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github.com/PatWie/CppNumericalSolvers
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Functions
210 in github.com/PatWie/CppNumericalSolvers
⨍
Functions
210
◇
Types & classes
105
↓ 32 callers
Method
Minimize
Override the default loop so we can use the projected gradient (rather than the full gradient) as the convergence criterion for `stopping_progress.gra
include/cppoptlib/solver/lbfgsb.h:246
↓ 12 callers
Function
MakeVec1
src/test/augmented_lagrangian_test.cc:108
↓ 7 callers
Function
CallCstep
Convenience wrapper: call `cstep` with mutable local state and return the info code. Mirrors the raw parameter order of the implementation so test se
src/test/cstep_test.cc:41
↓ 7 callers
Function
ToAugmentedLagrangian
include/cppoptlib/function_penalty.h:239
↓ 6 callers
Function
QuadraticEqualityPenalty
include/cppoptlib/function_penalty.h:41
↓ 6 callers
Method
clone
include/cppoptlib/function_base.h:122
↓ 5 callers
Function
QuadraticInequalityPenaltyGe
include/cppoptlib/function_penalty.h:49
↓ 5 callers
Method
SetBounds
include/cppoptlib/solver/lbfgsb.h:88
↓ 4 callers
Function
ClassificationAccuracy
Classifier-accuracy helper shared across the SVM examples. `scores` is the signed margin `w^T x + b`; a positive value predicts class +1.
src/examples/iris_data.h:199
↓ 4 callers
Function
LoadIrisVersicolorVirginica
Load the versicolor-vs-virginica subset. When `normalize == true` (the default), each feature column is centred and scaled to unit standard deviation
src/examples/iris_data.h:164
↓ 4 callers
Function
RunSearch
src/test/hager_zhang_test.cc:79
↓ 4 callers
Method
SetCallback
include/cppoptlib/solver/solver.h:176
↓ 2 callers
Function
ComputeFiniteGradient
include/cppoptlib/utils/derivatives.h:38
↓ 2 callers
Function
ComputeFiniteHessian
include/cppoptlib/utils/derivatives.h:87
↓ 2 callers
Function
ExtendStepToBoundary
Extend a CG iterate to the trust-region boundary along the current direction. Solves the scalar quadratic ||p + tau * direction||^2 = radius^2 for `t
include/cppoptlib/solver/trust_region_newton.h:436
↓ 2 callers
Function
FormLagrangianPart
include/cppoptlib/function_penalty.h:98
↓ 2 callers
Function
FormPenaltyPart
include/cppoptlib/function_penalty.h:116
↓ 2 callers
Method
ProjectedGradientInfNorm
Sup-norm of the box-projected gradient: |g_j| zeroed at any coordinate where `x_j` has hit an active bound and `g_j` points out of the box. This is t
include/cppoptlib/solver/lbfgsb.h:104
↓ 2 callers
Function
QuadraticInequalityPenaltyLt
include/cppoptlib/function_penalty.h:58
↓ 2 callers
Method
Update
Updates state from function information. For plain `FunctionState`, the `(value, gradient)` invariant means we can read the numbers we need directly
include/cppoptlib/solver/progress.h:153
↓ 1 callers
Function
FormInequalityPart
include/cppoptlib/function_penalty.h:155
↓ 1 callers
Method
InitializeSolver
include/cppoptlib/solver/lbfgsb.h:119
↓ 1 callers
Method
InitializeSolver
include/cppoptlib/solver/bfgs.h:65
↓ 1 callers
Function
IsGradientCorrect
include/cppoptlib/utils/derivatives.h:255
↓ 1 callers
Function
IsHessianCorrect
include/cppoptlib/utils/derivatives.h:283
↓ 1 callers
Method
Minimize
Convenience: run the solver on the problem bound at construction.
include/cppoptlib/solver/augmented_lagrangian.h:286
↓ 1 callers
Method
OptimizationStep
include/cppoptlib/solver/lbfgsb.h:140
↓ 1 callers
Method
OptimizationStep
include/cppoptlib/solver/bfgs.h:73
↓ 1 callers
Function
SolveTrustRegionSubproblem
CG-Steihaug subproblem solver. Computes an approximate solution to min_{||p|| <= Delta} g^T p + 0.5 p^T H p. The returned `*step` is the approximat
include/cppoptlib/solver/trust_region_newton.h:339
↓ 1 callers
Function
ToPenalty
include/cppoptlib/function_penalty.h:204
Method
AddExpression
include/cppoptlib/function_expressions.h:111
Method
AugmentedLagrangeState
Constructor #1: Construct from an initial guess, custom initializer lists for equality and inequality multipliers, and a penalty value. Usage: Augmen
include/cppoptlib/solver/augmented_lagrangian.h:210
Method
Bisect
HZ, stage U3 with theta = 0.5: bisect until slope flips or interval collapses, keeping `a` on the descent side.
include/cppoptlib/linesearch/hager_zhang.h:186
Method
BoundConstraint
src/examples/linear_regression.cc:46
Method
ClampEqualityMultiplier
Clamp an equality-multiplier candidate into the symmetric safeguard box. NaN values (e.g. from an ill-posed inner solve) are replaced by zero so the
include/cppoptlib/solver/augmented_lagrangian.h:550
Method
ClampInequalityMultiplier
Clamp an inequality-multiplier candidate into the non-negative safeguard box. The caller has already applied the `max(0, .)` projection; this clamp o
include/cppoptlib/solver/augmented_lagrangian.h:560
Method
ComputeAutoScaledPenalty
Auto-scale the initial penalty so that the augmented-Lagrangian penalty term has the same order of magnitude as the objective at the initial iterate.
include/cppoptlib/solver/augmented_lagrangian.h:476
Method
ComputeLagrangianGradientKktNorm
Evaluate grad_x L(x, lambda, mu) at the current state and return the sup-norm of its projected form. L(x, lambda, mu) = f(x) + sum lambda_i c_i(x) -
include/cppoptlib/solver/augmented_lagrangian.h:577
Method
ConfigureInnerSubproblem
Install the subproblem stopping criteria on the provided inner solver clone. Two distinct modes: - On outer iteration 1 of a problem that has at lea
include/cppoptlib/solver/augmented_lagrangian.h:530
Function
ConservativeStoppingSolverProgress
include/cppoptlib/solver/progress.h:457
Method
ConstExpression
include/cppoptlib/function_expressions.h:56
Method
ConstantFunction
src/examples/debug.cc:34
Method
ConstrainedOptimizationProblem
include/cppoptlib/function_problem.h:74
Function
DefaultStoppingSolverProgress
include/cppoptlib/solver/progress.h:354
Method
FindAlpha
* @brief find alpha* = max {a : a <= 1 and l_i-xc_i <= a*d_i <= u_i-xc_i} */
include/cppoptlib/solver/lbfgsb.h:434
Method
FunctionExpr
include/cppoptlib/function_base.h:210
Method
FunctionState
Legacy x-only constructor. Leaves value = 0 and gradient = empty; the caller must populate them before the state is consumed by the new eval-free cod
include/cppoptlib/function_base.h:315
Method
GetDimension
Dimension at runtime: `d + 1` where `d` is the feature count.
src/examples/svm_primal_lbfgs.cc:52
Method
GetGeneralizedCauchyPoint
include/cppoptlib/solver/lbfgsb.h:317
Function
InitializeSolver
include/cppoptlib/solver/trust_region_newton.h:184
Method
InitializeSolver
include/cppoptlib/solver/conjugated_gradient_descent.h:62
Method
InitializeSolver
include/cppoptlib/solver/lbfgs.h:72
Method
InitializeSolver
include/cppoptlib/solver/augmented_lagrangian.h:290
Method
InitializeSolver
include/cppoptlib/solver/gradient_descent.h:61
Method
InitializeSolver
include/cppoptlib/solver/newton_descent.h:61
Method
InitializeSolver
Initialize the solver with the starting point.
include/cppoptlib/solver/nelder_mead.h:94
Method
LagrangeMultiplierState
Constructor: initializes multipliers with zeros.
include/cppoptlib/function_penalty.h:70
Method
Lbfgsb
Inherit `Solver`'s default constructor, then re-enable the factr-equivalent f-delta stopping test. Plain L-BFGS/BFGS leave `f_delta = 0` (reference-c
include/cppoptlib/solver/lbfgsb.h:83
Method
Linear1D
src/test/augmented_lagrangian_test.cc:85
Method
LinearFunction
src/examples/debug.cc:17
Method
MaxZeroExpression
include/cppoptlib/function_expressions.h:373
Method
MinZeroExpression
include/cppoptlib/function_expressions.h:330
Method
Minimize
include/cppoptlib/solver/solver.h:181
Method
ModeDowngradeAdapter
include/cppoptlib/function_base.h:162
Method
MulExpression
include/cppoptlib/function_expressions.h:216
Method
NelderMead
Nelder-Mead is derivative-free: it cannot use a gradient-norm test to confirm "we really are at a minimum", so the solver relies on `x_delta`/`f_delta
include/cppoptlib/solver/nelder_mead.h:87
Function
NoOpCallback
include/cppoptlib/solver/solver.h:150
Function
OptimizationStep
include/cppoptlib/solver/trust_region_newton.h:190
Method
OptimizationStep
include/cppoptlib/solver/conjugated_gradient_descent.h:67
Method
OptimizationStep
include/cppoptlib/solver/lbfgs.h:89
Method
OptimizationStep
include/cppoptlib/solver/augmented_lagrangian.h:295
Method
OptimizationStep
include/cppoptlib/solver/gradient_descent.h:64
Method
OptimizationStep
include/cppoptlib/solver/newton_descent.h:66
Method
OptimizationStep
Performs one iteration (step) of the Nelder–Mead algorithm. This implementation updates the internal simplex and returns the current best vertex.
include/cppoptlib/solver/nelder_mead.h:102
Method
PenaltyState
Constructor: initializes the penalty value.
include/cppoptlib/function_penalty.h:86
Method
PhiDphi
Evaluate phi(alpha) = f(x + alpha * s) and its directional derivative dphi(alpha) = g(x+alpha*s)^T s, reusing workspace to avoid allocation.
include/cppoptlib/linesearch/hager_zhang.h:150
Function
PrintProgressCallback
include/cppoptlib/solver/solver.h:60
Method
ProdExpression
include/cppoptlib/function_expressions.h:279
Method
Progress
include/cppoptlib/solver/progress.h:142
Method
Quadratic
src/test/hager_zhang_test.cc:29
Method
QuadraticFunction
src/examples/debug.cc:50
Method
QuadraticFunction2
src/examples/debug.cc:73
Method
RecordBestIterate
include/cppoptlib/solver/augmented_lagrangian.h:703
Method
ResetBestIterateTracker
include/cppoptlib/solver/augmented_lagrangian.h:633
Method
SatisfiesWolfe
HZ Wolfe and approximate-Wolfe acceptance test (paper equations T1/T2). The approximate-Wolfe (T2) branch becomes active only once `phi_c` drops withi
include/cppoptlib/linesearch/hager_zhang.h:131
Method
Search
* @brief Run the Hager-Zhang search and return only the step width. */
include/cppoptlib/linesearch/hager_zhang.h:63
Method
Search
* @brief use Armijo Rule for (weak) Wolfe conditiions * @details [long description] * * @param search_direction search direction for next upd
include/cppoptlib/linesearch/armijo.h:45
Method
Search
* @brief use Armijo Rule for (weak) Wolfe conditiions * @details [long description] * * @param search_direction search direction for next upd
include/cppoptlib/linesearch/armijo.h:82
Method
Search
* @brief Run the More-Thuente search and return only the step width. * * Convenience overload that evaluates `function(x, &g)` internally. Pref
include/cppoptlib/linesearch/more_thuente.h:63
Method
Secant
HZ, stages S1-S4: scalar secant between two derivative samples.
include/cppoptlib/linesearch/hager_zhang.h:143
Method
Secant2
HZ, stages S1-S4: take two secant-driven candidates, call Update up to twice. Returns `(wolfe_hit, new_ia, new_ib)`.
include/cppoptlib/linesearch/hager_zhang.h:218
Method
SolveM
* @brief Solve MM * x = b using stored LU factorization (triangular solves) * More efficient than computing M_ * b when M_ = MM^{-1} */
include/cppoptlib/solver/lbfgsb.h:310
Method
Solver
include/cppoptlib/solver/solver.h:169
Method
SortIndexes
* @brief sort pairs (k,v) according v ascending */
include/cppoptlib/solver/lbfgsb.h:297
Method
SubExpression
include/cppoptlib/function_expressions.h:166
Method
SubspaceMinimization
include/cppoptlib/solver/lbfgsb.h:458
Method
SvmDualEqualityConstraint
src/examples/svm_dual_al.cc:70
Method
SvmDualObjective
src/examples/svm_dual_lbfgsb.cc:43
Method
SvmDualObjective
src/examples/svm_dual_al.cc:44
Method
SvmMarginConstraint
src/examples/svm_primal_al.cc:78
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