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

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

All Implemented Interfaces:

Minimizer, UnconstrainedMinimizer

public class FletcherReeves
extends ConjugateGradient

The Fletcher-Reeves method is a variant of the Conjugate-Gradient method. Instead of finding the minimizer along a direction using an analytical formula, as in ConjugateGradient, it uses a line search.

The advantages are:

• The modification renders the method more amenable to the minimization of nonquadratic problems since a larger reduction can be achieved in f(x) along dk at points outside the neighborhood of the solution.
• The modification does not compute the Hessian.

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

See Also:

• "Algorithm 6.3. 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

FletcherReeves()

Method Summary

protected SteepestDescent.LineSearch

getLineSearch()

Methods inherited from class com.numericalmethod.suanshu.optimization.unconstrained.conjugatedirection.ConjugateGradient

solve, solve

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

FletcherReeves

public FletcherReeves()

Method Detail

getLineSearch

protected SteepestDescent.LineSearch getLineSearch()

Overrides:

getLineSearch in class ConjugateGradient