RootFinding.hpp File Reference

Nonlinear root finding and implicit function solvers. More...

#include "metis/core/Function.hpp"
#include "metis/core/MetisConcepts.hpp"
#include "metis/core/MetisError.hpp"
#include <casadi/casadi.hpp>
#include <algorithm>
#include <atomic>
#include <cmath>
#include <cstdint>
#include <iostream>
#include <limits>
#include <string>
#include <vector>

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Classes
struct	metis::RootFinderOptions
	Options for root finding algorithms. More...
struct	metis::ImplicitFunctionOptions
	Options for building differentiable implicit solve wrappers. More...
struct	metis::RootResult< Scalar >
	Result of a root finding operation. More...
struct	metis::detail::NumericState
struct	metis::detail::StageOutcome
class	metis::NewtonSolver
	Persistent nonlinear root solver. More...

Namespaces
namespace	metis
namespace	metis::detail
	Smooth approximation of ReLU function: softplus(x) = (1/beta) * log(1 + exp(beta * x)).

Enumerations
enum class	metis::RootSolveStrategy {   metis::Auto , metis::TrustRegionNewton , metis::LineSearchNewton , metis::QuasiNewtonBroyden ,   metis::PseudoTransientContinuation }
	Numeric nonlinear solver strategy selection. More...
enum class	metis::RootSolveMethod {   metis::None , metis::TrustRegionNewton , metis::LineSearchNewton , metis::QuasiNewtonBroyden ,   metis::PseudoTransientContinuation }
	Numeric nonlinear solver method actually used. More...

Functions
std::string	metis::detail::method_name (RootSolveMethod method)
RootSolveMethod	metis::detail::strategy_to_method (RootSolveStrategy strategy)
std::string	metis::detail::unique_name (const std::string &prefix)
void	metis::detail::validate_root_options (const RootFinderOptions &opts, const std::string &context)
void	metis::detail::validate_root_problem (const casadi::Function &f_casadi, const std::string &context)
casadi::Dict	metis::detail::opts_to_dict (const RootFinderOptions &opts)
casadi::DM	metis::detail::vector_to_dm (const Eigen::VectorXd &x)
Eigen::VectorXd	metis::detail::dm_to_vector (const casadi::DM &x)
Eigen::MatrixXd	metis::detail::dm_to_matrix (const casadi::DM &x)
std::string	metis::detail::implicit_function_name (const casadi::Function &g_casadi)
void	metis::detail::validate_implicit_problem (const casadi::Function &g_casadi, const Eigen::VectorXd &x_guess, const ImplicitFunctionOptions &implicit_opts)
Eigen::VectorXd	metis::detail::solve_linear_system (const Eigen::MatrixXd &A, const Eigen::VectorXd &b)
bool	metis::detail::all_finite (const Eigen::VectorXd &x)
bool	metis::detail::all_finite (const Eigen::MatrixXd &x)
Eigen::VectorXd	metis::detail::evaluate_residual_only (const casadi::Function &residual_fn, const Eigen::VectorXd &x)
NumericState	metis::detail::evaluate_state (const casadi::Function &residual_fn, const casadi::Function &jacobian_fn, const Eigen::VectorXd &x, const std::string &context)
void	metis::detail::maybe_log (const RootFinderOptions &opts, const std::string &message)
bool	metis::detail::is_converged (const NumericState &state, const RootFinderOptions &opts)
StageOutcome	metis::detail::solve_trust_region (const casadi::Function &residual_fn, const casadi::Function &jacobian_fn, const NumericState &start, const RootFinderOptions &opts, int max_iterations)
StageOutcome	metis::detail::solve_line_search (const casadi::Function &residual_fn, const casadi::Function &jacobian_fn, const NumericState &start, const RootFinderOptions &opts, int max_iterations)
StageOutcome	metis::detail::solve_broyden (const casadi::Function &residual_fn, const casadi::Function &jacobian_fn, const NumericState &start, const RootFinderOptions &opts, int max_iterations)
StageOutcome	metis::detail::solve_pseudo_transient (const casadi::Function &residual_fn, const casadi::Function &jacobian_fn, const NumericState &start, const RootFinderOptions &opts, int max_iterations)
template<typename Scalar>
RootResult< Scalar >	metis::rootfinder (const metis::Function &F, const Eigen::Matrix< Scalar, Eigen::Dynamic, 1 > &x0, const RootFinderOptions &opts={})
	Solve F(x) = 0 for x given an initial guess.
metis::Function	metis::create_implicit_function (const metis::Function &G, const Eigen::VectorXd &x_guess, const RootFinderOptions &opts={}, const ImplicitFunctionOptions &implicit_opts={})
	Create a differentiable implicit solve wrapper for G(...) = 0.

Detailed Description

Nonlinear root finding and implicit function solvers.

See also

AutoDiff.hpp