Struct ADMMOptimizer

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pub struct ADMMOptimizer<F: Float> {
    pub rho: F,
    pub eps_pri: F,
    pub eps_dual: F,
    pub max_iter: usize,
}

Expand description

ADMM (Alternating Direction Method of Multipliers) optimizer for general constrained problems

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§rho: F

Penalty parameter

§eps_pri: F

Primary tolerance

§eps_dual: F

Dual tolerance

§max_iter: usize

Maximum number of iterations

Implementations§

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impl<F: Float + ScalarOperand> ADMMOptimizer<F>

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pub fn new(rho: F) -> Self

Create a new ADMM optimizer

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pub fn solve_lasso<LossGrad, Data>( &self, loss_grad: LossGrad, lambda: F, x0: &Array1<F>, data: &Data, ) -> Result<OptimizeResult<F>, OptimizeError>
where LossGrad: Fn(&ArrayView1<'_, F>, &Data) -> Array1<F>, Data: Clone, F: Into<f64> + Copy,

Solve Lasso using ADMM

Trait Implementations§

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impl<F: Clone + Float> Clone for ADMMOptimizer<F>

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fn clone(&self) -> ADMMOptimizer<F>

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<F: Debug + Float> Debug for ADMMOptimizer<F>

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

Formats the value using the given formatter. Read more

Auto Trait Implementations§

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impl<F> UnwindSafe for ADMMOptimizer<F>
where F: UnwindSafe,

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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