#include <proxsuite-nlp/workspace.hpp>

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

Public Types
using	Problem = ProblemTpl<Scalar>

Public Member Functions
	WorkspaceTpl (const Problem &prob, LDLTChoice ldlt_choice=LDLTChoice::DENSE)

void	init (const Problem &prob)

Public Attributes
	Scalar

long	nx
	Newton iteration variables.

long	ndx

std::size_t	numblocks

long	numdual

MatrixXs	kkt_matrix
	KKT iteration matrix.

VectorXs	kkt_rhs
	KKT iteration right-hand side.

VectorXs	kkt_rhs_corr
	Correction for the kkt matrix.

VectorXs	kkt_err
	KKT linear system error (for refinement)

VectorXs	pd_step
	Primal-dual step \(\delta w = (\delta x, \delta\lambda)\).

VectorRef	prim_step

VectorRef	dual_step

Eigen::VectorXi	signature
	Signature of the KKT matrix.

LDLTVariant< Scalar >	ldlt_
	LDLT storage.

VectorXs	x_prev

VectorXs	x_trial

VectorXs	data_lams_prev

VectorXs	data_lams_trial

VectorOfRef	lams_prev

VectorOfRef	lams_trial

VectorXs	prox_grad

MatrixXs	prox_hess

VectorXs	dual_residual
	Residuals.

VectorXs	data_cstr_values

std::vector< VectorRef >	cstr_values
	Values of each constraint.

Scalar	objective_value
	Objective value.

VectorXs	objective_gradient
	Objective function gradient.

MatrixXs	objective_hessian
	Objective function Hessian.

VectorXs	merit_gradient
	Merit function gradient.

VectorXs	merit_dual_gradient
	Merit function gradient in the dual variables (if applicable)

MatrixXs	data_jacobians

MatrixXs	data_hessians

MatrixXs	data_jacobians_proj

std::vector< MatrixRef >	cstr_jacobians

std::vector< MatrixRef >	cstr_vector_hessian_prod

std::vector< MatrixRef >	cstr_jacobians_proj

VectorXs	data_shift_cstr_values

VectorXs	data_lams_plus

VectorXs	data_lams_plus_reproj

VectorXs	data_lams_pdal

VectorXs	data_lams_pdal_reproj

VectorXs	data_shift_cstr_pdal

std::vector< VectorRef >	lams_plus
	First-order multipliers \(\mathrm{proj}(\lambda_e + c / \mu)\).

std::vector< VectorRef >	lams_plus_reproj
	Product of the projector Jacobians with the first-order multipliers.

std::vector< VectorRef >	shift_cstr_values
	Buffer for shifted constraints.

std::vector< VectorRef >	lams_pdal
	Primal-dual multiplier estimates (from the pdBCL algorithm)

std::vector< VectorRef >	lams_pdal_reproj

std::vector< VectorRef >	shift_cstr_pdal

std::vector< Scalar >	ls_alphas

std::vector< Scalar >	ls_values

Scalar	alpha_opt
	Optimal linesearch \(\alpha^\star\).

Scalar	dmerit_dir = 0.
	Merit function derivative in descent direction.

VectorXs	tmp_dx_scaled

Detailed Description

template<typename Scalar>
struct proxsuite::nlp::WorkspaceTpl< Scalar >

Workspace class, which holds the necessary intermediary data for the solver to function.

Definition at line 25 of file workspace.hpp.

Member Typedef Documentation

◆ Problem

template<typename Scalar >

using proxsuite::nlp::WorkspaceTpl< Scalar >::Problem = ProblemTpl<Scalar>

Definition at line 30 of file workspace.hpp.

Constructor & Destructor Documentation

◆ WorkspaceTpl()

template<typename Scalar >

proxsuite::nlp::WorkspaceTpl< Scalar >::WorkspaceTpl	(	const Problem &	prob,
		LDLTChoice	ldlt_choice = LDLTChoice::DENSE )

inline

Definition at line 123 of file workspace.hpp.

Member Function Documentation

◆ init()

template<typename Scalar >

void proxsuite::nlp::WorkspaceTpl< Scalar >::init ( const Problem & prob )

inline

Definition at line 143 of file workspace.hpp.

Member Data Documentation

◆ Scalar

template<typename Scalar >

proxsuite::nlp::WorkspaceTpl< Scalar >::Scalar

Definition at line 29 of file workspace.hpp.

◆ nx

template<typename Scalar >

long proxsuite::nlp::WorkspaceTpl< Scalar >::nx

Newton iteration variables.

Definition at line 34 of file workspace.hpp.

◆ ndx

template<typename Scalar >

long proxsuite::nlp::WorkspaceTpl< Scalar >::ndx

Definition at line 35 of file workspace.hpp.

◆ numblocks

template<typename Scalar >

std::size_t proxsuite::nlp::WorkspaceTpl< Scalar >::numblocks

Definition at line 36 of file workspace.hpp.

◆ numdual

template<typename Scalar >

long proxsuite::nlp::WorkspaceTpl< Scalar >::numdual

Definition at line 37 of file workspace.hpp.

◆ kkt_matrix

template<typename Scalar >

MatrixXs proxsuite::nlp::WorkspaceTpl< Scalar >::kkt_matrix

KKT iteration matrix.

Definition at line 40 of file workspace.hpp.

◆ kkt_rhs

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::kkt_rhs

KKT iteration right-hand side.

Definition at line 42 of file workspace.hpp.

◆ kkt_rhs_corr

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::kkt_rhs_corr

Correction for the kkt matrix.

Definition at line 44 of file workspace.hpp.

◆ kkt_err

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::kkt_err

KKT linear system error (for refinement)

Definition at line 46 of file workspace.hpp.

◆ pd_step

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::pd_step

Primal-dual step \(\delta w = (\delta x, \delta\lambda)\).

Definition at line 48 of file workspace.hpp.

◆ prim_step

template<typename Scalar >

VectorRef proxsuite::nlp::WorkspaceTpl< Scalar >::prim_step

Definition at line 49 of file workspace.hpp.

◆ dual_step

template<typename Scalar >

VectorRef proxsuite::nlp::WorkspaceTpl< Scalar >::dual_step

Definition at line 50 of file workspace.hpp.

◆ signature

template<typename Scalar >

Eigen::VectorXi proxsuite::nlp::WorkspaceTpl< Scalar >::signature

Signature of the KKT matrix.

Definition at line 52 of file workspace.hpp.

◆ ldlt_

template<typename Scalar >

LDLTVariant<Scalar> proxsuite::nlp::WorkspaceTpl< Scalar >::ldlt_

LDLT storage.

Definition at line 55 of file workspace.hpp.

◆ x_prev

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::x_prev

Definition at line 59 of file workspace.hpp.

◆ x_trial

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::x_trial

Definition at line 60 of file workspace.hpp.

◆ data_lams_prev

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_lams_prev

Definition at line 61 of file workspace.hpp.

◆ data_lams_trial

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_lams_trial

Definition at line 62 of file workspace.hpp.

◆ lams_prev

template<typename Scalar >

VectorOfRef proxsuite::nlp::WorkspaceTpl< Scalar >::lams_prev

Definition at line 63 of file workspace.hpp.

◆ lams_trial

template<typename Scalar >

VectorOfRef proxsuite::nlp::WorkspaceTpl< Scalar >::lams_trial

Definition at line 64 of file workspace.hpp.

◆ prox_grad

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::prox_grad

Definition at line 66 of file workspace.hpp.

◆ prox_hess

template<typename Scalar >

MatrixXs proxsuite::nlp::WorkspaceTpl< Scalar >::prox_hess

Definition at line 67 of file workspace.hpp.

◆ dual_residual

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::dual_residual

Residuals.

Dual residual: gradient of the Lagrangian function

Definition at line 72 of file workspace.hpp.

◆ data_cstr_values

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_cstr_values

Definition at line 74 of file workspace.hpp.

◆ cstr_values

template<typename Scalar >

std::vector<VectorRef> proxsuite::nlp::WorkspaceTpl< Scalar >::cstr_values

Values of each constraint.

Definition at line 76 of file workspace.hpp.

◆ objective_value

template<typename Scalar >

Scalar proxsuite::nlp::WorkspaceTpl< Scalar >::objective_value

Objective value.

Definition at line 79 of file workspace.hpp.

◆ objective_gradient

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::objective_gradient

Objective function gradient.

Definition at line 81 of file workspace.hpp.

◆ objective_hessian

template<typename Scalar >

MatrixXs proxsuite::nlp::WorkspaceTpl< Scalar >::objective_hessian

Objective function Hessian.

Definition at line 83 of file workspace.hpp.

◆ merit_gradient

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::merit_gradient

Merit function gradient.

Definition at line 85 of file workspace.hpp.

◆ merit_dual_gradient

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::merit_dual_gradient

Merit function gradient in the dual variables (if applicable)

Definition at line 87 of file workspace.hpp.

◆ data_jacobians

template<typename Scalar >

MatrixXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_jacobians

Definition at line 89 of file workspace.hpp.

◆ data_hessians

template<typename Scalar >

MatrixXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_hessians

Definition at line 90 of file workspace.hpp.

◆ data_jacobians_proj

template<typename Scalar >

MatrixXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_jacobians_proj

Definition at line 91 of file workspace.hpp.

◆ cstr_jacobians

template<typename Scalar >

std::vector<MatrixRef> proxsuite::nlp::WorkspaceTpl< Scalar >::cstr_jacobians

Definition at line 92 of file workspace.hpp.

◆ cstr_vector_hessian_prod

template<typename Scalar >

std::vector<MatrixRef> proxsuite::nlp::WorkspaceTpl< Scalar >::cstr_vector_hessian_prod

Definition at line 93 of file workspace.hpp.

◆ cstr_jacobians_proj

template<typename Scalar >

std::vector<MatrixRef> proxsuite::nlp::WorkspaceTpl< Scalar >::cstr_jacobians_proj

Definition at line 94 of file workspace.hpp.

◆ data_shift_cstr_values

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_shift_cstr_values

Definition at line 96 of file workspace.hpp.

◆ data_lams_plus

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_lams_plus

Definition at line 97 of file workspace.hpp.

◆ data_lams_plus_reproj

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_lams_plus_reproj

Definition at line 98 of file workspace.hpp.

◆ data_lams_pdal

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_lams_pdal

Definition at line 99 of file workspace.hpp.

◆ data_lams_pdal_reproj

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_lams_pdal_reproj

Definition at line 100 of file workspace.hpp.

◆ data_shift_cstr_pdal

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::data_shift_cstr_pdal

Definition at line 101 of file workspace.hpp.

◆ lams_plus

template<typename Scalar >

std::vector<VectorRef> proxsuite::nlp::WorkspaceTpl< Scalar >::lams_plus

First-order multipliers \(\mathrm{proj}(\lambda_e + c / \mu)\).

Definition at line 104 of file workspace.hpp.

◆ lams_plus_reproj

template<typename Scalar >

std::vector<VectorRef> proxsuite::nlp::WorkspaceTpl< Scalar >::lams_plus_reproj

Product of the projector Jacobians with the first-order multipliers.

Definition at line 106 of file workspace.hpp.

◆ shift_cstr_values

template<typename Scalar >

std::vector<VectorRef> proxsuite::nlp::WorkspaceTpl< Scalar >::shift_cstr_values

Buffer for shifted constraints.

Definition at line 108 of file workspace.hpp.

◆ lams_pdal

template<typename Scalar >

std::vector<VectorRef> proxsuite::nlp::WorkspaceTpl< Scalar >::lams_pdal

Primal-dual multiplier estimates (from the pdBCL algorithm)

Definition at line 110 of file workspace.hpp.

◆ lams_pdal_reproj

template<typename Scalar >

std::vector<VectorRef> proxsuite::nlp::WorkspaceTpl< Scalar >::lams_pdal_reproj

Definition at line 111 of file workspace.hpp.

◆ shift_cstr_pdal

template<typename Scalar >

std::vector<VectorRef> proxsuite::nlp::WorkspaceTpl< Scalar >::shift_cstr_pdal

Definition at line 112 of file workspace.hpp.

◆ ls_alphas

template<typename Scalar >

std::vector<Scalar> proxsuite::nlp::WorkspaceTpl< Scalar >::ls_alphas

Definition at line 114 of file workspace.hpp.

◆ ls_values

template<typename Scalar >

std::vector<Scalar> proxsuite::nlp::WorkspaceTpl< Scalar >::ls_values

Definition at line 115 of file workspace.hpp.

◆ alpha_opt

template<typename Scalar >

Scalar proxsuite::nlp::WorkspaceTpl< Scalar >::alpha_opt

Optimal linesearch \(\alpha^\star\).

Definition at line 117 of file workspace.hpp.

◆ dmerit_dir

template<typename Scalar >

Scalar proxsuite::nlp::WorkspaceTpl< Scalar >::dmerit_dir = 0.

Merit function derivative in descent direction.

Definition at line 119 of file workspace.hpp.

◆ tmp_dx_scaled

template<typename Scalar >

VectorXs proxsuite::nlp::WorkspaceTpl< Scalar >::tmp_dx_scaled

Definition at line 121 of file workspace.hpp.

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

include/proxsuite-nlp/fwd.hpp
include/proxsuite-nlp/workspace.hpp

Public Types

Public Member Functions

Public Attributes

Detailed Description

Member Typedef Documentation

◆ Problem

Constructor & Destructor Documentation

◆ WorkspaceTpl()

Member Function Documentation

◆ init()

Member Data Documentation

◆ Scalar

◆ nx

◆ ndx

◆ numblocks

◆ numdual

◆ kkt_matrix

◆ kkt_rhs

◆ kkt_rhs_corr

◆ kkt_err

◆ pd_step

◆ prim_step

◆ dual_step

◆ signature

◆ ldlt_

◆ x_prev

◆ x_trial

◆ data_lams_prev

◆ data_lams_trial

◆ lams_prev

◆ lams_trial

◆ prox_grad

◆ prox_hess

◆ dual_residual

◆ data_cstr_values

◆ cstr_values

◆ objective_value

◆ objective_gradient

◆ objective_hessian

◆ merit_gradient

◆ merit_dual_gradient

◆ data_jacobians

◆ data_hessians

◆ data_jacobians_proj

◆ cstr_jacobians

◆ cstr_vector_hessian_prod

◆ cstr_jacobians_proj

◆ data_shift_cstr_values

◆ data_lams_plus

◆ data_lams_plus_reproj

◆ data_lams_pdal

◆ data_lams_pdal_reproj

◆ data_shift_cstr_pdal

◆ lams_plus

◆ lams_plus_reproj

◆ shift_cstr_values

◆ lams_pdal

◆ lams_pdal_reproj

◆ shift_cstr_pdal

◆ ls_alphas

◆ ls_values

◆ alpha_opt

◆ dmerit_dir

◆ tmp_dx_scaled