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constrained_min_box

oxiphysics_core::optimization::functions

Function constrained_min_box 

Source 
pub fn constrained_min_box(
    f: impl Fn(&[f64]) -> f64,
    grad: impl Fn(&[f64]) -> Vec<f64>,
    x0: Vec<f64>,
    lb: &[f64],
    ub: &[f64],
    tol: f64,
    max_iter: u32,
) -> OptResult
Expand description

Box-constrained minimization via projected gradient descent.

Projects iterates onto [lb[i\], ub[i]] after each gradient step.