Sleipnir C++ API
Loading...
Searching...
No Matches
slp::NewtonMatrixCallbacks< Scalar > Struct Template Reference

#include <sleipnir/optimization/solver/newton_matrix_callbacks.hpp>

Public Attributes

std::function< Scalar(const Eigen::Vector< Scalar, Eigen::Dynamic > &x)> f
 
std::function< Eigen::SparseVector< Scalar >(const Eigen::Vector< Scalar, Eigen::Dynamic > &x)> g
 
std::function< Eigen::SparseMatrix< Scalar >(const Eigen::Vector< Scalar, Eigen::Dynamic > &x)> H
 

Detailed Description

template<typename Scalar>
struct slp::NewtonMatrixCallbacks< Scalar >

Matrix callbacks for the Newton's method solver.

Template Parameters
ScalarScalar type.

Member Data Documentation

◆ f

template<typename Scalar >
std::function<Scalar(const Eigen::Vector<Scalar, Eigen::Dynamic>& x)> slp::NewtonMatrixCallbacks< Scalar >::f

Cost function value f(x) getter.

Variable Rows Columns
x num_decision_variables 1
f(x) 1 1

◆ g

template<typename Scalar >
std::function<Eigen::SparseVector<Scalar>( const Eigen::Vector<Scalar, Eigen::Dynamic>& x)> slp::NewtonMatrixCallbacks< Scalar >::g

Cost function gradient ∇f(x) getter.

Variable Rows Columns
x num_decision_variables 1
∇f(x) num_decision_variables 1

◆ H

template<typename Scalar >
std::function<Eigen::SparseMatrix<Scalar>( const Eigen::Vector<Scalar, Eigen::Dynamic>& x)> slp::NewtonMatrixCallbacks< Scalar >::H

Lagrangian Hessian ∇ₓₓ²L(x) getter.

L(xₖ) = f(xₖ)

Variable Rows Columns
x num_decision_variables 1
∇ₓₓ²L(x) num_decision_variables num_decision_variables

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