public class NelderMeadMinimizer extends Object implements IterativeC2Minimizer
Modifier and Type | Class and Description |
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class |
NelderMeadMinimizer.Solution
This is the solution to an optimization problem by the Nelder-Mead method.
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Constructor and Description |
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NelderMeadMinimizer(double alpha,
double gamma,
double rho,
double sigma,
double epsilon,
int maxIterations)
Construct a Nelder-Mead multivariate minimizer.
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NelderMeadMinimizer(double epsilon,
int maxIterations)
Construct a Nelder-Mead multivariate minimizer.
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Modifier and Type | Method and Description |
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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)
Optimizer
OptimProblem
.solve
in interface Optimizer<C2OptimProblem,IterativeSolution<Vector>>
problem
- an optimization problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.