Struct optimization::ArmijoLineSearch

pub struct ArmijoLineSearch { /* fields omitted */ }

Backtracking line search evaluating the Armijo rule at each step width.

Methods

impl ArmijoLineSearch

pub fn new(
    control_parameter: f64,
    initial_step_width: f64,
    decay_factor: f64
) -> ArmijoLineSearch

Creates a new ArmijoLineSearch given the control_parameter ∈ (0, 1), the initial_step_width > 0 and the decay_factor ∈ (0, 1).

Armijo used in his paper the values 0.5, 1.0 and 0.5, respectively.

Trait Implementations

impl Clone for ArmijoLineSearch

fn clone(&self) -> ArmijoLineSearch

Returns a copy of the value.

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

Performs copy-assignment from source.

impl Copy for ArmijoLineSearch

impl Debug for ArmijoLineSearch

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

Formats the value using the given formatter.

impl LineSearch for ArmijoLineSearch

fn search<F>(
    &self,
    function: &F,
    initial_position: &[f64],
    direction: &[f64]
) -> Vec<f64> where
    F: Function1, 

Performs the actual line search given the current position x and a direction to go to. Returns the new position.