``pub struct NonlinearConjugateGradient<P, L, B, F> { /* private fields */ }``
Expand description

A generalization of the conjugate gradient method for nonlinear optimization problems.

Requires an initial parameter vector.

§Requirements on the optimization problem

The optimization problem is required to implement `CostFunction` and `Gradient`.

§Reference

Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.

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impl<P, L, B, F> NonlinearConjugateGradient<P, L, B, F>where F: ArgminFloat,

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pub fn new(linesearch: L, beta_method: B) -> Self

Construct a new instance of `NonlinearConjugateGradient`.

Takes a `LineSearch` and a `NLCGBetaUpdate` as input.

§Example
``````let nlcg: NonlinearConjugateGradient<Vec<f64>, _, _, f64> =
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pub fn restart_iters(self, iters: u64) -> Self

Specify the number of iterations after which a restart should be performed.

This allows the algorithm to “forget” previous information which may not be helpful anymore.

§Example
``let nlcg = nlcg.restart_iters(100);``
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pub fn restart_orthogonality(self, v: F) -> Self

Set the value for the orthogonality measure.

Setting this parameter leads to a restart of the algorithm (setting beta = 0) after consecutive search directions stop being orthogonal. In other words, if this condition is met:

`|\nabla f_k^T * \nabla f_{k-1}| / | \nabla f_k |^2 >= v`

A typical value for `v` is 0.1.

§Example
``let nlcg = nlcg.restart_orthogonality(0.1);``

Trait Implementations§

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impl<P: Clone, L: Clone, B: Clone, F: Clone> Clone for NonlinearConjugateGradient<P, L, B, F>

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fn clone(&self) -> NonlinearConjugateGradient<P, L, B, 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, P, L, B, F> Deserialize<'de> for NonlinearConjugateGradient<P, L, B, F>where P: Deserialize<'de>, L: Deserialize<'de>, B: Deserialize<'de>, 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<P, L, B, F> Serialize for NonlinearConjugateGradient<P, L, B, F>where P: Serialize, L: Serialize, B: Serialize, 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, P, G, L, B, F> Solver<O, IterState<P, G, (), (), (), F>> for NonlinearConjugateGradient<P, L, B, F>where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G>, P: Clone + ArgminAdd<P, P> + ArgminMul<F, P>, G: Clone + ArgminMul<F, P> + ArgminDot<G, F> + ArgminL2Norm<F>, L: Clone + LineSearch<P, F> + Solver<O, IterState<P, G, (), (), (), F>>, B: NLCGBetaUpdate<G, P, F>, F: ArgminFloat,

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const NAME: &'static str = "Nonlinear Conjugate Gradient"

Name of the solver. Mainly used in Observers.
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fn next_iter( &mut self, problem: &mut Problem<O>, state: IterState<P, G, (), (), (), F> ) -> Result<(IterState<P, G, (), (), (), 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

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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,

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fn borrow(&self) -> &T

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

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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

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fn from(t: T) -> T

Returns the argument unchanged.

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

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

Performs the conversion.
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