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:
- Reflection: (Parameter
alpha
, default1
) - Expansion: (Parameter
gamma
, default2
) - Contraction: (Parameter
rho
, default0.5
) - Shrink: (Parameter
sigma
, default0.5
)
References:
Implementations
impl<P, F> NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
impl<P, F> NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
Add initial parameters
Set Sample standard deviation tolerance
Trait Implementations
impl<P, F> Default for NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
impl<P, F> Default for NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
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>,
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>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. 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>,
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
Mutably borrows from an owned value. Read more
pub fn vzip(self) -> V