conspire/math/optimize/globalization/line_search/armijo/
mod.rs

1use super::{LineSearchError, ObjectiveMerit, backtrack, backtrack_merit};
2use crate::math::{Erase, Jacobian, Quantity, Scalar, Solution, Tensor};
3use std::{
4    fmt::{self, Display, Formatter},
5    ops::Mul,
6};
7
8/// The Armijo condition on the objective.
9#[derive(Clone, Debug)]
10pub struct Armijo {
11    pub control: Scalar,
12    pub cut_back: Scalar,
13    pub max_steps: usize,
14}
15
16impl Default for Armijo {
17    fn default() -> Self {
18        Self {
19            control: 1e-3,
20            cut_back: 9e-1,
21            max_steps: 100,
22        }
23    }
24}
25
26impl Display for Armijo {
27    fn fmt(&self, f: &mut Formatter<'_>) -> fmt::Result {
28        write!(f, "Armijo")
29    }
30}
31
32impl ObjectiveMerit for Armijo {
33    fn search<X, J, D, W, E>(
34        &self,
35        function: impl FnMut(&X, Scalar) -> Result<Scalar, String>,
36        _jacobian: impl FnMut(&X) -> Result<J, String>,
37        argument: &X,
38        jacobian0: &J,
39        decrement: &D,
40        step_size: Scalar,
41    ) -> Result<Scalar, LineSearchError>
42    where
43        J: Erase<Erased = E> + Jacobian,
44        D: Erase<Erased = E>,
45        E: Tensor,
46        X: Solution,
47        for<'a> &'a D: Mul<Quantity<W>, Output = X>,
48    {
49        backtrack(
50            self,
51            self.cut_back,
52            self.max_steps,
53            function,
54            argument,
55            jacobian0,
56            decrement,
57            step_size,
58            |decrease, n, slope| decrease >= n * self.control * slope,
59        )
60    }
61    fn search_merit(
62        &self,
63        merit: impl FnMut(Scalar) -> Result<Scalar, String>,
64        value: Scalar,
65        slope: Scalar,
66        step_size: Scalar,
67    ) -> Result<Scalar, LineSearchError> {
68        backtrack_merit(
69            self,
70            self.cut_back,
71            self.max_steps,
72            merit,
73            value,
74            slope,
75            step_size,
76            |decrease, n, slope| decrease >= n * self.control * slope,
77        )
78    }
79}
conspire/math/optimize/globalization/line_search/armijo/mod.rs

conspire/math/optimize/globalization/line_search/armijo/
mod.rs
