Struct argmin::solver::quasinewton::bfgs::BFGS [−][src]
pub struct BFGS<L, H, F> { /* fields omitted */ }
BFGS method
References:
[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.
Implementations
impl<L, H, F: ArgminFloat> BFGS<L, H, F>
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impl<L, H, F: ArgminFloat> BFGS<L, H, F>
[src]pub fn new(init_inverse_hessian: H, linesearch: L) -> Self
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Constructor
pub fn with_tol_grad(self, tol_grad: F) -> Self
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Sets tolerance for the stopping criterion based on the change of the norm on the gradient
pub fn with_tol_cost(self, tol_cost: F) -> Self
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Sets tolerance for the stopping criterion based on the change of the cost stopping criterion
Trait Implementations
impl<'de, L, H, F> Deserialize<'de> for BFGS<L, H, F> where
L: Deserialize<'de>,
H: Deserialize<'de>,
F: Deserialize<'de>,
[src]
impl<'de, L, H, F> Deserialize<'de> for BFGS<L, H, F> where
L: Deserialize<'de>,
H: Deserialize<'de>,
F: Deserialize<'de>,
[src]fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
[src]
__D: Deserializer<'de>,
impl<O, L, H, F> Solver<O> for BFGS<L, H, F> where
O: ArgminOp<Output = F, Hessian = H, Float = F>,
O::Param: Debug + Default + ArgminSub<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminDot<O::Param, O::Hessian> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminNorm<O::Float> + ArgminMul<O::Float, O::Param>,
H: 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<O::Float, O::Hessian> + ArgminTranspose<O::Hessian> + ArgminEye,
L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
F: ArgminFloat,
[src]
impl<O, L, H, F> Solver<O> for BFGS<L, H, F> where
O: ArgminOp<Output = F, Hessian = H, Float = F>,
O::Param: Debug + Default + ArgminSub<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminDot<O::Param, O::Hessian> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminNorm<O::Float> + ArgminMul<O::Float, O::Param>,
H: 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<O::Float, O::Hessian> + ArgminTranspose<O::Hessian> + ArgminEye,
L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
F: ArgminFloat,
[src]const NAME: &'static str
[src]
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<L, H, F> RefUnwindSafe for BFGS<L, H, F> where
F: RefUnwindSafe,
H: RefUnwindSafe,
L: RefUnwindSafe,
impl<L, H, F> RefUnwindSafe for BFGS<L, H, F> where
F: RefUnwindSafe,
H: RefUnwindSafe,
L: RefUnwindSafe,
impl<L, H, F> UnwindSafe for BFGS<L, H, F> where
F: UnwindSafe,
H: UnwindSafe,
L: UnwindSafe,
impl<L, H, F> UnwindSafe for BFGS<L, H, F> where
F: UnwindSafe,
H: UnwindSafe,
L: UnwindSafe,
Blanket Implementations
impl<T> DeserializeOwned for T where
T: for<'de> Deserialize<'de>,
[src]
impl<T> DeserializeOwned for T where
T: for<'de> Deserialize<'de>,
[src]impl<T> SendSyncUnwindSafe for T where
T: Send + Sync + UnwindSafe + ?Sized,
[src]
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>,