pub struct Newton<F> { /* private fields */ }
Expand description
Newton’s method
Newton’s method iteratively finds the stationary points of a function f by using a second order approximation of f at the current point.
The stepsize gamma
can be adjusted with the with_gamma
method. It
must be in (0, 1])
and defaults to 1
.
Requirements on the optimization problem
The optimization problem is required to implement Gradient
and Hessian
.
Reference
Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.
Implementations
sourceimpl<F> Newton<F> where
F: ArgminFloat,
impl<F> Newton<F> where
F: ArgminFloat,
Trait Implementations
sourceimpl<F> Default for Newton<F> where
F: ArgminFloat,
impl<F> Default for Newton<F> where
F: ArgminFloat,
sourceimpl<'de, F> Deserialize<'de> for Newton<F> where
F: Deserialize<'de>,
impl<'de, F> Deserialize<'de> for Newton<F> where
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<O, P, G, H, F> Solver<O, IterState<P, G, (), H, F>> for Newton<F> where
O: Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = H>,
P: Clone + ArgminScaledSub<P, F, P>,
H: ArgminInv<H> + ArgminDot<G, P>,
F: ArgminFloat,
impl<O, P, G, H, F> Solver<O, IterState<P, G, (), H, F>> for Newton<F> where
O: Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = H>,
P: Clone + ArgminScaledSub<P, F, P>,
H: ArgminInv<H> + ArgminDot<G, P>,
F: ArgminFloat,
sourcefn next_iter(
&mut self,
problem: &mut Problem<O>,
state: IterState<P, G, (), H, F>
) -> Result<(IterState<P, G, (), H, F>, Option<KV>), Error>
fn next_iter(
&mut self,
problem: &mut Problem<O>,
state: IterState<P, G, (), H, F>
) -> Result<(IterState<P, G, (), H, F>, Option<KV>), Error>
sourcefn init(
&mut self,
_problem: &mut Problem<O>,
state: I
) -> Result<(I, Option<KV>), Error>
fn init(
&mut self,
_problem: &mut Problem<O>,
state: I
) -> Result<(I, Option<KV>), Error>
Initializes the algorithm. Read more
sourcefn terminate_internal(&mut self, state: &I) -> TerminationReason
fn terminate_internal(&mut self, state: &I) -> TerminationReason
Checks whether basic termination reasons apply. Read more
sourcefn terminate(&mut self, _state: &I) -> TerminationReason
fn terminate(&mut self, _state: &I) -> TerminationReason
Used to implement stopping criteria, in particular criteria which are not covered by
(terminate_internal
. Read more
impl<F: Copy> Copy for Newton<F>
Auto Trait Implementations
impl<F> RefUnwindSafe for Newton<F> where
F: RefUnwindSafe,
impl<F> Send for Newton<F> where
F: Send,
impl<F> Sync for Newton<F> where
F: Sync,
impl<F> Unpin for Newton<F> where
F: Unpin,
impl<F> UnwindSafe for Newton<F> where
F: UnwindSafe,
Blanket Implementations
sourceimpl<T> BorrowMut<T> for T where
T: ?Sized,
impl<T> BorrowMut<T> for T where
T: ?Sized,
const: unstable · sourcefn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more