Struct Steihaug

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

The Steihaug method is a conjugate gradients based approach for finding an approximate solution to the second order approximation of the cost function within the trust region.

References:

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

Implementations

impl<P, F> Steihaug<P, F>

where P: Default + Clone + ArgminMul<F, P> + ArgminDot<P, F> + ArgminAdd<P, P>, F: ArgminFloat,

pub fn new() -> Self

Constructor

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

Set epsilon

pub fn max_iters(self, iters: u64) -> Self

set maximum number of iterations

Trait Implementations

impl<P: Clone + Serialize, F: ArgminFloat> ArgminTrustRegion<F> for Steihaug<P, F>

fn set_radius(&mut self, radius: F)

Set the initial step length

impl<P: Clone, F: Clone> Clone for Steihaug<P, F>

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

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<P: Debug, F: Debug> Debug for Steihaug<P, F>

fn fmt(&self, f: &mut Formatter<'_>) -> Result

Formats the value using the given formatter.

impl<P: Default, F: Default> Default for Steihaug<P, F>

fn default() -> Steihaug<P, F>

Returns the “default value” for a type.

impl<'de, P, F> Deserialize<'de> for Steihaug<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: PartialEq, F: PartialEq> PartialEq for Steihaug<P, F>

fn eq(&self, other: &Steihaug<P, F>) -> bool

Tests for self and other values to be equal, and is used by ==.

fn ne(&self, other: &Rhs) -> bool

Tests for !=. The default implementation is almost always sufficient, and should not be overridden without very good reason.

impl<P: PartialOrd, F: PartialOrd> PartialOrd for Steihaug<P, F>

fn partial_cmp(&self, other: &Steihaug<P, F>) -> Option<Ordering>

This method returns an ordering between self and other values if one exists.

fn lt(&self, other: &Rhs) -> bool

Tests less than (for self and other) and is used by the < operator.

fn le(&self, other: &Rhs) -> bool

Tests less than or equal to (for self and other) and is used by the <= operator.

fn gt(&self, other: &Rhs) -> bool

Tests greater than (for self and other) and is used by the > operator.

fn ge(&self, other: &Rhs) -> bool

Tests greater than or equal to (for self and other) and is used by the >= operator.

impl<P, F> Serialize for Steihaug<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 Steihaug<P, F>

where O: ArgminOp<Param = P, Output = F, Float = F>, P: Clone + Serialize + DeserializeOwned + Default + ArgminMul<F, P> + ArgminWeightedDot<P, F, O::Hessian> + ArgminNorm<F> + ArgminDot<P, F> + ArgminAdd<P, P> + ArgminSub<P, P> + ArgminZeroLike, O::Hessian: ArgminDot<P, P>, F: ArgminFloat,

const NAME: &'static str = "Steihaug"

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.

impl<P: Copy, F: Copy> Copy for Steihaug<P, F>

impl<P, F> StructuralPartialEq for Steihaug<P, F>