Class LeastPth<T>
- java.lang.Object
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- dev.nm.solver.multivariate.minmax.LeastPth<T>
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- All Implemented Interfaces:
MinMaxMinimizer<T>
,Optimizer<MinMaxProblem<T>,IterativeSolution<Vector>>
public class LeastPth<T> extends Object implements MinMaxMinimizer<T>
The least p-th minmax algorithm minimizes the maximal error/loss (function): \[ \min_x \max_{\omega \in S} e(x, \omega) \] \(e(x, \omega)\) is the error or loss function. This implementation assumes the set S is discrete and finite. To use this to solve a continuous S set, a sampling of S is required.
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Constructor Summary
Constructors Constructor Description LeastPth(double epsilon, int maxIterations)
Construct a minmax minimizer using the Least p-th method.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description IterativeSolution<Vector>
solve(MinMaxProblem<T> problem)
Solve an optimization problem, e.g.,OptimProblem
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Method Detail
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solve
public IterativeSolution<Vector> solve(MinMaxProblem<T> problem)
Description copied from interface:Optimizer
Solve an optimization problem, e.g.,OptimProblem
.- Specified by:
solve
in interfaceOptimizer<MinMaxProblem<T>,IterativeSolution<Vector>>
- Parameters:
problem
- an optimization problem- Returns:
- a solution to the optimization problem
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