Struct TrustRegion

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

The trust region method approximates the cost function within a certain region around the current point in parameter space. Depending on the quality of this approximation, the region is either expanded or contracted.

The calculation of the actual step length and direction is done by one of the following methods:

• Cauchy point
• Dogleg method
• Steihaug method

This subproblem can be set via set_subproblem(...). If this is not provided, it will default to the Steihaug method.

Example

References:

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

Implementations

impl<R, F: ArgminFloat> TrustRegion<R, F>

pub fn new(subproblem: R) -> Self

Constructor

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

set radius

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

Set maximum radius

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

Set eta

Trait Implementations

impl<R: Clone, F: Clone> Clone for TrustRegion<R, F>

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

Returns a copy of the value.

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

Performs copy-assignment from source.

impl<'de, R, F> Deserialize<'de> for TrustRegion<R, F>

where 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<R, F> Serialize for TrustRegion<R, F>

where 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, R, F> Solver<O> for TrustRegion<R, F>

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

const NAME: &'static str = "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.