Struct SR1TrustRegion

pub struct SR1TrustRegion<B, R, F> { /* private fields */ }

SR1 Trust Region method

Example

References:

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

Implementations

impl<B, R, F: ArgminFloat> SR1TrustRegion<B, R, F>

pub fn new(subproblem: R) -> Self

Constructor

pub fn hessian(self, init_hessian: B) -> Self

provide initial Hessian (if not provided, the algorithm will try to compute it using the hessian method of ArgminOp.

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

Set r

pub fn radius(self, radius: F) -> Self

set radius

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

Set eta

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

Trait Implementations

impl<B: Clone, R: Clone, F: Clone> Clone for SR1TrustRegion<B, R, F>

fn clone(&self) -> SR1TrustRegion<B, R, F>

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<'de, B, R, F> Deserialize<'de> for SR1TrustRegion<B, R, F>

where B: Deserialize<'de>, R: 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<B, R, F> Serialize for SR1TrustRegion<B, R, F>

where B: Serialize, R: 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, B, R, F> Solver<O> for SR1TrustRegion<B, R, F>

where O: ArgminOp<Output = F, Hessian = B, Float = F>, O::Param: Debug + Clone + Default + Serialize + ArgminSub<O::Param, O::Param> + ArgminAdd<O::Param, O::Param> + ArgminDot<O::Param, O::Float> + ArgminDot<O::Param, O::Hessian> + ArgminNorm<O::Float> + ArgminZeroLike + ArgminMul<F, O::Param>, O::Hessian: Debug + Clone + Default + Serialize + DeserializeOwned + ArgminSub<O::Hessian, O::Hessian> + ArgminDot<O::Param, O::Param> + ArgminDot<O::Hessian, O::Hessian> + ArgminAdd<O::Hessian, O::Hessian> + ArgminMul<F, O::Hessian>, R: ArgminTrustRegion<F> + Solver<OpWrapper<O>>, F: ArgminFloat + ArgminNorm<O::Float>,

const NAME: &'static str = "SR1 Trust Region"

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.