pub struct SQPSolver {
pub max_iter: usize,
pub tol: f64,
pub constraint_tol: f64,
pub eps: f64,
pub lambda_init: f64,
}Expand description
Enhanced SQP solver with a clean API
Fields§
§max_iter: usizeMaximum iterations
tol: f64Optimality tolerance (KKT residual)
constraint_tol: f64Constraint violation tolerance
eps: f64Finite difference step for gradient approximation
lambda_init: f64Initial Lagrange multiplier guess
Implementations§
Source§impl SQPSolver
impl SQPSolver
Sourcepub fn solve<F, GF, E, G>(
&self,
f: F,
grad_f: Option<GF>,
eq_cons: &[E],
ineq_cons: &[G],
x0: &[f64],
) -> OptimizeResult<OptimizeResults<f64>>
pub fn solve<F, GF, E, G>( &self, f: F, grad_f: Option<GF>, eq_cons: &[E], ineq_cons: &[G], x0: &[f64], ) -> OptimizeResult<OptimizeResults<f64>>
Solve the NLP: minimize f(x) subject to equality constraints h_j(x) = 0 inequality constraints g_i(x) <= 0
§Arguments
f: Objective functiongrad_f: Optional gradient of f; if None, finite differences are usedeq_cons: Equality constraints h_j(x) = 0ineq_cons: Inequality constraints g_i(x) <= 0x0: Initial point
Trait Implementations§
Auto Trait Implementations§
impl Freeze for SQPSolver
impl RefUnwindSafe for SQPSolver
impl Send for SQPSolver
impl Sync for SQPSolver
impl Unpin for SQPSolver
impl UnsafeUnpin for SQPSolver
impl UnwindSafe for SQPSolver
Blanket Implementations§
Source§impl<T> BorrowMut<T> for Twhere
T: ?Sized,
impl<T> BorrowMut<T> for Twhere
T: ?Sized,
Source§fn borrow_mut(&mut self) -> &mut T
fn borrow_mut(&mut self) -> &mut T
Mutably borrows from an owned value. Read more
Source§impl<T> Instrument for T
impl<T> Instrument for T
Source§fn instrument(self, span: Span) -> Instrumented<Self>
fn instrument(self, span: Span) -> Instrumented<Self>
Source§fn in_current_span(self) -> Instrumented<Self>
fn in_current_span(self) -> Instrumented<Self>
Source§impl<T> IntoEither for T
impl<T> IntoEither for T
Source§fn into_either(self, into_left: bool) -> Either<Self, Self>
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 moreSource§fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
fn into_either_with<F>(self, into_left: F) -> Either<Self, Self>
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 moreSource§impl<T> Pointable for T
impl<T> Pointable for T
Source§impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
impl<SS, SP> SupersetOf<SS> for SPwhere
SS: SubsetOf<SP>,
Source§fn to_subset(&self) -> Option<SS>
fn to_subset(&self) -> Option<SS>
The inverse inclusion map: attempts to construct
self from the equivalent element of its
superset. Read moreSource§fn is_in_subset(&self) -> bool
fn is_in_subset(&self) -> bool
Checks if
self is actually part of its subset T (and can be converted to it).Source§fn to_subset_unchecked(&self) -> SS
fn to_subset_unchecked(&self) -> SS
Use with care! Same as
self.to_subset but without any property checks. Always succeeds.Source§fn from_subset(element: &SS) -> SP
fn from_subset(element: &SS) -> SP
The inclusion map: converts
self to the equivalent element of its superset.