proxsuite::nlp::ArmijoLinesearch< Scalar > Class Template Reference

Basic backtracking Armijo line-search strategy. More...

#include <proxsuite-nlp/linesearch-armijo.hpp>

Inheritance diagram for proxsuite::nlp::ArmijoLinesearch< Scalar >:

Collaboration diagram for proxsuite::nlp::ArmijoLinesearch< Scalar >:

Public Types
using	Base = Linesearch<Scalar>
using	FunctionSample = typename Base::FunctionSample
using	Polynomial = PolynomialTpl<Scalar>
using	VectorXs = typename math_types<Scalar>::VectorXs
using	Matrix2s = Eigen::Matrix<Scalar, 2, 2>
using	Vector2s = Eigen::Matrix<Scalar, 2, 1>
using	fun_t = std::function<Scalar(Scalar)>

Public Member Functions
	ArmijoLinesearch (const typename Base::Options &options)
Scalar	run (fun_t phi, const Scalar phi0, const Scalar dphi0, Scalar &alpha_try)
Scalar	minimize_interpolant (LSInterpolation strat, Scalar min_step_size, Scalar max_step_size)
	Propose a new candidate step size through safeguarded interpolation.
Public Member Functions inherited from proxsuite::nlp::Linesearch< Scalar >
	Linesearch (const Linesearch::Options &options)
	~Linesearch ()
void	setOptions (const Linesearch::Options &options)
void	reset ()

Protected Attributes
Polynomial	interpolant
std::vector< FunctionSample >	samples

Additional Inherited Members
Public Attributes inherited from proxsuite::nlp::Linesearch< Scalar >
Linesearch::Options	options_

Detailed Description

template<typename Scalar>
class proxsuite::nlp::ArmijoLinesearch< Scalar >

Basic backtracking Armijo line-search strategy.

Definition at line 45 of file linesearch-armijo.hpp.

Member Typedef Documentation

Base

template<typename Scalar >

using proxsuite::nlp::ArmijoLinesearch< Scalar >::Base = Linesearch<Scalar>

Definition at line 47 of file linesearch-armijo.hpp.

FunctionSample

template<typename Scalar >

using proxsuite::nlp::ArmijoLinesearch< Scalar >::FunctionSample = typename Base::FunctionSample

Definition at line 49 of file linesearch-armijo.hpp.

Polynomial

template<typename Scalar >

using proxsuite::nlp::ArmijoLinesearch< Scalar >::Polynomial = PolynomialTpl<Scalar>

Definition at line 50 of file linesearch-armijo.hpp.

VectorXs

template<typename Scalar >

using proxsuite::nlp::ArmijoLinesearch< Scalar >::VectorXs = typename math_types<Scalar>::VectorXs

Definition at line 51 of file linesearch-armijo.hpp.

Matrix2s

template<typename Scalar >

using proxsuite::nlp::ArmijoLinesearch< Scalar >::Matrix2s = Eigen::Matrix<Scalar, 2, 2>

Definition at line 52 of file linesearch-armijo.hpp.

Vector2s

template<typename Scalar >

using proxsuite::nlp::ArmijoLinesearch< Scalar >::Vector2s = Eigen::Matrix<Scalar, 2, 1>

Definition at line 53 of file linesearch-armijo.hpp.

fun_t

template<typename Scalar >

using proxsuite::nlp::ArmijoLinesearch< Scalar >::fun_t = std::function<Scalar(Scalar)>

Definition at line 57 of file linesearch-armijo.hpp.

Constructor & Destructor Documentation

ArmijoLinesearch()

template<typename Scalar >

proxsuite::nlp::ArmijoLinesearch< Scalar >::ArmijoLinesearch ( const typename Base::Options & options )

inline

Definition at line 55 of file linesearch-armijo.hpp.

Member Function Documentation

run()

template<typename Scalar >

Scalar proxsuite::nlp::ArmijoLinesearch< Scalar >::run ( fun_t phi, const Scalar phi0, const Scalar dphi0, Scalar & alpha_try )

inline

Definition at line 59 of file linesearch-armijo.hpp.

minimize_interpolant()

template<typename Scalar >

Scalar proxsuite::nlp::ArmijoLinesearch< Scalar >::minimize_interpolant ( LSInterpolation strat, Scalar min_step_size, Scalar max_step_size )

inline

Propose a new candidate step size through safeguarded interpolation.

Solver for the 2x2 linear system

Definition at line 150 of file linesearch-armijo.hpp.

Member Data Documentation

interpolant

template<typename Scalar >

Polynomial proxsuite::nlp::ArmijoLinesearch< Scalar >::interpolant

protected

Definition at line 225 of file linesearch-armijo.hpp.

samples

template<typename Scalar >

std::vector<FunctionSample> proxsuite::nlp::ArmijoLinesearch< Scalar >::samples

protected

Definition at line 226 of file linesearch-armijo.hpp.

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The documentation for this class was generated from the following file:

• include/proxsuite-nlp/linesearch-armijo.hpp