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PANOC-ALM
quadratic-penalty
Nonconvex constrained optimization
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#include <panoc-alm/inner/decl/panoc.hpp>
Definition at line 155 of file inner/decl/panoc.hpp.
Collaboration diagram for PANOCSolverFull< DirectionProviderT >:Public Types | |
| using | Params = PANOCParams |
| using | DirectionProvider = DirectionProviderT |
| using | Stats = PANOCStats |
| using | ProgressInfo = PANOCFullProgressInfo |
Public Member Functions | |
| PANOCSolverFull (Params params, PANOCDirection< DirectionProvider > &&direction_provider) | |
| PANOCSolverFull (Params params, const PANOCDirection< DirectionProvider > &direction_provider) | |
| Stats | operator() (const ProblemFull &problem, crvec Σ1, crvec Σ2, real_t ε, bool always_overwrite_results, rvec x, rvec y, rvec err_z1, rvec err_z2, std::chrono::microseconds time_remaining=std::chrono::microseconds(0)) |
| PANOCSolverFull & | set_progress_callback (std::function< void(const ProgressInfo &)> cb) |
| std::string | get_name () const |
| void | stop () |
| const Params & | get_params () const |
Public Attributes | |
| PANOCDirection< DirectionProvider > | direction_provider |
Private Attributes | |
| Params | params |
| AtomicStopSignal | stop_signal |
| std::function< void(const ProgressInfo &)> | progress_cb |
| using Params = PANOCParams |
Definition at line 157 of file inner/decl/panoc.hpp.
| using DirectionProvider = DirectionProviderT |
Definition at line 158 of file inner/decl/panoc.hpp.
| using Stats = PANOCStats |
Definition at line 159 of file inner/decl/panoc.hpp.
| using ProgressInfo = PANOCFullProgressInfo |
Definition at line 160 of file inner/decl/panoc.hpp.
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Definition at line 162 of file inner/decl/panoc.hpp.
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inline |
Definition at line 165 of file inner/decl/panoc.hpp.
| PANOCSolverFull< DirectionProviderT >::Stats operator() | ( | const ProblemFull & | problem, |
| crvec | Σ1, | ||
| crvec | Σ2, | ||
| real_t | ε, | ||
| bool | always_overwrite_results, | ||
| rvec | x, | ||
| rvec | y, | ||
| rvec | err_z1, | ||
| rvec | err_z2, | ||
| std::chrono::microseconds | time_remaining = std::chrono::microseconds(0) |
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| ) |
| [in] | problem | Problem description |
| [in] | Σ1 | Constraint weights \( \Sigma \) |
| [in] | Σ2 | 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_z1 | Slack variable error \( g(x) - z \) |
| [out] | err_z2 | Slack variable error \( g(x) - z \) |
| [in] | time_remaining | Time remaining |
Definition at line 329 of file inner/panoc.hpp.
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Definition at line 181 of file inner/decl/panoc.hpp.
| std::string get_name |
Definition at line 323 of file inner/panoc.hpp.
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Definition at line 188 of file inner/decl/panoc.hpp.
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Definition at line 190 of file inner/decl/panoc.hpp.
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Definition at line 193 of file inner/decl/panoc.hpp.
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private |
Definition at line 194 of file inner/decl/panoc.hpp.
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Definition at line 195 of file inner/decl/panoc.hpp.
| PANOCDirection<DirectionProvider> direction_provider |
Definition at line 198 of file inner/decl/panoc.hpp.