scirs2_optimize::constrained::augmented_lagrangian

Struct AugmentedLagrangianOptions

pub struct AugmentedLagrangianOptions {
    pub max_iter: usize,
    pub constraint_tol: f64,
    pub optimality_tol: f64,
    pub initial_penalty: f64,
    pub penalty_update_factor: f64,
    pub max_penalty: f64,
    pub multiplier_update_tol: f64,
    pub max_constraint_violation: f64,
    pub unconstrained_method: Method,
    pub unconstrained_options: Options,
    pub trust_radius: Option<f64>,
    pub adaptive_penalty: bool,
}

Expand description

Options for augmented Lagrangian method

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§max_iter: usize

Maximum number of outer iterations

§constraint_tol: f64

Tolerance for constraint violation

§optimality_tol: f64

Tolerance for optimality

§initial_penalty: f64

Initial penalty parameter

§penalty_update_factor: f64

Penalty update factor

§max_penalty: f64

Maximum penalty parameter

§multiplier_update_tol: f64

Lagrange multiplier update tolerance

§max_constraint_violation: f64

Maximum allowed constraint violation before increasing penalty

§unconstrained_method: Method

Method for solving unconstrained subproblems

§unconstrained_options: Options

Options for unconstrained subproblems

§trust_radius: Option<f64>

Trust region radius for constrained optimization

§adaptive_penalty: bool

Use adaptive penalty parameter updates

Trait Implementations§

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impl Clone for AugmentedLagrangianOptions

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fn clone(&self) -> AugmentedLagrangianOptions

Returns a duplicate of the value. Read more

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

Performs copy-assignment from source. Read more

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impl Debug for AugmentedLagrangianOptions

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

Formats the value using the given formatter. Read more

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impl Default for AugmentedLagrangianOptions

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fn default() -> Self

Returns the “default value” for a type. Read more

Auto Trait Implementations§

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impl UnwindSafe for AugmentedLagrangianOptions

Blanket Implementations§

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impl<T> Any for T
where T: 'static + ?Sized,

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fn type_id(&self) -> TypeId

Gets the TypeId of self. Read more

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impl<T> Borrow<T> for T
where T: ?Sized,

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fn borrow(&self) -> &T

Immutably borrows from an owned value. Read more

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impl<T> BorrowMut<T> for T
where T: ?Sized,

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fn borrow_mut(&mut self) -> &mut T

Mutably borrows from an owned value. Read more

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impl<T> CloneToUninit for T
where T: Clone,

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unsafe fn clone_to_uninit(&self, dest: *mut u8)

🔬This is a nightly-only experimental API. (clone_to_uninit)

Performs copy-assignment from self to dest. Read more

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impl<T> From<T> for T

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fn from(t: T) -> T

Returns the argument unchanged.

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impl<T, U> Into for T
where U: From<T>,

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fn into(self) -> U

Calls U::from(self).

That is, this conversion is whatever the implementation of From<T> for U chooses to do.

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impl<T> IntoEither for T

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fn into_either(self, into_left: bool) -> Either<Self, Self>

Converts self into a Left variant of Either<Self, Self> if into_left is true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
where F: FnOnce(&Self) -> bool,

Converts self into a Left variant of Either<Self, Self> if into_left(&self) returns true. Converts self into a Right variant of Either<Self, Self> otherwise. Read more

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