Struct argmin::solver::neldermead::NelderMead
source · [−]pub struct NelderMead<P, F> { /* private fields */ }
Expand description
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
sourceimpl<P, F> NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
impl<P, F> NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
sourcepub fn with_initial_params(self, params: Vec<P>) -> Self
pub fn with_initial_params(self, params: Vec<P>) -> Self
Add initial parameters
sourcepub fn sd_tolerance(self, tol: F) -> Self
pub fn sd_tolerance(self, tol: F) -> Self
Set Sample standard deviation tolerance
Trait Implementations
sourceimpl<P: Clone, F: Clone> Clone for NelderMead<P, F>
impl<P: Clone, F: Clone> Clone for NelderMead<P, F>
sourcefn clone(&self) -> NelderMead<P, F>
fn clone(&self) -> NelderMead<P, F>
Returns a copy of the value. Read more
1.0.0 · sourcefn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
Performs copy-assignment from source
. Read more
sourceimpl<P, F> Default for NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
impl<P, F> Default for NelderMead<P, F> where
P: Clone + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminMul<F, P>,
F: ArgminFloat,
sourcefn default() -> NelderMead<P, F>
fn default() -> NelderMead<P, F>
Returns the “default value” for a type. Read more
sourceimpl<'de, P, F> Deserialize<'de> for NelderMead<P, F> where
P: Deserialize<'de>,
F: Deserialize<'de>,
impl<'de, P, F> Deserialize<'de> for NelderMead<P, F> where
P: Deserialize<'de>,
F: Deserialize<'de>,
sourcefn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
__D: Deserializer<'de>,
Deserialize this value from the given Serde deserializer. Read more
sourceimpl<P, F> Serialize for NelderMead<P, F> where
P: Serialize,
F: Serialize,
impl<P, F> Serialize for NelderMead<P, F> where
P: Serialize,
F: Serialize,
sourceimpl<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>,
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>,
sourcefn init(
&mut self,
op: &mut OpWrapper<O>,
_state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>
fn init(
&mut self,
op: &mut OpWrapper<O>,
_state: &IterState<O>
) -> Result<Option<ArgminIterData<O>>, Error>
Initializes the algorithm Read more
sourcefn next_iter(
&mut self,
op: &mut OpWrapper<O>,
_state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>
fn next_iter(
&mut self,
op: &mut OpWrapper<O>,
_state: &IterState<O>
) -> Result<ArgminIterData<O>, Error>
Computes one iteration of the algorithm.
sourcefn terminate(&mut self, _state: &IterState<O>) -> TerminationReason
fn terminate(&mut self, _state: &IterState<O>) -> TerminationReason
Checks whether the algorithm must be terminated
sourcefn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason
fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason
Checks whether basic termination reasons apply. Read more
Auto Trait Implementations
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> 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> UnwindSafe for NelderMead<P, F> where
F: UnwindSafe,
P: UnwindSafe,
Blanket Implementations
sourceimpl<T> BorrowMut<T> for T where
T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
const: unstable · sourcepub fn borrow_mut(&mut self) -> &mut T
pub fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
sourceimpl<T> ToOwned for T where
T: Clone,
impl<T> ToOwned for T where
T: Clone,
type Owned = T
type Owned = T
The resulting type after obtaining ownership.
sourcepub fn to_owned(&self) -> T
pub fn to_owned(&self) -> T
Creates owned data from borrowed data, usually by cloning. Read more
sourcepub fn clone_into(&self, target: &mut T)
pub fn clone_into(&self, target: &mut T)
toowned_clone_into
)Uses borrowed data to replace owned data, usually by cloning. Read more