public class FletcherLineSearch extends Object implements LineSearch
LineSearch.Solution| Constructor and Description |
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FletcherLineSearch()
Construct a line search minimizer using the Fletcher method with the
default control parameters.
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FletcherLineSearch(double rho,
double sigma,
double tau,
double chi,
double epsilon,
int maxIterations)
Construct a line search minimizer using the Fletcher method.
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| Modifier and Type | Method and Description |
|---|---|
LineSearch.Solution |
solve(C2OptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem. |
public FletcherLineSearch(double rho,
double sigma,
double tau,
double chi,
double epsilon,
int maxIterations)
rho - a precision parameter; smaller ρ, e.g., 0.1,
gives better accuracysigma - a precision parameter; smaller σ, e.g., 0.1,
gives better accuracytau - a control parameter to prevent the result from being
too close to boundarychi - a control parameter to prevent the result from being
too close to boundaryepsilon - a precision parameter: when a number |x| ≤
ε, it is considered 0. This affects the
precision of the result.maxIterations - the maximum number of iterations. This affects the
precision of the result.public FletcherLineSearch()
public LineSearch.Solution solve(C2OptimProblem problem)
OptimizerOptimProblem.solve in interface Optimizer<C2OptimProblem,LineSearch.Solution>problem - an optimization problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.