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 classNelderMeadMinimizerThe 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 classConjugateGradientMinimizerA conjugate direction optimization method is performed by using sequential line search along directions that bear a strict mathematical relationship to one another.classFletcherReevesMinimizerThe Fletcher-Reeves method is a variant of the Conjugate-Gradient method.classPowellMinimizerPowell's algorithm, starting from an initial point, performs a series of line searches in one iteration.classZangwillMinimizerZangwill'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 classBFGSMinimizerThe Broyden-Fletcher-Goldfarb-Shanno method is a quasi-Newton method to solve unconstrained nonlinear optimization problems.classDFPMinimizerThe Davidon-Fletcher-Powell method is a quasi-Newton method to solve unconstrained nonlinear optimization problems.classHuangMinimizerHuang's updating formula is a family of formulas which encompasses the rank-one, DFP, BFGS as well as some other formulas.classMcCormickMinimizerDeprecated.the McCormick algorithm does not seem to work well; need further investigation; don't use it.classPearsonMinimizerThis is the Pearson method.classQuasiNewtonMinimizerThe Quasi-Newton methods in optimization are for finding local maxima and minima of functions.classRankOneMinimizerThe 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 classFirstOrderMinimizerThis implements the steepest descent line search using the first order expansion of the Taylor's series.protected static classGaussNewtonMinimizer.MySteepestDescentclassNewtonRaphsonMinimizerThe Newton-Raphson method is a second order steepest descent method that is based on the quadratic approximation of the Taylor series.classSteepestDescentMinimizerA steepest descent algorithm finds the minimum by moving along the negative of the steepest gradient direction.
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