org.apache.commons.math3.optimization.direct
Class PowellOptimizer.LineSearch

java.lang.Object
  extended by org.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer
      extended by org.apache.commons.math3.optimization.univariate.BrentOptimizer
          extended by org.apache.commons.math3.optimization.direct.PowellOptimizer.LineSearch
All Implemented Interfaces:
BaseOptimizer<UnivariatePointValuePair>, BaseUnivariateOptimizer<UnivariateFunction>, UnivariateOptimizer
Enclosing class:
PowellOptimizer

private class PowellOptimizer.LineSearch
extends BrentOptimizer

Class for finding the minimum of the objective function along a given direction.


Field Summary
private  BracketFinder bracket
          Automatic bracketing.
 
Constructor Summary
PowellOptimizer.LineSearch(double rel, double abs)
           
 
Method Summary
 UnivariatePointValuePair search(double[] p, double[] d)
          Find the minimum of the function f(p + alpha * d).
 
Methods inherited from class org.apache.commons.math3.optimization.univariate.BrentOptimizer
doOptimize
 
Methods inherited from class org.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer
computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getMax, getMaxEvaluations, getMin, getStartValue, optimize, optimize
 
Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 

Field Detail

bracket

private final BracketFinder bracket
Automatic bracketing.

Constructor Detail

PowellOptimizer.LineSearch

PowellOptimizer.LineSearch(double rel,
                           double abs)
Parameters:
rel - Relative threshold.
abs - Absolute threshold.
Method Detail

search

public UnivariatePointValuePair search(double[] p,
                                       double[] d)
Find the minimum of the function f(p + alpha * d).

Parameters:
p - Starting point.
d - Search direction.
Returns:
the optimum.
Throws:
TooManyEvaluationsException - if the number of evaluations is exceeded.


Copyright (c) 2003-2013 Apache Software Foundation