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PANOC-ALM
quadratic-penalty
Nonconvex constrained optimization
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Utilities for loading external problems, such as problems from the CUTEst test problems or functions exported by CasADi.
Classes | |
| class | CasADiFunctionEvaluator< N_in, N_out > |
| Class for evaluating CasADi functions, allocating the necessary workspace storage in advance for allocation-free evaluations. More... | |
| class | CasADiFun_1Vi1So |
| Wrapper for CasADiFunctionEvaluator with 1 vector input, scalar output. More... | |
| class | CasADiFun_2Vi1So |
| Wrapper for CasADiFunctionEvaluator with 2 vector inputs, scalar output. More... | |
| class | CasADiFun_1Vi1Vo |
| Wrapper for CasADiFunctionEvaluator with 1 vector input, 1 vector output. More... | |
| class | CasADiFun_2Vi1Vo |
| Wrapper for CasADiFunctionEvaluator with 2 vector inputs, 1 vector output. More... | |
| class | CasADiFun_2Vi1Mo |
| Wrapper for CasADiFunctionEvaluator with 2 vector inputs, 1 matrix output. More... | |
| class | CasADiFun_3Vi1Mo |
| Wrapper for CasADiFunctionEvaluator with 3 vector inputs, 1 matrix output. More... | |
| class | CasADiFun_3Vi1Vo |
| Wrapper for CasADiFunctionEvaluator with 3 vector inputs, 1 vector output. More... | |
| class | CasADiFun_4Vi1Vo |
| Wrapper for CasADiFunctionEvaluator with 4 vector inputs, 1 vector output. More... | |
| class | CUTEstProblem |
| Wrapper for CUTEst problems loaded from an external shared library. More... | |
Functions | |
| std::function< pa::Problem::f_sig > | load_CasADi_objective (const std::string &so_name, const std::string &fun_name="f") |
| Load an objective function generated by CasADi. More... | |
| std::function< pa::Problem::grad_f_sig > | load_CasADi_gradient_objective (const std::string &so_name, const std::string &fun_name="grad_f") |
| Load the gradient of an objective function generated by CasADi. More... | |
| std::function< pa::Problem::g_sig > | load_CasADi_constraints (const std::string &so_name, const std::string &fun_name="g") |
| Load a constraint function generated by CasADi. More... | |
| std::function< pa::Problem::grad_g_prod_sig > | load_CasADi_gradient_constraints_prod (const std::string &so_name, const std::string &fun_name="grad_g") |
| Load the gradient-vector product of a constraint function generated by CasADi. More... | |
| std::function< pa::Problem::hess_L_sig > | load_CasADi_hessian_lagrangian (const std::string &so_name, const std::string &fun_name="hess_L") |
| Load the Hessian of a Lagrangian function generated by CasADi. More... | |
| std::function< pa::Problem::hess_L_prod_sig > | load_CasADi_hessian_lagrangian_prod (const std::string &so_name, const std::string &fun_name="hess_L_prod") |
| Load the Hessian-vector product of a Lagrangian function generated by CasADi. More... | |
| pa::Problem | load_CasADi_problem (const std::string &filename, unsigned n, unsigned m, bool second_order=false) |
| Load a problem generated by CasADi (without parameters). More... | |
| pa::ProblemWithParam | load_CasADi_problem_with_param (const std::string &filename, unsigned n, unsigned m, bool second_order=false) |
| Load a problem generated by CasADi (with parameters). More... | |
| pa::ProblemFull | load_CasADi_problem_full (const char *filename, unsigned n, unsigned m1, unsigned m2, bool second_order=false) |
| Load a problem generated by CasADi (without parameters). More... | |
| pa::ProblemFullWithParam | load_CasADi_problem_full_with_param (const char *filename, unsigned n, unsigned m1, unsigned m2, bool second_order=false) |
| Load a problem generated by CasADi (with parameters). More... | |
| std::function< pa::Problem::f_sig > load_CasADi_objective | ( | const std::string & | so_name, |
| const std::string & | fun_name = "f" |
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Load an objective function generated by CasADi.
Definition at line 8 of file CasADiLoader.cpp.
| std::function< pa::Problem::grad_f_sig > load_CasADi_gradient_objective | ( | const std::string & | so_name, |
| const std::string & | fun_name = "grad_f" |
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Load the gradient of an objective function generated by CasADi.
Definition at line 12 of file CasADiLoader.cpp.
| std::function< pa::Problem::g_sig > load_CasADi_constraints | ( | const std::string & | so_name, |
| const std::string & | fun_name = "g" |
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Load a constraint function generated by CasADi.
Definition at line 17 of file CasADiLoader.cpp.
| std::function< pa::Problem::grad_g_prod_sig > load_CasADi_gradient_constraints_prod | ( | const std::string & | so_name, |
| const std::string & | fun_name = "grad_g" |
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Load the gradient-vector product of a constraint function generated by CasADi.
Definition at line 22 of file CasADiLoader.cpp.
| std::function< pa::Problem::hess_L_sig > load_CasADi_hessian_lagrangian | ( | const std::string & | so_name, |
| const std::string & | fun_name = "hess_L" |
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Load the Hessian of a Lagrangian function generated by CasADi.
Definition at line 33 of file CasADiLoader.cpp.
| std::function< pa::Problem::hess_L_prod_sig > load_CasADi_hessian_lagrangian_prod | ( | const std::string & | so_name, |
| const std::string & | fun_name = "hess_L_prod" |
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Load the Hessian-vector product of a Lagrangian function generated by CasADi.
Definition at line 53 of file CasADiLoader.cpp.
| pa::Problem load_CasADi_problem | ( | const std::string & | filename, |
| unsigned | n, | ||
| unsigned | m, | ||
| bool | second_order = false |
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Load a problem generated by CasADi (without parameters).
| filename | Filename of the shared library to load the functions from. |
| n | Number of decision variables ( \( x \in \mathbb{R}^n \)). |
| m | Number of general constraints ( \( g(x) \in \mathbb{R}^m \)). |
| second_order | Load the additional functions required for second-order PANOC. |
The file should contain functions with the names f, grad_f, g and grad_g. These functions evaluate the objective function, its gradient, the constraints, and the constraint gradient times a vector respecitvely. If second_order is true, additional functions hess_L and hess_L_prod should be provided to evaluate the Hessian of the Lagrangian and Hessian-vector products.
Definition at line 58 of file CasADiLoader.cpp.
Here is the caller graph for this function:| pa::ProblemWithParam load_CasADi_problem_with_param | ( | const std::string & | filename, |
| unsigned | n, | ||
| unsigned | m, | ||
| bool | second_order = false |
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| ) |
Load a problem generated by CasADi (with parameters).
| filename | Filename of the shared library to load the functions from. |
| n | Number of decision variables ( \( x \in \mathbb{R}^n \)). |
| m | Number of general constraints ( \( g(x) \in \mathbb{R}^m \)). |
| second_order | Load the additional functions required for second-order PANOC. |
The file should contain functions with the names f, grad_f, g and grad_g. These functions evaluate the objective function, its gradient, the constraints, and the constraint gradient times a vector respecitvely. If second_order is true, additional functions hess_L and hess_L_prod should be provided to evaluate the Hessian of the Lagrangian and Hessian-vector products.
Definition at line 107 of file CasADiLoader.cpp.
Here is the caller graph for this function:| pa::ProblemFull load_CasADi_problem_full | ( | const char * | filename, |
| unsigned | n, | ||
| unsigned | m1, | ||
| unsigned | m2, | ||
| bool | second_order = false |
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| ) |
Load a problem generated by CasADi (without parameters).
| filename | Filename of the shared library to load the functions from. |
| n | Number of decision variables ( \( x \in \mathbb{R}^n \)). |
| m1 | Number of ALM constraints ( \( g1(x) \in \mathbb{R}^m1 \)). |
| m2 | Number of quadratic penalty constraints ( \( g2(x) \in \mathbb{R}^m2 \)). |
| second_order | Load the additional functions required for second-order PANOC. |
The file should contain functions with the names f, grad_f, g1, grad_g1, g2 and grad_g2. These functions evaluate the objective function, its gradient, the constraints, and the constraint gradient times a vector respecitvely. If second_order is true, additional functions hess_L and hess_L_prod should be provided to evaluate the Hessian of the Lagrangian and Hessian-vector products.
Definition at line 159 of file CasADiLoader.cpp.
Here is the caller graph for this function:| pa::ProblemFullWithParam load_CasADi_problem_full_with_param | ( | const char * | filename, |
| unsigned | n, | ||
| unsigned | m1, | ||
| unsigned | m2, | ||
| bool | second_order = false |
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| ) |
Load a problem generated by CasADi (with parameters).
| filename | Filename of the shared library to load the functions from. |
| n | Number of decision variables ( \( x \in \mathbb{R}^n \)). |
| m1 | Number of ALM constraints ( \( g1(x) \in \mathbb{R}^m1 \)). |
| m2 | Number of quadratic penalty constraints ( \( g2(x) \in \mathbb{R}^m2 \)). |
| second_order | Load the additional functions required for second-order PANOC. |
The file should contain functions with the names f, grad_f, g1, grad_g1, g2 and grad_g2. These functions evaluate the objective function, its gradient, the constraints, and the constraint gradient times a vector respecitvely. If second_order is true, additional functions hess_L and hess_L_prod should be provided to evaluate the Hessian of the Lagrangian and Hessian-vector products.
Definition at line 220 of file CasADiLoader.cpp.
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