Struct optimization_engine::constraints::Simplex

pub struct Simplex { /* fields omitted */ }

A simplex with level $\alpha$ is a set of the form $\Delta_\alpha^n = \{x \in \mathbb{R}^n {}:{} x \geq 0, \sum_i x_i = \alpha\}$, where $\alpha$ is a positive constant.

Implementations

impl Simplex

pub fn new(alpha: f64) -> Self

Construct a new simplex with given (positive) $\alpha$. The user does not need to specify the dimension of the simplex.

Trait Implementations

impl Clone for Simplex

fn clone(&self) -> Simplex

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Constraint for Simplex

fn project(&self, x: &mut [f64])

Project onto $\Delta_\alpha^n$ using Condat’s fast projection algorithm.

See: Laurent Condat. Fast Projection onto the Simplex and the $\ell_1$ Ball. Mathematical Programming, Series A, Springer, 2016, 158 (1), pp.575-585. ⟨10.1007/s10107-015-0946-6⟩.

fn is_convex(&self) -> bool

Returns true if and only if the set is convex

impl Copy for Simplex