org.apache.commons.math.optimization.direct
Class MultiDirectional
java.lang.Object
org.apache.commons.math.optimization.direct.DirectSearchOptimizer
org.apache.commons.math.optimization.direct.MultiDirectional
- All Implemented Interfaces:
- MultivariateRealOptimizer
public class MultiDirectional
- extends DirectSearchOptimizer
This class implements the multi-directional direct search method.
- Since:
- 1.2
- Version:
- $Revision: 799857 $ $Date: 2009-08-01 09:07:12 -0400 (Sat, 01 Aug 2009) $
- See Also:
NelderMead
Constructor Summary |
MultiDirectional()
Build a multi-directional optimizer with default coefficients. |
MultiDirectional(double khi,
double gamma)
Build a multi-directional optimizer with specified coefficients. |
Methods inherited from class org.apache.commons.math.optimization.direct.DirectSearchOptimizer |
evaluate, evaluateSimplex, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementIterationsCounter, optimize, replaceWorstPoint, setConvergenceChecker, setMaxEvaluations, setMaxIterations, setStartConfiguration, setStartConfiguration |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
MultiDirectional
public MultiDirectional()
- Build a multi-directional optimizer with default coefficients.
The default values are 2.0 for khi and 0.5 for gamma.
MultiDirectional
public MultiDirectional(double khi,
double gamma)
- Build a multi-directional optimizer with specified coefficients.
- Parameters:
khi
- expansion coefficientgamma
- contraction coefficient
iterateSimplex
protected void iterateSimplex(Comparator<RealPointValuePair> comparator)
throws FunctionEvaluationException,
OptimizationException,
IllegalArgumentException
- Compute the next simplex of the algorithm.
- Specified by:
iterateSimplex
in class DirectSearchOptimizer
- Parameters:
comparator
- comparator to use to sort simplex vertices from best to worst
- Throws:
FunctionEvaluationException
- if the function cannot be evaluated at
some point
OptimizationException
- if the algorithm fails to converge
IllegalArgumentException
- if the start point dimension is wrong
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