public class BrentMinimizer extends BracketSearchMinimizer
Modifier and Type | Class and Description |
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class |
BrentMinimizer.Solution
This is the solution to a Brent's univariate optimization.
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epsilon, maxIterations
Constructor and Description |
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BrentMinimizer(double epsilon,
int maxIterations)
Construct a univariate minimizer using Brent's algorithm.
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Modifier and Type | Method and Description |
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BrentMinimizer.Solution |
solve(C2OptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem . |
solve
public BrentMinimizer(double epsilon, int maxIterations)
epsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations
- the maximum number of iterationspublic BrentMinimizer.Solution solve(C2OptimProblem problem)
Optimizer
OptimProblem
.problem
- an optimization problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.