[][src]Struct argmin::solver::neldermead::NelderMead

pub struct NelderMead<O: ArgminOp> { /* fields omitted */ }

Nelder-Mead method

The Nelder-Mead method a heuristic search method for nonlinear optimization problems which does not require derivatives.

The method is based on simplices which consist of n+1 vertices for an optimization problem with n dimensions. The function to be optimized is evaluated at all vertices. Based on these cost function values the behaviour of the cost function is extrapolated in order to find the next point to be evaluated.

The following actions are possible:

  1. Reflection: (Parameter alpha, default 1)
  2. Expansion: (Parameter gamma, default 2)
  3. Contraction: (Parameter rho, default 0.5)
  4. Shrink: (Parameter sigma, default 0.5)

Example

References:

Wikipedia

Methods

impl<O: ArgminOp> NelderMead<O> where
    O: ArgminOp<Output = f64>,
    O::Param: Default + ArgminAdd<O::Param, O::Param> + ArgminSub<O::Param, O::Param> + ArgminMul<f64, O::Param>, 
[src]

pub fn new() -> Self[src]

Constructor

pub fn with_initial_params(self, params: Vec<O::Param>) -> Self[src]

Add initial parameters

pub fn sd_tolerance(self, tol: f64) -> Self[src]

Set Sample standard deviation tolerance

pub fn alpha(self, alpha: f64) -> Result<Self, Error>[src]

set alpha

pub fn gamma(self, gamma: f64) -> Result<Self, Error>[src]

set gamma

pub fn rho(self, rho: f64) -> Result<Self, Error>[src]

set rho

pub fn sigma(self, sigma: f64) -> Result<Self, Error>[src]

set sigma

Trait Implementations

impl<O: ArgminOp> Serialize for NelderMead<O>[src]

impl<'de, O: ArgminOp> Deserialize<'de> for NelderMead<O>[src]

impl<O> Solver<O> for NelderMead<O> where
    O: ArgminOp<Output = f64>,
    O::Param: Default + Debug + ArgminScaledSub<O::Param, f64, O::Param> + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminMul<f64, O::Param>, 
[src]

fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason

Checks whether basic termination reasons apply. Read more

Auto Trait Implementations

impl<O> Send for NelderMead<O> where
    <O as ArgminOp>::Param: Send

impl<O> Sync for NelderMead<O> where
    <O as ArgminOp>::Param: Sync

Blanket Implementations

impl<T> From<T> for T[src]

impl<T, U> Into<U> for T where
    U: From<T>, 
[src]

impl<T, U> TryFrom<U> for T where
    U: Into<T>, 
[src]

type Error = Infallible

The type returned in the event of a conversion error.

impl<T, U> TryInto<U> for T where
    U: TryFrom<T>, 
[src]

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

The type returned in the event of a conversion error.

impl<T> BorrowMut<T> for T where
    T: ?Sized
[src]

impl<T> Borrow<T> for T where
    T: ?Sized
[src]

impl<T> Any for T where
    T: 'static + ?Sized
[src]

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

impl<T> SendSyncUnwindSafe for T where
    T: Send + Sync + UnwindSafe + ?Sized