Optimization solvers

Detailed Description

Solvers for structured optimization problems (QP and linear-quadratic optimal control).

Topics
	Optimal control solvers
	Solvers for optimal control problems.

Classes
struct	cyqlone::qpalm::DetailedStats
struct	cyqlone::qpalm::Settings
struct	cyqlone::qpalm::SolverTimings
struct	cyqlone::qpalm::SolverStats
class	cyqlone::qpalm::Solver< Backend >

Enumerations
enum class	cyqlone::qpalm::SolverStatus {   cyqlone::qpalm::SolverStatus::Busy = 0 , cyqlone::qpalm::SolverStatus::Converged , cyqlone::qpalm::SolverStatus::MaxTime , cyqlone::qpalm::SolverStatus::MaxIter ,   cyqlone::qpalm::SolverStatus::NotFinite , cyqlone::qpalm::SolverStatus::NoProgress , cyqlone::qpalm::SolverStatus::Interrupted , cyqlone::qpalm::SolverStatus::Exception }
	Exit status of a numerical solver. More...

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Class Documentation

cyqlone::qpalm::SolverStats

struct cyqlone::qpalm::SolverStats

Class Members
unsigned	inner_iter = 0
unsigned	outer_iter = 0
real_t	stationarity = std::numeric_limits<real_t>::quiet_NaN()
real_t	primal_residual_norm = std::numeric_limits<real_t>::quiet_NaN()
real_t	max_penalty = std::numeric_limits<real_t>::quiet_NaN()
SolverTimings	timings {}
optional< DetailedStats >	detail = std::nullopt

Enumeration Type Documentation

SolverStatus

enum class cyqlone::qpalm::SolverStatus

strong

#include <cyqlone/qpalm/status.hpp>

Exit status of a numerical solver.

Enumerator
Busy	In progress.
Converged	Converged and reached given tolerance.
MaxTime	Maximum allowed execution time exceeded.
MaxIter	Maximum number of iterations exceeded.
NotFinite	Intermediate results were infinite or not-a-number.
NoProgress	No progress was made in the last iteration.
Interrupted	Solver was interrupted by the user.
Exception	An unexpected exception was thrown.

Examples

benchmarks/cyqpalm/spring-mass.cpp.

Definition at line 12 of file status.hpp.