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

Detailed Description

template<Config Conf>
struct alpaqa::StructuredLBFGSDirectionParams< Conf >

Parameters for the StructuredLBFGSDirection class.

Definition at line 14 of file structured-lbfgs.hpp.

Collaboration diagram for StructuredLBFGSDirectionParams< Conf >:

Public Types
enum	FailurePolicy { FallbackToProjectedGradient , UseScaledLBFGSInput }

Public Attributes
bool	hessian_vec = true
	Set this option to true to include the Hessian-vector product \( \nabla^2_{x_\mathcal{J}x_\mathcal{K}}\psi(x) q_\mathcal{K} \) from equation 12b in [2], false to leave out that term.

bool	hessian_vec_finite_differences = true
	If hessian_vec is true, set this option to true to approximate that term using finite differences instead of using AD.

bool	full_augmented_hessian = true
	If both hessian_vec and hessian_vec_finite_differences are true, set this option to true to compute the exact Hessian of the augmented Lagrangian, false to approximate it using the Hessian of the Lagrangian.

enum alpaqa::StructuredLBFGSDirectionParams::FailurePolicy	failure_policy = FallbackToProjectedGradient
	What to do when L-BFGS failed (e.g.

Member Enumeration Documentation

◆ FailurePolicy

enum FailurePolicy

Enumerator
FallbackToProjectedGradient	If L-BFGS fails, propagate the failure and tell PANOC that no accelerated step is available, causing it to accept the projected gradient step instead.
UseScaledLBFGSInput	If L-BFGS fails, return \( q_\mathcal{J} = -\gamma\nabla_{x_\mathcal{J}}\psi(x^k) -\gamma\nabla^2_{x_\mathcal{J}x_\mathcal{K}}\psi(x) q_\mathcal{K} \) as the accelerated step (effectively approximating \( \nabla_{x_\mathcal{J}x_\mathcal{J}} \approx \gamma I \)).

Definition at line 27 of file structured-lbfgs.hpp.

Member Data Documentation

◆ hessian_vec

bool hessian_vec = true

Set this option to true to include the Hessian-vector product \( \nabla^2_{x_\mathcal{J}x_\mathcal{K}}\psi(x) q_\mathcal{K} \) from equation 12b in [2], false to leave out that term.

Definition at line 18 of file structured-lbfgs.hpp.

◆ hessian_vec_finite_differences

bool hessian_vec_finite_differences = true

If hessian_vec is true, set this option to true to approximate that term using finite differences instead of using AD.

Definition at line 21 of file structured-lbfgs.hpp.

◆ full_augmented_hessian

bool full_augmented_hessian = true

If both hessian_vec and hessian_vec_finite_differences are true, set this option to true to compute the exact Hessian of the augmented Lagrangian, false to approximate it using the Hessian of the Lagrangian.

Definition at line 26 of file structured-lbfgs.hpp.

◆ failure_policy

enum alpaqa::StructuredLBFGSDirectionParams::FailurePolicy failure_policy = FallbackToProjectedGradient

What to do when L-BFGS failed (e.g.

if there were no pairs (s, y) with positive curvature).

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

structured-lbfgs.hpp