public class ConjugateDirectionSearch extends MultivariateMinimum
MultivariateMinimum.Factory
Modifier and Type | Field | Description |
---|---|---|
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.
|
maxFun, numFun, numFuncStops
Constructor | Description |
---|---|
ConjugateDirectionSearch() |
constructor
|
Modifier and Type | Method | Description |
---|---|---|
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.
|
copy, findMinimum, findMinimum, findMinimum, stopCondition
public int prin
public double step
public double scbd
public boolean illc
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()