pdal.hpp

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#pragma once
 
#include "proxsuite-nlp/fwd.hpp"
#include "proxsuite-nlp/workspace.hpp"
 
namespace proxsuite {
namespace nlp {
 
template <typename _Scalar> struct ALMeritFunctionTpl {
public:
  using Scalar = _Scalar;
  PROXSUITE_NLP_DYNAMIC_TYPEDEFS(Scalar);
  using Problem = ProblemTpl<Scalar>;
  using Workspace = WorkspaceTpl<Scalar>;
  using ConstraintObject = ConstraintObjectTpl<Scalar>;
 
  ALMeritFunctionTpl(const Problem &prob, const Scalar &beta);
 
  Scalar evaluate(const ConstVectorRef &x, const std::vector<VectorRef> &lams,
                  Workspace &workspace) const;
 
  void computeGradient(const std::vector<VectorRef> &lams,
                       Workspace &workspace) const;
 
private:
  // fraction of mu to use in linesearch; reference to outer algorithm param
  const Scalar &beta_;
  const Problem &problem_;
};
 
} // namespace nlp
} // namespace proxsuite
 
#include "proxsuite-nlp/pdal.hxx"
 
#ifdef PROXSUITE_NLP_ENABLE_TEMPLATE_INSTANTIATION
#include "proxsuite-nlp/pdal.txx"
#endif