solver_parameters.h

Go to the documentation of this file.

/**
    @file
    @author  Alexander Sherikov
 
    @copyright 2017 Alexander Sherikov. Licensed under the Apache License,
    Version 2.0. (see LICENSE or http://www.apache.org/licenses/LICENSE-2.0)
 
    @brief
*/
 
#pragma once
 
namespace qpmad
{
    class SolverParameters
    {
    public:
        enum HessianType
        {
            UNDEFINED = 0,
            HESSIAN_LOWER_TRIANGULAR = 1,
            HESSIAN_CHOLESKY_FACTOR = 2,
            HESSIAN_INVERTED_CHOLESKY_FACTOR = 3
            // HESSIAN_DIAGONAL         = 1,
        };
 
 
    public:
        HessianType hessian_type_;
 
        double tolerance_;
 
        std::ptrdiff_t max_iter_;
 
        bool return_inverted_cholesky_factor_;
 
 
    public:
        SolverParameters()
        {
            // default hessian type
            hessian_type_ = HESSIAN_LOWER_TRIANGULAR;
 
            tolerance_ = 1e-12;
 
            // -1 -> unlimited
            max_iter_ = -1;
 
            // this operation requires an extra copy and is not needed for
            // problems with varying Hessian, but allows skipping Hessian
            // inversion otherwise.
            return_inverted_cholesky_factor_ = false;
        }
    };
}  // namespace qpmad