Class BrentMinimizer
- java.lang.Object
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- dev.nm.root.univariate.bracketsearch.BracketSearchMinimizer
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- dev.nm.root.univariate.bracketsearch.BrentMinimizer
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- All Implemented Interfaces:
UnivariateMinimizer
,Minimizer<C2OptimProblem,UnivariateMinimizer.Solution>
,Optimizer<C2OptimProblem,UnivariateMinimizer.Solution>
public class BrentMinimizer extends BracketSearchMinimizer
Brent's algorithm is the preferred method for finding the minimum of a univariate function. It is able to recognize behavior of the function to switch between the golden ratio and parabolic approach.
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Nested Class Summary
Nested Classes Modifier and Type Class Description class
BrentMinimizer.Solution
This is the solution to a Brent's univariate optimization.
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Field Summary
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Fields inherited from class dev.nm.root.univariate.bracketsearch.BracketSearchMinimizer
epsilon, maxIterations
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Constructor Summary
Constructors Constructor Description BrentMinimizer(double epsilon, int maxIterations)
Construct a univariate minimizer using Brent's algorithm.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description BrentMinimizer.Solution
solve(C2OptimProblem problem)
Solve an optimization problem, e.g.,OptimProblem
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Methods inherited from class dev.nm.root.univariate.bracketsearch.BracketSearchMinimizer
solve
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Method Detail
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solve
public BrentMinimizer.Solution solve(C2OptimProblem problem)
Description copied from interface:Optimizer
Solve an optimization problem, e.g.,OptimProblem
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problem
- an optimization problem- Returns:
- a solution to the optimization problem
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