aligator
0.16.0
A versatile and efficient C++ library for real-time constrained trajectory optimization.
|
Nonmonotone Linesearch algorithm. Modifies the Armijo condition with a moving average of function values. More...
#include <aligator/core/linesearch-nonmonotone.hpp>
Public Types | |
using | Base = Linesearch<Scalar> |
using | Options |
![]() | |
using | Options |
using | Options |
Public Member Functions | |
NonmonotoneLinesearch (const Options &options) noexcept | |
Scalar | run (const std::function< Scalar(Scalar)> &f, Scalar phi0, Scalar dphi0, Scalar &a_opt) |
void | reset () noexcept |
![]() | |
Linesearch (const Linesearch::Options &options) noexcept | |
~Linesearch ()=default | |
void | setOptions (const Linesearch::Options &options) |
void | reset () |
Linesearch (const Linesearch::Options &options) noexcept | |
~Linesearch ()=default | |
void | setOptions (const Linesearch::Options &options) |
void | reset () |
Public Attributes | |
Scalar | avg_eta = 0.85 |
Weight for moving average. | |
Scalar | beta_dec = 0.5 |
Linesearch::Options | options_ |
![]() | |
Linesearch::Options | options_ |
Linesearch::Options | options_ |
Nonmonotone Linesearch algorithm. Modifies the Armijo condition with a moving average of function values.
This is the algorithm from Zhang and Hager, SiOpt 2004.
Definition at line 11 of file linesearch-nonmonotone.hpp.
using aligator::NonmonotoneLinesearch< Scalar >::Base = Linesearch<Scalar> |
Definition at line 12 of file linesearch-nonmonotone.hpp.
using aligator::Linesearch< Scalar >::Options |
Definition at line 48 of file linesearch-base.hpp.
|
inlineexplicitnoexcept |
Definition at line 17 of file linesearch-nonmonotone.hpp.
|
inline |
Definition at line 22 of file linesearch-nonmonotone.hpp.
|
inlinenoexcept |
Definition at line 45 of file linesearch-nonmonotone.hpp.
Scalar aligator::NonmonotoneLinesearch< Scalar >::avg_eta = 0.85 |
Weight for moving average.
Definition at line 51 of file linesearch-nonmonotone.hpp.
Scalar aligator::NonmonotoneLinesearch< Scalar >::beta_dec = 0.5 |
Definition at line 52 of file linesearch-nonmonotone.hpp.
Linesearch::Options aligator::Linesearch< Scalar >::options_ |
Definition at line 79 of file linesearch-base.hpp.