public class FletcherLineSearch extends Object implements LineSearch
LineSearch.Solution
Constructor and Description |
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FletcherLineSearch()
Construct a line search minimizer using the Fletcher method with the
default control parameters.
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FletcherLineSearch(double rho,
double sigma,
double tau,
double chi,
double epsilon,
int maxIterations)
Construct a line search minimizer using the Fletcher method.
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Modifier and Type | Method and Description |
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LineSearch.Solution |
solve(C2OptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem . |
public FletcherLineSearch(double rho, double sigma, double tau, double chi, double epsilon, int maxIterations)
rho
- a precision parameter; smaller ρ, e.g., 0.1,
gives better accuracysigma
- a precision parameter; smaller σ, e.g., 0.1,
gives better accuracytau
- a control parameter to prevent the result from being
too close to boundarychi
- a control parameter to prevent the result from being
too close to boundaryepsilon
- a precision parameter: when a number |x| ≤
ε, it is considered 0. This affects the
precision of the result.maxIterations
- the maximum number of iterations. This affects the
precision of the result.public FletcherLineSearch()
public LineSearch.Solution solve(C2OptimProblem problem)
Optimizer
OptimProblem
.solve
in interface Optimizer<C2OptimProblem,LineSearch.Solution>
problem
- an optimization problemCopyright © 2010-2020 NM FinTech Ltd.. All Rights Reserved.