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// Copyright 2018-2024 argmin developers
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// http://apache.org/licenses/LICENSE-2.0> or the MIT license <LICENSE-MIT or
// http://opensource.org/licenses/MIT>, at your option. This file may not be
// copied, modified, or distributed except according to those terms.
//! # 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.
//!
//! For more details see [`TrustRegion`].
//!
//! ## Reference
//!
//! Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization.
//! Springer. ISBN 0-387-30303-0.
/// Cauchy Point
mod cauchypoint;
/// Dogleg method
mod dogleg;
/// Steihaug method
mod steihaug;
/// Trust region solver
mod trustregion_method;
pub use self::cauchypoint::*;
pub use self::dogleg::*;
pub use self::steihaug::*;
pub use self::trustregion_method::*;
/// An interface methods which calculate approximate steps for trust region methods must implement.
///
/// # Example
///
/// ```
/// use argmin::solver::trustregion::TrustRegionRadius;
///
/// struct MySubProblem<F> {
/// radius: F
/// }
///
/// impl<F> TrustRegionRadius<F> for MySubProblem<F> {
/// fn set_radius(&mut self, radius: F) {
/// self.radius = radius
/// }
/// }
/// ```
pub trait TrustRegionRadius<F> {
/// Set the initial radius
///
/// # Example
///
/// ```
/// use argmin::solver::trustregion::TrustRegionRadius;
/// # use argmin::core::ArgminFloat;
///
/// # struct MySubProblem<F> {
/// # radius: F
/// # }
/// #
/// # impl<F: ArgminFloat> MySubProblem<F> {
/// # pub fn new() -> Self {
/// # MySubProblem { radius: F::from_f64(1.0f64).unwrap() }
/// # }
/// # }
/// #
/// # impl<F> TrustRegionRadius<F> for MySubProblem<F> {
/// # fn set_radius(&mut self, radius: F) {
/// # self.radius = radius
/// # }
/// # }
/// let mut subproblem = MySubProblem::new();
///
/// subproblem.set_radius(0.8);
/// ```
fn set_radius(&mut self, radius: F);
}
/// Computes reduction ratio
pub fn reduction_ratio<F: crate::core::ArgminFloat>(fxk: F, fxkpk: F, mk0: F, mkpk: F) -> F {
(fxk - fxkpk) / (mk0 - mkpk)
}
#[cfg(test)]
mod tests {
use super::*;
use approx::assert_relative_eq;
#[test]
fn test_reduction_ration() {
let fxk = 10.0f64;
let fxkpk = 6.0;
let mk0 = 12.0;
let mkpk = 10.0;
assert_relative_eq!(
reduction_ratio(fxk, fxkpk, mk0, mkpk),
2.0f64,
epsilon = f64::EPSILON
);
}
}