Struct BacktrackingLineSearch

pub struct BacktrackingLineSearch<P, L, F> { /* private fields */ }

The Backtracking line search is a simple method to find a step length which obeys the Armijo (sufficient decrease) condition.

Example

References:

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

[1] Wikipedia: https://en.wikipedia.org/wiki/Backtracking_line_search

Implementations

impl<P: Default, L, F: ArgminFloat> BacktrackingLineSearch<P, L, F>

pub fn new(condition: L) -> Self

Constructor

pub fn rho(self, rho: F) -> Result<Self, Error>

Set rho

Trait Implementations

impl<P, L, F> ArgminLineSearch<P, F> for BacktrackingLineSearch<P, L, F>

where P: Clone + Serialize + ArgminSub<P, P> + ArgminDot<P, f64> + ArgminScaledAdd<P, f64, P>, L: LineSearchCondition<P, F>, F: ArgminFloat + Serialize + DeserializeOwned,

fn set_search_direction(&mut self, search_direction: P)

Set search direction

fn set_init_alpha(&mut self, alpha: F) -> Result<(), Error>

Set initial alpha value

impl<P: Clone, L: Clone, F: Clone> Clone for BacktrackingLineSearch<P, L, F>

fn clone(&self) -> BacktrackingLineSearch<P, L, F>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<'de, P, L, F> Deserialize<'de> for BacktrackingLineSearch<P, L, F>

where P: Deserialize<'de>, L: Deserialize<'de>, F: Deserialize<'de>,

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

where __D: Deserializer<'de>,

Deserialize this value from the given Serde deserializer.

impl<P, L, F> Serialize for BacktrackingLineSearch<P, L, F>

where P: Serialize, L: Serialize, F: 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, P, L, F> Solver<O> for BacktrackingLineSearch<P, L, F>

where P: Clone + Default + Serialize + DeserializeOwned + ArgminSub<P, P> + ArgminDot<P, F> + ArgminScaledAdd<P, F, P>, O: ArgminOp<Param = P, Output = F, Float = F>, L: LineSearchCondition<P, F>, F: ArgminFloat,

const NAME: &'static str = "Backtracking Line search"

Name of the solver

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

Initializes the algorithm

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

Computes one iteration of the algorithm.

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

Checks whether the algorithm must be terminated

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

Checks whether basic termination reasons apply.