[−][src]Module optimization_engine::core::fbs
Forward-Backward Splitting algorithm
About
This module offers an implementation of the forward-backward splitting algorithm
Example: Forward-Backward Splitting
use optimization_engine::{*, fbs::*}; use optimization_engine::constraints::Ball2; use std::num::NonZeroUsize; fn my_cost(u: &[f64], cost: &mut f64) -> Result<(), SolverError> { *cost = u[0] * u[0] + 2. * u[1] * u[1] + u[0] - u[1] + 3.0; Ok(()) } fn my_gradient(u: &[f64], grad: &mut [f64]) -> Result<(), SolverError> { grad[0] = u[0] + u[1] + 1.0; grad[1] = u[0] + 2. * u[1] - 1.0; Ok(()) } fn main() { let radius = 0.2; let box_constraints = Ball2::new(None, radius); let problem = Problem::new(&box_constraints, my_gradient, my_cost); let gamma = 0.3; let tolerance = 1e-6; let mut fbs_cache = FBSCache::new(NonZeroUsize::new(2).unwrap(), gamma, tolerance); let mut u = [0.0; 2]; let mut optimizer = FBSOptimizer::new(problem, &mut fbs_cache); let status = optimizer.solve(&mut u).unwrap(); assert!(status.has_converged()); }
Structs
FBSCache | Cache for the forward-backward splitting (FBS), or projected gradient, algorithm |
FBSOptimizer | Optimiser using forward-backward splitting iterations (projected gradient) |