public class ZangwillMinimizer extends SteepestDescentMinimizer
| Modifier and Type | Class and Description |
|---|---|
protected class |
ZangwillMinimizer.ZangwillImpl
an implementation of Zangwill's algorithm
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SteepestDescentMinimizer.SteepestDescentImplepsilon, maxIterations| Constructor and Description |
|---|
ZangwillMinimizer(double epsilon,
double epsilon2,
int maxIterations)
Construct a multivariate minimizer using the Zangwill method.
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| Modifier and Type | Method and Description |
|---|---|
IterativeSolution<Vector> |
solve(C2OptimProblem problem)
Solve a minimization problem with a C2 objective function.
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public ZangwillMinimizer(double epsilon,
double epsilon2,
int maxIterations)
epsilon - a precision parameter: when a number |x| ≤ ε, it is
considered 0epsilon2 - a precision parameter to decide whether there is a linear dependence
among the conjugate directionsmaxIterations - the maximum number of iterationspublic IterativeSolution<Vector> solve(C2OptimProblem problem) throws Exception
SteepestDescentMinimizersolve in interface Optimizer<C2OptimProblem,IterativeSolution<Vector>>solve in class SteepestDescentMinimizerproblem - a minimization problem with a C2 objective functionException - when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.