public class HuangMinimizer extends QuasiNewtonMinimizer
Modifier and Type | Class and Description |
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protected class |
HuangMinimizer.HuangImpl
an implementation of Huang's formula.
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QuasiNewtonMinimizer.QuasiNewtonImpl
SteepestDescentMinimizer.SteepestDescentImpl
epsilon, maxIterations
Constructor and Description |
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HuangMinimizer(double theta,
double phi,
double psi,
double omega,
double epsilon,
int maxIterations)
Construct a multivariate minimizer using Huang's method.
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Modifier and Type | Method and Description |
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IterativeSolution<Vector> |
solve(C2OptimProblem problem)
Solve a minimization problem with a C2 objective function.
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public HuangMinimizer(double theta, double phi, double psi, double omega, double epsilon, int maxIterations)
theta
- θ in Huang's formulaphi
- φ in Huang's formulapsi
- ψ in Huang's formulaomega
- ω in Huang's formulaepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations
- the maximum number of iterationspublic IterativeSolution<Vector> solve(C2OptimProblem problem) throws Exception
SteepestDescentMinimizer
solve
in interface Optimizer<C2OptimProblem,IterativeSolution<Vector>>
solve
in class SteepestDescentMinimizer
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.