Struct argmin::solver::newton::newton_cg::NewtonCG

pub struct NewtonCG<L> { /* fields omitted */ }

The Newton-CG method (also called truncated Newton method) uses a modified CG to solve the Newton equations approximately. After a search direction is found, a line search is performed.

Example

References:

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

Methods

impl<L> NewtonCG<L>

pub fn new(linesearch: L) -> Self

Constructor

pub fn curvature_threshold(self, threshold: f64) -> Self

Set curvature threshold

Trait Implementations

impl<O, L> Solver<O> for NewtonCG<L> where
    O: ArgminOp<Output = f64>,
    O::Param: Send + Sync + Clone + Serialize + Default + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminDot<O::Param, f64> + ArgminScaledAdd<O::Param, f64, O::Param> + ArgminMul<f64, O::Param> + ArgminZeroLike + ArgminNorm<f64>,
    O::Hessian: Send + Sync + Clone + Serialize + Default + ArgminInv<O::Hessian> + ArgminDot<O::Param, O::Param>,
    L: Clone + ArgminLineSearch<O::Param> + Solver<OpWrapper<O>>, 

const NAME: &'static str

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

Computes one iteration of the algorithm.

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

Checks whether the algorithm must be terminated

fn init(
    &mut self,
    _op: &mut OpWrapper<O>,
    _state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>

Initializes the algorithm

fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason

Checks whether basic termination reasons apply.

impl<L> Serialize for NewtonCG<L> where
    L: Serialize, 

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

Serialize this value into the given Serde serializer.

impl<'de, L> Deserialize<'de> for NewtonCG<L> where
    L: Deserialize<'de>, 

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

Deserialize this value from the given Serde deserializer.