argmin 0.3.0

Mathematical optimization in pure Rust
Documentation 
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// Copyright 2018-2020 argmin developers
//
// Licensed under the Apache License, Version 2.0 <LICENSE-APACHE or
// http://apache.org/licenses/LICENSE-2.0> or the MIT license <LICENSE-MIT or
// http://opensource.org/licenses/MIT>, at your option. This file may not be
// copied, modified, or distributed except according to those terms.

//! # Beta update methods
//!
//! TODO: Proper documentation.
//!
//! # References:
//!
//! [0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization.
//! Springer. ISBN 0-387-30303-0.

use crate::prelude::*;
use serde::{Deserialize, Serialize};

/// Fletcher and Reeves (FR) method
/// TODO: Reference
#[derive(
    Default, Serialize, Deserialize, Copy, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug,
)]
pub struct FletcherReeves {}

impl FletcherReeves {
    /// Constructor
    pub fn new() -> Self {
        FletcherReeves {}
    }
}

impl<T, F> ArgminNLCGBetaUpdate<T, F> for FletcherReeves
where
    T: Clone + ArgminDot<T, F>,
    F: ArgminFloat,
{
    fn update(&self, dfk: &T, dfk1: &T, _pk: &T) -> F {
        dfk1.dot(&dfk1) / dfk.dot(&dfk)
    }
}

/// Polak and Ribiere (PR) method
/// TODO: Reference
#[derive(
    Default, Serialize, Deserialize, Copy, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug,
)]
pub struct PolakRibiere {}

impl PolakRibiere {
    /// Constructor
    pub fn new() -> Self {
        PolakRibiere {}
    }
}

impl<T, F> ArgminNLCGBetaUpdate<T, F> for PolakRibiere
where
    T: Clone + ArgminDot<T, F> + ArgminSub<T, T> + ArgminNorm<F>,
    F: ArgminFloat,
{
    fn update(&self, dfk: &T, dfk1: &T, _pk: &T) -> F {
        let dfk_norm_sq = dfk.norm().powi(2);
        dfk1.dot(&dfk1.sub(&dfk)) / dfk_norm_sq
    }
}

/// Polak and Ribiere Plus (PR+) method
/// TODO: Reference
#[derive(
    Default, Serialize, Deserialize, Copy, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug,
)]
pub struct PolakRibierePlus {}

impl PolakRibierePlus {
    /// Constructor
    pub fn new() -> Self {
        PolakRibierePlus {}
    }
}

impl<T, F> ArgminNLCGBetaUpdate<T, F> for PolakRibierePlus
where
    T: Clone + ArgminDot<T, F> + ArgminSub<T, T> + ArgminNorm<F>,
    F: ArgminFloat,
{
    fn update(&self, dfk: &T, dfk1: &T, _pk: &T) -> F {
        let dfk_norm_sq = dfk.norm().powi(2);
        let beta = dfk1.dot(&dfk1.sub(&dfk)) / dfk_norm_sq;
        F::from_f64(0.0).unwrap().max(beta)
    }
}

/// Hestenes and Stiefel (HS) method
/// TODO: Reference
#[derive(
    Default, Serialize, Deserialize, Copy, Clone, Eq, PartialEq, Ord, PartialOrd, Hash, Debug,
)]
pub struct HestenesStiefel {}

impl HestenesStiefel {
    /// Constructor
    pub fn new() -> Self {
        HestenesStiefel {}
    }
}

impl<T, F> ArgminNLCGBetaUpdate<T, F> for HestenesStiefel
where
    T: Clone + ArgminDot<T, F> + ArgminSub<T, T> + ArgminNorm<F>,
    F: ArgminFloat,
{
    fn update(&self, dfk: &T, dfk1: &T, pk: &T) -> F {
        let d = dfk1.sub(&dfk);
        dfk1.dot(&d) / d.dot(&pk)
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use crate::test_trait_impl;

    test_trait_impl!(fletcher_reeves, FletcherReeves);
    test_trait_impl!(polak_ribiere, PolakRibiere);
    test_trait_impl!(polak_ribiere_plus, PolakRibierePlus);
    test_trait_impl!(hestenes_stiefel, HestenesStiefel);
}