Struct optimization_engine::core::problem::Problem

pub struct Problem<GradientType, ConstraintType, CostType> where
    GradientType: Fn(&[f64], &mut [f64]) -> Result<(), Error>,
    CostType: Fn(&[f64], &mut f64) -> Result<(), Error>,
    ConstraintType: Constraint,  { /* fields omitted */ }

Definition of an optimisation problem

The definition of an optimisation problem involves:

• the gradient of the cost function
• the cost function
• the set of constraints, which is described by implementations of Constraint

Methods

impl<GradientType, ConstraintType, CostType> Problem<GradientType, ConstraintType, CostType> where
    GradientType: Fn(&[f64], &mut [f64]) -> Result<(), Error>,
    CostType: Fn(&[f64], &mut f64) -> Result<(), Error>,
    ConstraintType: Constraint, 

pub fn new(
    constraints: ConstraintType,
    cost_gradient: GradientType,
    cost: CostType
) -> Problem<GradientType, ConstraintType, CostType>

Construct a new instance of an optimisation problem

Arguments

• constraints constraints
• cost_gradient gradient of the cost function
• cost cost function