Struct MoreThuenteLineSearch

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

The More-Thuente line search is a method to find a step length which obeys the strong Wolfe conditions.

Example

References

This implementation follows the excellent MATLAB implementation of Dianne P. O’Leary at http://www.cs.umd.edu/users/oleary/software/

[0] Jorge J. More and David J. Thuente. “Line search algorithms with guaranteed sufficient decrease.” ACM Trans. Math. Softw. 20, 3 (September 1994), 286-307. DOI: https://doi.org/10.1145/192115.192132

Implementations

impl<P: Default, F: ArgminFloat> MoreThuenteLineSearch<P, F>

pub fn new() -> Self

Constructor

pub fn c(self, c1: F, c2: F) -> Result<Self, Error>

Set c1 and c2 where 0 < c1 < c2 < 1.

pub fn alpha(self, alpha_min: F, alpha_max: F) -> Result<Self, Error>

set alpha limits

Trait Implementations

impl<P, F> ArgminLineSearch<P, F> for MoreThuenteLineSearch<P, F>

where P: Clone + Serialize + ArgminSub<P, P> + ArgminDot<P, F> + ArgminScaledAdd<P, F, P>, F: ArgminFloat,

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, F: Clone> Clone for MoreThuenteLineSearch<P, F>

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

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<P: Default, F: ArgminFloat> Default for MoreThuenteLineSearch<P, F>

fn default() -> Self

Returns the “default value” for a type.

impl<'de, P, F> Deserialize<'de> for MoreThuenteLineSearch<P, F>

where P: 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, F> Serialize for MoreThuenteLineSearch<P, F>

where P: 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<P, O, F> Solver<O> for MoreThuenteLineSearch<P, F>

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

const NAME: &'static str = "More-Thuente 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_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