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java.lang.Objectorg.apache.commons.math.optimization.direct.DirectSearchOptimizer
org.apache.commons.math.optimization.direct.MultiDirectional
public class MultiDirectional
This class implements the multi-directional direct search method.
NelderMead| Field Summary |
|---|
| Fields inherited from class org.apache.commons.math.optimization.direct.DirectSearchOptimizer |
|---|
simplex |
| Constructor Summary | |
|---|---|
MultiDirectional()
Build a multi-directional optimizer with default coefficients. |
|
MultiDirectional(double khi,
double gamma)
Build a multi-directional optimizer with specified coefficients. |
|
| 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 MultiDirectional()
The default values are 2.0 for khi and 0.5 for gamma.
public MultiDirectional(double khi,
double gamma)
khi - expansion coefficientgamma - contraction coefficient| Method Detail |
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protected void iterateSimplex(java.util.Comparator<RealPointValuePair> comparator)
throws FunctionEvaluationException,
OptimizationException,
java.lang.IllegalArgumentException
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
java.lang.IllegalArgumentException - if the start point dimension is wrong
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