[−][src]Struct argmin::solver::neldermead::NelderMead
Nelder-Mead method
The Nelder-Mead method a heuristic search method for nonlinear optimization problems which does not require derivatives.
The method is based on simplices which consist of n+1 vertices for an optimization problem with n dimensions. The function to be optimized is evaluated at all vertices. Based on these cost function values the behaviour of the cost function is extrapolated in order to find the next point to be evaluated.
The following actions are possible:
- Reflection: (Parameter
alpha
, default1
) - Expansion: (Parameter
gamma
, default2
) - Contraction: (Parameter
rho
, default0.5
) - Shrink: (Parameter
sigma
, default0.5
)
References:
Methods
impl<O: ArgminOp> NelderMead<O> where
O: ArgminOp<Output = f64>,
O::Param: Default + ArgminAdd<O::Param, O::Param> + ArgminSub<O::Param, O::Param> + ArgminMul<f64, O::Param>,
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O: ArgminOp<Output = f64>,
O::Param: Default + ArgminAdd<O::Param, O::Param> + ArgminSub<O::Param, O::Param> + ArgminMul<f64, O::Param>,
pub fn new() -> Self
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Constructor
pub fn with_initial_params(self, params: Vec<O::Param>) -> Self
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Add initial parameters
pub fn sd_tolerance(self, tol: f64) -> Self
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Set Sample standard deviation tolerance
pub fn alpha(self, alpha: f64) -> Result<Self, Error>
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set alpha
pub fn gamma(self, gamma: f64) -> Result<Self, Error>
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set gamma
pub fn rho(self, rho: f64) -> Result<Self, Error>
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set rho
pub fn sigma(self, sigma: f64) -> Result<Self, Error>
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set sigma
Trait Implementations
impl<O: ArgminOp> Default for NelderMead<O> where
O: ArgminOp<Output = f64>,
O::Param: Default + ArgminAdd<O::Param, O::Param> + ArgminSub<O::Param, O::Param> + ArgminMul<f64, O::Param>,
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O: ArgminOp<Output = f64>,
O::Param: Default + ArgminAdd<O::Param, O::Param> + ArgminSub<O::Param, O::Param> + ArgminMul<f64, O::Param>,
fn default() -> NelderMead<O>
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impl<O: ArgminOp> Serialize for NelderMead<O>
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fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
__S: Serializer,
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__S: Serializer,
impl<O> Solver<O> for NelderMead<O> where
O: ArgminOp<Output = f64>,
O::Param: Default + Debug + ArgminScaledSub<O::Param, f64, O::Param> + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminMul<f64, O::Param>,
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O: ArgminOp<Output = f64>,
O::Param: Default + Debug + ArgminScaledSub<O::Param, f64, O::Param> + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminMul<f64, O::Param>,
const NAME: &'static str
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fn init(
&mut self,
op: &mut OpWrapper<O>,
_state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>
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&mut self,
op: &mut OpWrapper<O>,
_state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>
fn next_iter(
&mut self,
op: &mut OpWrapper<O>,
_state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>
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&mut self,
op: &mut OpWrapper<O>,
_state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>
fn terminate(&mut self, _state: &IterState<O>) -> TerminationReason
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fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason
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Checks whether basic termination reasons apply. Read more
impl<'de, O: ArgminOp> Deserialize<'de> for NelderMead<O>
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fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
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__D: Deserializer<'de>,
Auto Trait Implementations
impl<O> Send for NelderMead<O> where
<O as ArgminOp>::Param: Send,
<O as ArgminOp>::Param: Send,
impl<O> Sync for NelderMead<O> where
<O as ArgminOp>::Param: Sync,
<O as ArgminOp>::Param: Sync,
Blanket Implementations
impl<T, U> Into<U> for T where
U: From<T>,
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U: From<T>,
impl<T> From<T> for T
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impl<T, U> TryFrom<U> for T where
U: Into<T>,
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U: Into<T>,
type Error = Infallible
The type returned in the event of a conversion error.
fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>
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impl<T, U> TryInto<U> for T where
U: TryFrom<T>,
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U: TryFrom<T>,
type Error = <U as TryFrom<T>>::Error
The type returned in the event of a conversion error.
fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>
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impl<T> BorrowMut<T> for T where
T: ?Sized,
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T: ?Sized,
fn borrow_mut(&mut self) -> &mut T
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impl<T> Borrow<T> for T where
T: ?Sized,
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T: ?Sized,
impl<T> Any for T where
T: 'static + ?Sized,
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T: 'static + ?Sized,
impl<T> DeserializeOwned for T where
T: Deserialize<'de>,
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T: Deserialize<'de>,
impl<T> SendSyncUnwindSafe for T where
T: Send + Sync + UnwindSafe + ?Sized,
T: Send + Sync + UnwindSafe + ?Sized,