Struct SteepestDescent

pub struct SteepestDescent<L> { /* private fields */ }

Steepest descent iteratively takes steps in the direction of the strongest negative gradient. In each iteration, a line search is employed to obtain an appropriate step length.

Example

References:

[0] Jorge Nocedal and Stephen J. Wright (2006). Numerical Optimization. Springer. ISBN 0-387-30303-0.

Implementations

impl<L> SteepestDescent<L>

pub fn new(linesearch: L) -> Self

Constructor

Trait Implementations

impl<L: Clone> Clone for SteepestDescent<L>

fn clone(&self) -> SteepestDescent<L>

Returns a copy of the value.

fn clone_from(&mut self, source: &Self)

Performs copy-assignment from source.

impl<'de, L> Deserialize<'de> for SteepestDescent<L>

where L: Deserialize<'de>,

fn deserialize<__D>(__deserializer: __D) -> Result<Self, __D::Error>

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<L> Serialize for SteepestDescent<L>

where L: Serialize,

fn serialize<__S>(&self, __serializer: __S) -> Result<__S::Ok, __S::Error>

where __S: Serializer,

Serialize this value into the given Serde serializer.

impl<O, L, F> Solver<O> for SteepestDescent<L>

where O: ArgminOp<Output = F, Float = F>, O::Param: Clone + Default + Serialize + ArgminSub<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminMul<O::Float, O::Param> + ArgminNorm<O::Float>, O::Hessian: Default, L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>, F: ArgminFloat,

const NAME: &'static str = "Steepest Descent"

Name of the solver

fn next_iter( &mut self, op: &mut OpWrapper<O>, state: &IterState<O>, ) -> Result<ArgminIterData<O>, Error>

Computes one iteration of the algorithm.

fn init( &mut self, _op: &mut OpWrapper<O>, _state: &IterState<O>, ) -> Result<Option<ArgminIterData<O>>, Error>

Initializes the algorithm

fn terminate_internal(&mut self, state: &IterState<O>) -> TerminationReason

Checks whether basic termination reasons apply.

fn terminate(&mut self, _state: &IterState<O>) -> TerminationReason

Checks whether the algorithm must be terminated