Struct NelderMead 

pub struct NelderMead {
    pub initial_step: f64,
    pub tolerance: f64,
    pub max_iterations: usize,
}

Options for nelder_mead.

initial_step sizes the starting simplex: each coordinate of the start point is moved by initial_step times its absolute value (a relative step), or by initial_step itself when that absolute value is below 1, so a start at or near zero still gets a simplex of useful size. initial_step must be finite and larger than tolerance, or the starting simplex could already pass the convergence test; otherwise nelder_mead does not search. The search has converged when the spread of the simplex’s values is within tolerance times max(1, |best value|) and every vertex is within tolerance times max(1, |best x|) of the best one in each coordinate. max_iterations counts simplex moves over both passes (see nelder_mead).

use prospicio_math::optimize::NelderMead;

let options = NelderMead { tolerance: 1e-12, ..NelderMead::default() };
assert_eq!(options.initial_step, 0.1);

Fields

initial_step: f64

Size of the starting simplex, relative to each coordinate of absolute value 1 or more.

tolerance: f64

Convergence tolerance on both the values and the simplex diameter.

max_iterations: usize

Most simplex moves allowed in total.

Trait Implementations

impl Clone for NelderMead

fn clone(&self) -> Self

Returns a duplicate of the value.

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

Performs copy-assignment from source.

impl Copy for NelderMead

impl Debug for NelderMead

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

Formats the value using the given formatter.

impl Default for NelderMead

fn default() -> Self

A 10% starting step, tolerance 1e-10 and 10 000 iterations.

impl PartialEq for NelderMead

fn eq(&self, other: &Self) -> bool

Equality operator ==.

fn ne(&self, other: &Rhs) -> bool

Inequality operator !=.

impl StructuralPartialEq for NelderMead