Struct argmin::solver::quasinewton::sr1_trustregion::SR1TrustRegion

pub struct SR1TrustRegion<B, R> { /* fields omitted */ }

SR1 Trust Region method

Example

References:

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

Methods

impl<B, R> SR1TrustRegion<B, R>

pub fn new(subproblem: R) -> Self

Constructor

pub fn hessian(self, init_hessian: B) -> Self

provide initial Hessian (if not provided, the algorithm will try to compute it using the hessian method of ArgminOp.

pub fn r(self, r: f64) -> Result<Self, Error>

Set r

pub fn radius(self, radius: f64) -> Self

set radius

pub fn eta(self, eta: f64) -> Result<Self, Error>

Set eta

Trait Implementations

impl<O, B, R> Solver<O> for SR1TrustRegion<B, R> where
    O: ArgminOp<Output = f64, Hessian = B>,
    O::Param: Debug + Clone + Default + Serialize + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminDot<O::Param, f64> + ArgminDot<O::Param, O::Hessian> + ArgminNorm<f64> + ArgminZeroLike + ArgminMul<f64, O::Param>,
    O::Hessian: Debug + Clone + Default + 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>,
    R: ArgminTrustRegion + 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<B, R> Serialize for SR1TrustRegion<B, R> where
    B: Serialize,
    R: Serialize, 

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

Serialize this value into the given Serde serializer.

impl<'de, B, R> Deserialize<'de> for SR1TrustRegion<B, R> where
    B: Deserialize<'de>,
    R: Deserialize<'de>, 

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

Deserialize this value from the given Serde deserializer.