decl/structured-panoc-lbfgs.hpp File Reference

#include <panoc-alm/inner/decl/lbfgs-stepsize.hpp>
#include <panoc-alm/inner/decl/panoc-fwd.hpp>
#include <panoc-alm/inner/decl/panoc-stop-crit.hpp>
#include <panoc-alm/inner/directions/decl/lbfgs.hpp>
#include <panoc-alm/util/atomic_stop_signal.hpp>
#include <panoc-alm/util/lipschitz.hpp>
#include <panoc-alm/util/problem.hpp>
#include <panoc-alm/util/solverstatus.hpp>
#include <atomic>
#include <chrono>
#include <limits>
#include <string>

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Classes
struct	StructuredPANOCLBFGSParams
	Tuning parameters for the second order PANOC algorithm. More...
struct	StructuredPANOCLBFGSProgressInfo
class	StructuredPANOCLBFGSSolver
	Second order PANOC solver for ALM. More...
struct	StructuredPANOCLBFGSSolver::Stats
struct	InnerStatsAccumulator< StructuredPANOCLBFGSSolver::Stats >

Namespaces
	pa

Functions
InnerStatsAccumulator< StructuredPANOCLBFGSSolver::Stats > &	operator+= (InnerStatsAccumulator< StructuredPANOCLBFGSSolver::Stats > &acc, const StructuredPANOCLBFGSSolver::Stats &s)

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Class Documentation

pa::StructuredPANOCLBFGSParams

struct pa::StructuredPANOCLBFGSParams

Collaboration diagram for StructuredPANOCLBFGSParams:

Class Members
LipschitzEstimateParams	Lipschitz	Parameters related to the Lipschitz constant estimate and step size.
unsigned	max_iter	Maximum number of inner PANOC iterations.
microseconds	max_time	Maximum duration.
real_t	τ_min	Minimum weight factor between Newton step and projected gradient step.
real_t	L_min	Minimum Lipschitz constant estimate.
real_t	L_max	Maximum Lipschitz constant estimate.
real_t	nonmonotone_linesearch	Factor used in update for exponentially weighted nonmonotone line search. Zero means monotone line search.
PANOCStopCrit	stop_crit	What stopping criterion to use.
unsigned	max_no_progress	Maximum number of iterations without any progress before giving up.
unsigned	print_interval	When to print progress. If set to zero, nothing will be printed. If set to N != 0, progress is printed every N iterations.
real_t	quadratic_upperbound_tolerance_factor
bool	update_lipschitz_in_linesearch
bool	alternative_linesearch_cond
bool	hessian_vec_finited_differences
bool	full_augmented_hessian
LBFGSStepSize	lbfgs_stepsize

pa::StructuredPANOCLBFGSProgressInfo

struct pa::StructuredPANOCLBFGSProgressInfo

Collaboration diagram for StructuredPANOCLBFGSProgressInfo:

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

pa::StructuredPANOCLBFGSSolver::Stats

struct pa::StructuredPANOCLBFGSSolver::Stats

Collaboration diagram for StructuredPANOCLBFGSSolver::Stats:

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

pa::InnerStatsAccumulator< StructuredPANOCLBFGSSolver::Stats >

struct pa::InnerStatsAccumulator< StructuredPANOCLBFGSSolver::Stats >

Collaboration diagram for InnerStatsAccumulator< StructuredPANOCLBFGSSolver::Stats >:

Class Members
microseconds	elapsed_time
unsigned	iterations
unsigned	linesearch_failures
unsigned	lbfgs_failures
unsigned	lbfgs_rejected
unsigned	τ_1_accepted
unsigned	count_τ
real_t	sum_τ