SecondOrderPANOCSolver Class Reference

#include <panoc-alm/inner/decl/second-order-panoc.hpp>

Detailed Description

Second order PANOC solver for ALM.

Definition at line 49 of file decl/second-order-panoc.hpp.

Collaboration diagram for SecondOrderPANOCSolver:

Classes
struct	ProgressInfo
struct	Stats

Public Types
using	Params = SecondOrderPANOCParams

Public Member Functions
	SecondOrderPANOCSolver (Params params)
Stats	operator() (const Problem &problem, crvec Σ, real_t ε, bool always_overwrite_results, rvec x, rvec y, rvec err_z)
SecondOrderPANOCSolver &	set_progress_callback (std::function< void(const ProgressInfo &)> cb)
std::string	get_name () const
void	stop ()
const Params &	get_params () const

Private Attributes
Params	params
AtomicStopSignal	stop_signal
std::function< void(const ProgressInfo &)>	progress_cb

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Class Documentation

pa::SecondOrderPANOCSolver::ProgressInfo

struct pa::SecondOrderPANOCSolver::ProgressInfo

Collaboration diagram for SecondOrderPANOCSolver::ProgressInfo:

Class Members
unsigned	k
crvec	x
crvec	p
real_t	norm_sq_p
crvec	x_hat
real_t	ψ
crvec	grad_ψ
real_t	ψ_hat
crvec	grad_ψ_hat
real_t	L
real_t	γ
real_t	ε
crvec	Σ
crvec	y
const Problem &	problem
const Params &	params

pa::SecondOrderPANOCSolver::Stats

struct pa::SecondOrderPANOCSolver::Stats

Collaboration diagram for SecondOrderPANOCSolver::Stats:

Class Members
SolverStatus	status
real_t	ε
microseconds	elapsed_time
unsigned	iterations
unsigned	newton_failures
unsigned	linesearch_failures
unsigned	τ_1_accepted
unsigned	count_τ
real_t	sum_τ

Member Typedef Documentation

Params

using Params = SecondOrderPANOCParams

Definition at line 51 of file decl/second-order-panoc.hpp.

Constructor & Destructor Documentation

SecondOrderPANOCSolver()

SecondOrderPANOCSolver ( Params  params )

inline

Definition at line 84 of file decl/second-order-panoc.hpp.

Member Function Documentation

operator()()

SecondOrderPANOCSolver::Stats operator() ( const Problem &  problem, crvec  Σ, real_t  ε, bool  always_overwrite_results, rvec  x, rvec  y, rvec  err_z  )

inline

Parameters

[in]	problem	Problem description
[in]	Σ	Constraint weights \( \Sigma \)
[in]	ε	Tolerance \( \varepsilon \)
[in]	always_overwrite_results	Overwrite x, y and err_z even if not converged
[in,out]	x	Decision variable \( x \)
[in,out]	y	Lagrange multipliers \( y \)
[out]	err_z	Slack variable error \( g(x) - z \)

Definition at line 19 of file second-order-panoc.hpp.

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set_progress_callback()

SecondOrderPANOCSolver & set_progress_callback ( std::function< void(const ProgressInfo &)>  cb )

inline

Definition at line 95 of file decl/second-order-panoc.hpp.

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get_name()

std::string get_name ( ) const

inline

Definition at line 100 of file decl/second-order-panoc.hpp.

stop()

void stop ( )

inline

Definition at line 102 of file decl/second-order-panoc.hpp.

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get_params()

const Params & get_params ( ) const

inline

Definition at line 104 of file decl/second-order-panoc.hpp.

Member Data Documentation

params

Params params

private

Definition at line 107 of file decl/second-order-panoc.hpp.

stop_signal

AtomicStopSignal stop_signal

private

Definition at line 108 of file decl/second-order-panoc.hpp.

progress_cb

std::function<void(const ProgressInfo &)> progress_cb

private

Definition at line 109 of file decl/second-order-panoc.hpp.

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

• decl/second-order-panoc.hpp
• second-order-panoc.hpp