SuanShu, a Java numerical and statistical library

Package com.numericalmethod.suanshu.optimization.minmax

Interface Summary
MinMaxProblem.Error e(x, ω): the minmax objective function family, parameterized by omega
MinMaxProblem.Gradient the gradient of the absolute minmax objective function, for a given ω
 

Class Summary
LeastPth The least p-th minmax algorithm solves the minmax problem in this form: minimize max e(x, ω) x ω∈S e(x, ω) is the error or loss function.
MinMaxProblem This class defines a minmax problem.
 


SuanShu, a Java numerical and statistical library

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