|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Objectpal.math.MultivariateMinimum
pal.math.ConjugateDirectionSearch
public class ConjugateDirectionSearch
methods for minimization of a real-valued function of several variables without using derivatives (Brent's modification of a conjugate direction search method proposed by Powell)
Nested Class Summary |
---|
Nested classes/interfaces inherited from class pal.math.MultivariateMinimum |
---|
MultivariateMinimum.Factory |
Field Summary | |
---|---|
boolean |
illc
illc should be set to true if the problem is known to be ill-conditioned. |
int |
prin
controls the printed output from the routine (0 -> no output, 1 -> print only starting and final values, 2 -> detailed map of the minimization process, 3 -> print also eigenvalues and vectors of the search directions), the default value is 0 |
double |
scbd
scbd is a scaling parameter. |
double |
step
step is a steplength parameter and should be set equal to the expected distance from the solution. |
Fields inherited from class pal.math.MultivariateMinimum |
---|
maxFun, numFun, numFuncStops |
Constructor Summary | |
---|---|
ConjugateDirectionSearch()
constructor |
Method Summary | |
---|---|
static MultivariateMinimum.Factory |
generateFactory()
Generate a MultivariateMinimum.Factory for a ConjugateDirectionSearch |
void |
optimize(MultivariateFunction f,
double[] xvector,
double tolfx,
double tolx)
The actual optimization routine (needs to be implemented in a subclass of MultivariateMinimum). |
void |
optimize(MultivariateFunction f,
double[] xvector,
double tolfx,
double tolx,
MinimiserMonitor monitor)
The actual optimization routine It finds a minimum close to vector x when the absolute tolerance for each parameter is specified. |
Methods inherited from class pal.math.MultivariateMinimum |
---|
copy, findMinimum, findMinimum, findMinimum, stopCondition |
Methods inherited from class java.lang.Object |
---|
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
---|
public int prin
public double step
public double scbd
public boolean illc
Constructor Detail |
---|
public ConjugateDirectionSearch()
Method Detail |
---|
public void optimize(MultivariateFunction f, double[] xvector, double tolfx, double tolx)
MultivariateMinimum
optimize
in class MultivariateMinimum
f
- multivariate functionxvector
- initial guesses for the minimum
(contains the location of the minimum on return)tolfx
- absolute tolerance of function valuetolx
- absolute tolerance of each parameterpublic void optimize(MultivariateFunction f, double[] xvector, double tolfx, double tolx, MinimiserMonitor monitor)
MultivariateMinimum
optimize
in class MultivariateMinimum
f
- multivariate functionxvector
- initial guesses for the minimum
(contains the location of the minimum on return)tolfx
- absolute tolerance of function valuetolx
- absolute tolerance of each parametermonitor
- A monitor object that receives information about the minimising process (for display purposes)public static final MultivariateMinimum.Factory generateFactory()
|
||||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | |||||||||
SUMMARY: NESTED | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |