main Namespace Reference

Variables
	H
	A = np.array([[2, 1]])
	b = np.array([-1])
	x = cs.SX.sym("x", 2)
	f = cs.Function("f", [x], [0.5 * cs.dot(x, H @ x)])
	g = cs.Function("g", [x], [A @ x])
	problem = pa.generate_and_compile_casadi_problem(f, g, "example_name")
	lowerbound
	upperbound
	almparam
	panocparam
	lbfgsparam
	solver
	y = np.array([1])
	x_sol
	y_sol
	stats

Variable Documentation

H

H

Initial value:

=  np.array([[3, -1], 
              [-1, 3]])

Definition at line 8 of file main.py.

A

A = np.array([[2, 1]])

Definition at line 10 of file main.py.

b

b = np.array([-1])

Definition at line 11 of file main.py.

x

x = cs.SX.sym("x", 2)

Definition at line 13 of file main.py.

f

f = cs.Function("f", [x], [0.5 * cs.dot(x, H @ x)])

Definition at line 14 of file main.py.

g

g = cs.Function("g", [x], [A @ x])

Definition at line 15 of file main.py.

problem

problem = pa.generate_and_compile_casadi_problem(f, g, "example_name")

Definition at line 16 of file main.py.

lowerbound

lowerbound

Definition at line 19 of file main.py.

upperbound

upperbound

Definition at line 20 of file main.py.

almparam

almparam

Initial value:

=  pa.ALMParams(
    ε = 1e-8,            # tolerance
    δ = 1e-8,
    Δ = 10,              # penalty update factor
    max_iter = 20,
    print_interval = 1,
)

Examples

CUTEst/Rosenbrock/main.cpp, and CasADi/Rosenbrock/main.cpp.

Definition at line 25 of file main.py.

panocparam

panocparam

Initial value:

=  pa.PANOCParams(
    max_iter = 500,
    print_interval = 10,
)

Examples

CUTEst/Rosenbrock/main.cpp, and CasADi/Rosenbrock/main.cpp.

Definition at line 33 of file main.py.

lbfgsparam

lbfgsparam

Initial value:

=  pa.LBFGSParams(
    memory = 2,
)

Examples

CUTEst/Rosenbrock/main.cpp, and CasADi/Rosenbrock/main.cpp.

Definition at line 38 of file main.py.

solver

solver

Initial value:

=  pa.ALMSolver(
    almparam,                               # Params for outer solver
    pa.PANOCSolver(panocparam, lbfgsparam), # Inner solver
)

Definition at line 43 of file main.py.

y

y = np.array([1])

Definition at line 50 of file main.py.

x_sol

x_sol

Definition at line 53 of file main.py.

y_sol

y_sol

Definition at line 53 of file main.py.

stats

stats

Definition at line 53 of file main.py.