# Struct argmin::solver::quasinewton::SR1TrustRegion

``pub struct SR1TrustRegion<R, F> { /* private fields */ }``
Expand description

## SR1 Trust region method

A Quasi-Newton method which uses symmetric rank 1 (SR1) updating of the Hessian in a trust region framework. An initial parameter vector must be provided, initial cost, gradient and Hessian are optional and will be computed if not provided. Requires a trust region sub problem.

### Requirements on the optimization problem

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

### Reference

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

## Implementations§

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### impl<R, F> SR1TrustRegion<R, F>where F: ArgminFloat,

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#### pub fn new(subproblem: R) -> Self

Construct a new instance of `SR1TrustRegion`

##### Example
``````let subproblem = argmin::solver::trustregion::Steihaug::new().with_max_iters(20);
let sr1: SR1TrustRegion<_, f64> = SR1TrustRegion::new(subproblem);``````
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#### pub fn with_denominator_factor( self, denominator_factor: F ) -> Result<Self, Error>

Set denominator factor

If the denominator of the update is below the `denominator_factor` (scaled with other factors derived from the parameter vectors and the gradients), then the update of the inverse Hessian will be skipped.

Must be in `(0, 1)` and defaults to `1e-8`.

##### Example
``let sr1: SR1TrustRegion<_, f64> = SR1TrustRegion::new(subproblem).with_denominator_factor(1e-7)?;``
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Defaults to 1.0.

##### Example
``let sr1: SR1TrustRegion<_, f64> = SR1TrustRegion::new(subproblem).with_radius(2.0);``
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#### pub fn with_eta(self, eta: F) -> Result<Self, Error>

Set eta

A step is taken if the actual reduction over the predicted reduction exceeds eta. Must be in (0, 10^-3) and defaults to 0.5 * 10^-3.

##### Example
``let sr1: SR1TrustRegion<_, f64> = SR1TrustRegion::new(subproblem).with_eta(10e-4)?;``
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The algorithm stops if the norm of the gradient is below `tol_grad`.

The provided value must be non-negative. Defaults to `10^-3`.

##### Example
``let sr1: SR1TrustRegion<_, f64> = SR1TrustRegion::new(subproblem).with_tolerance_grad(1e-6)?;``

## Trait Implementations§

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### impl<R: Clone, F: Clone> Clone for SR1TrustRegion<R, F>

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#### fn clone(&self) -> SR1TrustRegion<R, 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, R, F> Deserialize<'de> for SR1TrustRegion<R, F>where R: 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<R, F> Serialize for SR1TrustRegion<R, F>where R: 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, R, P, G, B, F> Solver<O, IterState<P, G, (), B, F>> for SR1TrustRegion<R, F>where O: CostFunction<Param = P, Output = F> + Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = B>, P: Clone + SerializeAlias + DeserializeOwnedAlias + ArgminSub<P, P> + ArgminAdd<P, P> + ArgminDot<P, F> + ArgminDot<P, B> + ArgminL2Norm<F> + ArgminZeroLike, G: Clone + SerializeAlias + DeserializeOwnedAlias + ArgminL2Norm<F> + ArgminDot<P, F> + ArgminSub<G, P>, B: Clone + SerializeAlias + DeserializeOwnedAlias + ArgminDot<P, P> + ArgminAdd<B, B> + ArgminMul<F, B>, R: Clone + TrustRegionRadius<F> + Solver<O, IterState<P, G, (), B, F>>, F: ArgminFloat + ArgminL2Norm<F>,

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#### const NAME: &'static str = "SR1 trust region"

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, (), B, F> ) -> Result<(IterState<P, G, (), B, 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(&mut self, state: &IterState<P, G, (), B, F>) -> TerminationStatus

Used to implement stopping criteria, in particular criteria which are not covered by (`terminate_internal`. Read more
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#### fn terminate_internal(&mut self, state: &I) -> TerminationStatus

Checks whether basic termination reasons apply. 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,

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,

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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

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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