pub struct BacktrackingLineSearch<P, G, L, F> { /* private fields */ }
Expand description

The Backtracking line search is a method which finds a step length from a given point along a given direction, such that this step length obeys the Armijo (sufficient decrease) condition.

Requirements on the optimization problem

The optimization problem is required to implement CostFunction and Gradient.

References

Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.

Wikipedia: https://en.wikipedia.org/wiki/Backtracking_line_search

Implementations§

source§

impl<P, G, L, F> BacktrackingLineSearch<P, G, L, F>
where F: ArgminFloat,

source

pub fn new(condition: L) -> Self

Construct a new instance of BacktrackingLineSearch

Example

let backtracking: BacktrackingLineSearch<Vec<f64>, Vec<f64>, _, f64> =
    BacktrackingLineSearch::new(ArmijoCondition::new(0.0001f64));
source

pub fn rho(self, rho: F) -> Result<Self, Error>

Set contraction factor rho

This factor must be in (0, 1).

Example
let backtracking = backtracking.rho(0.5)?;

Trait Implementations§

source§

impl<P: Clone, G: Clone, L: Clone, F: Clone> Clone for BacktrackingLineSearch<P, G, L, F>

source§

fn clone(&self) -> BacktrackingLineSearch<P, G, L, F>

Returns a copy of the value. Read more
1.0.0 · source§

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
source§

impl<P: Debug, G: Debug, L: Debug, F: Debug> Debug for BacktrackingLineSearch<P, G, L, F>

source§

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
source§

impl<'de, P, G, L, F> Deserialize<'de> for BacktrackingLineSearch<P, G, L, F>
where P: Deserialize<'de>, G: Deserialize<'de>, L: Deserialize<'de>, F: Deserialize<'de>,

source§

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>
where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer. Read more
source§

impl<P, G, L, F> LineSearch<G, F> for BacktrackingLineSearch<P, G, L, F>
where F: ArgminFloat,

source§

fn search_direction(&mut self, search_direction: G)

Set search direction

source§

fn initial_step_length(&mut self, alpha: F) -> Result<(), Error>

Set initial step length

source§

impl<P: PartialEq, G: PartialEq, L: PartialEq, F: PartialEq> PartialEq for BacktrackingLineSearch<P, G, L, F>

source§

fn eq(&self, other: &BacktrackingLineSearch<P, G, L, F>) -> bool

This method tests for self and other values to be equal, and is used by ==.
1.0.0 · source§

fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.
source§

impl<P, G, L, F> Serialize for BacktrackingLineSearch<P, G, L, F>
where P: Serialize, G: Serialize, L: Serialize, F: Serialize,

source§

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>
where __S: Serializer,

Serialize this value into the given Serde serializer. Read more
source§

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,

source§

const NAME: &'static str = "Backtracking line search"

Name of the solver. Mainly used in Observers.
source§

fn init( &mut self, problem: &mut Problem<O>, state: IterState<P, G, (), (), (), F> ) -> Result<(IterState<P, G, (), (), (), F>, Option<KV>), Error>

Initializes the algorithm. Read more
source§

fn next_iter( &mut self, problem: &mut Problem<O>, state: IterState<P, G, (), (), (), F> ) -> Result<(IterState<P, G, (), (), (), F>, 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.
source§

fn terminate( &mut self, state: &IterState<P, G, (), (), (), F> ) -> TerminationStatus

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

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

Checks whether basic termination reasons apply. Read more
source§

impl<P: Eq, G: Eq, L: Eq, F: Eq> Eq for BacktrackingLineSearch<P, G, L, F>

source§

impl<P, G, L, F> StructuralEq for BacktrackingLineSearch<P, G, L, F>

source§

impl<P, G, L, F> StructuralPartialEq for BacktrackingLineSearch<P, G, L, F>

Auto Trait Implementations§

§

impl<P, G, L, F> RefUnwindSafe for BacktrackingLineSearch<P, G, L, F>

§

impl<P, G, L, F> Send for BacktrackingLineSearch<P, G, L, F>
where F: Send, G: Send, L: Send, P: Send,

§

impl<P, G, L, F> Sync for BacktrackingLineSearch<P, G, L, F>
where F: Sync, G: Sync, L: Sync, P: Sync,

§

impl<P, G, L, F> Unpin for BacktrackingLineSearch<P, G, L, F>
where F: Unpin, G: Unpin, L: Unpin, P: Unpin,

§

impl<P, G, L, F> UnwindSafe for BacktrackingLineSearch<P, G, L, F>

Blanket Implementations§

source§

impl<T> Any for T
where T: 'static + ?Sized,

source§

fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
source§

impl<T> Borrow<T> for T
where T: ?Sized,

source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
source§

impl<T> BorrowMut<T> for T
where T: ?Sized,

source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
source§

impl<T> From<T> for T

source§

fn from(t: T) -> T

Returns the argument unchanged.

source§

impl<T, U> Into<U> for T
where U: From<T>,

source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

source§

impl<T> Same for T

§

type Output = T

Should always be Self
§

impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

§

fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
§

fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
§

fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
§

fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
source§

impl<T> ToOwned for T
where T: Clone,

§

type Owned = T

The resulting type after obtaining ownership.
source§

fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
source§

fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
source§

impl<T, U> TryFrom<U> for T
where U: Into<T>,

§

type Error = Infallible

The type returned in the event of a conversion error.
source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
source§

impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

§

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
source§

fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
§

impl<V, T> VZip<V> for T
where V: MultiLane<T>,

§

fn vzip(self) -> V

source§

impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

source§

impl<T> Scalar for T
where T: 'static + Clone + PartialEq + Debug,

source§

impl<T> SendAlias for T

source§

impl<T> SyncAlias for T