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 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	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

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

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_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 admm iterations

k_max_bnb

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

max number of branch-and-bound iterations

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_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

search_mode

int ZonoOpt::OptSettings::search_mode = 0

0: best first, 1: best dive

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