com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent
Class FirstOrder

java.lang.Object
  com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent
      com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.FirstOrder

All Implemented Interfaces:

Minimizer, UnconstrainedMinimizer

public class FirstOrder
extends SteepestDescent

This implements the steepest descent search using the first order expansion of the Taylor's series. Specifically, we search along the negative gradient direction.

See Also:

• "Algorithm 5.2. Practical Optimization: Algorithms and Engineering Applications. Andreas Antoniou and Wu-Sheng Lu."
• Wikipedia: Gradient descent

Nested Class Summary

static class

FirstOrder.Method the methods available to do line search

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.steepestdescent.SteepestDescent

f, g, tol

Constructor Summary

FirstOrder()
Construct an instance of FirstOrder to minimize a function f, using Fletcher's inexact line search method.

FirstOrder(FirstOrder.Method method)
Construct an instance of FirstOrder to minimize a function f.

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

Constructor Detail

FirstOrder

public FirstOrder(FirstOrder.Method method)

Construct an instance of FirstOrder to minimize a function f.

Parameters:

method - the method to do line search, c.f., FirstOrder.Method

FirstOrder

public FirstOrder()

Construct an instance of FirstOrder to minimize a function f, using Fletcher's inexact line search method.

Method Detail

getLineSearch

protected SteepestDescent.LineSearch getLineSearch()

Specified by:

getLineSearch in class SteepestDescent