess_L | ( | ) | const |
Definition at line 107 of file dl-problem.cpp.
bool provides_get_hess_L_num_nonzeros | ( | ) | const |
Definition at line 108 of file dl-problem.cpp.
bool provides_eval_hess_ψ_prod | ( | ) | const |
Definition at line 109 of file dl-problem.cpp.
bool provides_eval_hess_ψ | ( | ) | const |
Definition at line 110 of file dl-problem.cpp.
bool provides_get_hess_ψ_num_nonzeros | ( | ) | const |
Definition at line 111 of file dl-problem.cpp.
bool provides_eval_f_grad_f | ( | ) | const |
Definition at line 112 of file dl-problem.cpp.
bool provides_eval_f_g | ( | ) | const |
Definition at line 113 of file dl-problem.cpp.
bool provides_eval_grad_f_grad_g_prod | ( | ) | const |
Definition at line 114 of file dl-problem.cpp.
bool provides_eval_grad_L | ( | ) | const |
Definition at line 115 of file dl-problem.cpp.
bool provides_eval_ψ | ( | ) | const |
Definition at line 116 of file dl-problem.cpp.
bool provides_eval_grad_ψ | ( | ) | const |
Definition at line 117 of file dl-problem.cpp.
bool provides_eval_ψ_grad_ψ | ( | ) | const |
Definition at line 118 of file dl-problem.cpp.
bool provides_get_box_C | ( | ) | const |
Definition at line 119 of file dl-problem.cpp.
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inline |
Definition at line 178 of file dl-problem.hpp.
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inline |
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protectedinherited |
Open the shared library using dlopen
Definition at line 10 of file dl-problem.cpp.
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protectedinherited |
Load a function with signature F
from the library using dlsym
.
Definition at line 20 of file dl-problem.cpp.
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inlineprotectedinherited |
Definition at line 44 of file dl-problem.hpp.
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inlineprotectedinherited |
Definition at line 71 of file dl-problem.hpp.
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inlineprotectedinherited |
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inlineprotectedinherited |
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inlineinherited |
Number of decision variables, n.
Definition at line 50 of file box-constr-problem.hpp.
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inlineinherited |
Number of constraints, m.
Definition at line 52 of file box-constr-problem.hpp.
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inlinestaticinherited |
Projected gradient step for rectangular box C.
\[ \begin{aligned} \hat x &= \Pi_C(x - \gamma\nabla\psi(x)) \\ p &= \hat x - x \\ &= \max(\underline x - x, \;\min(-\gamma\nabla\psi(x), \overline x - x) \end{aligned} \]
Definition at line 59 of file box-constr-problem.hpp.
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inlinestaticinherited |
Proximal gradient step for rectangular box C with ℓ₁-regularization.
\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]
Definition at line 82 of file box-constr-problem.hpp.
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inlinestaticinherited |
Proximal gradient step for rectangular box C with ℓ₁-regularization.
\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]
Definition at line 91 of file box-constr-problem.hpp.
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inlinestaticinherited |
Proximal gradient step for rectangular box C with ℓ₁-regularization.
\[ \begin{aligned} h(x) &= \|x\|_1 + \delta_C(x) \\ \hat x &= \prox_{\gamma h}(x - \gamma\nabla\psi(x)) \\ &= -\max\big( x - \overline x, \;\min\big( x - \underline x, \;\min\big( \gamma(\nabla\psi(x) + \lambda), \;\max\big( \gamma(\nabla\psi(x) - \lambda), x \big) \big) \big) \big) \end{aligned} \]
Definition at line 98 of file box-constr-problem.hpp.
Definition at line 117 of file box-constr-problem.hpp.
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inlinestaticinherited |
Definition at line 119 of file box-constr-problem.hpp.
Definition at line 141 of file box-constr-problem.hpp.
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inlineinherited |
Definition at line 146 of file box-constr-problem.hpp.
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inlineinherited |
Definition at line 148 of file box-constr-problem.hpp.
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inlineinherited |
Definition at line 151 of file box-constr-problem.hpp.
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inlineinherited |
Definition at line 188 of file box-constr-problem.hpp.
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private |
Problem instance created by the registration function, including the deleter to destroy it.
Definition at line 123 of file dl-problem.hpp.
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private |
Pointer to the struct of function pointers for evaluating the objective, constraints, their gradients, etc.
Definition at line 126 of file dl-problem.hpp.
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protectedinherited |
Definition at line 26 of file dl-problem.hpp.
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protectedinherited |
Definition at line 27 of file dl-problem.hpp.
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protectedinherited |
Handle to the shared library (returned by dlopen
).
Definition at line 31 of file dl-problem.hpp.
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protectedinherited |
An associative array of additional functions exposed by the problem.
Definition at line 34 of file dl-problem.hpp.
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inherited |
Number of decision variables, dimension of x.
Definition at line 16 of file box-constr-problem.hpp.
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inherited |
Number of constraints, dimension of g(x) and z.
Definition at line 18 of file box-constr-problem.hpp.
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inherited |
Components of the constraint function with indices below this number are handled using a quadratic penalty method rather than using an augmented Lagrangian method.
Specifically, the Lagrange multipliers for these components (which determine the shifts in ALM) are kept at zero.
Definition at line 24 of file box-constr-problem.hpp.
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inherited |
Constraints of the decision variables, \( x \in C \).
Definition at line 40 of file box-constr-problem.hpp.
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inherited |
Other constraints, \( g(x) \in D \).
Definition at line 42 of file box-constr-problem.hpp.
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inherited |
\( \ell_1 \) (1-norm) regularization parameter.
Possible dimensions are: \( 0 \) (no regularization), \( 1 \) (a single scalar factor), or \( n \) (a different factor for each variable).
Definition at line 47 of file box-constr-problem.hpp.