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use crate::prelude::*;
#[derive(ArgminSolver)]
pub struct CauchyPoint<O>
where
O: ArgminOp<Output = f64>,
<O as ArgminOp>::Param:
ArgminMul<f64, <O as ArgminOp>::Param>
+ ArgminWeightedDot<<O as ArgminOp>::Param, f64, <O as ArgminOp>::Hessian>
+ ArgminNorm<f64>,
{
radius: f64,
base: ArgminBase<O>,
}
impl<O> CauchyPoint<O>
where
O: ArgminOp<Output = f64>,
<O as ArgminOp>::Param:
ArgminMul<f64, <O as ArgminOp>::Param>
+ ArgminWeightedDot<<O as ArgminOp>::Param, f64, <O as ArgminOp>::Hessian>
+ ArgminNorm<f64>,
{
pub fn new(operator: O) -> Self {
let base = ArgminBase::new(operator, <O as ArgminOp>::Param::default());
CauchyPoint {
radius: std::f64::NAN,
base,
}
}
}
impl<O> ArgminIter for CauchyPoint<O>
where
O: ArgminOp<Output = f64>,
<O as ArgminOp>::Param:
ArgminMul<f64, <O as ArgminOp>::Param>
+ ArgminWeightedDot<<O as ArgminOp>::Param, f64, <O as ArgminOp>::Hessian>
+ ArgminNorm<f64>,
{
type Param = <O as ArgminOp>::Param;
type Output = <O as ArgminOp>::Output;
type Hessian = <O as ArgminOp>::Hessian;
fn init(&mut self) -> Result<(), Error> {
self.base_reset();
self.set_max_iters(1);
Ok(())
}
fn next_iter(&mut self) -> Result<ArgminIterData<Self::Param>, Error> {
let grad = self.cur_grad();
let grad_norm = grad.norm();
let wdp = grad.weighted_dot(&self.cur_hessian(), &grad);
let tau: f64 = if wdp <= 0.0 {
1.0
} else {
1.0f64.min(grad_norm.powi(3) / (self.radius * wdp))
};
let new_param = grad.mul(&(-tau * self.radius / grad_norm));
let out = ArgminIterData::new(new_param, 0.0);
Ok(out)
}
}
impl<O> ArgminTrustRegion for CauchyPoint<O>
where
O: ArgminOp<Output = f64>,
<O as ArgminOp>::Param:
ArgminMul<f64, <O as ArgminOp>::Param>
+ ArgminWeightedDot<<O as ArgminOp>::Param, f64, <O as ArgminOp>::Hessian>
+ ArgminNorm<f64>,
{
fn set_radius(&mut self, radius: f64) {
self.radius = radius;
}
fn set_grad(&mut self, grad: <O as ArgminOp>::Param) {
self.set_cur_grad(grad);
}
fn set_hessian(&mut self, hessian: <O as ArgminOp>::Hessian) {
self.set_cur_hessian(hessian);
}
}