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SaaConfig

scirs2_optimize::robust

Struct SaaConfig 

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pub struct SaaConfig {
    pub n_samples: usize,
    pub max_outer_iter: usize,
    pub tol: f64,
    pub inner_max_iter: usize,
    pub step_size: f64,
}
Expand description

Options for the SAA solver.

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§n_samples: usize

Total number of Monte-Carlo samples.

§max_outer_iter: usize

Maximum SAA outer iterations (re-sampling rounds).

§tol: f64

Inner optimisation tolerance.

§inner_max_iter: usize

Inner optimisation maximum iterations.

§step_size: f64

Step size for gradient descent inner solve.

Trait Implementations§

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impl Clone for SaaConfig

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fn clone(&self) -> SaaConfig

Returns a duplicate of the value. Read more
1.0.0 (const: unstable) · Source§

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

Performs copy-assignment from source. Read more
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impl Debug for SaaConfig

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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 SaaConfig

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fn default() -> Self

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

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