com.numericalmethod.suanshu.optimization.unconstrained
Class UnconstrainedMaximizer

java.lang.Object
  com.numericalmethod.suanshu.optimization.unconstrained.UnconstrainedMaximizer

public class UnconstrainedMaximizer
extends java.lang.Object

A maximization problem is simply minimizing the negative of the objective function. This class is simply provided as a wrapper class to solve a maximization problem using a Minimizer.

Constructor Summary

UnconstrainedMaximizer()
Construct an instance of UnconstrainedMaximizer to maximize an objective function.

UnconstrainedMaximizer(UnconstrainedMinimizer minimizer)
Construct an instance of UnconstrainedMaximizer to maximize an objective function.

Method Summary

double[]	search(int maxIterations, double... initials) Search for a maximizer that maximizes the objective function from the given starting points.
Vector	search(int maxIterations, Vector... initials) Search for a maximizer that maximizes the objective function from the given starting points.
void	solve(RealScalarFunction f, double tol)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

UnconstrainedMaximizer

public UnconstrainedMaximizer(UnconstrainedMinimizer minimizer)

Construct an instance of UnconstrainedMaximizer to maximize an objective function.

Parameters:

minimizer - the minimizer used to do maximization

UnconstrainedMaximizer

public UnconstrainedMaximizer()

Construct an instance of UnconstrainedMaximizer to maximize an objective function. By default, we use the NelderMead algorithm.

Method Detail

solve

public void solve(RealScalarFunction f,
                  double tol)

search

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

Search for a maximizer that maximizes 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) maximizer

search

public double[] search(int maxIterations,
                       double... initials)

Search for a maximizer that maximizes the objective function from the given starting points.

Parameters:

maxIterations - the maximum number of iterations

initials - an initial guess

Returns:

an (approximate) maximizer