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§

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impl<R, F> TrustRegion<R, F>
where F: ArgminFloat,

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

Set eta

Must lie in [0, 1/4) and defaults to 0.125.

Example
let cp: CauchyPoint<f64> = CauchyPoint::new();
let tr: TrustRegion<_, f64> = TrustRegion::new(cp).with_eta(0.2)?;

Trait Implementations§

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impl<R: Clone, F: Clone> Clone for TrustRegion<R, F>

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fn clone(&self) -> TrustRegion<R, 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, R, F> Deserialize<'de> for TrustRegion<R, F>
where R: 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<R, F> Serialize for TrustRegion<R, F>
where R: 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, 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,

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const NAME: &'static str = "Trust region"

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<R, F> RefUnwindSafe for TrustRegion<R, F>

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impl<R, F> Send for TrustRegion<R, F>
where F: Send, R: Send,

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impl<R, F> Sync for TrustRegion<R, F>
where F: Sync, R: Sync,

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impl<R, F> Unpin for TrustRegion<R, F>
where F: Unpin, R: Unpin,

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impl<R, F> UnwindSafe for TrustRegion<R, F>
where F: UnwindSafe, R: 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