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Functions210 in github.com/PatWie/CppNumericalSolvers

↓ 32 callersMethodMinimize
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 callersFunctionMakeVec1
src/test/augmented_lagrangian_test.cc:108
↓ 7 callersFunctionCallCstep
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 callersFunctionToAugmentedLagrangian
include/cppoptlib/function_penalty.h:239
↓ 6 callersFunctionQuadraticEqualityPenalty
include/cppoptlib/function_penalty.h:41
↓ 6 callersMethodclone
include/cppoptlib/function_base.h:122
↓ 5 callersFunctionQuadraticInequalityPenaltyGe
include/cppoptlib/function_penalty.h:49
↓ 5 callersMethodSetBounds
include/cppoptlib/solver/lbfgsb.h:88
↓ 4 callersFunctionClassificationAccuracy
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 callersFunctionLoadIrisVersicolorVirginica
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 callersFunctionRunSearch
src/test/hager_zhang_test.cc:79
↓ 4 callersMethodSetCallback
include/cppoptlib/solver/solver.h:176
↓ 2 callersFunctionComputeFiniteGradient
include/cppoptlib/utils/derivatives.h:38
↓ 2 callersFunctionComputeFiniteHessian
include/cppoptlib/utils/derivatives.h:87
↓ 2 callersFunctionExtendStepToBoundary
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 callersFunctionFormLagrangianPart
include/cppoptlib/function_penalty.h:98
↓ 2 callersFunctionFormPenaltyPart
include/cppoptlib/function_penalty.h:116
↓ 2 callersMethodProjectedGradientInfNorm
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 callersFunctionQuadraticInequalityPenaltyLt
include/cppoptlib/function_penalty.h:58
↓ 2 callersMethodUpdate
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 callersFunctionFormInequalityPart
include/cppoptlib/function_penalty.h:155
↓ 1 callersMethodInitializeSolver
include/cppoptlib/solver/lbfgsb.h:119
↓ 1 callersMethodInitializeSolver
include/cppoptlib/solver/bfgs.h:65
↓ 1 callersFunctionIsGradientCorrect
include/cppoptlib/utils/derivatives.h:255
↓ 1 callersFunctionIsHessianCorrect
include/cppoptlib/utils/derivatives.h:283
↓ 1 callersMethodMinimize
Convenience: run the solver on the problem bound at construction.
include/cppoptlib/solver/augmented_lagrangian.h:286
↓ 1 callersMethodOptimizationStep
include/cppoptlib/solver/lbfgsb.h:140
↓ 1 callersMethodOptimizationStep
include/cppoptlib/solver/bfgs.h:73
↓ 1 callersFunctionSolveTrustRegionSubproblem
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 callersFunctionToPenalty
include/cppoptlib/function_penalty.h:204
MethodAddExpression
include/cppoptlib/function_expressions.h:111
MethodAugmentedLagrangeState
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
MethodBisect
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
MethodBoundConstraint
src/examples/linear_regression.cc:46
MethodClampEqualityMultiplier
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
MethodClampInequalityMultiplier
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
MethodComputeAutoScaledPenalty
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
MethodComputeLagrangianGradientKktNorm
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
MethodConfigureInnerSubproblem
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
FunctionConservativeStoppingSolverProgress
include/cppoptlib/solver/progress.h:457
MethodConstExpression
include/cppoptlib/function_expressions.h:56
MethodConstantFunction
src/examples/debug.cc:34
MethodConstrainedOptimizationProblem
include/cppoptlib/function_problem.h:74
FunctionDefaultStoppingSolverProgress
include/cppoptlib/solver/progress.h:354
MethodFindAlpha
* @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
MethodFunctionExpr
include/cppoptlib/function_base.h:210
MethodFunctionState
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
MethodGetDimension
Dimension at runtime: `d + 1` where `d` is the feature count.
src/examples/svm_primal_lbfgs.cc:52
MethodGetGeneralizedCauchyPoint
include/cppoptlib/solver/lbfgsb.h:317
FunctionInitializeSolver
include/cppoptlib/solver/trust_region_newton.h:184
MethodInitializeSolver
include/cppoptlib/solver/conjugated_gradient_descent.h:62
MethodInitializeSolver
include/cppoptlib/solver/lbfgs.h:72
MethodInitializeSolver
include/cppoptlib/solver/augmented_lagrangian.h:290
MethodInitializeSolver
include/cppoptlib/solver/gradient_descent.h:61
MethodInitializeSolver
include/cppoptlib/solver/newton_descent.h:61
MethodInitializeSolver
Initialize the solver with the starting point.
include/cppoptlib/solver/nelder_mead.h:94
MethodLagrangeMultiplierState
Constructor: initializes multipliers with zeros.
include/cppoptlib/function_penalty.h:70
MethodLbfgsb
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
MethodLinear1D
src/test/augmented_lagrangian_test.cc:85
MethodLinearFunction
src/examples/debug.cc:17
MethodMaxZeroExpression
include/cppoptlib/function_expressions.h:373
MethodMinZeroExpression
include/cppoptlib/function_expressions.h:330
MethodMinimize
include/cppoptlib/solver/solver.h:181
MethodModeDowngradeAdapter
include/cppoptlib/function_base.h:162
MethodMulExpression
include/cppoptlib/function_expressions.h:216
MethodNelderMead
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
FunctionNoOpCallback
include/cppoptlib/solver/solver.h:150
FunctionOptimizationStep
include/cppoptlib/solver/trust_region_newton.h:190
MethodOptimizationStep
include/cppoptlib/solver/conjugated_gradient_descent.h:67
MethodOptimizationStep
include/cppoptlib/solver/lbfgs.h:89
MethodOptimizationStep
include/cppoptlib/solver/augmented_lagrangian.h:295
MethodOptimizationStep
include/cppoptlib/solver/gradient_descent.h:64
MethodOptimizationStep
include/cppoptlib/solver/newton_descent.h:66
MethodOptimizationStep
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
MethodPenaltyState
Constructor: initializes the penalty value.
include/cppoptlib/function_penalty.h:86
MethodPhiDphi
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
FunctionPrintProgressCallback
include/cppoptlib/solver/solver.h:60
MethodProdExpression
include/cppoptlib/function_expressions.h:279
MethodProgress
include/cppoptlib/solver/progress.h:142
MethodQuadratic
src/test/hager_zhang_test.cc:29
MethodQuadraticFunction
src/examples/debug.cc:50
MethodQuadraticFunction2
src/examples/debug.cc:73
MethodRecordBestIterate
include/cppoptlib/solver/augmented_lagrangian.h:703
MethodResetBestIterateTracker
include/cppoptlib/solver/augmented_lagrangian.h:633
MethodSatisfiesWolfe
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
MethodSearch
* @brief Run the Hager-Zhang search and return only the step width. */
include/cppoptlib/linesearch/hager_zhang.h:63
MethodSearch
* @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
MethodSearch
* @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
MethodSearch
* @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
MethodSecant
HZ, stages S1-S4: scalar secant between two derivative samples.
include/cppoptlib/linesearch/hager_zhang.h:143
MethodSecant2
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
MethodSolveM
* @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
MethodSolver
include/cppoptlib/solver/solver.h:169
MethodSortIndexes
* @brief sort pairs (k,v) according v ascending */
include/cppoptlib/solver/lbfgsb.h:297
MethodSubExpression
include/cppoptlib/function_expressions.h:166
MethodSubspaceMinimization
include/cppoptlib/solver/lbfgsb.h:458
MethodSvmDualEqualityConstraint
src/examples/svm_dual_al.cc:70
MethodSvmDualObjective
src/examples/svm_dual_lbfgsb.cc:43
MethodSvmDualObjective
src/examples/svm_dual_al.cc:44
MethodSvmMarginConstraint
src/examples/svm_primal_al.cc:78
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