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Parameter Search

ssqp::param_search provides online dynamics parameter identification and SSQP hyperparameter search. See Parameter Search in Concepts for the conceptual explanation. The reference below is generated directly from include/param_search/search.hpp's own doc comments.

dynamics_params::Search

The abstract base for dynamics parameter searchers (namespace ssqp::param_search::dynamics_params):

Class ssqp::param_search::dynamics_params::Search

ClassList > ssqp > param_search > dynamics_params > Search

Inherited by the following classes: ssqp::param_search::dynamics_params::GaussNewton, ssqp::param_search::dynamics_params::GradientDescent

Public Functions

Type Name
Search (const std::shared_ptr< model::stagewise::StageDynamics > & dynamics, const double armijo_beta=0.5, const double armijo_c1=1e-4)
bool addData (const VecX & x, const VecX & u, const VecX & x_next)
void clearData ()

Public Functions Documentation

ssqp::param_search::dynamics_params::Search::Search (
    const std::shared_ptr< model::stagewise::StageDynamics > & dynamics,
    const double armijo_beta=0.5,
    const double armijo_c1=1e-4
) 

function addData
bool ssqp::param_search::dynamics_params::Search::addData (
    const VecX & x,
    const VecX & u,
    const VecX & x_next
) 

function clearData
void ssqp::param_search::dynamics_params::Search::clearData () 


The documentation for this class was generated from the following file /home/runner/work/ssqp/ssqp/include/param_search/search.hpp

GradientDescent

Class ssqp::param_search::dynamics_params::GradientDescent

ClassList > ssqp > param_search > dynamics_params > GradientDescent

Inherits the following classes: ssqp::param_search::dynamics_params::Search

Public Functions
Type Name
GradientDescent (const std::shared_ptr< model::stagewise::StageDynamics > & dynamics, const uint min_data_size, const double armijo_beta=0.5, const double armijo_c1=1e-4)
void setMinimumDataSize (const uint data_size)
Public Functions Documentation
function GradientDescent
ssqp::param_search::dynamics_params::GradientDescent::GradientDescent (
    const std::shared_ptr< model::stagewise::StageDynamics > & dynamics,
    const uint min_data_size,
    const double armijo_beta=0.5,
    const double armijo_c1=1e-4
) 

function setMinimumDataSize
void ssqp::param_search::dynamics_params::GradientDescent::setMinimumDataSize (
    const uint data_size
) 


The documentation for this class was generated from the following file /home/runner/work/ssqp/ssqp/include/param_search/search.hpp

GaussNewton

Class ssqp::param_search::dynamics_params::GaussNewton

ClassList > ssqp > param_search > dynamics_params > GaussNewton

Inherits the following classes: ssqp::param_search::dynamics_params::Search

Public Functions
Type Name
GaussNewton (const std::shared_ptr< model::stagewise::StageDynamics > & dynamics, const uint window_size=100, const double armijo_beta=0.5, const double armijo_c1=1e-4)
void setWindowSize (const uint window_size, bool prune_last=false)
Public Functions Documentation
function GaussNewton
ssqp::param_search::dynamics_params::GaussNewton::GaussNewton (
    const std::shared_ptr< model::stagewise::StageDynamics > & dynamics,
    const uint window_size=100,
    const double armijo_beta=0.5,
    const double armijo_c1=1e-4
) 

function setWindowSize
void ssqp::param_search::dynamics_params::GaussNewton::setWindowSize (
    const uint window_size,
    bool prune_last=false
) 

Sets the window size to the given value Parameters:

  • window_size: The size to resize the window to

  • prune_last: Whether to remove the most recent data points, in case the window currently holds more data than the provided size; if false, an algorithm is used to instead prune the most similar data points has no effect if the provided size is larger than the data currently held



The documentation for this class was generated from the following file /home/runner/work/ssqp/ssqp/include/param_search/search.hpp

HyperParamSearch

Declared directly in ssqp::param_search (not under dynamics_params):

Class ssqp::param_search::HyperParamSearch

ClassList > ssqp > param_search > HyperParamSearch

Public Functions

Type Name
HyperParamSearch () = default
HyperParamSearch (const std::vector< solvers::ssqp::Params > & hyperparams, const std::vector< std::shared_ptr< model::Model > > & problems)
void addHyperparams (const solvers::ssqp::Params & sqp_params)
void addProblem (const std::shared_ptr< model::Model > & model)
const std::vector< std::shared_ptr< model::Model > > & problems () const
const solvers::ssqp::Params search () const

Public Functions Documentation

function HyperParamSearch [1/2]
ssqp::param_search::HyperParamSearch::HyperParamSearch () = default

function HyperParamSearch [2/2]
ssqp::param_search::HyperParamSearch::HyperParamSearch (
    const std::vector< solvers::ssqp::Params > & hyperparams,
    const std::vector< std::shared_ptr< model::Model > > & problems
) 

function addHyperparams
void ssqp::param_search::HyperParamSearch::addHyperparams (
    const solvers::ssqp::Params & sqp_params
) 

function addProblem
void ssqp::param_search::HyperParamSearch::addProblem (
    const std::shared_ptr< model::Model > & model
) 

function problems
const std::vector< std::shared_ptr< model::Model > > & ssqp::param_search::HyperParamSearch::problems () const

function search
const solvers::ssqp::Params ssqp::param_search::HyperParamSearch::search () const


The documentation for this class was generated from the following file /home/runner/work/ssqp/ssqp/include/param_search/search.hpp