com.numericalmethod.suanshu.optimization.univariate
Class Minimizer

java.lang.Object
  com.numericalmethod.suanshu.optimization.univariate.Minimizer

All Implemented Interfaces:

Minimizer

public class Minimizer
extends java.lang.Object
implements Minimizer

This is a wrapper class to "cast" a BracketSearch into a Minimizer. Minimizer is this library's standard interface for minimization algorithms that other classes work with.

By default, we use Brent.

Constructor Summary

Minimizer()
Construct a Minimizer from a Brent to minimize a univariate function.

Minimizer(BracketSearch optim)
Construct a Minimizer from a BracketSearch to minimize a univariate function.

Method Summary

double	minimum() Get the minimum found.
Vector	search(int maxIterations, Vector... initials) Search for a minimizer that minimizes the objective function from the given starting points.
void	solve(RealScalarFunction f, double tol)

Methods inherited from class java.lang.Object

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

Constructor Detail

Minimizer

public Minimizer(BracketSearch optim)

Construct a Minimizer from a BracketSearch to minimize a univariate function.

Parameters:

optim - a BracketSearch instance

Minimizer

public Minimizer()

Construct a Minimizer from a Brent to minimize a univariate function.

Method Detail

solve

public void solve(RealScalarFunction f,
                  double tol)

search

public Vector search(int maxIterations,
                     Vector... initials)

Description copied from interface: Minimizer

Search for a minimizer that minimizes the objective function from the given starting points.

Specified by:

search in interface Minimizer

Parameters:

maxIterations - the maximum number of iterations

initials - the initial guesses; they could include information such as boundaries

Returns:

an (approximate) minimizer

minimum

public double minimum()

Description copied from interface: Minimizer

Get the minimum found.

This is especially useful for an objective function that takes a long time to compute.

Specified by:

minimum in interface Minimizer

Returns:

the minimum found