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

The Hager-Zhang line search is a method to find a step length which obeys the strong Wolfe conditions.

Requirements on the optimization problem

The optimization problem is required to implement CostFunction and Gradient.

Reference

William W. Hager and Hongchao Zhang. “A new conjugate gradient method with guaranteed descent and an efficient line search.” SIAM J. Optim. 16(1), 2006, 170-192. DOI: https://doi.org/10.1137/030601880

Implementations§

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impl<P, G, F> HagerZhangLineSearch<P, G, F>
where P: ArgminScaledAdd<G, F, P>, G: ArgminDot<G, F>, F: ArgminFloat,

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pub fn new() -> Self

Construct a new instance of HagerZhangLineSearch

Example
let hzls: HagerZhangLineSearch<Vec<f64>, Vec<f64>, f64> = HagerZhangLineSearch::new();
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pub fn with_delta_sigma(self, delta: F, sigma: F) -> Result<Self, Error>

Set delta and sigma.

Delta defaults to 0.1 and must be in (0, 1). Sigma defaults to 0.9 and must be in [delta, 1).

Delta and Sigma correspond to the constants c1 and c2 of the strong Wolfe conditions, respectively.

Example
let hzls: HagerZhangLineSearch<Vec<f64>, Vec<f64>, f64> =
    HagerZhangLineSearch::new().with_delta_sigma(0.2, 0.8)?;
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pub fn with_epsilon(self, epsilon: F) -> Result<Self, Error>

Set epsilon

Used in the approximate strong Wolfe condition.

Must be non-negative and defaults to 1e-6.

Example
let hzls: HagerZhangLineSearch<Vec<f64>, Vec<f64>, f64> =
    HagerZhangLineSearch::new().with_epsilon(1e-8)?;
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pub fn with_theta(self, theta: F) -> Result<Self, Error>

Set theta

Used in the update rules when the potential intervals [a, c] or [c, b] violate the opposite slope condition.

Must be in (0, 1) and defaults to 0.5.

Example
let hzls: HagerZhangLineSearch<Vec<f64>, Vec<f64>, f64> =
    HagerZhangLineSearch::new().with_theta(0.4)?;
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pub fn with_gamma(self, gamma: F) -> Result<Self, Error>

Set gamma

Determines when a bisection step is performed.

Must be in (0, 1) and defaults to 0.66.

Example
let hzls: HagerZhangLineSearch<Vec<f64>, Vec<f64>, f64> =
    HagerZhangLineSearch::new().with_gamma(0.7)?;
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pub fn with_eta(self, eta: F) -> Result<Self, Error>

Set eta

Used in the lower bound for beta_k^N.

Must be larger than zero and defaults to 0.01.

Example
let hzls: HagerZhangLineSearch<Vec<f64>, Vec<f64>, f64> =
    HagerZhangLineSearch::new().with_eta(0.02)?;
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pub fn with_bounds(self, step_min: F, step_max: F) -> Result<Self, Error>

Set lower and upper bound of step

Defaults to a minimum step length of EPSILON and a maximum step length of 1e5.

The chosen values must satisfy 0 <= step_min < step_max.

Example
let hzls: HagerZhangLineSearch<Vec<f64>, Vec<f64>, f64> =
    HagerZhangLineSearch::new().with_bounds(1e-3, 1.0)?;

Trait Implementations§

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impl<P: Clone, G: Clone, F: Clone> Clone for HagerZhangLineSearch<P, G, F>

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

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<P, G, F> Default for HagerZhangLineSearch<P, G, F>
where P: ArgminScaledAdd<G, F, P>, G: ArgminDot<G, F>, F: ArgminFloat,

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fn default() -> Self

Returns the “default value” for a type. Read more
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impl<'de, P, G, F> Deserialize<'de> for HagerZhangLineSearch<P, G, F>
where P: Deserialize<'de>, G: Deserialize<'de>, F: Deserialize<'de>,

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

Deserialize this value from the given Serde deserializer. Read more
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impl<P, G, F> LineSearch<G, F> for HagerZhangLineSearch<P, G, F>

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fn search_direction(&mut self, search_direction: G)

Set search direction

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

Set initial alpha value

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impl<P, G, F> Serialize for HagerZhangLineSearch<P, G, F>
where P: Serialize, G: Serialize, F: Serialize,

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

Serialize this value into the given Serde serializer. Read more
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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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const NAME: &'static str = "Hager-Zhang line search"

Name of the solver. Mainly used in Observers.
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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
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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.
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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
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fn terminate_internal(&mut self, state: &I) -> TerminationStatus

Checks whether basic termination reasons apply. Read more

Auto Trait Implementations§

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impl<P, G, F> RefUnwindSafe for HagerZhangLineSearch<P, G, F>

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impl<P, G, F> Send for HagerZhangLineSearch<P, G, F>
where F: Send, G: Send, P: Send,

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impl<P, G, F> Sync for HagerZhangLineSearch<P, G, F>
where F: Sync, G: Sync, P: Sync,

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impl<P, G, F> Unpin for HagerZhangLineSearch<P, G, F>
where F: Unpin, G: Unpin, P: Unpin,

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impl<P, G, F> UnwindSafe for HagerZhangLineSearch<P, G, F>
where F: UnwindSafe, G: UnwindSafe, P: UnwindSafe,

Blanket Implementations§

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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

Mutably borrows from an owned value. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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

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fn into(self) -> U

Calls U::from(self).

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

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impl<T> Same for T

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type Output = T

Should always be Self
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impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

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

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
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fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
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fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
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fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V

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

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impl<T> SendAlias for T

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impl<T> SyncAlias for T