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Crate wolfe_bfgs

Crate wolfe_bfgs 

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Thin BFGS-only re-export crate layered on top of opt.

Modules§

constants
Shared constants for generic backtracking and ridge-escalation policies.

Structs§

AcceptedStep
A trial accepted by backtracking_line_search.
BacktrackConfig
Geometric backtracking schedule.
Bfgs
A configurable BFGS solver.
Bounds
FiniteDiffGradient
FirstOrderSample
FusedObjective
Adapts an objective that naturally computes value and gradient together to the split ZerothOrderObjective / FirstOrderObjective interface used by the solvers.
MaxIterations
Problem
RidgeExhausted
Exhausted result from escalate_ridge.
RidgeSchedule
Geometric ridge / Levenberg-Marquardt escalation schedule.
RidgeSuccess
Successful result from escalate_ridge.
Solution
A summary of a successful solver run.
Tolerance

Enums§

BfgsError
An error type for clear diagnostics.
BoundsError
ConfigError
LineSearchFailureReason
ObjectiveEvalError
Profile

Traits§

FirstOrderObjective
ZerothOrderObjective

Functions§

armijo_roundoff_cushion
Round-off cushion added to an Armijo sufficient-decrease threshold.
backtracking_line_search
Evaluate geometrically contracted trial steps until one is accepted.
escalate_ridge
Try an operation over a geometric sequence of ridge values.
optimize