Struct argmin::solver::quasinewton::lbfgs::LBFGS [−][src]
pub struct LBFGS<L, P, F> { /* fields omitted */ }
L-BFGS method
TODO: Implement compact representation of BFGS updating (Nocedal/Wright p.230)
References:
[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.
Implementations
impl<L, P, F: ArgminFloat> LBFGS<L, P, F>
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impl<L, P, F: ArgminFloat> LBFGS<L, P, F>
[src]pub fn new(linesearch: L, m: usize) -> Self
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Constructor
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
pub fn with_tol_cost(self, tol_cost: F) -> Self
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Sets tolerance for the stopping criterion based on the change of the cost stopping criterion
Trait Implementations
impl<'de, L, P, F> Deserialize<'de> for LBFGS<L, P, F> where
L: Deserialize<'de>,
P: Deserialize<'de>,
F: Deserialize<'de>,
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impl<'de, L, P, F> Deserialize<'de> for LBFGS<L, P, F> where
L: Deserialize<'de>,
P: Deserialize<'de>,
F: Deserialize<'de>,
[src]fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
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__D: Deserializer<'de>,
impl<O, L, P, F> Solver<O> for LBFGS<L, P, F> where
O: ArgminOp<Param = P, Output = F, Float = F>,
O::Param: Clone + Serialize + DeserializeOwned + Debug + Default + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminNorm<O::Float> + ArgminMul<O::Float, O::Param>,
O::Hessian: Clone + Default + Serialize + DeserializeOwned,
L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
F: ArgminFloat,
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impl<O, L, P, F> Solver<O> for LBFGS<L, P, F> where
O: ArgminOp<Param = P, Output = F, Float = F>,
O::Param: Clone + Serialize + DeserializeOwned + Debug + Default + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminNorm<O::Float> + ArgminMul<O::Float, O::Param>,
O::Hessian: Clone + Default + Serialize + DeserializeOwned,
L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
F: ArgminFloat,
[src]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<L, P, F> RefUnwindSafe for LBFGS<L, P, F> where
F: RefUnwindSafe,
L: RefUnwindSafe,
P: RefUnwindSafe,
impl<L, P, F> RefUnwindSafe for LBFGS<L, P, F> where
F: RefUnwindSafe,
L: RefUnwindSafe,
P: RefUnwindSafe,
impl<L, P, F> UnwindSafe for LBFGS<L, P, F> where
F: UnwindSafe,
L: UnwindSafe,
P: UnwindSafe,
impl<L, P, F> UnwindSafe for LBFGS<L, P, F> where
F: UnwindSafe,
L: UnwindSafe,
P: UnwindSafe,
Blanket Implementations
impl<T> DeserializeOwned for T where
T: for<'de> Deserialize<'de>,
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impl<T> DeserializeOwned for T where
T: for<'de> Deserialize<'de>,
[src]impl<T> SendSyncUnwindSafe for T where
T: Send + Sync + UnwindSafe + ?Sized,
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impl<T> SendSyncUnwindSafe for T where
T: Send + Sync + UnwindSafe + ?Sized,
[src]impl<V, T> VZip<V> for T where
V: MultiLane<T>,
impl<V, T> VZip<V> for T where
V: MultiLane<T>,