Struct LbfgsOptimizer

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pub struct LbfgsOptimizer {
    pub max_iter: usize,
    pub tol: Float,
    pub m: usize,
    pub max_ls: usize,
}

Expand description

L-BFGS optimizer for unconstrained optimization

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§max_iter: usize

Maximum number of iterations

§tol: Float

Convergence tolerance

§m: usize

Number of corrections to approximate the Hessian

§max_ls: usize

Line search max iterations

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impl LbfgsOptimizer

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pub fn minimize<F, G>( &self, f: F, grad_f: G, x0: Array1<Float>, ) -> Result<Array1<Float>, String>
where F: Fn(&Array1<Float>) -> Float, G: Fn(&Array1<Float>) -> Array1<Float>,

Minimize a differentiable function using L-BFGS

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impl Default for LbfgsOptimizer

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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 LbfgsOptimizer

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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> 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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