com.numericalmethod.suanshu.optimization.unconstrained.conjugatedirection
Class ConjugateGradient

java.lang.Object
  com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent
      com.numericalmethod.suanshu.optimization.unconstrained.conjugatedirection.ConjugateGradient

All Implemented Interfaces:

Minimizer, UnconstrainedMinimizer

Direct Known Subclasses:

FletcherReeves

public class ConjugateGradient
extends SteepestDescent

Conjugate-gradient method generates a new search direction by adding a vector βkdk to the negative gradient -gk+1.

The algorithm is originally developed for quadratic problems. For convex quadratic problems, the algorithm converges in n iterations, where n is the number of variables. It still has good convergence properties when applied to non-quadratic problems.

A conjugate direction optimization method is performed by using sequential search directions that bear a strict mathematical relationship to one another.

See Also:

• "Theorem 6.4, Algorithm 6.2. Practical Optimization: Algorithms and Engineering Applications. Andreas Antoniou, Wu-Sheng Lu."
• Wikipedia: Conjugate gradient method

Nested Class Summary

Nested classes/interfaces inherited from class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent

SteepestDescent.LineSearch

Field Summary

Fields inherited from class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent

f, g, tol

Constructor Summary

ConjugateGradient()

Method Summary

protected SteepestDescent.LineSearch	getLineSearch()
void	solve(RealScalarFunction f, RealVectorFunction g, double tol)
void	solve(RealScalarFunction f, RealVectorFunction g, RntoMatrix H, double tol)

Methods inherited from class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent

minimum, search, solve, solve

Methods inherited from class java.lang.Object

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

Constructor Detail

ConjugateGradient

public ConjugateGradient()

Method Detail

solve

public void solve(RealScalarFunction f,
                  RealVectorFunction g,
                  RntoMatrix H,
                  double tol)

solve

public void solve(RealScalarFunction f,
                  RealVectorFunction g,
                  double tol)

Overrides:

solve in class SteepestDescent

getLineSearch

protected SteepestDescent.LineSearch getLineSearch()

Specified by:

getLineSearch in class SteepestDescent