public class DEOptim extends SimpleGridMinimizer
DEoptim
in package DEoptim
.Modifier and Type | Class and Description |
---|---|
static interface |
DEOptim.NewCellFactory
This factory constructs a new
DEOptimCellFactory for each minimization problem. |
protected class |
DEOptim.Solution
This is the solution to a minimization problem using
DEOptim . |
SimpleGridMinimizer.NewCellFactoryCtor
DEFAULT_STABLE_ITERATION_COUNT, epsilon, factoryCtor, maxIterations, nStableIterations, uniform
Constructor and Description |
---|
DEOptim(DEOptim.NewCellFactory factoryCtor,
RandomLongGenerator uniform,
double epsilon,
int maxIterations,
int nStableIterations)
Construct a
DEOptim to solve unconstrained minimization problems. |
DEOptim(double Cr,
double F,
double epsilon,
int maxIterations,
int nStableIterations)
Construct a
DEOptim to solve unconstrained minimization problems. |
DEOptim(double Cr,
double F,
RandomLongGenerator uniform,
double epsilon,
int maxIterations,
int nStableIterations)
Construct a
DEOptim to solve unconstrained minimization problems. |
Modifier and Type | Method and Description |
---|---|
IterativeSolution<Vector> |
solve(OptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem . |
public DEOptim(DEOptim.NewCellFactory factoryCtor, RandomLongGenerator uniform, double epsilon, int maxIterations, int nStableIterations)
DEOptim
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 iterations.public DEOptim(double Cr, double F, RandomLongGenerator uniform, double epsilon, int maxIterations, int nStableIterations)
DEOptim
to solve unconstrained minimization problems.Cr
- the crossover probabilityF
- the scaling factoruniform
- 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 iterations.public DEOptim(double Cr, double F, double epsilon, int maxIterations, int nStableIterations)
DEOptim
to solve unconstrained minimization problems.Cr
- the crossover probabilityF
- the scaling factorepsilon
- 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 iterations.public IterativeSolution<Vector> solve(OptimProblem problem) throws Exception
Optimizer
OptimProblem
.solve
in interface Optimizer<OptimProblem,IterativeSolution<Vector>>
solve
in class SimpleGridMinimizer
problem
- an optimization problemException
- when there is an error solving the problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.