com.numericalmethod.suanshu.optimization
Interface Minimizer

All Known Subinterfaces:

ConstrainedMinimizer, IntegerConstrainedMinimizer, UnconstrainedMinimizer

All Known Implementing Classes:

BFGS, BruteForce, ConjugateGradient, DFP, FirstOrder, FletcherReeves, GaussNewton, Huang, McCormick, Minimizer, NelderMead, NewtonRaphson, Pearson, PenaltyMethod, Powell, QuasiNewton, RankOne, SteepestDescent, Zangwill

public interface Minimizer

This interface represents an optimization algorithm that minimizes a real valued objective function, one or multi dimension.

Optimization, or mathematical programming, refers to choosing the best element from some set of available alternatives. In the simplest case, this means solving problems in which one seeks to minimize (or maximize) a real function by systematically choosing the values of real or integer variables from within an allowed set. The generalization of optimization theory and techniques to other formulations comprises a large area of applied mathematics. More generally, it means finding "best available" values of some objective function given a defined domain, including a variety of different types of objective functions and different types of domains.

See Also:

Wikipedia: Optimization (mathematics)

Method Summary

double	minimum() Get the minimum found.
Vector	search(int maxIterations, Vector... initials) Search for a minimizer that minimizes the objective function from the given starting points.

Method Detail

search

Vector search(int maxIterations,
              Vector... initials)

Search for a minimizer that minimizes the objective function from the given starting points.

Parameters:

maxIterations - the maximum number of iterations

initials - the initial guesses; they could include information such as boundaries

Returns:

an (approximate) minimizer

minimum

double minimum()

Get the minimum found.

This is especially useful for an objective function that takes a long time to compute.

Returns:

the minimum found