pub struct ArrowProximalCorrectionOptions {
pub initial_ridge: f64,
pub ridge_growth: f64,
pub max_attempts: usize,
pub armijo_c1: f64,
pub gradient_tolerance: f64,
pub convergence_objective_rel_tol: f64,
}Expand description
Globalization guard for non-convex arrow-Schur inner steps.
The raw Schur solve is exactly Newton. For non-convex analytic penalties,
full Newton can cycle. This controller adds a proximal LM shift mu I to
both blocks and accepts only Armijo-decreasing trial points.
Fields§
§initial_ridge: f64§ridge_growth: f64§max_attempts: usize§armijo_c1: f64§gradient_tolerance: f64§convergence_objective_rel_tol: f64Relative objective resolution below which the proximal correction declares convergence instead of failing.
Near a stationary point the largest decrease the damped Newton model can
still achieve shrinks to the floating-point resolution of the objective
itself: at proximal ridge μ → μ_max the accepted step length is
O(‖g‖ / μ), so the realised change in the objective falls below
rel_tol · (|f| + 1). At that scale the Armijo sufficient-decrease test
compares two values that differ only by rounding noise, and no further
productive decrease is achievable. Rather than raise
AdaptiveCorrectionFailed, the loop then returns the incumbent state
(a zero step) as converged. This does NOT mask genuine non-convergence:
it triggers only when every attempted step either fails to decrease the
objective by more than this resolution OR increases it by no more than
this resolution (pure rounding). A step that genuinely reduces the
objective is always taken first.
Trait Implementations§
Source§impl Clone for ArrowProximalCorrectionOptions
impl Clone for ArrowProximalCorrectionOptions
Source§fn clone(&self) -> ArrowProximalCorrectionOptions
fn clone(&self) -> ArrowProximalCorrectionOptions
1.0.0 (const: unstable) · Source§fn clone_from(&mut self, source: &Self)
fn clone_from(&mut self, source: &Self)
source. Read moreAuto Trait Implementations§
impl Freeze for ArrowProximalCorrectionOptions
impl RefUnwindSafe for ArrowProximalCorrectionOptions
impl Send for ArrowProximalCorrectionOptions
impl Sync for ArrowProximalCorrectionOptions
impl Unpin for ArrowProximalCorrectionOptions
impl UnsafeUnpin for ArrowProximalCorrectionOptions
impl UnwindSafe for ArrowProximalCorrectionOptions
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