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java.lang.Objectorg.apache.commons.math.optimization.direct.DirectSearchOptimizer
org.apache.commons.math.optimization.direct.NelderMead
public class NelderMead
This class implements the Nelder-Mead direct search method.
MultiDirectional| Field Summary |
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| Fields inherited from class org.apache.commons.math.optimization.direct.DirectSearchOptimizer |
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simplex |
| Constructor Summary | |
|---|---|
NelderMead()
Build a Nelder-Mead optimizer with default coefficients. |
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NelderMead(double rho,
double khi,
double gamma,
double sigma)
Build a Nelder-Mead optimizer with specified coefficients. |
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| Method Summary | |
|---|---|
protected void |
iterateSimplex(java.util.Comparator<RealPointValuePair> comparator)
Compute the next simplex of the algorithm. |
| Methods inherited from class org.apache.commons.math.optimization.direct.DirectSearchOptimizer |
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evaluate, evaluateSimplex, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementIterationsCounter, optimize, replaceWorstPoint, setConvergenceChecker, setMaxEvaluations, setMaxIterations, setStartConfiguration, setStartConfiguration |
| Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
| Constructor Detail |
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public NelderMead()
The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.
public NelderMead(double rho,
double khi,
double gamma,
double sigma)
rho - reflection coefficientkhi - expansion coefficientgamma - contraction coefficientsigma - shrinkage coefficient| Method Detail |
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protected void iterateSimplex(java.util.Comparator<RealPointValuePair> comparator)
throws FunctionEvaluationException,
OptimizationException
iterateSimplex in class DirectSearchOptimizercomparator - comparator to use to sort simplex vertices from best to worst
FunctionEvaluationException - if the function cannot be evaluated at
some point
OptimizationException - if the algorithm fails to converge
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