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| real_t | calc_ψ_ŷ (const Problem &p, crvec x, crvec y, crvec Σ, rvec ŷ) |
| | Calculate both ψ(x) and the vector ŷ that can later be used to compute ∇ψ. More...
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| real_t | calc_ψ_ŷ (const ProblemFull &p, crvec x, crvec y, crvec Σ1, crvec Σ2, rvec ŷ1, rvec ŷ2) |
| | Calculate both ψ(x) and the vector ŷ that can later be used to compute ∇ψ. More...
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| void | calc_grad_ψ_from_ŷ (const Problem &p, crvec x, crvec ŷ, rvec grad_ψ, rvec work_n) |
| | Calculate ∇ψ(x) using ŷ. More...
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| void | calc_grad_ψ_from_ŷ (const ProblemFull &p, crvec x, crvec ŷ1, crvec ŷ2, rvec grad_ψ, rvec work_n) |
| | Calculate ∇ψ(x) using ŷ. More...
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| real_t | calc_ψ_grad_ψ (const Problem &p, crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) |
| | Calculate both ψ(x) and its gradient ∇ψ(x). More...
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| real_t | calc_ψ_grad_ψ (const ProblemFull &p, crvec x, crvec y, crvec Σ1, crvec Σ2, rvec grad_ψ, rvec work_n, rvec work_m1, rvec work_m2) |
| | Calculate both ψ(x) and its gradient ∇ψ(x). More...
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| void | calc_grad_ψ (const Problem &p, crvec x, crvec y, crvec Σ, rvec grad_ψ, rvec work_n, rvec work_m) |
| | Calculate the gradient ∇ψ(x). More...
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| void | calc_grad_ψ (const ProblemFull &p, crvec x, crvec y, crvec Σ1, crvec Σ2, rvec grad_ψ, rvec work_n, rvec work_m1, rvec work_m2) |
| | Calculate the gradient ∇ψ(x). More...
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| void | calc_err_z (const Problem &p, crvec x̂, crvec y, crvec Σ, rvec err_z) |
| | Calculate the error between ẑ and g(x). More...
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| void | calc_err_z (const ProblemFull &p, crvec x̂, crvec y, crvec Σ1, rvec err_z1, rvec err_z2) |
| | Calculate the error between ẑ and g(x). More...
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| auto | projected_gradient_step (const Box &C, real_t γ, crvec x, crvec grad_ψ) |
| | Projected gradient step. More...
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| template<typename ProblemT > |
| void | calc_x̂ (const ProblemT &prob, real_t γ, crvec x, crvec grad_ψ, rvec x̂, rvec p) |
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| real_t | calc_error_stop_crit (PANOCStopCrit crit, crvec pₖ, real_t γ, crvec xₖ, crvec grad_̂ψₖ, crvec grad_ψₖ, const Box &C) |
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| real_t | descent_lemma (const Problem &problem, real_t rounding_tolerance, real_t L_max, crvec xₖ, real_t ψₖ, crvec grad_ψₖ, crvec y, crvec Σ, rvec x̂ₖ, rvec pₖ, rvec ŷx̂ₖ, real_t &ψx̂ₖ, real_t &norm_sq_pₖ, real_t &grad_ψₖᵀpₖ, real_t &Lₖ, real_t &γₖ) |
| | Increase the estimate of the Lipschitz constant of the objective gradient and decrease the step size until quadratic upper bound or descent lemma is satisfied: More...
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| real_t | descent_lemma (const ProblemFull &problem, real_t rounding_tolerance, real_t L_max, crvec xₖ, real_t ψₖ, crvec grad_ψₖ, crvec y, crvec Σ1, crvec Σ2, rvec x̂ₖ, rvec pₖ, rvec ŷx̂ₖ1, rvec ŷx̂ₖ2, real_t &ψx̂ₖ, real_t &norm_sq_pₖ, real_t &grad_ψₖᵀpₖ, real_t &Lₖ, real_t &γₖ) |
| | Increase the estimate of the Lipschitz constant of the objective gradient and decrease the step size until quadratic upper bound or descent lemma is satisfied: More...
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| template<class ParamsT , class DurationT > |
| SolverStatus | check_all_stop_conditions (const ParamsT ¶ms, DurationT time_elapsed, unsigned iteration, const AtomicStopSignal &stop_signal, real_t ε, real_t εₖ, unsigned no_progress) |
| | Check all stop conditions (required tolerance reached, out of time, maximum number of iterations exceeded, interrupted by user, infinite iterate, no progress made) More...
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| void | calc_augmented_lagrangian_hessian (const Problem &problem, crvec xₖ, crvec ŷxₖ, crvec y, crvec Σ, rvec g, mat &H, rvec work_n) |
| | Compute the Hessian matrix of the augmented Lagrangian function. More...
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| void | calc_augmented_lagrangian_hessian_prod_fd (const Problem &problem, crvec xₖ, crvec y, crvec Σ, crvec grad_ψ, crvec v, rvec Hv, rvec work_n1, rvec work_n2, rvec work_m) |
| | Compute the Hessian matrix of the augmented Lagrangian function multiplied by the given vector, using finite differences. More...
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| real_t | initial_lipschitz_estimate (const Problem &problem, crvec xₖ, crvec y, crvec Σ, real_t ε, real_t δ, real_t L_min, real_t L_max, real_t &ψ, rvec grad_ψ, rvec work_n1, rvec work_n2, rvec work_n3, rvec work_m) |
| | Estimate the Lipschitz constant of the gradient \( \nabla \psi \) using finite differences. More...
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| real_t | initial_lipschitz_estimate (const Problem &problem, crvec xₖ, crvec y, crvec Σ, real_t ε, real_t δ, real_t L_min, real_t L_max, rvec grad_ψ, rvec work_n1, rvec work_n2, rvec work_n3, rvec work_m) |
| | Estimate the Lipschitz constant of the gradient \( \nabla \psi \) using finite differences. More...
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| real_t | initial_lipschitz_estimate (const ProblemFull &problem, crvec xₖ, crvec y, crvec Σ1, crvec Σ2, real_t ε, real_t δ, real_t &ψ, rvec grad_ψ, rvec work_n1, rvec work_n2, rvec work_n3, rvec work_m1, rvec work_m2) |
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Include dependency graph for panoc-helpers.hpp: