public class SimpleGridMinimizer extends Object implements IterativeMinimizer<OptimProblem>
Modifier and Type | Class and Description |
---|---|
static interface |
SimpleGridMinimizer.NewCellFactoryCtor
This factory constructs a new
SimpleCellFactory for each minimization problem. |
protected class |
SimpleGridMinimizer.Solution
This is the solution to a minimization problem using
SimpleGridMinimizer . |
Modifier and Type | Field and Description |
---|---|
static int |
DEFAULT_STABLE_ITERATION_COUNT |
protected double |
epsilon |
protected SimpleGridMinimizer.NewCellFactoryCtor |
factoryCtor |
protected int |
maxIterations |
protected int |
nStableIterations |
protected RandomLongGenerator |
uniform |
Constructor and Description |
---|
SimpleGridMinimizer(double epsilon,
int maxIterations)
Construct a
SimpleGridMinimizer to solve unconstrained minimization problems. |
SimpleGridMinimizer(RandomLongGenerator uniform,
double epsilon,
int maxIterations)
Construct a
SimpleGridMinimizer to solve unconstrained minimization problems. |
SimpleGridMinimizer(SimpleGridMinimizer.NewCellFactoryCtor factoryCtor,
RandomLongGenerator uniform,
double epsilon,
int maxIterations,
int nStableIterations)
Construct a
SimpleGridMinimizer to solve unconstrained minimization problems. |
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
solve(OptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem . |
public static final int DEFAULT_STABLE_ITERATION_COUNT
protected final RandomLongGenerator uniform
protected final SimpleGridMinimizer.NewCellFactoryCtor factoryCtor
protected final double epsilon
protected final int maxIterations
protected final int nStableIterations
public SimpleGridMinimizer(SimpleGridMinimizer.NewCellFactoryCtor factoryCtor, RandomLongGenerator uniform, double epsilon, int maxIterations, int nStableIterations)
SimpleGridMinimizer
to solve unconstrained minimization problems.factoryCtor
- a factory that constructs a new instance of
SimpleCellFactory
for each problemuniform
- a uniform random number generatorepsilon
- a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations
- the maximum number of iterationsnStableIterations
- the solution is considered converged if the minimum does not change
over this many iterationspublic SimpleGridMinimizer(RandomLongGenerator uniform, double epsilon, int maxIterations)
SimpleGridMinimizer
to solve unconstrained minimization problems.uniform
- a uniform random number generatorepsilon
- a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations
- the maximum number of iterationspublic SimpleGridMinimizer(double epsilon, int maxIterations)
SimpleGridMinimizer
to solve unconstrained minimization problems.epsilon
- a precision parameter: when a number |x| ≤ ε, it is
considered 0maxIterations
- the maximum number of iterationspublic IterativeSolution<Vector> solve(OptimProblem problem) throws Exception
Optimizer
OptimProblem
.solve
in interface Optimizer<OptimProblem,IterativeSolution<Vector>>
problem
- an optimization problemException
- when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.