PANOC-ALM/Doxygen/lipschitz_8hpp_source.html

#pragma once


#include <panoc-alm/util/vec.hpp>


namespace pa {


struct LipschitzEstimateParams {

    real_t L₀ = 0;

    real_t ε = 1e-6;

    real_t δ = 1e-12;

    real_t Lγ_factor = 0.95;

};


} // namespace pa

pa
Definition: alm.hpp:9

pa::LipschitzEstimateParams::Lγ_factor
real_t Lγ_factor
Factor that relates step size γ and Lipschitz constant.
Definition: lipschitz.hpp:15

pa::LipschitzEstimateParams::δ
real_t δ
Minimum step size for initial finite difference Lipschitz estimate.
Definition: lipschitz.hpp:13

pa::LipschitzEstimateParams::ε
real_t ε
Relative step size for initial finite difference Lipschitz estimate.
Definition: lipschitz.hpp:11

pa::LipschitzEstimateParams::L₀
real_t L₀
Initial estimate of the Lipschitz constant of ∇ψ(x)
Definition: lipschitz.hpp:9

pa::real_t
double real_t
Default floating point type.
Definition: vec.hpp:8

pa::LipschitzEstimateParams
Definition: lipschitz.hpp:7

vec.hpp