Struct argmin::solver::brent::BrentRoot

pub struct BrentRoot<F> { /* private fields */ }

Brent’s method

A root-finding algorithm combining the bisection method, the secant method and inverse quadratic interpolation. It has the reliability of bisection but it can be as quick as some of the less-reliable methods.

Requirements on the optimization problem

The optimization problem is required to implement CostFunction.

Reference

https://en.wikipedia.org/wiki/Brent%27s_method

Implementations

impl<F: ArgminFloat> BrentRoot<F>

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

Constructor The values min and max must bracketing the root of the function. The parameter tol specifies the relative error to be targeted.

Trait Implementations

impl<F: Clone> Clone for BrentRoot<F>

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

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<'de, F> Deserialize<'de> for BrentRoot<F>where F: Deserialize<'de>,

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

Deserialize this value from the given Serde deserializer.

impl<F> Serialize for BrentRoot<F>where F: Serialize,

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

Serialize this value into the given Serde serializer.

impl<O, F> Solver<O, IterState<F, (), (), (), F>> for BrentRoot<F>where O: CostFunction<Param = F, Output = F>, F: ArgminFloat,

const NAME: &'static str = "BrentRoot"

Name of the solver. Mainly used in Observers.

fn init( &mut self, problem: &mut Problem<O>, state: IterState<F, (), (), (), F> ) -> Result<(IterState<F, (), (), (), F>, Option<KV>), Error>

Initializes the algorithm.

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.

fn terminate_internal(&mut self, state: &I) -> TerminationStatus

Checks whether basic termination reasons apply.

fn terminate(&mut self, _state: &I) -> TerminationStatus

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