Class NelderMeadMinimizer

    • Constructor Detail

      • NelderMeadMinimizer

        public NelderMeadMinimizer​(double alpha,
                                   double gamma,
                                   double rho,
                                   double sigma,
                                   double epsilon,
                                   int maxIterations)
        Construct a Nelder-Mead multivariate minimizer.
        Parameters:
        alpha - the reflection coefficient
        gamma - the shrink/reduction coefficient
        rho - the contraction coefficient
        sigma - the shrink/reduction coefficient
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
        maxIterations - the maximum number of iterations
      • NelderMeadMinimizer

        public NelderMeadMinimizer​(double epsilon,
                                   int maxIterations)
        Construct a Nelder-Mead multivariate minimizer.
        Parameters:
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
        maxIterations - the maximum number of iterations