Struct Sr1Optimizer 

pub struct Sr1Optimizer {
    pub config: Sr1Config,
}

SR1 optimizer with limited-memory Hessian and trust-region globalization.

Fields

config: Sr1Config

Algorithm configuration.

Implementations

impl Sr1Optimizer

pub fn new(config: Sr1Config) -> Self

Create with given configuration.

pub fn default_config() -> Self

Create with default configuration.

pub fn minimize<F>( &self, f_and_g: &F, x0: &[f64], ) -> Result<OptResult, OptimizeError>

where F: Fn(&[f64]) -> (f64, Vec<f64>),

Minimize f_and_g (unconstrained) using the SR1 method.

Uses a limited-memory Hessian approximation and a trust-region framework for globalization.

Arguments

• f_and_g — closure returning (f(x), ∇f(x))
• x0 — starting point