Inner solvers#

group grp_InnerSolvers

Solvers for the inner problem, such as PANOC.

template<class DirectionT> class PANOCSolver

#include <alpaqa/inner/panoc.hpp>

PANOC solver for ALM.

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 Functions

inline PANOCSolver(const Params &params)

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

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

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec x)

inline 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.

See also

std::string get_name() const

inline void stop()

inline const Params &get_params() const

Public Members

Direction direction

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

template<class DirectionT> class PANTRSolver

#include <alpaqa/inner/pantr.hpp>

PANTR solver for ALM.

Public Types

using Problem = TypeErasedProblem<config_t>

using Params = PANTRParams<config_t>

using Direction = DirectionT

using Stats = PANTRStats<config_t>

using ProgressInfo = PANTRProgressInfo<config_t>

using SolveOptions = InnerSolveOptions<config_t>

Public Functions

inline PANTRSolver(const Params &params)

inline PANTRSolver(const Params &params, Direction &&direction)

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

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec x)

inline PANTRSolver &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.

See also

std::string get_name() const

inline void stop()

inline const Params &get_params() const

Public Members

Direction direction

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

template<class DirectionT> class ZeroFPRSolver

#include <alpaqa/inner/zerofpr.hpp>

ZeroFPR solver for ALM.

Public Types

using Problem = TypeErasedProblem<config_t>

using Params = ZeroFPRParams<config_t>

using Direction = DirectionT

using Stats = ZeroFPRStats<config_t>

using ProgressInfo = ZeroFPRProgressInfo<config_t>

using SolveOptions = InnerSolveOptions<config_t>

Public Functions

inline ZeroFPRSolver(const Params &params)

inline ZeroFPRSolver(const Params &params, Direction &&direction)

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

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec x)

inline ZeroFPRSolver &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.

See also

std::string get_name() const

inline void stop()

inline const Params &get_params() const

Public Members

Direction direction

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

class LBFGSBSolver

#include <alpaqa/lbfgsb/lbfgsb-adapter.hpp>

L-BFGS-B solver for ALM.

Public Types

using Problem = TypeErasedProblem<config_t>

using Params = LBFGSBParams

using Stats = LBFGSBStats

using SolveOptions = InnerSolveOptions<config_t>

Public Functions

inline LBFGSBSolver(const Params &params)

Stats operator()(const Problem &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec err_z)

Parameters:

problem – [in] Problem description
opts – [in] Solve options
x – [inout] Decision variable \( x \)
y – [inout] Lagrange multipliers \( y \)
Σ – [in] Constraint weights \( \Sigma \)
err_z – [out] Slack variable error \( g(x) - \Pi_D(g(x) + \Sigma^{-1} y) \)

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec u, rvec y, crvec Σ, rvec e)

std::string get_name() const

inline void stop()

inline const Params &get_params() const

Public Members

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

template<Config Conf> class LBFGSBSolver

#include <alpaqa/lbfgsb-adapter.hpp>

L-BFGS-B solver for ALM.

Public Types

using Problem = TypeErasedProblem<config_t>

using Params = ::LBFGSpp::LBFGSBParam<real_t>

using Stats = LBFGSBStats<config_t>

using SolveOptions = InnerSolveOptions<config_t>

Public Functions

inline LBFGSBSolver(const Params &params)

Stats operator()(const Problem &problem, const SolveOptions &opts, rvec x, rvec y, crvec Σ, rvec err_z)

template<class P> inline Stats operator()(const P &problem, const SolveOptions &opts, rvec u, rvec y, crvec Σ, rvec e)

std::string get_name() const

inline void stop()

inline const Params &get_params() const

Public Members

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