Struct argmin::solver::brent::BrentOpt

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pub struct BrentOpt<F> { /* private fields */ }
Expand description

Brent’s method

A minimization algorithm combining parabolic interpolation and the golden-section method. It has the reliability of the golden-section method, but can be faster thanks to the parabolic interpolation steps.

Requirements on the optimization problem

The optimization problem is required to implement CostFunction.

Reference

“An algorithm with guaranteed convergence for finding a minimum of a function of one variable”, Algorithms for minimization without derivatives, Richard P. Brent, 1973, Prentice-Hall.

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impl<F: ArgminFloat> BrentOpt<F>

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pub fn new(min: F, max: F) -> Self

Constructor

The values min and max must bracket the minimum of the function.

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pub fn set_tolerance(self, eps: F, t: F) -> Self

Set the tolerance to the value required.

The algorithm will return an approximation x of a local minimum of the function, with an accuracy smaller than 3 tol, where tol = eps*abs(x) + t. It is useless to set eps to less than the square root of the machine precision (F::epsilon().sqrt()), which is its default value. The default value of t is 1e-5.

Trait Implementations§

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impl<F: Clone> Clone for BrentOpt<F>

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fn clone(&self) -> BrentOpt<F>

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<'de, F> Deserialize<'de> for BrentOpt<F>where F: Deserialize<'de>,

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

Deserialize this value from the given Serde deserializer. Read more
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impl<F> Serialize for BrentOpt<F>where F: Serialize,

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

Serialize this value into the given Serde serializer. Read more
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impl<O, F> Solver<O, IterState<F, (), (), (), F>> for BrentOpt<F>where O: CostFunction<Param = F, Output = F>, F: ArgminFloat,

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const NAME: &'static str = "BrentOpt"

Name of the solver. Mainly used in Observers.
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fn init( &mut self, problem: &mut Problem<O>, state: IterState<F, (), (), (), F> ) -> Result<(IterState<F, (), (), (), F>, Option<KV>), Error>

Initializes the algorithm. Read more
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fn next_iter( &mut self, problem: &mut Problem<O>, state: IterState<F, (), (), (), F> ) -> Result<(IterState<F, (), (), (), F>, Option<KV>), Error>

Computes a single iteration of the algorithm and has access to the optimization problem definition and the internal state of the solver. Returns an updated state and optionally a KV which holds key-value pairs used in Observers.
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fn terminate_internal(&mut self, state: &I) -> TerminationStatus

Checks whether basic termination reasons apply. Read more
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fn terminate(&mut self, _state: &I) -> TerminationStatus

Used to implement stopping criteria, in particular criteria which are not covered by (terminate_internal. Read more

Auto Trait Implementations§

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impl<F> RefUnwindSafe for BrentOpt<F>where F: RefUnwindSafe,

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impl<F> Send for BrentOpt<F>where F: Send,

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impl<F> Sync for BrentOpt<F>where F: Sync,

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impl<F> Unpin for BrentOpt<F>where F: Unpin,

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impl<F> UnwindSafe for BrentOpt<F>where F: UnwindSafe,

Blanket Implementations§

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

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for Twhere T: ?Sized,

const: unstable · source§

fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for Twhere T: ?Sized,

const: unstable · source§

fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> From<T> for T

const: unstable · source§

fn from(t: T) -> T

Returns the argument unchanged.

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

const: unstable · source§

fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> ToOwned for Twhere T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for Twhere U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
const: unstable · source§

fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for Twhere U: TryFrom<T>,

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

The type returned in the event of a conversion error.
const: unstable · source§

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

Performs the conversion.
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impl<V, T> VZip<V> for Twhere V: MultiLane<T>,

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fn vzip(self) -> V

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

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