|
PANOC-ALM
quadratic-penalty
Nonconvex constrained optimization
|
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 | |
| name = "minimal_example" |
Definition at line 8 of file rosenbrock.py.
| x = cs.SX.sym("x") |
Definition at line 11 of file rosenbrock.py.
| y = cs.SX.sym("y") |
Definition at line 12 of file rosenbrock.py.
| p = cs.SX.sym("p") |
Definition at line 15 of file rosenbrock.py.
Definition at line 19 of file rosenbrock.py.
Definition at line 20 of file rosenbrock.py.
Definition at line 23 of file rosenbrock.py.
Definition at line 25 of file rosenbrock.py.
| g = cs.vertcat(constraint_g_cubic, constraint_g_linear) |
Definition at line 26 of file rosenbrock.py.
Definition at line 27 of file rosenbrock.py.
| cgen |
Definition at line 33 of file rosenbrock.py.
| n |
Definition at line 33 of file rosenbrock.py.
| m |
Definition at line 33 of file rosenbrock.py.
| num_p |
Definition at line 33 of file rosenbrock.py.
Definition at line 37 of file rosenbrock.py.
| lowerbound |
Definition at line 39 of file rosenbrock.py.
| upperbound |
Definition at line 40 of file rosenbrock.py.
| innersolver = pa.StructuredPANOCLBFGSSolver() |
Definition at line 46 of file rosenbrock.py.
| solver = pa.ALMSolver(pa.ALMParams(), innersolver) |
Definition at line 50 of file rosenbrock.py.
| param |
Definition at line 53 of file rosenbrock.py.
| x_sol = np.array([1.0, 2.0]) |
Definition at line 56 of file rosenbrock.py.
| y_sol = np.zeros((m,)) |
Definition at line 57 of file rosenbrock.py.
| stats |
Definition at line 60 of file rosenbrock.py.
| Y |
Definition at line 74 of file rosenbrock.py.
Definition at line 75 of file rosenbrock.py.
| color |
Definition at line 83 of file rosenbrock.py.
| label |
Definition at line 83 of file rosenbrock.py.
| marker |
Definition at line 84 of file rosenbrock.py.