public class FirstOrderMinimizer extends SteepestDescentMinimizer
Modifier and Type | Class and Description |
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static class |
FirstOrderMinimizer.Method
the available methods to do line search
|
SteepestDescentMinimizer.SteepestDescentImpl
epsilon, maxIterations
Constructor and Description |
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FirstOrderMinimizer(double epsilon,
int maxIterations)
Construct a multivariate minimizer using the First-Order method.
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FirstOrderMinimizer(FirstOrderMinimizer.Method method,
double epsilon,
int maxIterations)
Construct a multivariate minimizer using the First-Order method.
|
Modifier and Type | Method and Description |
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IterativeSolution<Vector> |
solve(C2OptimProblem problem)
Solve a minimization problem with a C2 objective function.
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public FirstOrderMinimizer(FirstOrderMinimizer.Method method, double epsilon, int maxIterations)
method
- the method to do line searchepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations
- the maximum number of iterationspublic FirstOrderMinimizer(double epsilon, int maxIterations)
epsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations
- the maximum number of iterationspublic IterativeSolution<Vector> solve(C2OptimProblem problem) throws Exception
SteepestDescentMinimizer
solve
in interface Optimizer<C2OptimProblem,IterativeSolution<Vector>>
solve
in class SteepestDescentMinimizer
problem
- a minimization problem with a C2 objective functionException
- when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.