Struct argmin::solver::newton::NewtonCG

source ·
pub struct NewtonCG<L, F> { /* private fields */ }
Expand description

Newton-Conjugate-Gradient (Newton-CG) method

The Newton-CG method (also called truncated Newton method) uses a modified CG to approximately solve the Newton equations. After a search direction is found, a line search is performed.

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 NewtonCG

Example
let ncg: NewtonCG<_, f64> = NewtonCG::new(linesearch);

Set curvature threshold

Defaults to 0.

Example
let ncg: NewtonCG<_, f64> = NewtonCG::new(linesearch).with_curvature_threshold(1e-6);

Set tolerance for the stopping criterion based on cost difference

Must be larger than 0 and defaults to EPSILON.

Example
let ncg: NewtonCG<_, f64> = NewtonCG::new(linesearch).with_tolerance(1e-6)?;

Trait Implementations§

Returns a copy of the value. Read more
Performs copy-assignment from source. 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
Used to implement stopping criteria, in particular criteria which are not covered by (terminate_internal. Read more
Initializes the algorithm. Read more
Checks whether basic termination reasons apply. 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.