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java.lang.Objectorg.apache.commons.math.optimization.DirectSearchOptimizer
org.apache.commons.math.optimization.NelderMead
public class NelderMead
This class implements the Nelder-Mead direct search method.
MultiDirectional
Field Summary | |
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private double |
gamma
Contraction coefficient. |
private double |
khi
Expansion coefficient. |
private double |
rho
Reflection coefficient. |
private double |
sigma
Shrinkage coefficient. |
Fields inherited from class org.apache.commons.math.optimization.DirectSearchOptimizer |
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simplex |
Constructor Summary | |
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NelderMead()
Build a Nelder-Mead optimizer with default coefficients. |
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NelderMead(double rho,
double khi,
double gamma,
double sigma)
Build a Nelder-Mead optimizer with specified coefficients. |
Method Summary | |
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protected void |
iterateSimplex()
Compute the next simplex of the algorithm. |
Methods inherited from class org.apache.commons.math.optimization.DirectSearchOptimizer |
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evaluateCost, evaluateSimplex, getMinima, minimize, minimize, minimize, minimize, minimize, minimize, replaceWorstPoint |
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 double rho
private double khi
private double gamma
private double sigma
Constructor Detail |
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public NelderMead()
The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.
public NelderMead(double rho, double khi, double gamma, double sigma)
rho
- reflection coefficientkhi
- expansion coefficientgamma
- contraction coefficientsigma
- shrinkage coefficientMethod Detail |
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protected void iterateSimplex() throws CostException
iterateSimplex
in class DirectSearchOptimizer
CostException
- if the function cannot be evaluated at
some point
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