Expand description
Thin BFGS-only re-export crate layered on top of opt.
Modules§
- constants
- Shared constants for generic backtracking and ridge-escalation policies.
Structs§
- Accepted
Step - A trial accepted by
backtracking_line_search. - Backtrack
Config - Geometric backtracking schedule.
- Bfgs
- A configurable BFGS solver.
- Bounds
- Finite
Diff Gradient - First
Order Sample - Fused
Objective - Adapts an objective that naturally computes value and gradient together to
the split
ZerothOrderObjective/FirstOrderObjectiveinterface used by the solvers. - MaxIterations
- Problem
- Ridge
Exhausted - Exhausted result from
escalate_ridge. - Ridge
Schedule - Geometric ridge / Levenberg-Marquardt escalation schedule.
- Ridge
Success - Successful result from
escalate_ridge. - Solution
- A summary of a successful solver run.
- Tolerance
Enums§
- Bfgs
Error - An error type for clear diagnostics.
- Bounds
Error - Config
Error - Line
Search Failure Reason - Objective
Eval Error - Profile
Traits§
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