Class FirstOrderMinimizer

    • Constructor Detail

      • FirstOrderMinimizer

        public FirstOrderMinimizer​(FirstOrderMinimizer.Method method,
                                   double epsilon,
                                   int maxIterations)
        Construct a multivariate minimizer using the First-Order method.
        Parameters:
        method - the method to do line search
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
        maxIterations - the maximum number of iterations
      • FirstOrderMinimizer

        public FirstOrderMinimizer​(double epsilon,
                                   int maxIterations)
        Construct a multivariate minimizer using the First-Order method. This line search is using Fletcher's inexact line search method.
        Parameters:
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
        maxIterations - the maximum number of iterations