Struct argmin::solver::neldermead::NelderMead [−][src]
pub struct NelderMead<P, F> { /* fields omitted */ }
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:
Implementations
impl<P, F> NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
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impl<P, F> NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
[src]pub fn new() -> Self
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Constructor
pub fn with_initial_params(self, params: Vec<P>) -> Self
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Add initial parameters
pub fn sd_tolerance(self, tol: F) -> Self
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Set Sample standard deviation tolerance
pub fn alpha(self, alpha: F) -> Result<Self, Error>
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set alpha
pub fn gamma(self, gamma: F) -> Result<Self, Error>
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set gamma
pub fn rho(self, rho: F) -> Result<Self, Error>
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set rho
pub fn sigma(self, sigma: F) -> Result<Self, Error>
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set sigma
Trait Implementations
impl<P: Clone, F: Clone> Clone for NelderMead<P, F>
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impl<P: Clone, F: Clone> Clone for NelderMead<P, F>
[src]fn clone(&self) -> NelderMead<P, F>
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pub fn clone_from(&mut self, source: &Self)
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impl<P, F> Default for NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
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impl<P, F> Default for NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
[src]fn default() -> NelderMead<P, F>
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impl<'de, P, F> Deserialize<'de> for NelderMead<P, F> where
P: Deserialize<'de>,
F: Deserialize<'de>,
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impl<'de, P, F> Deserialize<'de> for NelderMead<P, F> where
P: Deserialize<'de>,
F: Deserialize<'de>,
[src]fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
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__D: Deserializer<'de>,
impl<P, F> Serialize for NelderMead<P, F> where
P: Serialize,
F: Serialize,
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impl<P, F> Serialize for NelderMead<P, F> where
P: Serialize,
F: Serialize,
[src]impl<O, P, F> Solver<O> for NelderMead<P, F> where
O: ArgminOp<Output = F, Param = P, Float = F>,
P: Clone + Serialize + DeserializeOwned + ArgminScaledSub<O::Param, O::Float, O::Param> + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminMul<O::Float, O::Param>,
F: ArgminFloat + Sum<O::Float>,
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impl<O, P, F> Solver<O> for NelderMead<P, F> where
O: ArgminOp<Output = F, Param = P, Float = F>,
P: Clone + Serialize + DeserializeOwned + ArgminScaledSub<O::Param, O::Float, O::Param> + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminMul<O::Float, O::Param>,
F: ArgminFloat + Sum<O::Float>,
[src]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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Auto Trait Implementations
impl<P, F> RefUnwindSafe for NelderMead<P, F> where
F: RefUnwindSafe,
P: RefUnwindSafe,
impl<P, F> RefUnwindSafe for NelderMead<P, F> where
F: RefUnwindSafe,
P: RefUnwindSafe,
impl<P, F> Send for NelderMead<P, F> where
F: Send,
P: Send,
impl<P, F> Send for NelderMead<P, F> where
F: Send,
P: Send,
impl<P, F> Sync for NelderMead<P, F> where
F: Sync,
P: Sync,
impl<P, F> Sync for NelderMead<P, F> where
F: Sync,
P: Sync,
impl<P, F> Unpin for NelderMead<P, F> where
F: Unpin,
P: Unpin,
impl<P, F> Unpin for NelderMead<P, F> where
F: Unpin,
P: Unpin,
impl<P, F> UnwindSafe for NelderMead<P, F> where
F: UnwindSafe,
P: UnwindSafe,
impl<P, F> UnwindSafe for NelderMead<P, F> where
F: UnwindSafe,
P: UnwindSafe,
Blanket Implementations
impl<T> DeserializeOwned for T where
T: for<'de> Deserialize<'de>,
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impl<T> DeserializeOwned for T where
T: for<'de> Deserialize<'de>,
[src]impl<T> SendSyncUnwindSafe for T where
T: Send + Sync + UnwindSafe + ?Sized,
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impl<T> SendSyncUnwindSafe for T where
T: Send + Sync + UnwindSafe + ?Sized,
[src]impl<V, T> VZip<V> for T where
V: MultiLane<T>,
impl<V, T> VZip<V> for T where
V: MultiLane<T>,