Struct argmin::solver::newton::Newton

source ·
pub struct Newton<F> { /* private fields */ }
Expand description

Newton’s method

Newton’s method iteratively finds the stationary points of a function f by using a second order approximation of f at the current point.

The stepsize gamma can be adjusted with the with_gamma method. It must be in (0, 1]) and defaults to 1.

Requirements on the optimization problem

The optimization problem is required to implement Gradient and Hessian.

Reference

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

Implementations§

Construct a new instance of Newton

Example
let newton: Newton<f64> = Newton::new();

Set step size gamma

Gamma must be in (0, 1] and defaults to 1.

Example
let newton: Newton<f64> = Newton::new().with_gamma(0.4)?;

Trait Implementations§

Returns a copy of the value. Read more
Performs copy-assignment from source. Read more
Returns the “default value” for a type. Read more
Deserialize this value from the given Serde deserializer. Read more
Serialize this value into the given Serde serializer. Read more
Name of the solver. Mainly used in Observers.
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. Read more
Initializes the algorithm. Read more
Checks whether basic termination reasons apply. Read more
Used to implement stopping criteria, in particular criteria which are not covered by (terminate_internal. Read more

Auto Trait Implementations§

Blanket Implementations§

Gets the TypeId of self. Read more
Immutably borrows from an owned value. Read more
Mutably borrows from an owned value. Read more

Returns the argument unchanged.

Calls U::from(self).

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

Should always be Self
The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
Checks if self is actually part of its subset T (and can be converted to it).
Use with care! Same as self.to_subset but without any property checks. Always succeeds.
The inclusion map: converts self to the equivalent element of its superset.
The resulting type after obtaining ownership.
Creates owned data from borrowed data, usually by cloning. Read more
Uses borrowed data to replace owned data, usually by cloning. Read more
The type returned in the event of a conversion error.
Performs the conversion.
The type returned in the event of a conversion error.
Performs the conversion.