Struct NewtonCG

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

The Newton-CG method (also called truncated Newton method) uses a modified CG to solve the Newton equations approximately. After a search direction is found, a line search is performed.

Example

References:

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

Implementations

impl<L, F: ArgminFloat> NewtonCG<L, F>

pub fn new(linesearch: L) -> Self

Constructor

pub fn curvature_threshold(self, threshold: F) -> Self

Set curvature threshold

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

Set tolerance for the stopping criterion based on cost difference

Trait Implementations

impl<L: Clone, F: Clone> Clone for NewtonCG<L, F>

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

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<'de, L, F> Deserialize<'de> for NewtonCG<L, F>

where 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<L, F> Serialize for NewtonCG<L, F>

where 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, L, F> Solver<O> for NewtonCG<L, F>

where O: ArgminOp<Output = F, Float = F>, O::Param: Send + Sync + Clone + Serialize + Default + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminScaledAdd<O::Param, O::Float, O::Param> + ArgminMul<F, O::Param> + ArgminConj + ArgminZeroLike + ArgminNorm<O::Float>, O::Hessian: Send + Sync + Default + Clone + Serialize + ArgminInv<O::Hessian> + ArgminDot<O::Param, O::Param>, L: Clone + ArgminLineSearch<O::Param, O::Float> + Solver<OpWrapper<O>>, F: ArgminFloat + Default + ArgminDiv<O::Float, O::Float> + ArgminNorm<O::Float> + ArgminConj,

const NAME: &'static str = "Newton-CG"

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

Checks whether the algorithm must be terminated

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.