pub struct Steihaug<P, F> { /* private fields */ }
Expand description
The Steihaug method is a conjugate gradients based approach for finding an approximate solution to the second order approximation of the cost function within the trust region.
References:
[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.
Implementations
sourceimpl<P, F> Steihaug<P, F> where
P: Clone + ArgminMul<F, P> + ArgminDot<P, F> + ArgminAdd<P, P>,
F: ArgminFloat,
impl<P, F> Steihaug<P, F> where
P: Clone + ArgminMul<F, P> + ArgminDot<P, F> + ArgminAdd<P, P>,
F: ArgminFloat,
Trait Implementations
sourceimpl<P: Clone + Serialize, F: ArgminFloat> ArgminTrustRegion<F> for Steihaug<P, F>
impl<P: Clone + Serialize, F: ArgminFloat> ArgminTrustRegion<F> for Steihaug<P, F>
sourcefn set_radius(&mut self, radius: F)
fn set_radius(&mut self, radius: F)
Set the initial step length
sourceimpl<'de, P, F> Deserialize<'de> for Steihaug<P, F> where
P: Deserialize<'de>,
F: Deserialize<'de>,
impl<'de, P, F> Deserialize<'de> for Steihaug<P, F> where
P: Deserialize<'de>,
F: Deserialize<'de>,
sourcefn 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
sourceimpl<P: PartialOrd, F: PartialOrd> PartialOrd<Steihaug<P, F>> for Steihaug<P, F>
impl<P: PartialOrd, F: PartialOrd> PartialOrd<Steihaug<P, F>> for Steihaug<P, F>
sourcefn partial_cmp(&self, other: &Steihaug<P, F>) -> Option<Ordering>
fn partial_cmp(&self, other: &Steihaug<P, F>) -> Option<Ordering>
This method returns an ordering between self
and other
values if one exists. Read more
1.0.0 · sourcefn lt(&self, other: &Rhs) -> bool
fn lt(&self, other: &Rhs) -> bool
This method tests less than (for self
and other
) and is used by the <
operator. Read more
1.0.0 · sourcefn le(&self, other: &Rhs) -> bool
fn le(&self, other: &Rhs) -> bool
This method tests less than or equal to (for self
and other
) and is used by the <=
operator. Read more
sourceimpl<P, O, F> Solver<O> for Steihaug<P, F> where
O: ArgminOp<Param = P, Output = F, Float = F>,
P: Clone + Serialize + DeserializeOwned + Default + ArgminMul<F, P> + ArgminWeightedDot<P, F, O::Hessian> + ArgminNorm<F> + ArgminDot<P, F> + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminZeroLike,
O::Hessian: ArgminDot<P, P>,
F: ArgminFloat,
impl<P, O, F> Solver<O> for Steihaug<P, F> where
O: ArgminOp<Param = P, Output = F, Float = F>,
P: Clone + Serialize + DeserializeOwned + Default + ArgminMul<F, P> + ArgminWeightedDot<P, F, O::Hessian> + ArgminNorm<F> + ArgminDot<P, F> + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminZeroLike,
O::Hessian: ArgminDot<P, P>,
F: ArgminFloat,
sourcefn init(
&mut self,
_op: &mut OpWrapper<O>,
state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>
fn init(
&mut self,
_op: &mut OpWrapper<O>,
state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>
Initializes the algorithm Read more
sourcefn next_iter(
&mut self,
_op: &mut OpWrapper<O>,
state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>
fn next_iter(
&mut self,
_op: &mut OpWrapper<O>,
state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>
Computes one iteration of the algorithm.
sourcefn terminate(&mut self, state: &IterState<O>) -> TerminationReason
fn terminate(&mut self, state: &IterState<O>) -> TerminationReason
Checks whether the algorithm must be terminated
sourcefn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason
fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason
Checks whether basic termination reasons apply. Read more
impl<P: Copy, F: Copy> Copy for Steihaug<P, F>
impl<P, F> StructuralPartialEq for Steihaug<P, F>
Auto Trait Implementations
impl<P, F> RefUnwindSafe for Steihaug<P, F> where
F: RefUnwindSafe,
P: RefUnwindSafe,
impl<P, F> Send for Steihaug<P, F> where
F: Send,
P: Send,
impl<P, F> Sync for Steihaug<P, F> where
F: Sync,
P: Sync,
impl<P, F> Unpin for Steihaug<P, F> where
F: Unpin,
P: Unpin,
impl<P, F> UnwindSafe for Steihaug<P, F> where
F: UnwindSafe,
P: UnwindSafe,
Blanket Implementations
sourceimpl<T> BorrowMut<T> for T where
T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
const: unstable · sourcepub fn borrow_mut(&mut self) -> &mut T
pub fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
sourceimpl<T> ToOwned for T where
T: Clone,
impl<T> ToOwned for T where
T: Clone,
type Owned = T
type Owned = T
The resulting type after obtaining ownership.
sourcepub fn to_owned(&self) -> T
pub fn to_owned(&self) -> T
Creates owned data from borrowed data, usually by cloning. Read more
sourcepub fn clone_into(&self, target: &mut T)
pub fn clone_into(&self, target: &mut T)
toowned_clone_into
)Uses borrowed data to replace owned data, usually by cloning. Read more