public class HuangMinimizer extends QuasiNewtonMinimizer
| Modifier and Type | Class and Description |
|---|---|
protected class |
HuangMinimizer.HuangImpl
an implementation of Huang's formula.
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QuasiNewtonMinimizer.QuasiNewtonImplSteepestDescentMinimizer.SteepestDescentImplepsilon, maxIterations| Constructor and Description |
|---|
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 |
|---|---|
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
SteepestDescentMinimizersolve in interface Optimizer<C2OptimProblem,IterativeSolution<Vector>>solve in class SteepestDescentMinimizerproblem - a minimization problem with a C2 objective functionException - when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.