|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectorg.apache.commons.math3.optim.BaseOptimizer<UnivariatePointValuePair>
org.apache.commons.math3.optim.univariate.UnivariateOptimizer
org.apache.commons.math3.optim.univariate.BrentOptimizer
public class BrentOptimizer
For a function defined on some interval (lo, hi)
, this class
finds an approximation x
to the point at which the function
attains its minimum.
It implements Richard Brent's algorithm (from his book "Algorithms for
Minimization without Derivatives", p. 79) for finding minima of real
univariate functions.
This code is an adaptation, partly based on the Python code from SciPy
(module "optimize.py" v0.5); the original algorithm is also modified
Field Summary | |
---|---|
private double |
absoluteThreshold
Absolute threshold. |
private static double |
GOLDEN_SECTION
Golden section. |
private static double |
MIN_RELATIVE_TOLERANCE
Minimum relative tolerance. |
private double |
relativeThreshold
Relative threshold. |
Fields inherited from class org.apache.commons.math3.optim.BaseOptimizer |
---|
evaluations, iterations |
Constructor Summary | |
---|---|
BrentOptimizer(double rel,
double abs)
The arguments are used for implementing the original stopping criterion of Brent's algorithm. |
|
BrentOptimizer(double rel,
double abs,
ConvergenceChecker<UnivariatePointValuePair> checker)
The arguments are used implement the original stopping criterion of Brent's algorithm. |
Method Summary | |
---|---|
private UnivariatePointValuePair |
best(UnivariatePointValuePair a,
UnivariatePointValuePair b,
boolean isMinim)
Selects the best of two points. |
protected UnivariatePointValuePair |
doOptimize()
Performs the bulk of the optimization algorithm. |
Methods inherited from class org.apache.commons.math3.optim.univariate.UnivariateOptimizer |
---|
computeObjectiveValue, getGoalType, getMax, getMin, getStartValue, optimize, parseOptimizationData |
Methods inherited from class org.apache.commons.math3.optim.BaseOptimizer |
---|
getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount |
Methods inherited from class java.lang.Object |
---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
---|
private static final double GOLDEN_SECTION
private static final double MIN_RELATIVE_TOLERANCE
private final double relativeThreshold
private final double absoluteThreshold
Constructor Detail |
---|
public BrentOptimizer(double rel, double abs, ConvergenceChecker<UnivariatePointValuePair> checker)
abs
and rel
define a tolerance
tol = rel |x| + abs
. rel
should be no smaller than
2 macheps and preferably not much less than sqrt(macheps),
where macheps is the relative machine precision. abs
must
be positive.
rel
- Relative threshold.abs
- Absolute threshold.checker
- Additional, user-defined, convergence checking
procedure.
NotStrictlyPositiveException
- if abs <= 0
.
NumberIsTooSmallException
- if rel < 2 * Math.ulp(1d)
.public BrentOptimizer(double rel, double abs)
abs
and rel
define a tolerance
tol = rel |x| + abs
. rel
should be no smaller than
2 macheps and preferably not much less than sqrt(macheps),
where macheps is the relative machine precision. abs
must
be positive.
rel
- Relative threshold.abs
- Absolute threshold.
NotStrictlyPositiveException
- if abs <= 0
.
NumberIsTooSmallException
- if rel < 2 * Math.ulp(1d)
.Method Detail |
---|
protected UnivariatePointValuePair doOptimize()
doOptimize
in class BaseOptimizer<UnivariatePointValuePair>
private UnivariatePointValuePair best(UnivariatePointValuePair a, UnivariatePointValuePair b, boolean isMinim)
a
- Point and value.b
- Point and value.isMinim
- true
if the selected point must be the one with
the lowest value.
null
if a
and b
are
both null
. When a
and b
have the same function
value, a
is returned.
|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |