org.apache.commons.math3.optim.nonlinear.scalar.noderiv
Class PowellOptimizer.LineSearch
java.lang.Object
org.apache.commons.math3.optim.BaseOptimizer<UnivariatePointValuePair>
org.apache.commons.math3.optim.univariate.UnivariateOptimizer
org.apache.commons.math3.optim.univariate.BrentOptimizer
org.apache.commons.math3.optim.nonlinear.scalar.noderiv.PowellOptimizer.LineSearch
- 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 static double |
ABS_TOL_UNUSED
Value that will pass the precondition check for BrentOptimizer
but will not pass the convergence check, so that the custom checker
will always decide when to stop the line search. |
private BracketFinder |
bracket
Automatic bracketing. |
private static double |
REL_TOL_UNUSED
Value that will pass the precondition check for BrentOptimizer
but will not pass the convergence check, so that the custom checker
will always decide when to stop the line search. |
Constructor Summary |
PowellOptimizer.LineSearch(double rel,
double abs)
The "BrentOptimizer" default stopping criterion uses the tolerances
to check the domain (point) values, not the function values. |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
REL_TOL_UNUSED
private static final double REL_TOL_UNUSED
- Value that will pass the precondition check for
BrentOptimizer
but will not pass the convergence check, so that the custom checker
will always decide when to stop the line search.
- See Also:
- Constant Field Values
ABS_TOL_UNUSED
private static final double ABS_TOL_UNUSED
- Value that will pass the precondition check for
BrentOptimizer
but will not pass the convergence check, so that the custom checker
will always decide when to stop the line search.
- See Also:
- Constant Field Values
bracket
private final BracketFinder bracket
- Automatic bracketing.
PowellOptimizer.LineSearch
PowellOptimizer.LineSearch(double rel,
double abs)
- The "BrentOptimizer" default stopping criterion uses the tolerances
to check the domain (point) values, not the function values.
We thus create a custom checker to use function values.
- Parameters:
rel
- Relative threshold.abs
- Absolute threshold.
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