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.
|
Modifier and Type | Field and Description |
---|---|
protected double |
epsilon
a precision parameter: when a number |x| ≤ ε, it is considered 0
|
protected double |
maxIterations
the maximum number of iterations
|
Constructor and Description |
---|
SteepestDescentMinimizer(double epsilon,
int maxIterations)
Construct a multivariate minimizer using a steepest descent method.
|
SteepestDescentMinimizer(LineSearch linesearch,
double epsilon,
int maxIterations)
Construct a multivariate minimizer using a steepest descent method.
|
Modifier and Type | Method and Description |
---|---|
abstract IterativeSolution<Vector> |
solve(C2OptimProblem problem)
Solve a minimization problem with a C2 objective function.
|
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.