ALMSolver< InnerSolverT > Class Template Reference

#include <panoc-alm/decl/alm.hpp>

Detailed Description

template<class InnerSolverT = PANOCSolver<>>
class pa::ALMSolver< InnerSolverT >

Augmented Lagrangian Method solver.

Examples

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

Definition at line 82 of file decl/alm.hpp.

Collaboration diagram for ALMSolver< InnerSolverT >:

Classes
struct	Stats

Public Types
using	Params = ALMParams
using	InnerSolver = InnerSolverT

Public Member Functions
	ALMSolver (Params params, InnerSolver &&inner_solver)
	ALMSolver (Params params, const InnerSolver &inner_solver)
Stats	operator() (const Problem &problem, rvec y, rvec x)
std::string	get_name () const
void	stop ()
	Abort the computation and return the result so far. More...
const Params &	get_params () const

Public Attributes
InnerSolver	inner_solver

Private Attributes
Params	params

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Class Documentation

pa::ALMSolver::Stats

struct pa::ALMSolver::Stats

Collaboration diagram for ALMSolver< InnerSolverT >::Stats:

Class Members
unsigned	outer_iterations
microseconds	elapsed_time
unsigned	initial_penalty_reduced
unsigned	penalty_reduced
unsigned	inner_convergence_failures
real_t	ε
real_t	δ
real_t	norm_penalty
SolverStatus	status
InnerStatsAccumulator< typename Stats >	inner

Member Typedef Documentation

Params

using Params = ALMParams

Definition at line 84 of file decl/alm.hpp.

InnerSolver

using InnerSolver = InnerSolverT

Definition at line 85 of file decl/alm.hpp.

Constructor & Destructor Documentation

ALMSolver() [1/2]

ALMSolver ( Params  params, InnerSolver &&  inner_solver  )

inline

Definition at line 102 of file decl/alm.hpp.

ALMSolver() [2/2]

ALMSolver ( Params  params, const InnerSolver &  inner_solver  )

inline

Definition at line 105 of file decl/alm.hpp.

Member Function Documentation

operator()()

ALMSolver< InnerSolverT >::Stats operator()	(	const Problem &	problem,
		rvec	y,
		rvec	x
	)

Definition at line 17 of file alm.hpp.

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get_name()

std::string get_name ( ) const

inline

Definition at line 110 of file decl/alm.hpp.

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stop()

void stop ( )

inline

Abort the computation and return the result so far.

Can be called from other threads or signal handlers.

Definition at line 116 of file decl/alm.hpp.

get_params()

const Params& get_params ( ) const

inline

Definition at line 118 of file decl/alm.hpp.

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Member Data Documentation

params

Params params

private

Definition at line 121 of file decl/alm.hpp.

inner_solver

InnerSolver inner_solver

Definition at line 124 of file decl/alm.hpp.

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

• decl/alm.hpp