Class RankOneMinimizer
- java.lang.Object
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- dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer
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- dev.nm.solver.multivariate.unconstrained.c2.quasinewton.QuasiNewtonMinimizer
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- dev.nm.solver.multivariate.unconstrained.c2.quasinewton.HuangMinimizer
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- dev.nm.solver.multivariate.unconstrained.c2.quasinewton.RankOneMinimizer
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- All Implemented Interfaces:
Minimizer<C2OptimProblem,IterativeSolution<Vector>>
,IterativeC2Minimizer
,IterativeMinimizer<C2OptimProblem>
,MultivariateMinimizer<C2OptimProblem,IterativeSolution<Vector>>
,Optimizer<C2OptimProblem,IterativeSolution<Vector>>
public class RankOneMinimizer extends HuangMinimizer
The Rank One method is a quasi-Newton method to solve unconstrained nonlinear optimization problems. It owes its name to the fact that correction matrix has a rank of unity.
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Nested Class Summary
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Nested classes/interfaces inherited from class dev.nm.solver.multivariate.unconstrained.c2.quasinewton.HuangMinimizer
HuangMinimizer.HuangImpl
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Nested classes/interfaces inherited from class dev.nm.solver.multivariate.unconstrained.c2.quasinewton.QuasiNewtonMinimizer
QuasiNewtonMinimizer.QuasiNewtonImpl
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Nested classes/interfaces inherited from class dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer
SteepestDescentMinimizer.SteepestDescentImpl
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Field Summary
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Fields inherited from class dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer
epsilon, maxIterations
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Constructor Summary
Constructors Constructor Description RankOneMinimizer(double epsilon, int maxIterations)
Construct a multivariate minimizer using the Rank One method.
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