r2rs_stats/funcs/opt/
mod.rs

1// "Whatever you do, work at it with all your heart, as working for the Lord,
2// not for human masters, since you know that you will receive an inheritance
3// from the Lord as a reward. It is the Lord Christ you are serving."
4// (Col 3:23-24)
5
6mod brent;
7mod cgmin;
8mod fminfn;
9mod fmingr;
10mod hessian;
11mod lbfgsb;
12mod nmmin;
13mod samin;
14mod vmmin;
15
16use std::error::Error;
17
18pub use cgmin::CG;
19pub use lbfgsb::L_BFGS_B;
20pub use nmmin::NelderMead;
21pub use samin::SANN;
22pub use vmmin::BFGS;
23
24pub struct OptimOptions {
25    pub parscale: Option<Vec<f64>>,
26    pub fnscale: f64,
27    pub abstol: f64,
28    pub reltol: f64,
29    pub maxit: usize,
30}
31
32#[derive(Clone, Debug)]
33pub struct OptimResponse<T> {
34    pub parameters: T,
35    pub value: f64,
36    pub function_count: usize,
37    pub gradient_count: usize,
38    pub convergence: bool,
39}
40
41pub trait Optim {
42    type ParameterType;
43    fn optim(
44        &mut self,
45        par: Self::ParameterType,
46        min_func: &dyn Fn(Self::ParameterType) -> f64,
47    ) -> Result<OptimResponse<Self::ParameterType>, Box<dyn Error>>;
48}
49
50#[cfg(test)]
51mod tests;
52
53#[cfg(all(test, feature = "enable_proptest"))]
54mod proptests;
55
56#[cfg(all(test, feature = "enable_covtest"))]
57mod covtests;
r2rs_stats/funcs/opt/mod.rs

r2rs_stats/funcs/opt/
mod.rs
