Package dev.nm.misc.algorithm.iterative
Interface IterativeMethod<S>
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- Type Parameters:
S- the solution type
- All Known Subinterfaces:
IterativeC2Maximizer.Solution,IterativeLinearSystemSolver.Solution,IterativeSolution<S>,SubProblemMinimizer.IterativeSolution<Vector>
- All Known Implementing Classes:
BFGSMinimizer.BFGSImpl,BranchAndBound,CSDPMinimizer.Solution,DEOptim.Solution,GaussNewtonMinimizer.MySteepestDescent.GaussNewtonImpl,HomogeneousPathFollowingMinimizer.Solution,HuangMinimizer.HuangImpl,NelderMeadMinimizer.Solution,NewtonRaphsonMinimizer.NewtonRaphsonImpl,PowellMinimizer.PowellImpl,PrimalDualInteriorPointMinimizer.Solution,PrimalDualInteriorPointMinimizer1.Solution,PrimalDualPathFollowingMinimizer.Solution,QPbySOCPMinimizer.Solution,QPbySOCPMinimizer1.Solution,QPDualActiveSetMinimizer.Solution,QPPrimalActiveSetMinimizer.Solution,QuasiNewtonMinimizer.QuasiNewtonImpl,SimpleGridMinimizer.Solution,SQPActiveSetMinimizer.Solution,SQPActiveSetOnlyInequalityConstraintMinimizer.Solution,SteepestDescentMinimizer.SteepestDescentImpl,ZangwillMinimizer.ZangwillImpl
public interface IterativeMethod<S>An iterative method is a mathematical procedure that generates a sequence of improving approximate solutions for a class of problems. A specific implementation of an iterative method, including the termination criteria, is an algorithm of the iterative method. This interface defines the structure of an iterative algorithm: initials, iteration step, and convergence criterion.- See Also:
- Wikipedia: Iterative method
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description Ssearch(S... initials)Search for a solution that optimizes the objective function from the given starting points.voidsetInitials(S... initials)Supply the starting points for the search.Objectstep()Do the next iteration.
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Method Detail
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setInitials
void setInitials(S... initials)
Supply the starting points for the search. This can also initialize the state of the algorithm for a new search.- Parameters:
initials- the initial guesses
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step
Object step() throws Exception
Do the next iteration.- Returns:
- the information about this step
- Throws:
Exception- when an error occurs during the search
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search
S search(S... initials) throws Exception
Search for a solution that optimizes the objective function from the given starting points. This method typically calls first#setInitials(S...)and then iterativelystep(). It implements a default convergence criterion.- Parameters:
initials- the initial guesses- Returns:
- an (approximate) optimizer
- Throws:
Exception- when an error occurs during the search
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