Enum candle_optimisers::lbfgs::LineSearch

#[non_exhaustive]
pub enum LineSearch {
    StrongWolfe(f64, f64, f64),
}

Line search method Only Strong Wolfe is currently implemented

Variants (Non-exhaustive)

Non-exhaustive enums could have additional variants added in future. Therefore, when matching against variants of non-exhaustive enums, an extra wildcard arm must be added to account for any future variants.

StrongWolfe(f64, f64, f64)

strong wolfe line search: c1, c2, tolerance suggested vals for c1 and c2: 1e-4, 0.9, for tolerance 1e-9

Ensures the Strong Wolfe conditions are met for step size $t$ in direction $\bm{d}$:

Armijo rule: $$ f(x + t \bm{d}) \leq f(x) + c_1 t \bm{d}^T \nabla f(x) $$

and

Strong Curvature Condition: $$ |\bm{d}^{T} \nabla f(x + t \bm{d})| \leq c_{2} |\bm{d}^{T} \nabla f(x)| $$

Trait Implementations

impl Clone for LineSearch

fn clone(&self) -> LineSearch

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Debug for LineSearch

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl PartialEq for LineSearch

fn eq(&self, other: &LineSearch) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl PartialOrd for LineSearch

fn partial_cmp(&self, other: &LineSearch) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

This method tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

This method tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

This method tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

This method tests greater than or equal to (for self and other) and is used by the >= operator.

impl Copy for LineSearch

impl StructuralPartialEq for LineSearch