Crate argmin [] [src]

Optimizaton toolbox

TODOs

  • Stopping criterions which can be stacked, also return the reason why a computation terminated
  • keep track of cost function values
  • count the number of cost function / gradient evaluations and return them
  • redesign how lower and upper bound are dealt with. making them optional should be better.

Modules

backtracking

Backtracking line search

cg

Conjugate Gradient method

gradientdescent

Gradient Descent

landweber

Landweber algorithm

macros

Macros

neldermead

Nelder Mead method

newton

Newton method

operator

Operator

parameter

Traits for implementing parameter vectors

problem

Problem formulation

result

Definition of the return type of the solvers

sa

Simulated Annealing

testfunctions

A set of test functions like Rosenbrock's function and so on.

Macros

make_run

This macro generates the run function for every solver which implements ArgminSolver.

Traits

ArgminCostValue

Trait for cost function values TODO: Do this with trait aliases once they work in rust.

ArgminSolver

Trait every solve needs to implement (in the future)