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

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

All Implemented Interfaces:

Minimizer, UnconstrainedMinimizer

public class NewtonRaphson
extends SteepestDescent

The Newton-Raphson method is a second order steepest descent method that is based on the quadratic approximation of the Taylor series.

See Also:

Wikipedia: Newton's method in optimization

Nested Class Summary

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

NewtonRaphson()

Method Summary

protected SteepestDescent.LineSearch	getLineSearch()
void	solve(RealScalarFunction f, RealVectorFunction g, double tol)
void	solve(RealScalarFunction f, RealVectorFunction g, RntoMatrix H, double tol)

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

minimum, search, solve, solve

Methods inherited from class java.lang.Object

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

Constructor Detail

NewtonRaphson

public NewtonRaphson()

Method Detail

solve

public void solve(RealScalarFunction f,
                  RealVectorFunction g,
                  RntoMatrix H,
                  double tol)

solve

public void solve(RealScalarFunction f,
                  RealVectorFunction g,
                  double tol)

Overrides:

solve in class SteepestDescent

getLineSearch

protected SteepestDescent.LineSearch getLineSearch()

Specified by:

getLineSearch in class SteepestDescent