Struct Bfgs 

pub struct Bfgs<S: Scalar> {
    pub options: OptimOptions<S>,
}

BFGS quasi-Newton optimizer (struct API).

Example

use numra_optim::{Bfgs, OptimOptions};

let bfgs = Bfgs::new(OptimOptions::default().gtol(1e-10));
let f = |x: &[f64]| x[0] * x[0] + x[1] * x[1];
let g = |x: &[f64], grad: &mut [f64]| { grad[0] = 2.0 * x[0]; grad[1] = 2.0 * x[1]; };
let result = bfgs.minimize(f, g, &[3.0, 4.0]).unwrap();
assert!(result.converged);

Fields

options: OptimOptions<S>

Implementations

impl<S: Scalar> Bfgs<S>

pub fn new(options: OptimOptions<S>) -> Self

Create a new BFGS optimizer with the given options.

pub fn minimize<F, G>( &self, f: F, grad: G, x0: &[S], ) -> Result<OptimResult<S>, OptimError>

where F: Fn(&[S]) -> S, G: Fn(&[S], &mut [S]),

Minimize f starting from x0.

grad writes the gradient of f at x into the provided buffer.