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java.lang.Objectorg.apache.commons.math.optimization.direct.PowellOptimizer.LineSearch
private class PowellOptimizer.LineSearch
Class for finding the minimum of the objective function along a given direction.
Field Summary | |
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private BracketFinder |
bracket
Automatic bracketing. |
private AbstractUnivariateRealOptimizer |
optim
Optimizer. |
private double |
optimum
Value of the optimum. |
private double |
valueAtOptimum
Value of the objective function at the optimum. |
Constructor Summary | |
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PowellOptimizer.LineSearch(double relativeTolerance,
double absoluteTolerance)
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Method Summary | |
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double |
getOptimum()
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double |
getValueAtOptimum()
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void |
search(double[] p,
double[] d)
Find the minimum of the function f(p + alpha * d) . |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private final AbstractUnivariateRealOptimizer optim
private final BracketFinder bracket
private double optimum
private double valueAtOptimum
Constructor Detail |
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public PowellOptimizer.LineSearch(double relativeTolerance, double absoluteTolerance)
relativeTolerance
- Relative tolerance.absoluteTolerance
- Absolute tolerance.Method Detail |
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public void search(double[] p, double[] d) throws OptimizationException, FunctionEvaluationException
f(p + alpha * d)
.
p
- Starting point.d
- Search direction.
FunctionEvaluationException
- if function cannot be evaluated at some test point
OptimizationException
- if algorithm fails to convergepublic double getOptimum()
public double getValueAtOptimum()
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