prox-solver.hpp File Reference

#include "proxsuite-nlp/fwd.hpp"
#include "proxsuite-nlp/problem-base.hpp"
#include "proxsuite-nlp/pdal.hpp"
#include "proxsuite-nlp/workspace.hpp"
#include "proxsuite-nlp/results.hpp"
#include "proxsuite-nlp/helpers-base.hpp"
#include "proxsuite-nlp/logger.hpp"
#include "proxsuite-nlp/bcl-params.hpp"
#include "proxsuite-nlp/bfgs-strategy.hpp"
#include <boost/mpl/bool.hpp>
#include "proxsuite-nlp/modelling/costs/squared-distance.hpp"
#include "proxsuite-nlp/linesearch-base.hpp"
#include "proxsuite-nlp/prox-solver.hxx"

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Classes
class	proxsuite::nlp::ProxNLPSolverTpl< _Scalar >

Namespaces
namespace	proxsuite
	Main package namespace.

Enumerations
enum class	MultiplierUpdateMode { NEWTON , PRIMAL , PRIMAL_DUAL }
enum class	proxsuite::nlp::HessianApprox { EXACT , GAUSS_NEWTON , BFGS , IDENTITY }
enum	InertiaFlag { INERTIA_OK = 0 , INERTIA_BAD = 1 , INERTIA_HAS_ZEROS = 2 }
enum	KktSystem { KKT_CLASSIC , KKT_PRIMAL_DUAL }

Functions
InertiaFlag	proxsuite::nlp::checkInertia (const int ndx, const int nc, const Eigen::VectorXi &signature)
	Check the matrix has the desired inertia.

Detailed Description

Copyright

Copyright (C) 2022 LAAS-CNRS, INRIA

Copyright (C) 2024-2025 INRIA

Definition in file prox-solver.hpp.

Enumeration Type Documentation

MultiplierUpdateMode

enum class proxsuite::nlp::MultiplierUpdateMode

strong

Definition at line 25 of file prox-solver.hpp.

HessianApprox

enum class proxsuite::nlp::HessianApprox

strong

Enumerator
EXACT	Exact Hessian construction from provided function Hessians.
GAUSS_NEWTON	Gauss-Newton (or rather SCQP) approximation.
BFGS	BFGS approximation.
IDENTITY	Identity.

Definition at line 27 of file prox-solver.hpp.

InertiaFlag

enum proxsuite::nlp::InertiaFlag

Definition at line 38 of file prox-solver.hpp.

KktSystem

enum proxsuite::nlp::KktSystem

Definition at line 40 of file prox-solver.hpp.

Function Documentation

checkInertia()

InertiaFlag proxsuite::nlp::checkInertia ( const int ndx, const int nc, const Eigen::VectorXi & signature )

inline

Check the matrix has the desired inertia.

Parameters

signature	The computed inertia as a vector of ints valued -1, 0, or 1.
delta	Scale factor for the identity matrix to add

Definition at line 129 of file prox-solver.hxx.