Struct Lbfgs 

pub struct Lbfgs { /* private fields */ }

Limited memory BFGS

https://en.wikipedia.org/wiki/Limited-memory_BFGS

• memory: Array length of memory
• delta: Threshold of the difference between the value of f(x) and it of previous iteration for finishing
• epsilon: Threshold of the norm of gradients for finishing
• max_iter: Max limitation of iteration count
• line_search: Configurations of line search

Implementations

impl Lbfgs

pub fn new( memory: usize, delta: f64, epsilon: f64, max_iter: usize, line_search: LineSearch, ) -> Self

pub fn with_memory(self, memory: usize) -> Self

pub fn with_delta(self, delta: f64) -> Self

pub fn with_epsilon(self, epsilon: f64) -> Self

pub fn with_max_iter(self, max_iter: usize) -> Self

pub fn with_line_search(self, line_search: LineSearch) -> Self

pub fn minimize( &self, x: &mut [f64], fx_gfx: &dyn Fn(&[f64]) -> (f64, Vec<f64>), ) -> Status

Trait Implementations

impl Default for Lbfgs

fn default() -> Self

Returns the “default value” for a type.