com.numericalmethod.suanshu.optimization.unconstrained.quasinewton
Class DFP

java.lang.Object
  com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent
      com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.QuasiNewton
          com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.Huang
              com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.DFP

All Implemented Interfaces:

Minimizer, UnconstrainedMinimizer

public class DFP
extends Huang

The Davidon-Fletcher-Powell method is a quasi-Newton method to solve unconstrained nonlinear optimization problems.

This method maintains the symmetry and positive definiteness of the Hessian matrix.

See Also:

• "Section 7.5, Table 7.1. Practical Optimization: Algorithms and Engineering Applications. Andreas Antoniou, Wu-Sheng Lu."
• Wikipedia: Davidon–Fletcher–Powell formula

Nested Class Summary

Nested classes/interfaces inherited from class com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.QuasiNewton

QuasiNewton.QuasiNewtonImpl

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.quasinewton.Huang

omega, phi, psi, theta

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

f, g, tol

Constructor Summary

DFP()
Construct an instance of DFP to minimize a function.

Method Summary

Methods inherited from class com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.Huang

getLineSearch

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

minimum, search, solve, solve, solve

Methods inherited from class java.lang.Object

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

Constructor Detail

DFP

public DFP()

Construct an instance of DFP to minimize a function.