proxsuite::nlp::ALMeritFunctionTpl< _Scalar > Struct Template Reference

Primal-dual augmented Lagrangian-type merit function. More...

#include <proxsuite-nlp/pdal.hpp>

Public Types
using	Scalar = _Scalar
using	Problem = ProblemTpl<Scalar>
using	Workspace = WorkspaceTpl<Scalar>
using	ConstraintObject = ConstraintObjectTpl<Scalar>

Public Member Functions
	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

Public Attributes
	Scalar

Detailed Description

template<typename _Scalar>
struct proxsuite::nlp::ALMeritFunctionTpl< _Scalar >

Primal-dual augmented Lagrangian-type merit function.

Primal-dual Augmented Lagrangian function, extending the function from Gill & Robinson (2012) to inequality constraints. For inequality constraints of the form \( c(x) \in \calC \) and an objective function \( f\colon\calX \to \RR \),

\[ \calM_{\mu}(x, \lambda; \lambda_e) = f(x) + \frac{1}{2\mu} \dist(\proj_\calC(c(x) + \mu (\lambda_e - \lambda/2))^2 + \frac{\mu}{4}\|\lambda\|^2. \]

Definition at line 23 of file pdal.hpp.

Member Typedef Documentation

Scalar

template<typename _Scalar>

using proxsuite::nlp::ALMeritFunctionTpl< _Scalar >::Scalar = _Scalar

Definition at line 25 of file pdal.hpp.

Problem

template<typename _Scalar>

using proxsuite::nlp::ALMeritFunctionTpl< _Scalar >::Problem = ProblemTpl<Scalar>

Definition at line 27 of file pdal.hpp.

Workspace

template<typename _Scalar>

using proxsuite::nlp::ALMeritFunctionTpl< _Scalar >::Workspace = WorkspaceTpl<Scalar>

Definition at line 28 of file pdal.hpp.

ConstraintObject

template<typename _Scalar>

using proxsuite::nlp::ALMeritFunctionTpl< _Scalar >::ConstraintObject = ConstraintObjectTpl<Scalar>

Definition at line 29 of file pdal.hpp.

Constructor & Destructor Documentation

ALMeritFunctionTpl()

template<typename Scalar>

proxsuite::nlp::ALMeritFunctionTpl< Scalar >::ALMeritFunctionTpl	(	const Problem &	prob,
		const Scalar &	beta )

Definition at line 10 of file pdal.hxx.

Member Function Documentation

evaluate()

template<typename Scalar>

Scalar proxsuite::nlp::ALMeritFunctionTpl< Scalar >::evaluate	(	const ConstVectorRef &	x,
		const std::vector< VectorRef > &	lams,
		Workspace &	workspace ) const

Definition at line 15 of file pdal.hxx.

computeGradient()

template<typename Scalar>

void proxsuite::nlp::ALMeritFunctionTpl< Scalar >::computeGradient	(	const std::vector< VectorRef > &	lams,
		Workspace &	workspace ) const

Definition at line 32 of file pdal.hxx.

Member Data Documentation

Scalar

template<typename _Scalar>

proxsuite::nlp::ALMeritFunctionTpl< _Scalar >::Scalar

Definition at line 26 of file pdal.hpp.

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The documentation for this struct was generated from the following files:

• include/proxsuite-nlp/pdal.hpp
• include/proxsuite-nlp/pdal.hxx