solvr 0.2.0

Advanced computing library for real-world problem solving - optimization, differential equations, interpolation, statistics, and more
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34

//! Basin-hopping algorithm trait.
use crate::DType;

use super::GlobalOptions;
use numr::error::Result;
use numr::runtime::Runtime;
use numr::tensor::Tensor;

/// Tensor-based result from basin-hopping.
#[derive(Debug, Clone)]
pub struct BasinHoppingResult<R: Runtime<DType = DType>> {
    pub x: Tensor<R>,
    pub fun: f64,
    pub iterations: usize,
    pub nfev: usize,
    pub converged: bool,
}

/// Basin-hopping algorithm trait.
pub trait BasinHoppingAlgorithms<R: Runtime<DType = DType>> {
    /// Basin-hopping global optimizer.
    ///
    /// Combines local minimization with random perturbations to escape local minima.
    fn basinhopping<F>(
        &self,
        f: F,
        x0: &Tensor<R>,
        lower_bounds: &Tensor<R>,
        upper_bounds: &Tensor<R>,
        options: &GlobalOptions,
    ) -> Result<BasinHoppingResult<R>>
    where
        F: Fn(&Tensor<R>) -> Result<f64>;
}