Trait argmin::core::Solver

pub trait Solver<O: ArgminOp>: Serialize {
    const NAME: &'static str;

    fn next_iter(
        &mut self, 
        op: &mut OpWrapper<O>, 
        state: &IterState<O>
    ) -> Result<ArgminIterData<O>, Error>;

    fn init(
        &mut self, 
        _op: &mut OpWrapper<O>, 
        _state: &IterState<O>
    ) -> Result<Option<ArgminIterData<O>>, Error> { ... }
    fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason { ... }
    fn terminate(&mut self, _state: &IterState<O>) -> TerminationReason { ... }
}

Solver

Every solver needs to implement this trait.

Associated Constants

const NAME: &'static str

Name of the solver

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Required methods

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

Computes one iteration of the algorithm.

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Provided methods

fn init(
    &mut self,
    _op: &mut OpWrapper<O>,
    _state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>

Initializes the algorithm

This is executed before any iterations are performed. It can be used to perform precomputations. The default implementation corresponds to doing nothing.

fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason

Checks whether basic termination reasons apply.

Terminate if

1. algorithm was terminated somewhere else in the Executor
2. iteration count exceeds maximum number of iterations
3. cost is lower than target cost

This can be overwritten in a Solver implementation; however it is not advised.

fn terminate(&mut self, _state: &IterState<O>) -> TerminationReason

Checks whether the algorithm must be terminated

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Implementors

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

const NAME: &'static str

fn init(
    &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>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

impl<O, F> Solver<O> for Brent<F> where
    O: ArgminOp<Param = F, Output = F, Float = F>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

impl<O, F> Solver<O> for GaussNewton<F> where
    O: ArgminOp<Float = F>,
    O::Param: ArgminScaledSub<O::Param, O::Float, O::Param> + ArgminSub<O::Param, O::Param> + ArgminMul<O::Float, O::Param>,
    O::Output: ArgminNorm<O::Float>,
    O::Jacobian: ArgminTranspose<O::Jacobian> + ArgminInv<O::Jacobian> + ArgminDot<O::Jacobian, O::Jacobian> + ArgminDot<O::Output, O::Param> + ArgminDot<O::Param, O::Param>,
    F: ArgminFloat, 

const NAME: &'static str

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

impl<O, F> Solver<O> for GoldenSectionSearch<F> where
    O: ArgminOp<Output = F, Param = F, Float = F>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

impl<O, F> Solver<O> for Landweber<F> where
    O: ArgminOp<Float = F>,
    O::Param: ArgminScaledSub<O::Param, O::Float, O::Param>,
    F: ArgminFloat, 

const NAME: &'static str

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

impl<O, F> Solver<O> for Newton<F> where
    O: ArgminOp<Float = F>,
    O::Param: ArgminScaledSub<O::Param, O::Float, O::Param>,
    O::Hessian: ArgminInv<O::Hessian> + ArgminDot<O::Param, O::Param>,
    F: ArgminFloat, 

const NAME: &'static str

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

impl<O, F> Solver<O> for SimulatedAnnealing<F> where
    O: ArgminOp<Output = F, Float = F>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

Perform one iteration of SA algorithm

fn terminate(&mut self, _state: &IterState<O>) -> TerminationReason

impl<O, F> Solver<O> for CauchyPoint<F> where
    O: ArgminOp<Output = F, Float = F>,
    O::Param: Debug + Clone + Serialize + ArgminMul<O::Float, O::Param> + ArgminWeightedDot<O::Param, F, O::Hessian> + ArgminNorm<O::Float>,
    O::Hessian: Clone + Serialize,
    F: ArgminFloat, 

const NAME: &'static str

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

impl<O, F> Solver<O> for Dogleg<F> where
    O: ArgminOp<Output = F, Float = F>,
    O::Param: Debug + ArgminMul<F, O::Param> + ArgminWeightedDot<O::Param, O::Float, O::Hessian> + ArgminNorm<F> + ArgminDot<O::Param, O::Float> + ArgminAdd<O::Param, O::Param> + ArgminSub<O::Param, O::Param>,
    O::Hessian: ArgminInv<O::Hessian> + ArgminDot<O::Param, O::Param>,
    F: ArgminFloat, 

const NAME: &'static str

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

impl<O, L, F> Solver<O> for GaussNewtonLS<L, F> where
    O: ArgminOp<Float = F>,
    O::Param: Debug + ArgminScaledSub<O::Param, O::Float, O::Param> + ArgminSub<O::Param, O::Param> + ArgminMul<O::Float, O::Param>,
    O::Output: ArgminNorm<O::Float>,
    O::Jacobian: ArgminTranspose<O::Jacobian> + ArgminInv<O::Jacobian> + ArgminDot<O::Jacobian, O::Jacobian> + ArgminDot<O::Output, O::Param> + ArgminDot<O::Param, O::Param>,
    L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<LineSearchOP<O>>>,
    F: ArgminFloat, 

const NAME: &'static str

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

impl<O, L, F> Solver<O> for SteepestDescent<L> where
    O: ArgminOp<Output = F, Float = F>,
    O::Param: Clone + Default + Serialize + ArgminSub<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminMul<O::Float, O::Param> + ArgminNorm<O::Float>,
    O::Hessian: Default,
    L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
    F: ArgminFloat, 

const NAME: &'static str

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

impl<O, L, F> Solver<O> for NewtonCG<L, F> where
    O: ArgminOp<Output = F, Float = F>,
    O::Param: Send + Sync + Clone + Serialize + Default + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminMul<F, O::Param> + ArgminConj + ArgminZeroLike + ArgminNorm<O::Float>,
    O::Hessian: Send + Sync + Default + Clone + Serialize + ArgminInv<O::Hessian> + ArgminDot<O::Param, O::Param>,
    L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
    F: ArgminFloat + Default + ArgminDiv<O::Float, O::Float> + ArgminNorm<O::Float> + ArgminConj, 

const NAME: &'static str

fn next_iter(
    &mut self,
    op: &mut OpWrapper<O>,
    state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

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, 

const NAME: &'static str

fn init(
    &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>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

impl<O, L, H, F> Solver<O> for DFP<L, H, F> where
    O: ArgminOp<Output = F, Hessian = H, Float = F>,
    O::Param: Clone + Default + Serialize + ArgminSub<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminDot<O::Param, O::Hessian> + ArgminScaledAdd<O::Param, F, O::Param> + ArgminNorm<O::Float> + ArgminMul<O::Float, O::Param> + ArgminTranspose<O::Param>,
    H: 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<F, O::Hessian> + ArgminTranspose<O::Hessian> + ArgminEye,
    L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

impl<O, L, H, F> Solver<O> for SR1<L, H, F> where
    O: ArgminOp<Output = F, Hessian = H, Float = F>,
    O::Param: Debug + Clone + Default + Serialize + ArgminSub<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminDot<O::Param, O::Hessian> + ArgminNorm<O::Float> + ArgminMul<O::Float, O::Param>,
    H: 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<F, O::Hessian>,
    L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

impl<O, L, P, F> Solver<O> for LBFGS<L, P, F> where
    O: ArgminOp<Param = P, Output = F, Float = F>,
    O::Param: Clone + Serialize + DeserializeOwned + Debug + Default + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminNorm<O::Float> + ArgminMul<O::Float, O::Param>,
    O::Hessian: Clone + Default + Serialize + DeserializeOwned,
    L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

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>, 

const NAME: &'static str

fn init(
    &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>

fn terminate(&mut self, _state: &IterState<O>) -> TerminationReason

impl<O, P, F> Solver<O> for ParticleSwarm<P, F> where
    O: ArgminOp<Output = F, Param = P, Float = F>,
    P: Position<F> + DeserializeOwned + Serialize,
    O::Hessian: Clone + Default,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

Perform one iteration of algorithm

impl<O, P, L, B, F> Solver<O> for NonlinearConjugateGradient<P, L, B, F> where
    O: ArgminOp<Param = P, Output = F, Float = F>,
    P: Clone + Default + Serialize + DeserializeOwned + ArgminSub<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminMul<F, O::Param> + ArgminNorm<O::Float>,
    O::Hessian: Default,
    L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>,
    B: ArgminNLCGBetaUpdate<O::Param, O::Float>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

impl<O, P, L, F> Solver<O> for BacktrackingLineSearch<P, L, F> where
    P: Clone + Default + Serialize + DeserializeOwned + ArgminSub<P, P> + ArgminDot<P, F> + ArgminScaledAdd<P, F, P>,
    O: ArgminOp<Param = P, Output = F, Float = F>,
    L: LineSearchCondition<P, F>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

impl<O, R, F> Solver<O> for TrustRegion<R, F> where
    O: ArgminOp<Output = F, Float = F>,
    O::Param: Default + Clone + Debug + Serialize + ArgminMul<F, O::Param> + ArgminWeightedDot<O::Param, F, O::Hessian> + ArgminNorm<F> + ArgminDot<O::Param, F> + ArgminAdd<O::Param, O::Param> + ArgminSub<O::Param, O::Param> + ArgminZeroLike,
    O::Hessian: Default + Clone + Debug + Serialize + ArgminDot<O::Param, O::Param>,
    R: ArgminTrustRegion<F> + Solver<OpWrapper<O>>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

fn terminate(&mut self, _state: &IterState<O>) -> TerminationReason

impl<P, O, F> Solver<O> for HagerZhangLineSearch<P, F> where
    O: ArgminOp<Param = P, Output = F, Float = F>,
    P: Clone + Default + Serialize + DeserializeOwned + ArgminSub<P, P> + ArgminDot<P, F> + ArgminScaledAdd<P, F, P>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

fn terminate(&mut self, _state: &IterState<O>) -> TerminationReason

impl<P, O, F> Solver<O> for MoreThuenteLineSearch<P, F> where
    O: ArgminOp<Param = P, Output = F, Float = F>,
    P: Clone + Serialize + DeserializeOwned + ArgminSub<P, P> + ArgminDot<P, F> + ArgminScaledAdd<P, F, P>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

impl<P, O, F> Solver<O> for Steihaug<P, F> where
    O: ArgminOp<Param = P, Output = F, Float = F>,
    P: Clone + Serialize + DeserializeOwned + Default + ArgminMul<F, P> + ArgminWeightedDot<P, F, O::Hessian> + ArgminNorm<F> + ArgminDot<P, F> + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminZeroLike,
    O::Hessian: ArgminDot<P, P>,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

fn terminate(&mut self, state: &IterState<O>) -> TerminationReason

impl<P, O, S, F> Solver<O> for ConjugateGradient<P, S> where
    O: ArgminOp<Param = P, Output = P, Float = F>,
    P: Clone + Serialize + DeserializeOwned + ArgminDot<O::Param, S> + ArgminSub<O::Param, O::Param> + ArgminScaledAdd<O::Param, S, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminConj + ArgminMul<O::Float, O::Param>,
    S: Debug + ArgminDiv<S, S> + ArgminNorm<O::Float> + ArgminConj,
    F: ArgminFloat, 

const NAME: &'static str

fn init(
    &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>

Perform one iteration of CG algorithm

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