com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton

Class BFGSMinimizer.BFGSImpl

java.lang.Object

com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer.SteepestDescentImpl

com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.QuasiNewtonMinimizer.QuasiNewtonImpl

com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.BFGSMinimizer.BFGSImpl

All Implemented Interfaces:

IterativeMethod<Vector>, IterativeSolution<Vector>, MinimizationSolution<Vector>

Enclosing class:

BFGSMinimizer

protected class BFGSMinimizer.BFGSImpl
extends QuasiNewtonMinimizer.QuasiNewtonImpl

an implementation of the BFGS algorithm

Field Summary

Fields inherited from class com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.QuasiNewtonMinimizer.QuasiNewtonImpl

ak, dk, gk, Sk

Fields inherited from class com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer.SteepestDescentImpl

linesearch, problem

Constructor Summary

Constructors

Constructor and Description
BFGSImpl(C2OptimProblem problem)

Method Summary

Methods inherited from class com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.QuasiNewtonMinimizer.QuasiNewtonImpl

getDirection, getIncrement

Methods inherited from class com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer.SteepestDescentImpl

minimizer, minimum, search, setInitials, step

Methods inherited from class java.lang.Object

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

Constructor Detail

BFGSImpl

public BFGSImpl(C2OptimProblem problem)
         throws Exception

Throws:

Exception