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| 1 | +# Generalized Cauchy Direction subsolver |
| 2 | + |
| 3 | +The Generalized Cauchy Direction (GCD) subsolver is a component in optimization algorithms that handle problems with bound constraints. It solves the following problem |
| 4 | + |
| 5 | +```math |
| 6 | +\begin{align*} |
| 7 | +\operatorname*{arg\,min}_{Y ∈ T_p D \times \mathcal{M}}&\ m_p(Y) = ⟨X_g, Y⟩_p + \frac{1}{2} ⟨\mathcal{H}_p[Y], Y⟩_p\\ |
| 8 | +\text{such that}& \ \exp_p(Y) = \exp_p(\alpha X) \in D \times \mathcal{M} \text{ for some } \alpha \in \mathbb{R} |
| 9 | +\end{align*} |
| 10 | +``` |
| 11 | + |
| 12 | +where $X$ is a given direction, the exponential map handles projection of the tangent vector when reaching the boundary, $D$ is a box domain ([`Hyperrectangle`](@extref Manifolds.Hyperrectangle)), $\mathcal{M}$ is a Riemannian manifold, $X_g$ is the gradient of a scalar function $f$ at point $p$ and $\mathcal{H}_p$ is a linear operator that approximates the Hessian of $f$ at $p$. |
| 13 | + |
| 14 | +The solver is currently primarily intended for internal use by optimization algorithms that require bound-constrained subproblem solutions. |
| 15 | + |
| 16 | +## Internal types and method |
| 17 | + |
| 18 | +### Symbols related to the GCP computation |
| 19 | + |
| 20 | +These symbols are directly used by solvers to compute the descent direction corresponding to the Generalized Cauchy point. |
| 21 | + |
| 22 | +```@docs |
| 23 | +Manopt.requires_generalized_cauchy_direction_computation |
| 24 | +Manopt.find_generalized_cauchy_point_direction! |
| 25 | +Manopt.GeneralizedCauchyDirectionFinder |
| 26 | +``` |
| 27 | + |
| 28 | +### Symbols related to the Hessian approximation |
| 29 | + |
| 30 | +These symbols are used to evaluate the Hessian approximation at specific tangent vectors during the generalized Cauchy point computation. |
| 31 | + |
| 32 | +```@docs |
| 33 | +Manopt.hessian_value |
| 34 | +Manopt.hessian_value_eb |
| 35 | +``` |
| 36 | + |
| 37 | +### Symbols related to bound handling |
| 38 | + |
| 39 | +These are internal symbols used to manage and manipulate bound constraints during the GCP computation. |
| 40 | + |
| 41 | +```@docs |
| 42 | +Manopt.init_updater! |
| 43 | +Manopt.AbstractSegmentHessianUpdater |
| 44 | +Manopt.GenericSegmentHessianUpdater |
| 45 | +Manopt.get_bounds_index |
| 46 | +Manopt.get_stepsize_bound |
| 47 | +Manopt.get_at_bound_index |
| 48 | +Manopt.set_stepsize_bound! |
| 49 | +Manopt.set_zero_at_index! |
| 50 | +``` |
| 51 | + |
| 52 | +### Symbols related to specific Hessian approximations |
| 53 | + |
| 54 | +```@docs |
| 55 | +Manopt.LimitedMemorySegmentHessianUpdater |
| 56 | +Manopt.hessian_value_from_inner_products |
| 57 | +Manopt.set_M_current_scale! |
| 58 | +``` |
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