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

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.RankOne

All Implemented Interfaces:

Minimizer, UnconstrainedMinimizer

public class RankOne
extends Huang

The Rank One method is a quasi-Newton method to solve unconstrained nonlinear optimization problems.

It owes its name to the fact that correction matrix has a rank of unity.

See Also:

"Section 7.4, Algorithm 7.2, 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

RankOne()
Construct an instance of RankOne 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

RankOne

public RankOne()

Construct an instance of RankOne to minimize a function.