Skip to main content

conjugate_gradient_minimize

Function conjugate_gradient_minimize 

Source
pub fn conjugate_gradient_minimize<F, G>(
    f: F,
    grad: G,
    x0: Vec<f64>,
    max_iter: usize,
    tol: f64,
) -> Vec<f64>
where F: Fn(&[f64]) -> f64, G: Fn(&[f64]) -> Vec<f64>,
Expand description

Nonlinear conjugate gradient minimization using the Fletcher-Reeves update.

Uses a backtracking line search at each step. The direction is restarted every n iterations.