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
- Cost
Stall Config - Configuration for the gradient-independent cost-stall termination in
Bfgs(enabled viaBfgs::with_cost_stall). - 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
- Objective
Eval Error - A failed objective evaluation, classified by the producer.
- 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.
- Stationarity
Evidence - The quantity a stationarity claim was decided against, carried alongside the claim.
- Tolerance
Enums§
- Bfgs
Error - An error type for clear diagnostics.
- Bounds
Error - Config
Error - Line
Search Failure Reason - Objective
Eval Kind - Whether a failed objective evaluation invalidates the whole run or only the point it was evaluated at.
- Optimization
Status - Outcome category for an optimizer run, distinct from the underlying
Result<Solution, _>so callers can dispatch on convergence vs. budget exhaustion vs. numerical failure without pattern-matching solver-specific error variants. - Profile
- Stationarity
Kind - Stationarity
Norm - Which vector norm a stationarity test measured in.
- Stationarity
Scaling - Whether a stationarity threshold was absolute or rescaled by the iterate.
- Termination
Reason - Why a solver stopped, and the quantities that decided it.
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.
- degenerate_
trust_ radius - The trust radius below which a trust region contains no point distinguishable from its centre.
- escalate_
ridge - Try an operation over a geometric sequence of ridge values.
- optimize