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

Class RankOneMinimizer

java.lang.Object

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

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

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

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

All Implemented Interfaces:

Minimizer<C2OptimProblem,IterativeSolution<Vector>>, IterativeC2Minimizer, IterativeMinimizer<C2OptimProblem>, MultivariateMinimizer<C2OptimProblem,IterativeSolution<Vector>>, Optimizer<C2OptimProblem,IterativeSolution<Vector>>

public class RankOneMinimizer
extends HuangMinimizer

The Rank One method is a quasi-Newton method to solve unconstrained nonlinear optimization problems. It owes its name to the fact that correction matrix has a rank of unity.

See Also:

"Andreas Antoniou, Wu-Sheng Lu, "Section 7.4, Algorithm 7.2, Table 7.1," Practical Optimization: Algorithms and Engineering Applications."

Nested Class Summary

Nested classes/interfaces inherited from class com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.HuangMinimizer

HuangMinimizer.HuangImpl

Nested classes/interfaces inherited from class com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.quasinewton.QuasiNewtonMinimizer

QuasiNewtonMinimizer.QuasiNewtonImpl

Nested classes/interfaces inherited from class com.numericalmethod.suanshu.optimization.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer

SteepestDescentMinimizer.SteepestDescentImpl

Field Summary

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

epsilon, maxIterations

Constructor Summary

Constructors

Constructor and Description
RankOneMinimizer(double epsilon, int maxIterations) Construct a multivariate minimizer using the Rank One method.

Method Summary

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

solve

Methods inherited from class java.lang.Object

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

Constructor Detail

RankOneMinimizer

public RankOneMinimizer(double epsilon,
                        int maxIterations)

Construct a multivariate minimizer using the Rank One method.

Parameters:

epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0

maxIterations - the maximum number of iterations