ZonoOpt::OptSettings Struct Reference

Settings for optimization routines in ZonoOpt library. More...

#include <SolverDataStructures.hpp>

Public Member Functions
bool	settings_valid () const
	Checks whether settings struct is valid.
std::string	print () const
	displays settings as string

Public Attributes
bool	verbose = false
	display optimization progress
int	verbosity_interval = 100
	print every verbose_interval iterations
double	t_max = std::numeric_limits<double>::max()
	max time for optimization
int	k_max_admm = 5000
	max convex admm iterations
zono_float	rho = static_cast<zono_float>(10.0)
	admm penalty parameter, higher prioritizes feasibility during iterations, lower prioritizes optimality
zono_float	eps_dual = static_cast<zono_float>(1e-2)
	dual convergence tolerance
zono_float	eps_prim = static_cast<zono_float>(1e-3)
	primal convergence tolerance
int	k_inf_check = 10
	check infeasibility every k_inf_check iterations
bool	inf_norm_conv = true
	use infinity norm for convergence check (if false, scaled 2-norm is used)
bool	use_interval_contractor = true
	flag to use interval contractor for constraint tightening / implication
int	contractor_iter = 1
	number of interval contractor iterations
int	search_mode = 0
	0: best first, 1: best dive
bool	polish = true
	flag to perform solution polishing
zono_float	eps_dual_search = static_cast<zono_float>(1e-1)
	dual residual convergence tolerance during branch and bound and search
zono_float	eps_prim_search = static_cast<zono_float>(1e-2)
	primal residual convergence tolerance during branch and bound and search
zono_float	eps_r = static_cast<zono_float>(1e-2)
	relative convergence tolerance
zono_float	eps_a = static_cast<zono_float>(1e-1)
	absolute convergence tolerance
int	k_max_bnb = static_cast<int>(1e5)
	max number of branch-and-bound iterations
int	n_threads_bnb = 4
	max threads for branch and bound
int	n_threads_admm_fp = 3
	max threads for ADMM-FP
bool	single_threaded_admm_fp = false
	enables single-threaded ADMM-FP solution, overrides n_threads_bnb, n_threads_admm_fp
int	max_nodes = static_cast<int>(1e5)
	terminate if more than this many nodes are in branch and bound queue
int	contractor_tree_search_depth = 10
	when applying interval contractor in branch and bound, this is how deep to search the constraint tree for affected variables
bool	enable_perturb_admm_fp = true
	enable perturbations in ADMM-FP
bool	enable_restart_admm_fp = true
	enable restarts (significant perturbations) in ADMM-FP
int	k_max_admm_fp_ph1 = 10000
	max ADMM iterations for ADMM-FP phase 1 (objective included)
int	k_max_admm_fp_ph2 = 90000
	max ADMM iterations for ADMM-FP phase 2 (no objective)
int	cycle_detection_buffer_size = 20
	in ADMM-FP, this is the max size of the buffer that checks for cycles
zono_float	eps_perturb = static_cast<zono_float>(1e-3)
	relative tolerance for cycle detection, triggers perturbation
int	k_restart = 5000
	perform restart operation if primal residual does not improve over this many iterations in ADMM-FP
bool	enable_rng_seed = false
	enable rng seed for ADMM-FP
unsigned int	rng_seed = 0
	rng seed for ADMM-FP

Detailed Description

Settings for optimization routines in ZonoOpt library.

Member Function Documentation

print()

std::string ZonoOpt::OptSettings::print ( ) const

inline

displays settings as string

Returns

string

settings_valid()

bool ZonoOpt::OptSettings::settings_valid ( ) const

inline

Checks whether settings struct is valid.

Returns

validity boolean

Member Data Documentation

contractor_iter

int ZonoOpt::OptSettings::contractor_iter = 1

number of interval contractor iterations

contractor_tree_search_depth

int ZonoOpt::OptSettings::contractor_tree_search_depth = 10

when applying interval contractor in branch and bound, this is how deep to search the constraint tree for affected variables

cycle_detection_buffer_size

int ZonoOpt::OptSettings::cycle_detection_buffer_size = 20

in ADMM-FP, this is the max size of the buffer that checks for cycles

enable_perturb_admm_fp

bool ZonoOpt::OptSettings::enable_perturb_admm_fp = true

enable perturbations in ADMM-FP

enable_restart_admm_fp

bool ZonoOpt::OptSettings::enable_restart_admm_fp = true

enable restarts (significant perturbations) in ADMM-FP

enable_rng_seed

bool ZonoOpt::OptSettings::enable_rng_seed = false

enable rng seed for ADMM-FP

eps_a

zono_float ZonoOpt::OptSettings::eps_a = static_cast<zono_float>(1e-1)

absolute convergence tolerance

eps_dual

zono_float ZonoOpt::OptSettings::eps_dual = static_cast<zono_float>(1e-2)

dual convergence tolerance

eps_dual_search

zono_float ZonoOpt::OptSettings::eps_dual_search = static_cast<zono_float>(1e-1)

dual residual convergence tolerance during branch and bound and search

eps_perturb

zono_float ZonoOpt::OptSettings::eps_perturb = static_cast<zono_float>(1e-3)

relative tolerance for cycle detection, triggers perturbation

eps_prim

zono_float ZonoOpt::OptSettings::eps_prim = static_cast<zono_float>(1e-3)

primal convergence tolerance

eps_prim_search

zono_float ZonoOpt::OptSettings::eps_prim_search = static_cast<zono_float>(1e-2)

primal residual convergence tolerance during branch and bound and search

eps_r

zono_float ZonoOpt::OptSettings::eps_r = static_cast<zono_float>(1e-2)

relative convergence tolerance

inf_norm_conv

bool ZonoOpt::OptSettings::inf_norm_conv = true

use infinity norm for convergence check (if false, scaled 2-norm is used)

k_inf_check

int ZonoOpt::OptSettings::k_inf_check = 10

check infeasibility every k_inf_check iterations

k_max_admm

int ZonoOpt::OptSettings::k_max_admm = 5000

max convex admm iterations

k_max_admm_fp_ph1

int ZonoOpt::OptSettings::k_max_admm_fp_ph1 = 10000

max ADMM iterations for ADMM-FP phase 1 (objective included)

k_max_admm_fp_ph2

int ZonoOpt::OptSettings::k_max_admm_fp_ph2 = 90000

max ADMM iterations for ADMM-FP phase 2 (no objective)

k_max_bnb

int ZonoOpt::OptSettings::k_max_bnb = static_cast<int>(1e5)

max number of branch-and-bound iterations

k_restart

int ZonoOpt::OptSettings::k_restart = 5000

perform restart operation if primal residual does not improve over this many iterations in ADMM-FP

max_nodes

int ZonoOpt::OptSettings::max_nodes = static_cast<int>(1e5)

terminate if more than this many nodes are in branch and bound queue

n_threads_admm_fp

int ZonoOpt::OptSettings::n_threads_admm_fp = 3

max threads for ADMM-FP

n_threads_bnb

int ZonoOpt::OptSettings::n_threads_bnb = 4

max threads for branch and bound

polish

bool ZonoOpt::OptSettings::polish = true

flag to perform solution polishing

rho

zono_float ZonoOpt::OptSettings::rho = static_cast<zono_float>(10.0)

admm penalty parameter, higher prioritizes feasibility during iterations, lower prioritizes optimality

rng_seed

unsigned int ZonoOpt::OptSettings::rng_seed = 0

rng seed for ADMM-FP

search_mode

int ZonoOpt::OptSettings::search_mode = 0

0: best first, 1: best dive

single_threaded_admm_fp

bool ZonoOpt::OptSettings::single_threaded_admm_fp = false

enables single-threaded ADMM-FP solution, overrides n_threads_bnb, n_threads_admm_fp

t_max

double ZonoOpt::OptSettings::t_max = std::numeric_limits<double>::max()

max time for optimization

use_interval_contractor

bool ZonoOpt::OptSettings::use_interval_contractor = true

flag to use interval contractor for constraint tightening / implication

verbose

bool ZonoOpt::OptSettings::verbose = false

display optimization progress

verbosity_interval

int ZonoOpt::OptSettings::verbosity_interval = 100

print every verbose_interval iterations

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

• /home/joshr/Documents/Projects/ZonoOpt/include/zonoopt/SolverDataStructures.hpp