public abstract class SteepestDescentMinimizer extends Object implements IterativeC2Minimizer
| Modifier and Type | Class and Description |
|---|---|
protected class |
SteepestDescentMinimizer.SteepestDescentImpl
This is an implementation of the steepest descent method.
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| Modifier and Type | Field and Description |
|---|---|
protected double |
epsilon
a precision parameter: when a number |x| ≤ ε, it is considered 0
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protected double |
maxIterations
the maximum number of iterations
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| Constructor and Description |
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SteepestDescentMinimizer(double epsilon,
int maxIterations)
Construct a multivariate minimizer using a steepest descent method.
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SteepestDescentMinimizer(LineSearch linesearch,
double epsilon,
int maxIterations)
Construct a multivariate minimizer using a steepest descent method.
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| Modifier and Type | Method and Description |
|---|---|
abstract IterativeSolution<Vector> |
solve(C2OptimProblem problem)
Solve a minimization problem with a C2 objective function.
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protected final double epsilon
protected final double maxIterations
public SteepestDescentMinimizer(LineSearch linesearch, double epsilon, int maxIterations)
linesearch - the line search method used in each iterationepsilon - a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations - the maximum number of iterationspublic SteepestDescentMinimizer(double epsilon,
int maxIterations)
epsilon - a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations - the maximum number of iterationspublic abstract IterativeSolution<Vector> solve(C2OptimProblem problem) throws Exception
solve in interface Optimizer<C2OptimProblem,IterativeSolution<Vector>>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.