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

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

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]

fn clone(&self) -> NelderMead<P, F>[src]

Returns a copy of the value. Read more

fn clone_from(&mut self, source: &Self)1.0.0[src]

Performs copy-assignment from source. Read more

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

fn default() -> NelderMead<P, F>[src]

Returns the “default value” for a type. Read more

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

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

Deserialize this value from the given Serde deserializer. Read more

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

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

Serialize this value into the given Serde serializer. Read more

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>, 

const NAME: &'static str[src]

Name of the solver

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

Initializes the algorithm Read more

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[src]

Checks whether the algorithm must be terminated

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

Checks whether basic termination reasons apply. Read more

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

pub fn type_id(&self) -> TypeId[src]

Gets the TypeId of self. Read more

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

pub fn borrow(&self) -> &T[src]

Immutably borrows from an owned value. Read more

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

pub fn borrow_mut(&mut self) -> &mut T[src]

Mutably borrows from an owned value. Read more

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

pub fn from(t: T) -> T[src]

Performs the conversion.

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

pub fn into(self) -> U[src]

Performs the conversion.

impl<T> ToOwned for T where
    T: Clone

type Owned = T

The resulting type after obtaining ownership.

pub fn to_owned(&self) -> T[src]

Creates owned data from borrowed data, usually by cloning. Read more

pub fn clone_into(&self, target: &mut T)[src]

🔬 This is a nightly-only experimental API. (toowned_clone_into)

recently added

Uses borrowed data to replace owned data, usually by cloning. Read more

impl<T, U> TryFrom<U> for T where
    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>[src]

Performs the conversion.

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.

pub fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>[src]

Performs the conversion.

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

pub fn vzip(self) -> V

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

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