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

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

All Implemented Interfaces:

Minimizer, UnconstrainedMinimizer

Direct Known Subclasses:

DFP, McCormick, Pearson, RankOne

public class Huang
extends QuasiNewton

Huang's updating formula is a family of formulae which encompasses the rank-one, DFP, BFGS as well as some other formulas.

See Also:

"Section 7.9. Practical Optimization: Algorithms and Engineering Applications. Andreas Antoniou, Wu-Sheng Lu."

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

double	omega ω, a Huang family parameterization
double	phi φ, a Huang family parameterization
double	psi ψ, a Huang family parameterization
double	theta θ, a Huang family parameterization

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

f, g, tol

Constructor Summary

Huang(double theta, double phi, double psi, double omega)
Construct an instance of Huang to minimize an objective function.

Method Summary

protected SteepestDescent.LineSearch

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

Field Detail

theta

public final double theta

θ, a Huang family parameterization

See Also:

"Table 7.1. Practical Optimization: Algorithms and Engineering Applications. Andreas Antoniou, Wu-Sheng Lu."

phi

public final double phi

φ, a Huang family parameterization

See Also:

"Table 7.1. Practical Optimization: Algorithms and Engineering Applications. Andreas Antoniou, Wu-Sheng Lu."

psi

public final double psi

ψ, a Huang family parameterization

See Also:

"Table 7.1. Practical Optimization: Algorithms and Engineering Applications. Andreas Antoniou, Wu-Sheng Lu."

omega

public final double omega

ω, a Huang family parameterization

See Also:

"Table 7.1. Practical Optimization: Algorithms and Engineering Applications. Andreas Antoniou, Wu-Sheng Lu."

Constructor Detail

Huang

public Huang(double theta,
             double phi,
             double psi,
             double omega)

Construct an instance of Huang to minimize an objective function.

Parameters:

theta - θ in Huang's formula

phi - φ in Huang's formula

psi - ψ in Huang's formula

omega - ω in Huang's formula

Method Detail

getLineSearch

protected SteepestDescent.LineSearch getLineSearch()

Specified by:

getLineSearch in class SteepestDescent