Uses of Interface
dev.nm.solver.multivariate.unconstrained.c2.IterativeC2Minimizer
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Uses of IterativeC2Minimizer in dev.nm.solver.multivariate.constrained.general.penaltymethod
Constructors in dev.nm.solver.multivariate.constrained.general.penaltymethod with parameters of type IterativeC2Minimizer Constructor Description PenaltyMethodMinimizer(PenaltyMethodMinimizer.PenaltyFunctionFactory penaltyFunctionFactory, double gamma, IterativeC2Minimizer minimizer)
Construct a constrained minimizer using the penalty method. -
Uses of IterativeC2Minimizer in dev.nm.solver.multivariate.unconstrained.c2
Classes in dev.nm.solver.multivariate.unconstrained.c2 that implement IterativeC2Minimizer Modifier and Type Class Description class
NelderMeadMinimizer
The Nelder-Mead method is a nonlinear optimization technique, which is well-defined for twice differentiable and unimodal problems. -
Uses of IterativeC2Minimizer in dev.nm.solver.multivariate.unconstrained.c2.conjugatedirection
Classes in dev.nm.solver.multivariate.unconstrained.c2.conjugatedirection that implement IterativeC2Minimizer Modifier and Type Class Description class
ConjugateGradientMinimizer
A conjugate direction optimization method is performed by using sequential line search along directions that bear a strict mathematical relationship to one another.class
FletcherReevesMinimizer
The Fletcher-Reeves method is a variant of the Conjugate-Gradient method.class
PowellMinimizer
Powell's algorithm, starting from an initial point, performs a series of line searches in one iteration.class
ZangwillMinimizer
Zangwill's algorithm is an improved version of Powell's algorithm. -
Uses of IterativeC2Minimizer in dev.nm.solver.multivariate.unconstrained.c2.quasinewton
Classes in dev.nm.solver.multivariate.unconstrained.c2.quasinewton that implement IterativeC2Minimizer Modifier and Type Class Description class
BFGSMinimizer
The Broyden-Fletcher-Goldfarb-Shanno method is a quasi-Newton method to solve unconstrained nonlinear optimization problems.class
DFPMinimizer
The Davidon-Fletcher-Powell method is a quasi-Newton method to solve unconstrained nonlinear optimization problems.class
HuangMinimizer
Huang's updating formula is a family of formulas which encompasses the rank-one, DFP, BFGS as well as some other formulas.class
McCormickMinimizer
Deprecated.the McCormick algorithm does not seem to work well; need further investigation; don't use it.class
PearsonMinimizer
This is the Pearson method.class
QuasiNewtonMinimizer
The Quasi-Newton methods in optimization are for finding local maxima and minima of functions.class
RankOneMinimizer
The Rank One method is a quasi-Newton method to solve unconstrained nonlinear optimization problems. -
Uses of IterativeC2Minimizer in dev.nm.solver.multivariate.unconstrained.c2.steepestdescent
Classes in dev.nm.solver.multivariate.unconstrained.c2.steepestdescent that implement IterativeC2Minimizer Modifier and Type Class Description class
FirstOrderMinimizer
This implements the steepest descent line search using the first order expansion of the Taylor's series.protected static class
GaussNewtonMinimizer.MySteepestDescent
class
NewtonRaphsonMinimizer
The Newton-Raphson method is a second order steepest descent method that is based on the quadratic approximation of the Taylor series.class
SteepestDescentMinimizer
A steepest descent algorithm finds the minimum by moving along the negative of the steepest gradient direction.
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