Struct argmin::solver::newton::Newton

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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.

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

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pub fn new() -> Self

Construct a new instance of Newton

§Example
let newton: Newton<f64> = Newton::new();
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pub fn with_gamma(self, gamma: F) -> Result<Self, Error>

Set step size gamma

Gamma must be in (0, 1] and defaults to 1.

§Example
let newton: Newton<f64> = Newton::new().with_gamma(0.4)?;

Trait Implementations§

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impl<F: Clone> Clone for Newton<F>

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

Returns a copy of the value. Read more
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fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source. Read more
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impl<F> Default for Newton<F>
where F: ArgminFloat,

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fn default() -> Newton<F>

Returns the “default value” for a type. Read more
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impl<'de, F> Deserialize<'de> for Newton<F>
where F: Deserialize<'de>,

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

Deserialize this value from the given Serde deserializer. Read more
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impl<F> Serialize for Newton<F>
where F: Serialize,

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

Serialize this value into the given Serde serializer. Read more
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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,

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const NAME: &'static str = "Newton method"

Name of the solver. Mainly used in Observers.
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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.
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fn init( &mut self, _problem: &mut Problem<O>, state: I ) -> Result<(I, Option<KV>), Error>

Initializes the algorithm. Read more
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fn terminate_internal(&mut self, state: &I) -> TerminationStatus

Checks whether basic termination reasons apply. Read more
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fn terminate(&mut self, _state: &I) -> TerminationStatus

Used to implement stopping criteria, in particular criteria which are not covered by (terminate_internal. Read more
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impl<F: Copy> Copy for Newton<F>

Auto Trait Implementations§

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impl<F> RefUnwindSafe for Newton<F>
where F: RefUnwindSafe,

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impl<F> Send for Newton<F>
where F: Send,

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impl<F> Sync for Newton<F>
where F: Sync,

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impl<F> Unpin for Newton<F>
where F: Unpin,

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impl<F> UnwindSafe for Newton<F>
where F: UnwindSafe,

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more
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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more
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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more
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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into<U> for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> ToOwned for T
where T: Clone,

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type Owned = T

The resulting type after obtaining ownership.
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fn to_owned(&self) -> T

Creates owned data from borrowed data, usually by cloning. Read more
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fn clone_into(&self, target: &mut T)

Uses borrowed data to replace owned data, usually by cloning. Read more
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impl<T, U> TryFrom<U> for T
where U: Into<T>,

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type Error = Infallible

The type returned in the event of a conversion error.
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fn try_from(value: U) -> Result<T, <T as TryFrom<U>>::Error>

Performs the conversion.
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impl<T, U> TryInto<U> for T
where U: TryFrom<T>,

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type Error = <U as TryFrom<T>>::Error

The type returned in the event of a conversion error.
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fn try_into(self) -> Result<U, <U as TryFrom<T>>::Error>

Performs the conversion.
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impl<V, T> VZip<V> for T
where V: MultiLane<T>,

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fn vzip(self) -> V

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impl<T> DeserializeOwned for T
where T: for<'de> Deserialize<'de>,

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impl<T> SendAlias for T

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impl<T> SyncAlias for T