LipschitzEstimateParams< Conf > Struct Template Reference

#include <alpaqa/include/alpaqa/inner/internal/lipschitz.hpp>

Detailed Description

template<Config Conf = DefaultConfig>
struct alpaqa::LipschitzEstimateParams< Conf >

Definition at line 8 of file lipschitz.hpp.

Collaboration diagram for LipschitzEstimateParams< Conf >:

Public Member Functions
void	verify () const

Public Attributes
real_t	L_0 = 0
	Initial estimate of the Lipschitz constant of ∇ψ(x)
real_t	ε = real_t(1e-6)
	Relative step size for initial finite difference Lipschitz estimate.
real_t	δ = real_t(1e-12)
	Minimum step size for initial finite difference Lipschitz estimate.
real_t	Lγ_factor = real_t(0.95)
	Factor that relates step size γ and Lipschitz constant.

Member Function Documentation

verify()

void verify ( ) const

inline

Definition at line 22 of file lipschitz.hpp.

Member Data Documentation

L_0

real_t L_0 = 0

Initial estimate of the Lipschitz constant of ∇ψ(x)

Definition at line 12 of file lipschitz.hpp.

ε

real_t ε = real_t(1e-6)

Relative step size for initial finite difference Lipschitz estimate.

Definition at line 14 of file lipschitz.hpp.

δ

real_t δ = real_t(1e-12)

Minimum step size for initial finite difference Lipschitz estimate.

Definition at line 16 of file lipschitz.hpp.

Lγ_factor

real_t Lγ_factor = real_t(0.95)

Factor that relates step size γ and Lipschitz constant.

Parameter α in Algorithm 2 of [1]. \( 0 < \alpha < 1 \)

Definition at line 20 of file lipschitz.hpp.

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The documentation for this struct was generated from the following file:

• lipschitz.hpp