Struct argmin::neldermead::NelderMead
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pub struct NelderMead<'a> { /* fields omitted */ }
Nelder Mead method
Methods
impl<'a> NelderMead<'a>
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fn new() -> Self
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Return a GradientDescent struct
fn max_iters(&mut self, max_iters: u64) -> &mut Self
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Set maximum number of iterations
fn alpha(&mut self, alpha: f64) -> &mut Self
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alpha
fn gamma(&mut self, gamma: f64) -> &mut Self
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gamma
fn rho(&mut self, rho: f64) -> &mut Self
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rho
fn sigma(&mut self, sigma: f64) -> &mut Self
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sigma
Trait Implementations
impl<'a> ArgminSolver<'a> for NelderMead<'a>
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type Parameter = Vec<f64>
Parameter vector
type CostValue = f64
Cost value
type Hessian = Vec<f64>
Hessian
type StartingPoints = Vec<Self::Parameter>
Initial parameter(s)
type ProblemDefinition = Problem<'a, Self::Parameter, Self::CostValue, Self::Hessian>
Type of Problem (TODO: Trait!)
fn init(
&mut self,
problem: &'a Self::ProblemDefinition,
param_vecs: &Self::StartingPoints
) -> Result<(), Error>
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&mut self,
problem: &'a Self::ProblemDefinition,
param_vecs: &Self::StartingPoints
) -> Result<(), Error>
initialization with predefined parameter vectors
fn next_iter(
&mut self
) -> Result<ArgminResult<Self::Parameter, Self::CostValue>, Error>
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&mut self
) -> Result<ArgminResult<Self::Parameter, Self::CostValue>, Error>
Compute next iteration
fn terminate(&self) -> bool
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Stopping criterions
fn run(
&mut self,
operator: &'a Self::ProblemDefinition,
init_param: &Self::StartingPoints
) -> Result<ArgminResult<Self::Parameter, Self::CostValue>, Error>
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&mut self,
operator: &'a Self::ProblemDefinition,
init_param: &Self::StartingPoints
) -> Result<ArgminResult<Self::Parameter, Self::CostValue>, Error>
Run initialization and iterations at once