Struct argmin::solver::quasinewton::sr1_trustregion::SR1TrustRegion [−][src]
SR1 Trust Region method
References:
[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.
Implementations
impl<B, R, F: ArgminFloat> SR1TrustRegion<B, R, F>
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pub fn new(subproblem: R) -> Self
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Constructor
pub fn hessian(self, init_hessian: B) -> Self
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provide initial Hessian (if not provided, the algorithm will try to compute it using the
hessian
method of ArgminOp
.
pub fn r(self, r: F) -> Result<Self, Error>
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Set r
pub fn radius(self, radius: F) -> Self
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set radius
pub fn eta(self, eta: F) -> Result<Self, Error>
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Set eta
pub fn with_tol_grad(self, tol_grad: F) -> Self
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Sets tolerance for the stopping criterion based on the change of the norm on the gradient
Trait Implementations
impl<B: Clone, R: Clone, F: Clone> Clone for SR1TrustRegion<B, R, F>
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fn clone(&self) -> SR1TrustRegion<B, R, F>
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pub fn clone_from(&mut self, source: &Self)
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impl<'de, B, R, F> Deserialize<'de> for SR1TrustRegion<B, R, F> where
B: Deserialize<'de>,
R: Deserialize<'de>,
F: Deserialize<'de>,
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B: Deserialize<'de>,
R: 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<B, R, F> Serialize for SR1TrustRegion<B, R, F> where
B: Serialize,
R: Serialize,
F: Serialize,
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B: Serialize,
R: 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, B, R, F> Solver<O> for SR1TrustRegion<B, R, F> where
O: ArgminOp<Output = F, Hessian = B, Float = F>,
O::Param: Debug + Clone + Default + Serialize + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminDot<O::Param, O::Hessian> + ArgminNorm<O::Float> + ArgminZeroLike + ArgminMul<F, O::Param>,
O::Hessian: Debug + Clone + Default + Serialize + DeserializeOwned + ArgminSub<O::Hessian, O::Hessian> + ArgminDot<O::Param, O::Param> + ArgminDot<O::Hessian, O::Hessian> + ArgminAdd<O::Hessian, O::Hessian> + ArgminMul<F, O::Hessian>,
R: ArgminTrustRegion<F> + Solver<OpWrapper<O>>,
F: ArgminFloat + ArgminNorm<O::Float>,
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O: ArgminOp<Output = F, Hessian = B, Float = F>,
O::Param: Debug + Clone + Default + Serialize + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminDot<O::Param, O::Hessian> + ArgminNorm<O::Float> + ArgminZeroLike + ArgminMul<F, O::Param>,
O::Hessian: Debug + Clone + Default + Serialize + DeserializeOwned + ArgminSub<O::Hessian, O::Hessian> + ArgminDot<O::Param, O::Param> + ArgminDot<O::Hessian, O::Hessian> + ArgminAdd<O::Hessian, O::Hessian> + ArgminMul<F, O::Hessian>,
R: ArgminTrustRegion<F> + Solver<OpWrapper<O>>,
F: ArgminFloat + ArgminNorm<O::Float>,
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(&mut self, state: &IterState<O>) -> TerminationReason
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fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason
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Auto Trait Implementations
impl<B, R, F> RefUnwindSafe for SR1TrustRegion<B, R, F> where
B: RefUnwindSafe,
F: RefUnwindSafe,
R: RefUnwindSafe,
B: RefUnwindSafe,
F: RefUnwindSafe,
R: RefUnwindSafe,
impl<B, R, F> Send for SR1TrustRegion<B, R, F> where
B: Send,
F: Send,
R: Send,
B: Send,
F: Send,
R: Send,
impl<B, R, F> Sync for SR1TrustRegion<B, R, F> where
B: Sync,
F: Sync,
R: Sync,
B: Sync,
F: Sync,
R: Sync,
impl<B, R, F> Unpin for SR1TrustRegion<B, R, F> where
B: Unpin,
F: Unpin,
R: Unpin,
B: Unpin,
F: Unpin,
R: Unpin,
impl<B, R, F> UnwindSafe for SR1TrustRegion<B, R, F> where
B: UnwindSafe,
F: UnwindSafe,
R: UnwindSafe,
B: UnwindSafe,
F: UnwindSafe,
R: 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,
pub 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.
pub fn to_owned(&self) -> T
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pub 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.
pub 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.
pub 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>,