PANOC-ALM  quadratic-penalty
Nonconvex constrained optimization
lipschitz.hpp
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1 #pragma once
2 
3 #include <panoc-alm/util/vec.hpp>
4 
5 namespace pa {
6 
7 struct LipschitzEstimateParams {
9  real_t L₀ = 0;
11  real_t ε = 1e-6;
13  real_t δ = 1e-12;
15  real_t Lγ_factor = 0.95;
16 };
17 
18 } // namespace pa
pa::LipschitzEstimateParams::L₀
real_t L₀
Initial estimate of the Lipschitz constant of ∇ψ(x)
Definition: lipschitz.hpp:9
pa
Definition: alm.hpp:10
pa::LipschitzEstimateParams::ε
real_t ε
Relative step size for initial finite difference Lipschitz estimate.
Definition: lipschitz.hpp:11
pa::LipschitzEstimateParams
Definition: lipschitz.hpp:7
pa::LipschitzEstimateParams::δ
real_t δ
Minimum step size for initial finite difference Lipschitz estimate.
Definition: lipschitz.hpp:13
vec.hpp
pa::LipschitzEstimateParams::Lγ_factor
real_t Lγ_factor
Factor that relates step size γ and Lipschitz constant.
Definition: lipschitz.hpp:15
pa::real_t
double real_t
Default floating point type.
Definition: vec.hpp:8
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