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ArrowProximalCorrectionOptions

Struct ArrowProximalCorrectionOptions 

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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.

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§initial_ridge: f64§ridge_growth: f64§max_attempts: usize§armijo_c1: f64§gradient_tolerance: f64§convergence_objective_rel_tol: f64

Relative 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.

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impl Clone for ArrowProximalCorrectionOptions

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fn clone(&self) -> ArrowProximalCorrectionOptions

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for ArrowProximalCorrectionOptions

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fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter. Read more
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impl Default for ArrowProximalCorrectionOptions

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fn default() -> Self

Returns the “default value” for a type. Read more

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