Struct argmin::solver::trustregion::Dogleg

pub struct Dogleg<F> { /* private fields */ }

Dogleg method

The Dogleg method computes the intersection of the trust region boundary with a path given by the unconstraind minimum along the steepest descent direction and the optimum of the quadratic approximation of the cost function at the current point.

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

impl<F> Dogleg<F> where
    F: ArgminFloat, 

pub fn new() -> Self

Construct a new instance of Dogleg

Example

let dl: Dogleg<f64> = Dogleg::new();

Trait Implementations

impl<F: Clone> Clone for Dogleg<F>

fn clone(&self) -> Dogleg<F>

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<F: Debug> Debug for Dogleg<F>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<F: Default> Default for Dogleg<F>

fn default() -> Dogleg<F>

Returns the “default value” for a type.

impl<'de, F> Deserialize<'de> for Dogleg<F> where
    F: Deserialize<'de>, 

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error> where
    __D: Deserializer<'de>, 

Deserialize this value from the given Serde deserializer.

impl<F: PartialEq> PartialEq<Dogleg<F>> for Dogleg<F>

fn eq(&self, other: &Dogleg<F>) -> bool

This method tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

This method tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl<F: PartialOrd> PartialOrd<Dogleg<F>> for Dogleg<F>

fn partial_cmp(&self, other: &Dogleg<F>) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

This method tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

This method tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

This method tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

This method tests greater than or equal to (for self and other) and is used by the >= operator.

impl<F> Serialize for Dogleg<F> where
    F: Serialize, 

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error> where
    __S: Serializer, 

Serialize this value into the given Serde serializer.

impl<O, F, P, H> Solver<O, IterState<P, P, (), H, F>> for Dogleg<F> where
    O: Gradient<Param = P, Gradient = P> + Hessian<Param = P, Hessian = H>,
    P: Clone + ArgminMul<F, P> + ArgminL2Norm<F> + ArgminDot<P, F> + ArgminAdd<P, P> + ArgminSub<P, P>,
    H: ArgminInv<H> + ArgminDot<P, P>,
    F: ArgminFloat, 

const NAME: &'static str = "Dogleg"

Name of the solver. Mainly used in Observers.

fn next_iter(
    &mut self,
    problem: &mut Problem<O>,
    state: IterState<P, P, (), H, F>
) -> Result<(IterState<P, P, (), H, F>, Option<KV>), Error>

Computes a single iteration of the algorithm and has access to the optimization problem definition and the internal state of the solver. Returns an updated state and optionally a KV which holds key-value pairs used in Observers.

fn terminate(&mut self, state: &IterState<P, P, (), H, F>) -> TerminationReason

Used to implement stopping criteria, in particular criteria which are not covered by (terminate_internal.

fn init(
    &mut self,
    _problem: &mut Problem<O>,
    state: I
) -> Result<(I, Option<KV>), Error>

Initializes the algorithm.

fn terminate_internal(&mut self, state: &I) -> TerminationReason

Checks whether basic termination reasons apply.

impl<F: ArgminFloat> TrustRegionRadius<F> for Dogleg<F>

fn set_radius(&mut self, radius: F)

Set current radius.

Needed by TrustRegion.

Example

use argmin::solver::trustregion::{Dogleg, TrustRegionRadius};
let mut dl: Dogleg<f64> = Dogleg::new();
dl.set_radius(0.8);

impl<F: Copy> Copy for Dogleg<F>

impl<F: Eq> Eq for Dogleg<F>

impl<F> StructuralEq for Dogleg<F>

impl<F> StructuralPartialEq for Dogleg<F>