public class NelderMeadMinimizer extends Object implements IterativeC2Minimizer
| Modifier and Type | Class and Description |
|---|---|
class |
NelderMeadMinimizer.Solution
This is the solution to an optimization problem by the Nelder-Mead method.
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| Constructor and Description |
|---|
NelderMeadMinimizer(double alpha,
double gamma,
double rho,
double sigma,
double epsilon,
int maxIterations)
Construct a Nelder-Mead multivariate minimizer.
|
NelderMeadMinimizer(double epsilon,
int maxIterations)
Construct a Nelder-Mead multivariate minimizer.
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| Modifier and Type | Method and Description |
|---|---|
NelderMeadMinimizer.Solution |
solve(C2OptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem. |
public NelderMeadMinimizer(double alpha,
double gamma,
double rho,
double sigma,
double epsilon,
int maxIterations)
alpha - the reflection coefficientgamma - the shrink/reduction coefficientrho - the contraction coefficientsigma - the shrink/reduction coefficientepsilon - a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations - the maximum number of iterationspublic NelderMeadMinimizer(double epsilon,
int maxIterations)
epsilon - a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations - the maximum number of iterationspublic NelderMeadMinimizer.Solution solve(C2OptimProblem problem)
OptimizerOptimProblem.solve in interface Optimizer<C2OptimProblem,IterativeSolution<Vector>>problem - an optimization problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.