Struct argmin::solver::quasinewton::DFP

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pub struct DFP<L, F> { /* private fields */ }
Expand description

Davidon-Fletcher-Powell (DFP) method

The Davidon-Fletcher-Powell algorithm (DFP) is a method for solving unconstrained nonlinear optimization problems.

The algorithm requires a line search which is provided via the constructor. Additionally an initial guess for the parameter vector and an initial inverse Hessian is required, which are to be provided via the configure method of the Executor (See IterState, in particular IterState::param and IterState::inv_hessian). In the same way the initial gradient and cost function corresponding to the initial parameter vector can be provided. If these are not provided, they will be computed during initialization of the algorithm.

A tolerance on the gradient can be configured with with_tolerance_grad: If the norm of the gradient is below said tolerance, the algorithm stops. It defaults to sqrt(EPSILON).

Requirements on the optimization problem

The optimization problem is required to implement CostFunction and Gradient.

Reference

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

Implementations§

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

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pub fn new(linesearch: L) -> Self

Construct a new instance of DFP

Example
let dfp: DFP<_, f64> = DFP::new(linesearch);
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pub fn with_tolerance_grad(self, tol_grad: F) -> Result<Self, Error>

The algorithm stops if the norm of the gradient is below tol_grad.

The provided value must be non-negative. Defaults to sqrt(EPSILON).

Example
let dfp: DFP<_, f64> = DFP::new(linesearch).with_tolerance_grad(1e-6)?;

Trait Implementations§

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

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

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<'de, L, F> Deserialize<'de> for DFP<L, F>
where L: Deserialize<'de>, F: Deserialize<'de>,

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

Deserialize this value from the given Serde deserializer. Read more
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impl<L, F> Serialize for DFP<L, F>
where L: Serialize, F: Serialize,

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

Serialize this value into the given Serde serializer. Read more
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impl<O, L, P, G, H, F> Solver<O, IterState<P, G, (), H, (), F>> for DFP<L, F>
where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G>, P: Clone + ArgminSub<P, P> + ArgminDot<G, F> + ArgminDot<P, H> + ArgminMul<F, P>, G: Clone + ArgminSub<G, G> + ArgminL2Norm<F> + ArgminDot<P, F>, H: Clone + ArgminSub<H, H> + ArgminDot<G, P> + ArgminAdd<H, H> + ArgminMul<F, H>, L: Clone + LineSearch<P, F> + Solver<O, IterState<P, G, (), (), (), F>>, F: ArgminFloat,

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const NAME: &'static str = "DFP"

Name of the solver. Mainly used in Observers.
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fn init( &mut self, problem: &mut Problem<O>, state: IterState<P, G, (), H, (), F> ) -> Result<(IterState<P, G, (), H, (), F>, Option<KV>), Error>

Initializes the algorithm. Read more
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fn next_iter( &mut self, problem: &mut Problem<O>, state: IterState<P, G, (), H, (), F> ) -> Result<(IterState<P, G, (), H, (), 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.
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fn terminate( &mut self, state: &IterState<P, G, (), H, (), F> ) -> TerminationStatus

Used to implement stopping criteria, in particular criteria which are not covered by (terminate_internal. Read more
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fn terminate_internal(&mut self, state: &I) -> TerminationStatus

Checks whether basic termination reasons apply. Read more

Auto Trait Implementations§

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impl<L, F> RefUnwindSafe for DFP<L, F>

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impl<L, F> Send for DFP<L, F>
where F: Send, L: Send,

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impl<L, F> Sync for DFP<L, F>
where F: Sync, L: Sync,

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impl<L, F> Unpin for DFP<L, F>
where F: Unpin, L: Unpin,

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impl<L, F> UnwindSafe for DFP<L, F>
where F: UnwindSafe, L: UnwindSafe,

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

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

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impl<T> Same for T

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type Output = T

Should always be Self
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impl<SS, SP> SupersetOf<SS> for SP
where SS: SubsetOf<SP>,

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fn to_subset(&self) -> Option<SS>

The inverse inclusion map: attempts to construct self from the equivalent element of its superset. Read more
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fn is_in_subset(&self) -> bool

Checks if self is actually part of its subset T (and can be converted to it).
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fn to_subset_unchecked(&self) -> SS

Use with care! Same as self.to_subset but without any property checks. Always succeeds.
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fn from_subset(element: &SS) -> SP

The inclusion map: converts self to the equivalent element of its superset.
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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V

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

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impl<T> SendAlias for T

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impl<T> SyncAlias for T