Struct BobyqaStepper 

pub struct BobyqaStepper { /* private fields */ }

bobyqa as a reverse-communication state machine.

Self::ask gives the next point, Self::tell its value. The arithmetic is NLopt’s, so for identical values the sequence of points is NLopt’s.

Implementations

impl BobyqaStepper

pub fn new( x0: &[f64], lower: &[f64], upper: &[f64], params: Option<BobyqaParams>, ) -> Result<Self, EdgeErrors>

Sets up the search as nlopt_optimize and bobyqa do, and asks for the first point.

Params

• x0 - Starting point, inside the box
• lower - Lower bounds, finite
• upper - Upper bounds, finite and above lower
• params - Stopping knobs, or nloptr’s defaults

Returns

The stepper, or EdgeErrors::InvalidArgument when the box is too narrow for the initial radius, as NLopt refuses it.

pub fn ask(&self) -> Option<&[f64]>

The point the search wants evaluated next.

Returns

The point on the caller’s scale, or None once the search has finished.

pub fn tell(&mut self, value: f64)

Hands the stepper the value at the point Self::ask returned.

Params

• value - The objective there

pub fn result(&self) -> BobyqaResult

The result, once Self::ask returns None.

Returns

The best point on the caller’s scale, its value, the evaluation count and the status.