cyqlone::qpalm::LineSearch< Vec > Struct Template Reference

Detailed Description

template<class Vec>
struct cyqlone::qpalm::LineSearch< Vec >

Definition at line 35 of file linesearch.tpp.

Classes
struct	Result

Public Types
using	vec_t = Vec

Public Member Functions
Result	operator() (auto &ctx, auto &backend, real_t η, real_t β, const vec_t &Σ, const vec_t &y, const vec_t &Ad, const vec_t &Ax, const vec_t &b_min, const vec_t &b_max)
	Perform an exact line search on the augmented Lagrangian.

Static Public Member Functions
static Result	find_stepsize_base (ABSum_t a, ABSum_t b, size_t i0, std::span< Breakpoint > pos_bp)
static Result	find_stepsize (ABSum_t a, ABSum_t b, size_t i0, std::span< Breakpoint > pos_bp, bool partition_1=true)

Public Attributes
LineSearchSettings	settings
std::vector< Breakpoint >	breakpoints

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Class Documentation

cyqlone::qpalm::LineSearch::Result

struct cyqlone::qpalm::LineSearch::Result

Class Members
real_t	τ
size_t	index

Member Typedef Documentation

vec_t

template<class Vec>

using cyqlone::qpalm::LineSearch< Vec >::vec_t = Vec

Definition at line 36 of file linesearch.tpp.

Member Function Documentation

operator()()

template<class Vec>

auto cyqlone::qpalm::LineSearch< Vec >::operator()	(	auto &	ctx,
		auto &	backend,
		real_t	η,
		real_t	β,
		const vec_t &	Σ,
		const vec_t &	y,
		const vec_t &	Ad,
		const vec_t &	Ax,
		const vec_t &	b_min,
		const vec_t &	b_max )

Perform an exact line search on the augmented Lagrangian.

Implements Algorithm 2 in the QPALM paper.

Returns

τ Optimal step size \( \tau_\star \)

Parameters

η	\( \eta = \inprod{d}{\xi} \)
β	\( \beta = \inprod{d}{\grad\tilde f_k(x^{k,\nu})} \)
Σ	Penalty factor \( \Sigma_k \) (diagonal)
y	Lagrange multipliers \( y^k \)
Ad	Matrix-vector product \( A d \)
Ax	Matrix-vector product \( A x^{k,\nu} \)
b_min	Constraint lower bound \( b_\mathrm{min} \)
b_max	Constraint upper bound \( b_\mathrm{max} \)

Definition at line 123 of file linesearch.tpp.

find_stepsize_base()

template<class Vec>

auto cyqlone::qpalm::LineSearch< Vec >::find_stepsize_base ( ABSum_t a, ABSum_t b, size_t i0, std::span< Breakpoint > pos_bp )

static

Definition at line 54 of file linesearch.tpp.

find_stepsize()

template<class Vec>

auto cyqlone::qpalm::LineSearch< Vec >::find_stepsize ( ABSum_t a, ABSum_t b, size_t i0, std::span< Breakpoint > pos_bp, bool partition_1 = true )

static

Definition at line 77 of file linesearch.tpp.

Member Data Documentation

settings

template<class Vec>

LineSearchSettings cyqlone::qpalm::LineSearch< Vec >::settings

Definition at line 37 of file linesearch.tpp.

breakpoints

template<class Vec>

std::vector<Breakpoint> cyqlone::qpalm::LineSearch< Vec >::breakpoints

Definition at line 38 of file linesearch.tpp.

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

• src/qpalm/include/cyqlone/qpalm/implementation/linesearch.tpp