com.numericalmethod.suanshu.optimization.univariate
Class Fibonacci

java.lang.Object
  com.numericalmethod.suanshu.optimization.univariate.BracketSearch
      com.numericalmethod.suanshu.optimization.univariate.Fibonacci

public class Fibonacci
extends BracketSearch

Fibonacci search is a dichotomous search where a bracketing interval is sub-divided by the Fibonacci ratio.

This particular implementation runs the risk that the next guess may lie outside the bracketing interval.

See Also:

"Algorithm 4.1. Practical Optimization: Algorithms and Engineering Applications. Andreas Antoniou and Wu-Sheng Lu. Springer."

Field Summary

Fields inherited from class com.numericalmethod.suanshu.optimization.univariate.BracketSearch

f, tol

Constructor Summary

Fibonacci()

Method Summary

double	search(int maxIterations, double lower, double upper) Search for a minimum within the interval [lower, upper].
double	search(int maxIterations, double lower, double initial, double upper)

Methods inherited from class com.numericalmethod.suanshu.optimization.univariate.BracketSearch

minimum, solve

Methods inherited from class java.lang.Object

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

Constructor Detail

Fibonacci

public Fibonacci()

Method Detail

search

public double search(int maxIterations,
                     double lower,
                     double initial,
                     double upper)

Overrides:

search in class BracketSearch

Parameters:

lower - lower bound for the bracketing interval which contains a minimum

initial - lower < initial < upper

upper - upper bound for the bracketing interval which contains a minimum

maxIterations - number of iterations

Returns:

an approximate minimizer

search

public double search(int maxIterations,
                     double lower,
                     double upper)

Search for a minimum within the interval [lower, upper]. The initial guess is somewhere in the interval, computed using the Fibonacci sequence.

Parameters:

maxIterations - number of iterations

lower - lower bound for the bracketing interval which contains a minimum

upper - upper bound for the bracketing interval which contains a minimum

Returns:

an approximate minimizer