Struct argmin::solver::quasinewton::bfgs::BFGS

pub struct BFGS<L, H> { /* fields omitted */ }

BFGS method

Example

References:

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

Methods

impl<L, H> BFGS<L, H>

pub fn new(init_inverse_hessian: H, linesearch: L) -> Self

Constructor

Trait Implementations

impl<O, L, H> Solver<O> for BFGS<L, H> where
    O: ArgminOp<Output = f64, Hessian = H>,
    O::Param: Debug + Default + ArgminSub<O::Param, O::Param> + ArgminDot<O::Param, f64> + ArgminDot<O::Param, O::Hessian> + ArgminScaledAdd<O::Param, f64, O::Param> + ArgminNorm<f64> + ArgminMul<f64, O::Param>,
    O::Hessian: Clone + Default + Debug + Serialize + DeserializeOwned + ArgminSub<O::Hessian, O::Hessian> + ArgminDot<O::Param, O::Param> + ArgminDot<O::Hessian, O::Hessian> + ArgminAdd<O::Hessian, O::Hessian> + ArgminMul<f64, O::Hessian> + ArgminTranspose + ArgminEye,
    L: Clone + ArgminLineSearch<O::Param> + Solver<OpWrapper<O>>, 

const NAME: &'static str

fn init(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>

Initializes the algorithm

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

Computes one iteration of the algorithm.

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

Checks whether the algorithm must be terminated

fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason

Checks whether basic termination reasons apply.

impl<'de, L, H> Deserialize<'de> for BFGS<L, H> where
    L: Deserialize<'de>,
    H: Deserialize<'de>, 

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl<L, H> Serialize for BFGS<L, H> where
    L: Serialize,
    H: Serialize, 

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.