Struct optimization_engine::core::panoc::PANOCCache

pub struct PANOCCache { /* fields omitted */ }

Cache for PANOC

This struct carries all the information needed at every step of the algorithm.

An instance of PANOCCache needs to be allocated once and a (mutable) reference to it should be passed to instances of PANOCOPtimizer

Subsequently, a PANOCEngine is used to construct an instance of PANOCAlgorithm

Implementations

impl PANOCCache

pub fn new(
    problem_size: usize,
    tolerance: f64,
    lbfgs_memory_size: usize
) -> PANOCCache

Construct a new instance of PANOCCache

Arguments

• problem_size dimension of the decision variables of the optimization problem
• tolerance specified tolerance
• lbfgs_memory_size memory of the LBFGS buffer

Panics

The method will panic if

• the specified tolerance is not positive
• memory allocation fails (memory capacity overflow)

Memory allocation

This constructor allocated memory using vec!.

It allocates a total of 8*problem_size + 2*lbfgs_memory_size*problem_size + 2*lbfgs_memory_size + 11 floats (f64)

pub fn set_akkt_tolerance(&mut self, akkt_tolerance: f64)

Sets the AKKT-specific tolerance and activates the corresponding termination criterion

Arguments

• akkt_tolerance: Tolerance for the AKKT-specific termination condition

Panics

The method panics if akkt_tolerance is nonpositive

pub fn cache_previous_gradient(&mut self)

Copies the value of the current cost gradient to gradient_u_previous, which stores the previous gradient vector

pub fn exit_condition(&self) -> bool

Returns true iff all termination conditions are satisfied

It checks whether:

• the FPR condition, gamma*||fpr|| < epsilon ,
• (if activated) the AKKT condition ||gamma*fpr + (df - df_prev)|| < eps_akkt are satisfied.

pub fn reset(&mut self)

Resets the cache to its initial virgin state.

In particular,

• Resets/empties the LBFGS buffer
• Sets tau = 1.0
• Sets the iteration count to 0
• Sets the internal variables lhs_ls, rhs_ls, lipschitz_constant, sigma, cost_value and gamma to 0.0

pub fn with_cbfgs_parameters(
    self,
    alpha: f64,
    epsilon: f64,
    sy_epsilon: f64
) -> Self

Sets the CBFGS parameters alpha and epsilon

Read more in: D.-H. Li and M. Fukushima, “On the global convergence of the BFGS method for nonconvex unconstrained optimization problems,” vol. 11, no. 4, pp. 1054–1064, jan 2001.

Arguments

• alpha
• epsilon
• sy_epsilon

Panics

The method panics if alpha or epsilon are nonpositive and if sy_epsilon is negative.

Trait Implementations

impl Debug for PANOCCache

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.