com.numericalmethod.suanshu.optimization.unconstrained.quasinewton
Class QuasiNewton.QuasiNewtonImpl

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

Enclosing class:

QuasiNewton

public abstract class QuasiNewton.QuasiNewtonImpl
extends SteepestDescent.LineSearch

An implementation of the Quasi-Newton algorithm. The user supplies the Hessian updating rule.

Field Summary

protected double	ak
Fletcher	linesearch the line search method to use
int	n number of variables
protected Matrix	Sk the approximate inverse of the Hessian matrix An implementation of updateSk(com.numericalmethod.suanshu.matrix.doubles.Matrix) will modify this incrementally.

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

dk, gk, H, Hk

Constructor Summary

QuasiNewton.QuasiNewtonImpl()

Method Summary

double	minimize(Vector xk) Perform a line search to minimize a function, starting from xk.
protected void	reset() Reset the transient states of the instance.

Methods inherited from class java.lang.Object

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

Field Detail

linesearch

public final Fletcher linesearch

the line search method to use

n

public final int n

number of variables

Sk

protected Matrix Sk

the approximate inverse of the Hessian matrix

An implementation of updateSk(com.numericalmethod.suanshu.matrix.doubles.Matrix) will modify this incrementally.

ak

protected double ak

Constructor Detail

QuasiNewton.QuasiNewtonImpl

public QuasiNewton.QuasiNewtonImpl()

Method Detail

reset

protected void reset()

Description copied from class: SteepestDescent.LineSearch

Reset the transient states of the instance.

Overrides:

reset in class SteepestDescent.LineSearch

minimize

public double minimize(Vector xk)

Description copied from class: SteepestDescent.LineSearch

Perform a line search to minimize a function, starting from xk.

Specified by:

minimize in class SteepestDescent.LineSearch

Parameters:

xk - the current minimizer

Returns:

ak+1