Trait argmin::core::Solver

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pub trait Solver<O, I: State> {
    // Required methods
    fn name(&self) -> &str;
    fn next_iter(
        &mut self,
        problem: &mut Problem<O>,
        state: I
    ) -> Result<(I, Option<KV>), Error>;

    // Provided methods
    fn init(
        &mut self,
        _problem: &mut Problem<O>,
        state: I
    ) -> Result<(I, Option<KV>), Error> { ... }
    fn terminate_internal(&mut self, state: &I) -> TerminationStatus { ... }
    fn terminate(&mut self, _state: &I) -> TerminationStatus { ... }
}
Expand description

The interface all solvers are required to implement.

Every solver needs to implement this trait in order to function with the Executor. It handles initialization (init), each iteration of the solver (next_iter), and termination of the algorithm (terminate and terminate_internal). Only next_iter is mandatory to implement, all others provide default implementations.

A Solver should be (de)serializable in order to work with checkpointing.

§Example

use argmin::core::{
    ArgminFloat, Solver, IterState, CostFunction, Error, KV, Problem, TerminationReason, TerminationStatus
};

#[derive(Clone)]
struct OptimizationAlgorithm {}

impl<O, P, G, J, H, R, F> Solver<O, IterState<P, G, J, H, R, F>> for OptimizationAlgorithm
where
    O: CostFunction<Param = P, Output = F>,
    P: Clone,
    F: ArgminFloat
{
    fn name(&self) -> &str { "OptimizationAlgorithm" }

    fn init(
        &mut self,
        problem: &mut Problem<O>,
        state: IterState<P, G, J, H, R, F>,
    ) -> Result<(IterState<P, G, J, H, R, F>, Option<KV>), Error> {
        // Initialize algorithm, update `state`.
        // Implementing this method is optional.
        Ok((state, None))
    }

    fn next_iter(
        &mut self,
        problem: &mut Problem<O>,
        state: IterState<P, G, J, H, R, F>,
    ) -> Result<(IterState<P, G, J, H, R, F>, Option<KV>), Error> {
        // Compute single iteration of algorithm, update `state`.
        // Implementing this method is required.
        Ok((state, None))
    }
     
    fn terminate(&mut self, state: &IterState<P, G, J, H, R, F>) -> TerminationStatus {
        // Check if stopping criteria are met.
        // Implementing this method is optional.
        TerminationStatus::NotTerminated
    }
}

Required Methods§

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fn name(&self) -> &str

Name of the solver. Mainly used in Observers.

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fn next_iter( &mut self, problem: &mut Problem<O>, state: I ) -> Result<(I, Option<KV>), Error>

Computes a single iteration of the algorithm and has access to the optimization problem definition and the internal state of the solver. Returns an updated state and optionally a KV which holds key-value pairs used in Observers.

Provided Methods§

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fn init( &mut self, _problem: &mut Problem<O>, state: I ) -> Result<(I, Option<KV>), Error>

Initializes the algorithm.

Executed before any iterations are performed and has access to the optimization problem definition and the internal state of the solver. Returns an updated state and optionally a KV which holds key-value pairs used in Observers. The default implementation returns the unaltered state and no KV.

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fn terminate_internal(&mut self, state: &I) -> TerminationStatus

Checks whether basic termination reasons apply.

Terminate if

  1. algorithm was terminated somewhere else in the Executor
  2. iteration count exceeds maximum number of iterations
  3. best cost is lower than or equal to the target cost

This can be overwritten; however it is not advised. It is recommended to implement other stopping criteria via (terminate.

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fn terminate(&mut self, _state: &I) -> TerminationStatus

Used to implement stopping criteria, in particular criteria which are not covered by (terminate_internal.

This method has access to the internal state and returns an TerminationReason.

Implementors§

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impl<O> Solver<O, IterState<Vec<f64>, (), (), (), (), f64>> for TestSolver

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impl<O, F> Solver<O, IterState<F, (), (), (), (), F>> for BrentOpt<F>
where O: CostFunction<Param = F, Output = F>, F: ArgminFloat,

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impl<O, F> Solver<O, IterState<F, (), (), (), (), F>> for BrentRoot<F>
where O: CostFunction<Param = F, Output = F>, F: ArgminFloat,

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impl<O, F> Solver<O, IterState<F, (), (), (), (), F>> for GoldenSectionSearch<F>
where O: CostFunction<Param = F, Output = F>, F: ArgminFloat,

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impl<O, F, P, G> Solver<O, IterState<P, G, (), (), (), F>> for Landweber<F>
where O: Gradient<Param = P, Gradient = G>, P: Clone + ArgminScaledSub<G, F, P>, F: ArgminFloat,

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impl<O, F, P, G, H> Solver<O, IterState<P, G, (), H, (), F>> for CauchyPoint<F>
where O: Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = H>, P: Clone + ArgminMul<F, P> + ArgminWeightedDot<P, F, H>, G: ArgminMul<F, P> + ArgminWeightedDot<G, F, H> + ArgminL2Norm<F>, F: ArgminFloat,

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impl<O, F, P, H> Solver<O, IterState<P, P, (), H, (), F>> for Dogleg<F>
where O: Gradient<Param = P, Gradient = P> + Hessian<Param = P, Hessian = H>, P: Clone + ArgminMul<F, P> + ArgminL2Norm<F> + ArgminDot<P, F> + ArgminAdd<P, P> + ArgminSub<P, P>, H: ArgminInv<H> + ArgminDot<P, P>, F: ArgminFloat,

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impl<O, L, F, P, G, J, U, R> Solver<O, IterState<P, G, J, (), R, F>> for GaussNewtonLS<L, F>
where O: Operator<Param = P, Output = U> + Jacobian<Param = P, Jacobian = J>, P: Clone + ArgminMul<F, P>, G: Clone, U: ArgminL2Norm<F>, J: Clone + ArgminTranspose<J> + ArgminInv<J> + ArgminDot<J, J> + ArgminDot<G, P> + ArgminDot<U, G>, L: Clone + LineSearch<P, F> + Solver<LineSearchProblem<O, F>, IterState<P, G, (), (), R, F>>, F: ArgminFloat, R: Clone,

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impl<O, L, P, G, F> Solver<O, IterState<P, G, (), (), (), F>> for SteepestDescent<L>
where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G>, P: Clone, G: Clone + ArgminMul<F, G>, L: Clone + LineSearch<G, F> + Solver<O, IterState<P, G, (), (), (), F>>, F: ArgminFloat,

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impl<O, L, P, G, F> Solver<O, IterState<P, G, (), (), (), F>> for LBFGS<L, P, G, F>
where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G>, P: Clone + ArgminSub<P, P> + ArgminSub<F, P> + ArgminAdd<P, P> + ArgminAdd<F, P> + ArgminDot<G, F> + ArgminMul<F, P> + ArgminMul<P, P> + ArgminMul<G, P> + ArgminL1Norm<F> + ArgminSignum + ArgminZeroLike + ArgminMinMax, G: Clone + ArgminL2Norm<F> + ArgminSub<G, G> + ArgminAdd<G, G> + ArgminAdd<P, G> + ArgminDot<G, F> + ArgminDot<P, F> + ArgminMul<F, G> + ArgminMul<F, P> + ArgminZeroLike + ArgminMinMax, L: Clone + LineSearch<P, F> + Solver<LineSearchProblem<O, P, G, F>, IterState<P, G, (), (), (), F>>, F: ArgminFloat,

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impl<O, L, P, G, H, F> Solver<O, IterState<P, G, (), H, (), F>> for NewtonCG<L, F>
where O: Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = H>, P: Clone + ArgminSub<P, P> + ArgminDot<P, F> + ArgminScaledAdd<P, F, P> + ArgminMul<F, P> + ArgminConj + ArgminZeroLike, G: ArgminL2Norm<F> + ArgminMul<F, P>, H: Clone + ArgminDot<P, P>, L: Clone + LineSearch<P, F> + Solver<O, IterState<P, G, (), (), (), F>>, F: ArgminFloat + ArgminL2Norm<F>,

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impl<O, L, P, G, H, F> Solver<O, IterState<P, G, (), H, (), F>> for BFGS<L, F>
where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G>, P: Clone + ArgminSub<P, P> + ArgminDot<G, H> + ArgminDot<P, H>, G: Clone + ArgminL2Norm<F> + ArgminMul<F, P> + ArgminDot<P, F> + ArgminSub<G, G>, H: ArgminSub<H, H> + ArgminDot<G, G> + ArgminDot<H, H> + ArgminAdd<H, H> + ArgminMul<F, H> + ArgminTranspose<H> + ArgminEye, L: Clone + LineSearch<P, F> + Solver<O, IterState<P, G, (), (), (), F>>, F: ArgminFloat,

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impl<O, L, P, G, H, F> Solver<O, IterState<P, G, (), H, (), F>> for DFP<L, F>
where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G>, P: Clone + ArgminSub<P, P> + ArgminDot<G, F> + ArgminDot<P, H> + ArgminMul<F, P>, G: Clone + ArgminSub<G, G> + ArgminL2Norm<F> + ArgminDot<P, F>, H: Clone + ArgminSub<H, H> + ArgminDot<G, P> + ArgminAdd<H, H> + ArgminMul<F, H>, L: Clone + LineSearch<P, F> + Solver<O, IterState<P, G, (), (), (), F>>, F: ArgminFloat,

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impl<O, L, P, G, H, F> Solver<O, IterState<P, G, (), H, (), F>> for SR1<L, F>
where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G>, P: Clone + ArgminSub<P, P> + ArgminDot<G, F> + ArgminDot<P, F> + ArgminDot<P, H> + ArgminL2Norm<F> + ArgminMul<F, P>, G: Clone + ArgminSub<P, P> + ArgminL2Norm<F> + ArgminSub<G, G>, H: ArgminDot<G, P> + ArgminDot<P, P> + ArgminAdd<H, H> + ArgminMul<F, H>, L: Clone + LineSearch<P, F> + Solver<O, IterState<P, G, (), (), (), F>>, F: ArgminFloat,

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impl<O, P, F> Solver<O, IterState<P, (), (), (), (), F>> for NelderMead<P, F>
where O: CostFunction<Param = P, Output = F>, P: Clone + ArgminSub<P, P> + ArgminAdd<P, P> + ArgminMul<F, P>, F: ArgminFloat + Sum<F>,

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impl<O, P, F, R> Solver<O, IterState<P, (), (), (), (), F>> for SimulatedAnnealing<F, R>
where O: CostFunction<Param = P, Output = F> + Anneal<Param = P, Output = P, Float = F>, P: Clone, F: ArgminFloat, R: Rng,

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impl<O, P, F, R> Solver<O, PopulationState<Particle<P, F>, F>> for ParticleSwarm<P, F, R>
where O: CostFunction<Param = P, Output = F> + SyncAlias, P: Clone + SyncAlias + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P> + ArgminZeroLike + ArgminRandom + ArgminMinMax, F: ArgminFloat, R: Rng,

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impl<O, P, G, H, F> Solver<O, IterState<P, G, (), H, (), F>> for Newton<F>
where O: Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = H>, P: Clone + ArgminScaledSub<P, F, P>, H: ArgminInv<H> + ArgminDot<G, P>, F: ArgminFloat,

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impl<O, P, G, L, B, F> Solver<O, IterState<P, G, (), (), (), F>> for NonlinearConjugateGradient<P, L, B, F>
where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G>, P: Clone + ArgminAdd<P, P> + ArgminMul<F, P>, G: Clone + ArgminMul<F, P> + ArgminDot<G, F> + ArgminL2Norm<F>, L: Clone + LineSearch<P, F> + Solver<O, IterState<P, G, (), (), (), F>>, B: NLCGBetaUpdate<G, P, F>, F: ArgminFloat,

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impl<O, P, G, L, F> Solver<O, IterState<P, G, (), (), (), F>> for BacktrackingLineSearch<P, G, L, F>
where P: Clone + ArgminScaledAdd<G, F, P>, G: ArgminScaledAdd<G, F, G>, O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G>, L: LineSearchCondition<G, G, F>, F: ArgminFloat,

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impl<O, P, J, R, F> Solver<O, IterState<P, (), J, (), R, F>> for GaussNewton<F>
where O: Operator<Param = P, Output = R> + Jacobian<Param = P, Jacobian = J>, P: Clone + ArgminSub<P, P> + ArgminMul<F, P>, R: ArgminL2Norm<F>, J: Clone + ArgminTranspose<J> + ArgminInv<J> + ArgminDot<J, J> + ArgminDot<R, P> + ArgminDot<P, P>, F: ArgminFloat,

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impl<O, R, F, P, G, H> Solver<O, IterState<P, G, (), H, (), F>> for TrustRegion<R, F>
where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = H>, P: Clone + ArgminL2Norm<F> + ArgminDot<P, F> + ArgminDot<G, F> + ArgminAdd<P, P>, G: Clone, H: Clone + ArgminDot<P, P>, R: Clone + TrustRegionRadius<F> + Solver<O, IterState<P, G, (), H, (), F>>, F: ArgminFloat,

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impl<O, R, P, G, B, F> Solver<O, IterState<P, G, (), B, (), F>> for SR1TrustRegion<R, F>
where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = B>, P: Clone + ArgminSub<P, P> + ArgminAdd<P, P> + ArgminDot<P, F> + ArgminDot<P, B> + ArgminL2Norm<F> + ArgminZeroLike, G: Clone + ArgminL2Norm<F> + ArgminDot<P, F> + ArgminSub<G, P>, B: Clone + ArgminDot<P, P> + ArgminAdd<B, B> + ArgminMul<F, B>, R: Clone + TrustRegionRadius<F> + Solver<O, IterState<P, G, (), B, (), F>>, F: ArgminFloat + ArgminL2Norm<F>,

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impl<P, G, O, F> Solver<O, IterState<P, G, (), (), (), F>> for HagerZhangLineSearch<P, G, F>
where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G>, P: Clone + ArgminDot<G, F> + ArgminScaledAdd<G, F, P>, G: Clone + ArgminDot<G, F>, F: ArgminFloat,

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impl<P, G, O, F> Solver<O, IterState<P, G, (), (), (), F>> for MoreThuenteLineSearch<P, G, F>
where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G>, P: Clone + ArgminDot<G, F> + ArgminScaledAdd<G, F, P>, G: Clone + ArgminDot<G, F>, F: ArgminFloat,

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impl<P, O, F, H> Solver<O, IterState<P, P, (), H, (), F>> for Steihaug<P, F>
where P: Clone + ArgminMul<F, P> + ArgminL2Norm<F> + ArgminDot<P, F> + ArgminAdd<P, P> + ArgminZeroLike, H: ArgminDot<P, P>, F: ArgminFloat,

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impl<P, O, R, F> Solver<O, IterState<P, (), (), (), R, F>> for ConjugateGradient<P, F>
where O: Operator<Param = P, Output = P>, P: Clone + ArgminDot<P, F> + ArgminSub<P, R> + ArgminScaledAdd<P, F, P> + ArgminConj, R: ArgminMul<F, R> + ArgminMul<F, P> + ArgminConj + ArgminDot<R, F> + ArgminScaledAdd<P, F, R>, F: ArgminFloat + ArgminL2Norm<F>,