Struct argmin::solver::trustregion::TrustRegion
source · pub struct TrustRegion<R, F> { /* private fields */ }
Expand description
§Trust region method
The trust region method approximates the cost function within a certain region around the current point in parameter space. Depending on the quality of this approximation, the region is either expanded or contracted.
The calculation of the actual step length and direction is performed by a method which
implements TrustRegionRadius
, such as:
§Requirements on the optimization problem
The optimization problem is required to implement CostFunction
, Gradient
and
Hessian
.
§Reference
Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.
Implementations§
source§impl<R, F> TrustRegion<R, F>where
F: ArgminFloat,
impl<R, F> TrustRegion<R, F>where
F: ArgminFloat,
sourcepub fn new(subproblem: R) -> Self
pub fn new(subproblem: R) -> Self
Construct a new instance of TrustRegion
§Example
use argmin::solver::trustregion::{CauchyPoint, TrustRegion};
let cp: CauchyPoint<f64> = CauchyPoint::new();
let tr: TrustRegion<_, f64> = TrustRegion::new(cp);
sourcepub fn with_radius(self, radius: F) -> Result<Self, Error>
pub fn with_radius(self, radius: F) -> Result<Self, Error>
Set radius
Defaults to 1.0
.
§Example
let cp: CauchyPoint<f64> = CauchyPoint::new();
let tr: TrustRegion<_, f64> = TrustRegion::new(cp).with_radius(0.8)?;
sourcepub fn with_max_radius(self, max_radius: F) -> Result<Self, Error>
pub fn with_max_radius(self, max_radius: F) -> Result<Self, Error>
Set maximum radius
Defaults to 100.0
.
§Example
let cp: CauchyPoint<f64> = CauchyPoint::new();
let tr: TrustRegion<_, f64> = TrustRegion::new(cp).with_max_radius(1000.0)?;
Trait Implementations§
source§impl<R: Clone, F: Clone> Clone for TrustRegion<R, F>
impl<R: Clone, F: Clone> Clone for TrustRegion<R, F>
source§fn clone(&self) -> TrustRegion<R, F>
fn clone(&self) -> TrustRegion<R, F>
Returns a copy of the value. Read more
1.0.0 · source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from
source
. Read moresource§impl<'de, R, F> Deserialize<'de> for TrustRegion<R, F>where
R: Deserialize<'de>,
F: Deserialize<'de>,
impl<'de, R, F> Deserialize<'de> for TrustRegion<R, F>where
R: Deserialize<'de>,
F: Deserialize<'de>,
source§fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
source§impl<R, F> Serialize for TrustRegion<R, F>
impl<R, F> Serialize for TrustRegion<R, F>
source§impl<O, R, F, P, G, H> Solver<O, IterState<P, G, (), H, (), F>> for TrustRegion<R, F>where
O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = H>,
P: Clone + ArgminL2Norm<F> + ArgminDot<P, F> + ArgminDot<G, F> + ArgminAdd<P, P>,
G: Clone,
H: Clone + ArgminDot<P, P>,
R: Clone + TrustRegionRadius<F> + Solver<O, IterState<P, G, (), H, (), F>>,
F: ArgminFloat,
impl<O, R, F, P, G, H> Solver<O, IterState<P, G, (), H, (), F>> for TrustRegion<R, F>where
O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = H>,
P: Clone + ArgminL2Norm<F> + ArgminDot<P, F> + ArgminDot<G, F> + ArgminAdd<P, P>,
G: Clone,
H: Clone + ArgminDot<P, P>,
R: Clone + TrustRegionRadius<F> + Solver<O, IterState<P, G, (), H, (), F>>,
F: ArgminFloat,
source§fn init(
&mut self,
problem: &mut Problem<O>,
state: IterState<P, G, (), H, (), F>,
) -> Result<(IterState<P, G, (), H, (), F>, Option<KV>), Error>
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
source§fn next_iter(
&mut self,
problem: &mut Problem<O>,
state: IterState<P, G, (), H, (), F>,
) -> Result<(IterState<P, G, (), H, (), F>, Option<KV>), Error>
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.source§fn terminate(
&mut self,
_state: &IterState<P, G, (), H, (), F>,
) -> TerminationStatus
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 moresource§fn terminate_internal(&mut self, state: &I) -> TerminationStatus
fn terminate_internal(&mut self, state: &I) -> TerminationStatus
Checks whether basic termination reasons apply. Read more
Auto Trait Implementations§
impl<R, F> Freeze for TrustRegion<R, F>
impl<R, F> RefUnwindSafe for TrustRegion<R, F>where
F: RefUnwindSafe,
R: RefUnwindSafe,
impl<R, F> Send for TrustRegion<R, F>
impl<R, F> Sync for TrustRegion<R, F>
impl<R, F> Unpin for TrustRegion<R, F>
impl<R, F> UnwindSafe for TrustRegion<R, F>where
F: UnwindSafe,
R: UnwindSafe,
Blanket Implementations§
source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
source§impl<T> CloneToUninit for Twhere
T: Clone,
impl<T> CloneToUninit for Twhere
T: Clone,
source§unsafe fn clone_to_uninit(&self, dst: *mut T)
unsafe fn clone_to_uninit(&self, dst: *mut T)
🔬This is a nightly-only experimental API. (
clone_to_uninit
)§impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
§fn to_subset(&self) -> Option<SS>
fn to_subset(&self) -> Option<SS>
The inverse inclusion map: attempts to construct
self
from the equivalent element of its
superset. Read more§fn is_in_subset(&self) -> bool
fn is_in_subset(&self) -> bool
Checks if
self
is actually part of its subset T
(and can be converted to it).§fn to_subset_unchecked(&self) -> SS
fn to_subset_unchecked(&self) -> SS
Use with care! Same as
self.to_subset
but without any property checks. Always succeeds.§fn from_subset(element: &SS) -> SP
fn from_subset(element: &SS) -> SP
The inclusion map: converts
self
to the equivalent element of its superset.