line::AugLagResult< T > Struct Template Reference

Outcome of a constrained solve. More...

#include <line/util/auglag.h>

Public Attributes
std::vector< T >	x
	best point found
T	fval
	the ORIGINAL objective f(x), not the augmented one
T	violation
	max(|h_i|, max(0, g_j)) at x
std::vector< T >	lambda
	final equality multipliers
std::vector< T >	mu
	final inequality multipliers, all >= 0
unsigned	outer_iterations
bool	converged
	feasible to ctol and the last inner solve converged

Detailed Description

template<class T>
struct line::AugLagResult< T >

Outcome of a constrained solve.

Definition at line 96 of file auglag.h.

Member Data Documentation

converged

template<class T>

bool line::AugLagResult< T >::converged

feasible to ctol and the last inner solve converged

Definition at line 103 of file auglag.h.

Referenced by line::auglag(), and line::auglag_ls().

fval

template<class T>

T line::AugLagResult< T >::fval

the ORIGINAL objective f(x), not the augmented one

Definition at line 98 of file auglag.h.

Referenced by line::mam::amap2_adjust_gamma(), line::auglag(), line::auglag_ls(), and line::mam::mmpp2_fitc_approx().

lambda

template<class T>

std::vector<T> line::AugLagResult< T >::lambda

final equality multipliers

Definition at line 100 of file auglag.h.

Referenced by line::auglag(), and line::auglag_ls().

mu

template<class T>

std::vector<T> line::AugLagResult< T >::mu

final inequality multipliers, all >= 0

Definition at line 101 of file auglag.h.

Referenced by line::auglag(), and line::auglag_ls().

outer_iterations

template<class T>

unsigned line::AugLagResult< T >::outer_iterations

Definition at line 102 of file auglag.h.

Referenced by line::auglag(), and line::auglag_ls().

violation

template<class T>

T line::AugLagResult< T >::violation

max(|h_i|, max(0, g_j)) at x

Definition at line 99 of file auglag.h.

Referenced by line::mam::amap2_adjust_gamma(), line::mam::aph2_adjust_opt_char(), line::mam::aph2_adjust_opt_param(), line::auglag(), line::auglag_ls(), and line::mam::mmpp2_fitc_approx().

x

template<class T>

std::vector<T> line::AugLagResult< T >::x

best point found

Definition at line 97 of file auglag.h.

Referenced by line::mam::amap2_adjust_gamma(), line::mam::aph2_adjust_opt_char(), line::mam::aph2_adjust_opt_param(), line::auglag(), line::auglag_ls(), line::mam::map_anfit_lsq(), line::mam::maph2m_fit_multiclass(), and line::mam::mmpp2_fitc_approx().

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

• include/line/util/auglag.h