[−][src]Struct argmin::solver::conjugategradient::nonlinear_cg::NonlinearConjugateGradient
The nonlinear conjugate gradient is a generalization of the conjugate gradient method for nonlinear optimization problems.
References:
[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.
Methods
impl<P, L, B, F> NonlinearConjugateGradient<P, L, B, F> where
P: Default,
F: ArgminFloat,
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P: Default,
F: ArgminFloat,
pub fn new(linesearch: L, beta_method: B) -> Result<Self, Error>
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Constructor (Polak Ribiere Conjugate Gradient (PR-CG))
pub fn restart_iters(self, iters: u64) -> Self
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Specifiy the number of iterations after which a restart should be performed This allows the algorithm to "forget" previous information which may not be helpful anymore.
pub fn restart_orthogonality(self, v: F) -> Self
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Set the value for the orthogonality measure. Setting this parameter leads to a restart of the algorithm (setting beta = 0) after two consecutive search directions are not orthogonal anymore. In other words, if this condition is met:
|\nabla f_k^T * \nabla f_{k-1}| / | \nabla f_k ||^2 >= v
A typical value for v
is 0.1.
Trait Implementations
impl<P: Clone, L: Clone, B: Clone, F: Clone> Clone for NonlinearConjugateGradient<P, L, B, F>
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fn clone(&self) -> NonlinearConjugateGradient<P, L, B, F>
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fn clone_from(&mut self, source: &Self)
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impl<'de, P, L, B, F> Deserialize<'de> for NonlinearConjugateGradient<P, L, B, F> where
P: Deserialize<'de>,
L: Deserialize<'de>,
B: Deserialize<'de>,
F: Deserialize<'de>,
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P: Deserialize<'de>,
L: Deserialize<'de>,
B: Deserialize<'de>,
F: Deserialize<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
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__D: Deserializer<'de>,
impl<P, L, B, F> Serialize for NonlinearConjugateGradient<P, L, B, F> where
P: Serialize,
L: Serialize,
B: Serialize,
F: Serialize,
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P: Serialize,
L: Serialize,
B: Serialize,
F: Serialize,
fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
__S: Serializer,
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__S: Serializer,
impl<O, P, L, B, F> Solver<O> for NonlinearConjugateGradient<P, L, B, F> where
O: ArgminOp<Param = P, Output = F, Float = F>,
P: Clone + Default + Serialize + DeserializeOwned + ArgminSub<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminMul<F, O::Param> + ArgminNorm<O::Float>,
O::Hessian: Default,
L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
B: ArgminNLCGBetaUpdate<O::Param, O::Float>,
F: ArgminFloat,
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O: ArgminOp<Param = P, Output = F, Float = F>,
P: Clone + Default + Serialize + DeserializeOwned + ArgminSub<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminMul<F, O::Param> + ArgminNorm<O::Float>,
O::Hessian: Default,
L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
B: ArgminNLCGBetaUpdate<O::Param, O::Float>,
F: ArgminFloat,
const NAME: &'static str
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fn init(
&mut self,
op: &mut OpWrapper<O>,
state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>
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&mut self,
op: &mut OpWrapper<O>,
state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>
fn next_iter(
&mut self,
op: &mut OpWrapper<O>,
state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>
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&mut self,
op: &mut OpWrapper<O>,
state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>
fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason
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fn terminate(&mut self, _state: &IterState<O>) -> TerminationReason
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Auto Trait Implementations
impl<P, L, B, F> RefUnwindSafe for NonlinearConjugateGradient<P, L, B, F> where
B: RefUnwindSafe,
F: RefUnwindSafe,
L: RefUnwindSafe,
P: RefUnwindSafe,
B: RefUnwindSafe,
F: RefUnwindSafe,
L: RefUnwindSafe,
P: RefUnwindSafe,
impl<P, L, B, F> Send for NonlinearConjugateGradient<P, L, B, F> where
B: Send,
F: Send,
L: Send,
P: Send,
B: Send,
F: Send,
L: Send,
P: Send,
impl<P, L, B, F> Sync for NonlinearConjugateGradient<P, L, B, F> where
B: Sync,
F: Sync,
L: Sync,
P: Sync,
B: Sync,
F: Sync,
L: Sync,
P: Sync,
impl<P, L, B, F> Unpin for NonlinearConjugateGradient<P, L, B, F> where
B: Unpin,
F: Unpin,
L: Unpin,
P: Unpin,
B: Unpin,
F: Unpin,
L: Unpin,
P: Unpin,
impl<P, L, B, F> UnwindSafe for NonlinearConjugateGradient<P, L, B, F> where
B: UnwindSafe,
F: UnwindSafe,
L: UnwindSafe,
P: UnwindSafe,
B: UnwindSafe,
F: UnwindSafe,
L: UnwindSafe,
P: UnwindSafe,
Blanket Implementations
impl<T> Any for T where
T: 'static + ?Sized,
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T: 'static + ?Sized,
impl<T> Borrow<T> for T where
T: ?Sized,
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T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
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T: ?Sized,
fn borrow_mut(&mut self) -> &mut T
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impl<T> DeserializeOwned for T where
T: for<'de> Deserialize<'de>,
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T: for<'de> Deserialize<'de>,
impl<T> From<T> for T
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impl<T, U> Into<U> for T where
U: From<T>,
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U: From<T>,
impl<T> SendSyncUnwindSafe for T where
T: Send + Sync + UnwindSafe + ?Sized,
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T: Send + Sync + UnwindSafe + ?Sized,
impl<T> ToOwned for T where
T: Clone,
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T: Clone,
type Owned = T
The resulting type after obtaining ownership.
fn to_owned(&self) -> T
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fn clone_into(&self, target: &mut T)
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impl<T, U> TryFrom<U> for T where
U: Into<T>,
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U: Into<T>,
type Error = Infallible
The type returned in the event of a conversion error.
fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>
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impl<T, U> TryInto<U> for T where
U: TryFrom<T>,
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U: TryFrom<T>,
type Error = <U as TryFrom<T>>::Error
The type returned in the event of a conversion error.
fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>
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impl<V, T> VZip<V> for T where
V: MultiLane<T>,
V: MultiLane<T>,