Struct argmin::solver::trustregion::CauchyPoint

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

Cauchy point method

The Cauchy point is the minimum of the quadratic approximation of the cost function within the trust region along the direction given by the first derivative.

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> CauchyPoint<F>where
    F: ArgminFloat,

pub fn new() -> Self

Construct a new instance of CauchyPoint

Example

let cp: CauchyPoint<f64> = CauchyPoint::new();

Trait Implementations

impl<F: Clone> Clone for CauchyPoint<F>

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

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<F: Debug> Debug for CauchyPoint<F>

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

Formats the value using the given formatter.

impl<F: Default> Default for CauchyPoint<F>

fn default() -> CauchyPoint<F>

Returns the “default value” for a type.

impl<'de, F> Deserialize<'de> for CauchyPoint<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<CauchyPoint<F>> for CauchyPoint<F>

fn eq(&self, other: &CauchyPoint<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<CauchyPoint<F>> for CauchyPoint<F>

fn partial_cmp(&self, other: &CauchyPoint<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 CauchyPoint<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, G, H> Solver<O, IterState<P, G, (), H, F>> for CauchyPoint<F>where
    O: Gradient<Param = P, Gradient = G> + Hessian<Param = P, Hessian = H>,
    P: Clone + ArgminMul<F, P> + ArgminWeightedDot<P, F, H>,
    G: ArgminMul<F, P> + ArgminWeightedDot<G, F, H> + ArgminL2Norm<F>,
    F: ArgminFloat,

const NAME: &'static str = "Cauchy Point"

Name of the solver. Mainly used in Observers.

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

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) -> TerminationStatus

Checks whether basic termination reasons apply.

impl<F> TrustRegionRadius<F> for CauchyPoint<F>where
    F: ArgminFloat,

fn set_radius(&mut self, radius: F)

Set current radius.

Needed by TrustRegion.

Example

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

impl<F: Copy> Copy for CauchyPoint<F>

impl<F: Eq> Eq for CauchyPoint<F>

impl<F> StructuralEq for CauchyPoint<F>

impl<F> StructuralPartialEq for CauchyPoint<F>