org.apache.commons.math.optimization.direct
Class NelderMead
java.lang.Object
org.apache.commons.math.optimization.direct.DirectSearchOptimizer
org.apache.commons.math.optimization.direct.NelderMead
- All Implemented Interfaces:
- MultivariateRealOptimizer
public class NelderMead
- extends DirectSearchOptimizer
This class implements the Nelder-Mead direct search method.
- Since:
- 1.2
- Version:
- $Revision: 799857 $ $Date: 2009-08-01 09:07:12 -0400 (Sat, 01 Aug 2009) $
- See Also:
MultiDirectional
Constructor Summary |
NelderMead()
Build a Nelder-Mead optimizer with default coefficients. |
NelderMead(double rho,
double khi,
double gamma,
double sigma)
Build a Nelder-Mead 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 |
NelderMead
public NelderMead()
- Build a Nelder-Mead optimizer with default coefficients.
The default coefficients are 1.0 for rho, 2.0 for khi and 0.5
for both gamma and sigma.
NelderMead
public NelderMead(double rho,
double khi,
double gamma,
double sigma)
- Build a Nelder-Mead optimizer with specified coefficients.
- Parameters:
rho
- reflection coefficientkhi
- expansion coefficientgamma
- contraction coefficientsigma
- shrinkage coefficient
iterateSimplex
protected void iterateSimplex(Comparator<RealPointValuePair> comparator)
throws FunctionEvaluationException,
OptimizationException
- 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
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