PANOC-ALM  quadratic-penalty
Nonconvex constrained optimization
Variables
rosenbrock Namespace Reference

Variables

string name = "minimal_example"
 
 x = cs.SX.sym("x")
 
 y = cs.SX.sym("y")
 
 p = cs.SX.sym("p")
 
tuple cost = (1 - x) ** 2 + p * (y - x ** 2) ** 2
 
tuple constraint_g_cubic = (x - 1) ** 3 - y + 1
 
int constraint_g_linear = x + y - 2
 
 X = cs.vertcat(x, y)
 
 cost_function = cs.Function("f", [X, p], [cost])
 
 g = cs.vertcat(constraint_g_cubic, constraint_g_linear)
 
 g_function = cs.Function("g", [X, p], [g])
 
 cgen
 
 n
 
 m
 
 num_p
 
 prob = pa.compile_and_load_problem(cgen, n, m, num_p, name)
 
 lowerbound
 
 upperbound
 
 innersolver = pa.StructuredPANOCLBFGSSolver()
 
 solver = pa.ALMSolver(pa.ALMParams(), innersolver)
 
 param
 
 x_sol = np.array([1.0, 2.0])
 
 y_sol = np.zeros((m,))
 
 stats
 
 Y
 
tuple Z = (1 - X) ** 2 + 100 * (Y - X ** 2) ** 2
 
 color
 
 label
 
 marker
 

Variable Documentation

◆ name

name = "minimal_example"

Definition at line 8 of file rosenbrock.py.

◆ x

x = cs.SX.sym("x")

Definition at line 11 of file rosenbrock.py.

◆ y

y = cs.SX.sym("y")

Definition at line 12 of file rosenbrock.py.

◆ p

p = cs.SX.sym("p")

Definition at line 15 of file rosenbrock.py.

◆ cost

tuple cost = (1 - x) ** 2 + p * (y - x ** 2) ** 2

Definition at line 17 of file rosenbrock.py.

◆ constraint_g_cubic

tuple constraint_g_cubic = (x - 1) ** 3 - y + 1

Definition at line 19 of file rosenbrock.py.

◆ constraint_g_linear

int constraint_g_linear = x + y - 2

Definition at line 20 of file rosenbrock.py.

◆ X

X = cs.vertcat(x, y)

Definition at line 23 of file rosenbrock.py.

◆ cost_function

cost_function = cs.Function("f", [X, p], [cost])

Definition at line 25 of file rosenbrock.py.

◆ g

Definition at line 26 of file rosenbrock.py.

◆ g_function

g_function = cs.Function("g", [X, p], [g])

Definition at line 27 of file rosenbrock.py.

◆ cgen

cgen

Definition at line 33 of file rosenbrock.py.

◆ n

n

Definition at line 33 of file rosenbrock.py.

◆ m

m

Definition at line 33 of file rosenbrock.py.

◆ num_p

num_p

Definition at line 33 of file rosenbrock.py.

◆ prob

prob = pa.compile_and_load_problem(cgen, n, m, num_p, name)

Definition at line 37 of file rosenbrock.py.

◆ lowerbound

lowerbound

Definition at line 39 of file rosenbrock.py.

◆ upperbound

upperbound

Definition at line 40 of file rosenbrock.py.

◆ innersolver

Definition at line 46 of file rosenbrock.py.

◆ solver

Definition at line 50 of file rosenbrock.py.

◆ param

param

Definition at line 53 of file rosenbrock.py.

◆ x_sol

x_sol = np.array([1.0, 2.0])

Definition at line 56 of file rosenbrock.py.

◆ y_sol

y_sol = np.zeros((m,))

Definition at line 57 of file rosenbrock.py.

◆ stats

stats

Definition at line 60 of file rosenbrock.py.

◆ Y

Y

Definition at line 74 of file rosenbrock.py.

◆ Z

tuple Z = (1 - X) ** 2 + 100 * (Y - X ** 2) ** 2

Definition at line 75 of file rosenbrock.py.

◆ color

color

Definition at line 83 of file rosenbrock.py.

◆ label

label

Definition at line 83 of file rosenbrock.py.

◆ marker

marker

Definition at line 84 of file rosenbrock.py.