Struct LBFGS

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

L-BFGS method

Example

TODO: Implement compact representation of BFGS updating (Nocedal/Wright p.230)

References:

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

Implementations

impl<L, P, F: ArgminFloat> LBFGS<L, P, F>

pub fn new(linesearch: L, m: usize) -> Self

Constructor

pub fn with_tol_grad(self, tol_grad: F) -> Self

Sets tolerance for the stopping criterion based on the change of the norm on the gradient

pub fn with_tol_cost(self, tol_cost: F) -> Self

Sets tolerance for the stopping criterion based on the change of the cost stopping criterion

Trait Implementations

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

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

Returns a copy of the value.

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

Performs copy-assignment from source.

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

where L: Deserialize<'de>, 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<L, P, F> Serialize for LBFGS<L, P, F>

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

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

const NAME: &'static str = "L-BFGS"

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.