pub struct NewtonCG<L, F> { /* private fields */ }
Expand description
Newton-Conjugate-Gradient (Newton-CG) method
The Newton-CG method (also called truncated Newton method) uses a modified CG to approximately solve the Newton equations. After a search direction is found, a line search is performed.
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<L, F> NewtonCG<L, F> where
F: ArgminFloat,
impl<L, F> NewtonCG<L, F> where
F: ArgminFloat,
sourcepub fn with_curvature_threshold(self, threshold: F) -> Self
pub fn with_curvature_threshold(self, threshold: F) -> Self
Set curvature threshold
Defaults to 0.
Example
let ncg: NewtonCG<_, f64> = NewtonCG::new(linesearch).with_curvature_threshold(1e-6);
sourcepub fn with_tolerance(self, tol: F) -> Result<Self, Error>
pub fn with_tolerance(self, tol: F) -> Result<Self, Error>
Set tolerance for the stopping criterion based on cost difference
Must be larger than 0 and defaults to EPSILON.
Example
let ncg: NewtonCG<_, f64> = NewtonCG::new(linesearch).with_tolerance(1e-6)?;
Trait Implementations
sourceimpl<'de, L, F> Deserialize<'de> for NewtonCG<L, F> where
L: Deserialize<'de>,
F: Deserialize<'de>,
impl<'de, L, F> Deserialize<'de> for NewtonCG<L, F> where
L: 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<O, L, P, G, H, F> Solver<O, IterState<P, G, (), H, F>> for NewtonCG<L, F> where
O: Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = H>,
P: Clone + SerializeAlias + DeserializeOwnedAlias + ArgminSub<P, P> + ArgminDot<P, F> + ArgminScaledAdd<P, F, P> + ArgminMul<F, P> + ArgminConj + ArgminZeroLike,
G: SerializeAlias + DeserializeOwnedAlias + ArgminL2Norm<F> + ArgminMul<F, P>,
H: Clone + SerializeAlias + DeserializeOwnedAlias + ArgminDot<P, P>,
L: Clone + LineSearch<P, F> + Solver<O, IterState<P, G, (), (), F>>,
F: ArgminFloat + ArgminL2Norm<F>,
impl<O, L, P, G, H, F> Solver<O, IterState<P, G, (), H, F>> for NewtonCG<L, F> where
O: Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = H>,
P: Clone + SerializeAlias + DeserializeOwnedAlias + ArgminSub<P, P> + ArgminDot<P, F> + ArgminScaledAdd<P, F, P> + ArgminMul<F, P> + ArgminConj + ArgminZeroLike,
G: SerializeAlias + DeserializeOwnedAlias + ArgminL2Norm<F> + ArgminMul<F, P>,
H: Clone + SerializeAlias + DeserializeOwnedAlias + ArgminDot<P, P>,
L: Clone + LineSearch<P, F> + Solver<O, IterState<P, G, (), (), F>>,
F: ArgminFloat + ArgminL2Norm<F>,
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 terminate(&mut self, state: &IterState<P, G, (), H, F>) -> TerminationReason
fn terminate(&mut self, state: &IterState<P, G, (), H, F>) -> TerminationReason
Used to implement stopping criteria, in particular criteria which are not covered by
(terminate_internal
. Read more
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
Auto Trait Implementations
impl<L, F> RefUnwindSafe for NewtonCG<L, F> where
F: RefUnwindSafe,
L: RefUnwindSafe,
impl<L, F> Send for NewtonCG<L, F> where
F: Send,
L: Send,
impl<L, F> Sync for NewtonCG<L, F> where
F: Sync,
L: Sync,
impl<L, F> Unpin for NewtonCG<L, F> where
F: Unpin,
L: Unpin,
impl<L, F> UnwindSafe for NewtonCG<L, F> where
F: UnwindSafe,
L: 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