Struct argmin::solver::quasinewton::sr1_trustregion::SR1TrustRegion

pub struct SR1TrustRegion<B, R, F> { /* private fields */ }

SR1 Trust Region method

References:

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

Implementations

impl<B, R, F> SR1TrustRegion<B, R, F> where
    F: ArgminFloat, 

pub fn new(subproblem: R) -> Self

Constructor

pub fn hessian(self, init_hessian: B) -> Self

provide initial Hessian (it will be computed if not provided)

pub fn r(self, r: F) -> Result<Self, Error>

Set r

pub fn radius(self, radius: F) -> Self

set radius

pub fn eta(self, eta: F) -> Result<Self, Error>

Set eta

pub fn with_tolerance_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<B: Clone, R: Clone, F: Clone> Clone for SR1TrustRegion<B, R, F>

fn clone(&self) -> SR1TrustRegion<B, R, F>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<'de, B, R, F> Deserialize<'de> for SR1TrustRegion<B, R, F> where
    B: Deserialize<'de>,
    R: 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<B, R, F> Serialize for SR1TrustRegion<B, R, F> where
    B: Serialize,
    R: 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, R, P, G, B, F> Solver<O, IterState<P, G, (), B, F>> for SR1TrustRegion<B, R, F> where
    O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = B>,
    P: Clone + SerializeAlias + DeserializeOwnedAlias + ArgminSub<P, P> + ArgminAdd<P, P> + ArgminDot<P, F> + ArgminDot<P, B> + ArgminNorm<F> + ArgminZeroLike,
    G: Clone + SerializeAlias + DeserializeOwnedAlias + ArgminNorm<F> + ArgminDot<P, F> + ArgminSub<G, P>,
    B: Clone + SerializeAlias + DeserializeOwnedAlias + ArgminDot<P, P> + ArgminAdd<B, B> + ArgminMul<F, B>,
    R: Clone + TrustRegionRadius<F> + Solver<O, IterState<P, G, (), B, F>>,
    F: ArgminFloat + ArgminNorm<F>, 

const NAME: &'static str

Name of the solver. Mainly used in Observers.

fn init(
    &mut self,
    problem: &mut Problem<O>,
    state: IterState<P, G, (), B, F>
) -> Result<(IterState<P, G, (), B, F>, Option<KV>), Error>

Initializes the algorithm.

fn next_iter(
    &mut self,
    problem: &mut Problem<O>,
    state: IterState<P, G, (), B, F>
) -> Result<(IterState<P, G, (), B, 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.

fn terminate(&mut self, state: &IterState<P, G, (), B, F>) -> TerminationReason

Used to implement stopping criteria, in particular criteria which are not covered by (terminate_internal.

fn terminate_internal(&mut self, state: &I) -> TerminationReason

Checks whether basic termination reasons apply.