Struct ConvexFunction 

pub struct ConvexFunction {
    pub dim: usize,
}

A convex function represented by its evaluations on a grid (or analytically via a closure).

Fields

dim: usize

Dimension of the domain.

Implementations

impl ConvexFunction

pub fn new(dim: usize) -> Self

Construct a convex function placeholder.

pub fn check_convexity<F>( &self, f: F, x: &[f64], y: &[f64], lambda: f64, ) -> bool

where F: Fn(&[f64]) -> f64,

Check Jensen’s inequality numerically at two points x, y with λ ∈ [0,1].

pub fn subgradient<F>(&self, f: F, x: &[f64], eps: f64) -> Vec<f64>

where F: Fn(&[f64]) -> f64,

Compute subdifferential (subgradient) at x by finite differences.

Trait Implementations

impl Clone for ConvexFunction

fn clone(&self) -> ConvexFunction

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Debug for ConvexFunction

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

Formats the value using the given formatter.