Struct Newton

pub struct Newton<F> { /* private fields */ }

Newton’s method iteratively finds the stationary points of a function f by using a second order approximation of f at the current point.

Example

References:

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

Implementations

impl<F: ArgminFloat> Newton<F>

pub fn new() -> Self

Constructor

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

set gamma

Trait Implementations

impl<F: Clone> Clone for Newton<F>

fn clone(&self) -> Newton<F>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<F: ArgminFloat> Default for Newton<F>

fn default() -> Newton<F>

Returns the “default value” for a type.

impl<'de, F> Deserialize<'de> for Newton<F>

where 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<F> Serialize for Newton<F>

where 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, F> Solver<O> for Newton<F>

where O: ArgminOp<Float = F>, O::Param: ArgminScaledSub<O::Param, O::Float, O::Param>, O::Hessian: ArgminInv<O::Hessian> + ArgminDot<O::Param, O::Param>, F: ArgminFloat,

const NAME: &'static str = "Newton method"

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