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

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.McCormick

All Implemented Interfaces:

Minimizer, UnconstrainedMinimizer

Deprecated. the McCormick algorithm does not seem to work; need further investigation; don't use it. TODO. Use BFGS instead.

@Deprecated
public class McCormick
extends Huang

The McCormick method.

See Also:

"Table 7.1. 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

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

McCormick()
Deprecated. the McCormick algorithm does not seem to work; need further investigation; don't use it. TODO. Use BFGS instead.

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

McCormick

@Deprecated
public McCormick()

Deprecated. the McCormick algorithm does not seem to work; need further investigation; don't use it. TODO. Use BFGS instead.

Construct an instance of McCormick to minimize a function.