Struct SubgradientMethod 

pub struct SubgradientMethod {
    pub schedule: StepSchedule,
    pub max_iter: usize,
    pub track_best: bool,
}

Subgradient descent for non-smooth convex minimisation.

Fields

schedule: StepSchedule

Step size schedule.

max_iter: usize

Maximum number of iterations.

track_best: bool

Return the best iterate (lowest function value seen).

Implementations

impl SubgradientMethod

pub fn new(schedule: StepSchedule, max_iter: usize) -> Self

Create a new subgradient method with the given schedule.

pub fn run(&self, f: &ConvexFunction, x0: &[f64]) -> (Vec<f64>, Vec<f64>)

Run subgradient descent starting from x0. Returns the best iterate and the sequence of function values.

Trait Implementations

impl Clone for SubgradientMethod

fn clone(&self) -> SubgradientMethod

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for SubgradientMethod

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

Formats the value using the given formatter.