public abstract class QuasiNewtonMinimizer extends SteepestDescentMinimizer
Modifier and Type | Class and Description |
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protected class |
QuasiNewtonMinimizer.QuasiNewtonImpl
This is an implementation of the Quasi-Newton algorithm.
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SteepestDescentMinimizer.SteepestDescentImpl
epsilon, maxIterations
Constructor and Description |
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QuasiNewtonMinimizer(double epsilon,
int maxIterations)
Construct a multivariate minimizer using a Quasi-Newton method.
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public QuasiNewtonMinimizer(double epsilon, int maxIterations)
epsilon
- a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations
- the maximum number of iterationsCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.