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operations_research.pdlp.Solvers.MalitskyPockParamsOrBuilder Interface Reference
Inheritance diagram for operations_research.pdlp.Solvers.MalitskyPockParamsOrBuilder:
operations_research.pdlp.Solvers.MalitskyPockParams operations_research.pdlp.Solvers.MalitskyPockParams.Builder

Public Member Functions

boolean hasStepSizeDownscalingFactor ()
 
double getStepSizeDownscalingFactor ()
 
boolean hasLinesearchContractionFactor ()
 
double getLinesearchContractionFactor ()
 
boolean hasStepSizeInterpolation ()
 
double getStepSizeInterpolation ()
 

Detailed Description

Definition at line 5036 of file Solvers.java.

Member Function Documentation

◆ getLinesearchContractionFactor()

double operations_research.pdlp.Solvers.MalitskyPockParamsOrBuilder.getLinesearchContractionFactor ( )
Contraction factor used in the linesearch condition of Malitsky and Pock.
A step size is accepted if primal_weight * primal_stepsize *
norm(constraint_matrix' * (next_dual - current_dual)) is less
than linesearch_contraction_factor * norm(next_dual - current_dual).
The default is the value used in Malitsky and Pock (2016).

optional double linesearch_contraction_factor = 2 [default = 0.99];

Returns
The linesearchContractionFactor.

Implemented in operations_research.pdlp.Solvers.MalitskyPockParams, and operations_research.pdlp.Solvers.MalitskyPockParams.Builder.

◆ getStepSizeDownscalingFactor()

double operations_research.pdlp.Solvers.MalitskyPockParamsOrBuilder.getStepSizeDownscalingFactor ( )
At every inner iteration the algorithm can decide to accept the step size
or to update it to step_size = step_size_downscaling_factor * step_size.
This parameter should lie between 0 and 1. The default is the value used in
Malitsky and Pock (2016).

optional double step_size_downscaling_factor = 1 [default = 0.7];

Returns
The stepSizeDownscalingFactor.

Implemented in operations_research.pdlp.Solvers.MalitskyPockParams, and operations_research.pdlp.Solvers.MalitskyPockParams.Builder.

◆ getStepSizeInterpolation()

double operations_research.pdlp.Solvers.MalitskyPockParamsOrBuilder.getStepSizeInterpolation ( )
Malitsky and Pock linesearch rule permits an arbitrary choice of the first
step size guess within an interval [m, M]. This parameter determines where
in that interval to pick the step size. In particular, the next stepsize is
given by m + step_size_interpolation*(M - m). The default is the value used
in Malitsky and Pock (2016).

optional double step_size_interpolation = 3 [default = 1];

Returns
The stepSizeInterpolation.

Implemented in operations_research.pdlp.Solvers.MalitskyPockParams, and operations_research.pdlp.Solvers.MalitskyPockParams.Builder.

◆ hasLinesearchContractionFactor()

boolean operations_research.pdlp.Solvers.MalitskyPockParamsOrBuilder.hasLinesearchContractionFactor ( )
Contraction factor used in the linesearch condition of Malitsky and Pock.
A step size is accepted if primal_weight * primal_stepsize *
norm(constraint_matrix' * (next_dual - current_dual)) is less
than linesearch_contraction_factor * norm(next_dual - current_dual).
The default is the value used in Malitsky and Pock (2016).

optional double linesearch_contraction_factor = 2 [default = 0.99];

Returns
Whether the linesearchContractionFactor field is set.

Implemented in operations_research.pdlp.Solvers.MalitskyPockParams, and operations_research.pdlp.Solvers.MalitskyPockParams.Builder.

◆ hasStepSizeDownscalingFactor()

boolean operations_research.pdlp.Solvers.MalitskyPockParamsOrBuilder.hasStepSizeDownscalingFactor ( )
At every inner iteration the algorithm can decide to accept the step size
or to update it to step_size = step_size_downscaling_factor * step_size.
This parameter should lie between 0 and 1. The default is the value used in
Malitsky and Pock (2016).

optional double step_size_downscaling_factor = 1 [default = 0.7];

Returns
Whether the stepSizeDownscalingFactor field is set.

Implemented in operations_research.pdlp.Solvers.MalitskyPockParams, and operations_research.pdlp.Solvers.MalitskyPockParams.Builder.

◆ hasStepSizeInterpolation()

boolean operations_research.pdlp.Solvers.MalitskyPockParamsOrBuilder.hasStepSizeInterpolation ( )
Malitsky and Pock linesearch rule permits an arbitrary choice of the first
step size guess within an interval [m, M]. This parameter determines where
in that interval to pick the step size. In particular, the next stepsize is
given by m + step_size_interpolation*(M - m). The default is the value used
in Malitsky and Pock (2016).

optional double step_size_interpolation = 3 [default = 1];

Returns
Whether the stepSizeInterpolation field is set.

Implemented in operations_research.pdlp.Solvers.MalitskyPockParams, and operations_research.pdlp.Solvers.MalitskyPockParams.Builder.


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