Struct argmin::solver::neldermead::NelderMead[][src]

pub struct NelderMead<P, F> { /* fields omitted */ }

Nelder-Mead method

The Nelder-Mead method a heuristic search method for nonlinear optimization problems which does not require derivatives.

The method is based on simplices which consist of n+1 vertices for an optimization problem with n dimensions. The function to be optimized is evaluated at all vertices. Based on these cost function values the behaviour of the cost function is extrapolated in order to find the next point to be evaluated.

The following actions are possible:

  1. Reflection: (Parameter alpha, default 1)
  2. Expansion: (Parameter gamma, default 2)
  3. Contraction: (Parameter rho, default 0.5)
  4. Shrink: (Parameter sigma, default 0.5)





impl<P, F> NelderMead<P, F> where
    P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
    F: ArgminFloat

pub fn new() -> Self[src]


pub fn with_initial_params(self, params: Vec<P>) -> Self[src]

Add initial parameters

pub fn sd_tolerance(self, tol: F) -> Self[src]

Set Sample standard deviation tolerance

pub fn alpha(self, alpha: F) -> Result<Self, Error>[src]

set alpha

pub fn gamma(self, gamma: F) -> Result<Self, Error>[src]

set gamma

pub fn rho(self, rho: F) -> Result<Self, Error>[src]

set rho

pub fn sigma(self, sigma: F) -> Result<Self, Error>[src]

set sigma

Trait Implementations

impl<P: Clone, F: Clone> Clone for NelderMead<P, F>[src]

impl<P, F> Default for NelderMead<P, F> where
    P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
    F: ArgminFloat

impl<'de, P, F> Deserialize<'de> for NelderMead<P, F> where
    P: Deserialize<'de>,
    F: Deserialize<'de>, 

impl<P, F> Serialize for NelderMead<P, F> where
    P: Serialize,
    F: Serialize

impl<O, P, F> Solver<O> for NelderMead<P, F> where
    O: ArgminOp<Output = F, Param = P, Float = F>,
    P: Clone + Serialize + DeserializeOwned + ArgminScaledSub<O::Param, O::Float, O::Param> + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminMul<O::Float, O::Param>,
    F: ArgminFloat + Sum<O::Float>, 

Auto Trait Implementations

impl<P, F> RefUnwindSafe for NelderMead<P, F> where
    F: RefUnwindSafe,
    P: RefUnwindSafe

impl<P, F> Send for NelderMead<P, F> where
    F: Send,
    P: Send

impl<P, F> Sync for NelderMead<P, F> where
    F: Sync,
    P: Sync

impl<P, F> Unpin for NelderMead<P, F> where
    F: Unpin,
    P: Unpin

impl<P, F> UnwindSafe for NelderMead<P, F> where
    F: UnwindSafe,
    P: UnwindSafe

Blanket Implementations

impl<T> Any for T where
    T: 'static + ?Sized

impl<T> Borrow<T> for T where
    T: ?Sized

impl<T> BorrowMut<T> for T where
    T: ?Sized

impl<T> DeserializeOwned for T where
    T: for<'de> Deserialize<'de>, 

impl<T> From<T> for T[src]

impl<T, U> Into<U> for T where
    U: From<T>, 

impl<T> SendSyncUnwindSafe for T where
    T: Send + Sync + UnwindSafe + ?Sized

impl<T> ToOwned for T where
    T: Clone

type Owned = T

The resulting type after obtaining ownership.

impl<T, U> TryFrom<U> for T where
    U: Into<T>, 

type Error = Infallible

The type returned in the event of a conversion error.

impl<T, U> TryInto<U> for T where
    U: TryFrom<T>, 

type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.

impl<V, T> VZip<V> for T where
    V: MultiLane<T>,