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java.lang.Objectorg.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer
org.apache.commons.math3.optimization.univariate.BrentOptimizer
org.apache.commons.math3.optimization.direct.PowellOptimizer.LineSearch
private class PowellOptimizer.LineSearch
Class for finding the minimum of the objective function along a given direction.
Field Summary | |
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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 | |
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PowellOptimizer.LineSearch(double rel,
double abs)
The "BrentOptimizer" default stopping criterion uses the tolerances to check the domain (point) values, not the function values. |
Method Summary | |
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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 |
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doOptimize |
Methods inherited from class org.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer |
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computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getMax, getMaxEvaluations, getMin, getStartValue, optimize, optimize |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private static final double REL_TOL_UNUSED
BrentOptimizer
but will not pass the convergence check, so that the custom checker
will always decide when to stop the line search.
private static final double ABS_TOL_UNUSED
BrentOptimizer
but will not pass the convergence check, so that the custom checker
will always decide when to stop the line search.
private final BracketFinder bracket
Constructor Detail |
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PowellOptimizer.LineSearch(double rel, double abs)
rel
- Relative threshold.abs
- Absolute threshold.Method Detail |
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public UnivariatePointValuePair search(double[] p, double[] d)
f(p + alpha * d)
.
p
- Starting point.d
- Search direction.
TooManyEvaluationsException
- if the number of evaluations is exceeded.
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