#include <alpaqa/include/alpaqa/inner/directions/panoc/structured-lbfgs.hpp>

Detailed Description

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

Examples: C++/DLProblem/main.cpp, and C++/FortranProblem/main.cpp.

Definition at line 46 of file structured-lbfgs.hpp.

Collaboration diagram for StructuredLBFGSDirection< Conf >:

Classes
struct	Params

Public Types
using	Problem = TypeErasedProblem< config_t >

using	LBFGS = alpaqa::LBFGS< config_t >

using	AcceleratorParams = typename LBFGS::Params

using	DirectionParams = StructuredLBFGSDirectionParams< config_t >

Public Member Functions
	StructuredLBFGSDirection ()=default

	StructuredLBFGSDirection (const Params &params)

	StructuredLBFGSDirection (const typename LBFGS::Params &params, const DirectionParams &directionparams={})

	StructuredLBFGSDirection (const LBFGS &lbfgs, const DirectionParams &directionparams={})

	StructuredLBFGSDirection (LBFGS &&lbfgs, const DirectionParams &directionparams={})

void	initialize (const Problem &problem, crvec y, crvec Σ, real_t γ_0, crvec x_0, crvec x̂_0, crvec p_0, crvec grad_ψx_0)

bool	has_initial_direction () const

bool	update (real_t γₖ, real_t γₙₑₓₜ, crvec xₖ, crvec xₙₑₓₜ, crvec pₖ, crvec pₙₑₓₜ, crvec grad_ψxₖ, crvec grad_ψxₙₑₓₜ)

bool	apply (real_t γₖ, crvec xₖ, crvec x̂ₖ, crvec pₖ, crvec grad_ψxₖ, rvec qₖ) const

void	changed_γ (real_t γₖ, real_t old_γₖ)

void	reset ()

std::string	get_name () const

auto	get_params () const

Public Attributes
DirectionParams	direction_params

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

Private Member Functions
void	approximate_hessian_vec_term (crvec xₖ, crvec grad_ψxₖ, rvec qₖ, crindexvec J) const

Private Attributes
const Problem *	problem = nullptr

std::optional< crvec >	y = std::nullopt

std::optional< crvec >	Σ = std::nullopt

LBFGS	lbfgs

indexvec	J_sto

vec	HqK

vec	work_n

vec	work_n2

vec	work_m

Class Documentation

◆ alpaqa::StructuredLBFGSDirection::Params

struct alpaqa::StructuredLBFGSDirection::Params

Collaboration diagram for StructuredLBFGSDirection< Conf >::Params:

Class Members
AcceleratorParams	accelerator = {}
DirectionParams	direction = {}

Member Typedef Documentation

◆ Problem

using Problem = TypeErasedProblem<config_t>

Definition at line 48 of file structured-lbfgs.hpp.

◆ LBFGS

using LBFGS = alpaqa::LBFGS<config_t>

Definition at line 49 of file structured-lbfgs.hpp.

◆ AcceleratorParams

using AcceleratorParams = typename LBFGS::Params

Definition at line 50 of file structured-lbfgs.hpp.

◆ DirectionParams

using DirectionParams = StructuredLBFGSDirectionParams<config_t>

Definition at line 51 of file structured-lbfgs.hpp.

◆ Helpers

using Helpers = detail::PANOCHelpers<config_t>

private

Definition at line 111 of file structured-lbfgs.hpp.

Constructor & Destructor Documentation

◆ StructuredLBFGSDirection() [1/5]

StructuredLBFGSDirection ( )

default

◆ StructuredLBFGSDirection() [2/5]

StructuredLBFGSDirection ( const Params & params )

inline

Definition at line 59 of file structured-lbfgs.hpp.

◆ StructuredLBFGSDirection() [3/5]

StructuredLBFGSDirection	(	const typename LBFGS::Params &	params,
		const DirectionParams &	directionparams = `{}`
	)

inline

Definition at line 61 of file structured-lbfgs.hpp.

◆ StructuredLBFGSDirection() [4/5]

StructuredLBFGSDirection	(	const LBFGS &	lbfgs,
		const DirectionParams &	directionparams = `{}`
	)

inline

Definition at line 64 of file structured-lbfgs.hpp.

◆ StructuredLBFGSDirection() [5/5]

StructuredLBFGSDirection	(	LBFGS &&	lbfgs,
		const DirectionParams &	directionparams = `{}`
	)

inline

Definition at line 67 of file structured-lbfgs.hpp.

Member Function Documentation

◆ initialize()

void initialize	(	const Problem &	problem,
		crvec	y,
		crvec	Σ,
		real_t	γ_0,
		crvec	x_0,
		crvec	x̂_0,
		crvec	p_0,
		crvec	grad_ψx_0
	)

See also: PANOCDirection::initialize

Definition at line 9 of file structured-lbfgs.tpp.

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◆ has_initial_direction()

bool has_initial_direction ( ) const

inline

See also: PANOCDirection::has_initial_direction

Definition at line 76 of file structured-lbfgs.hpp.

◆ update()

bool update	(	real_t	γₖ,
		real_t	γₙₑₓₜ,
		crvec	xₖ,
		crvec	xₙₑₓₜ,
		crvec	pₖ,
		crvec	pₙₑₓₜ,
		crvec	grad_ψxₖ,
		crvec	grad_ψxₙₑₓₜ
	)

inline

See also: PANOCDirection::update

Definition at line 79 of file structured-lbfgs.hpp.

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◆ apply()

bool apply	(	real_t	γₖ,
		crvec	xₖ,
		crvec	x̂ₖ,
		crvec	pₖ,
		crvec	grad_ψxₖ,
		rvec	qₖ
	)		const

See also: PANOCDirection::apply

Definition at line 63 of file structured-lbfgs.tpp.

◆ changed_γ()

void changed_γ	(	real_t	γₖ,
		real_t	old_γₖ
	)

inline

See also: PANOCDirection::changed_γ

Definition at line 93 of file structured-lbfgs.hpp.

◆ reset()

void reset ( )

inline

See also: PANOCDirection::reset

Definition at line 98 of file structured-lbfgs.hpp.

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◆ get_name()

std::string get_name ( ) const

inline

See also: PANOCDirection::get_name

Definition at line 101 of file structured-lbfgs.hpp.

◆ get_params()

auto get_params ( ) const

inline

Definition at line 106 of file structured-lbfgs.hpp.

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◆ approximate_hessian_vec_term()

void approximate_hessian_vec_term	(	crvec	xₖ,
		crvec	grad_ψxₖ,
		rvec	qₖ,
		crindexvec	J
	)		const

private

Definition at line 118 of file structured-lbfgs.tpp.

Member Data Documentation

◆ problem

const Problem* problem = nullptr

private

Definition at line 113 of file structured-lbfgs.hpp.

◆ y

std::optional<crvec> y = std::nullopt

private

Definition at line 115 of file structured-lbfgs.hpp.

◆ Σ

std::optional<crvec> Σ = std::nullopt

private

Definition at line 116 of file structured-lbfgs.hpp.

◆ lbfgs

LBFGS lbfgs

private

Definition at line 122 of file structured-lbfgs.hpp.

◆ J_sto

indexvec J_sto

mutableprivate

Definition at line 123 of file structured-lbfgs.hpp.

◆ HqK

vec HqK

mutableprivate

Definition at line 124 of file structured-lbfgs.hpp.

◆ work_n

vec work_n

mutableprivate

Definition at line 125 of file structured-lbfgs.hpp.

◆ work_n2

vec work_n2

mutableprivate

Definition at line 126 of file structured-lbfgs.hpp.

◆ work_m

vec work_m

mutableprivate

Definition at line 127 of file structured-lbfgs.hpp.

◆ direction_params

DirectionParams direction_params

Definition at line 133 of file structured-lbfgs.hpp.

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

Detailed Description

Classes

Public Types

Public Member Functions

Public Attributes

Private Types

Private Member Functions

Private Attributes

Class Documentation

◆ alpaqa::StructuredLBFGSDirection::Params

Member Typedef Documentation

◆ Problem

◆ LBFGS

◆ AcceleratorParams

◆ DirectionParams

◆ Helpers

Constructor & Destructor Documentation

◆ StructuredLBFGSDirection() [1/5]

◆ StructuredLBFGSDirection() [2/5]

◆ StructuredLBFGSDirection() [3/5]

◆ StructuredLBFGSDirection() [4/5]

◆ StructuredLBFGSDirection() [5/5]

Member Function Documentation

◆ initialize()

◆ has_initial_direction()

◆ update()

◆ apply()

◆ changed_γ()

◆ reset()

◆ get_name()

◆ get_params()

◆ approximate_hessian_vec_term()

Member Data Documentation

◆ problem

◆ y

◆ Σ

◆ lbfgs

◆ J_sto

◆ HqK

◆ work_n

◆ work_n2

◆ work_m

◆ direction_params