Struct argmin::solver::quasinewton::dfp::DFP

pub struct DFP<L, H, F> { /* fields omitted */ }

DFP method

Example

References:

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

Implementations

impl<L, H, F: ArgminFloat> DFP<L, H, F>

pub fn new(init_inverse_hessian: H, linesearch: L) -> Self

Constructor

pub fn with_tol_grad(self, tol_grad: F) -> Self

Sets tolerance for the stopping criterion based on the change of the norm on the gradient

Trait Implementations

impl<L: Clone, H: Clone, F: Clone> Clone for DFP<L, H, F>

fn clone(&self) -> DFP<L, H, F>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<'de, L, H, F> Deserialize<'de> for DFP<L, H, F> where
    L: Deserialize<'de>,
    H: Deserialize<'de>,
    F: Deserialize<'de>, 

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

Deserialize this value from the given Serde deserializer.

impl<L, H, F> Serialize for DFP<L, H, F> where
    L: Serialize,
    H: Serialize,
    F: Serialize, 

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

Serialize this value into the given Serde serializer.

impl<O, L, H, F> Solver<O> for DFP<L, H, F> where
    O: ArgminOp<Output = F, Hessian = H, Float = F>,
    O::Param: Clone + Default + Serialize + ArgminSub<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminDot<O::Param, O::Hessian> + ArgminScaledAdd<O::Param, F, O::Param> + ArgminNorm<O::Float> + ArgminMul<O::Float, O::Param> + ArgminTranspose<O::Param>,
    H: Clone + Default + Serialize + DeserializeOwned + ArgminSub<O::Hessian, O::Hessian> + ArgminDot<O::Param, O::Param> + ArgminDot<O::Hessian, O::Hessian> + ArgminAdd<O::Hessian, O::Hessian> + ArgminMul<F, O::Hessian> + ArgminTranspose<O::Hessian> + ArgminEye,
    L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
    F: ArgminFloat, 

const NAME: &'static str

Name of the solver

fn init(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>

Initializes the algorithm

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

Computes one iteration of the algorithm.

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

Checks whether the algorithm must be terminated

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

Checks whether basic termination reasons apply.