Class HuangMinimizer
- java.lang.Object
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- dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer
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- dev.nm.solver.multivariate.unconstrained.c2.quasinewton.QuasiNewtonMinimizer
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- dev.nm.solver.multivariate.unconstrained.c2.quasinewton.HuangMinimizer
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- All Implemented Interfaces:
Minimizer<C2OptimProblem,IterativeSolution<Vector>>,IterativeC2Minimizer,IterativeMinimizer<C2OptimProblem>,MultivariateMinimizer<C2OptimProblem,IterativeSolution<Vector>>,Optimizer<C2OptimProblem,IterativeSolution<Vector>>
- Direct Known Subclasses:
DFPMinimizer,McCormickMinimizer,PearsonMinimizer,RankOneMinimizer
public class HuangMinimizer extends QuasiNewtonMinimizer
Huang's updating formula is a family of formulas which encompasses the rank-one, DFP, BFGS as well as some other formulas.
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Nested Class Summary
Nested Classes Modifier and Type Class Description protected classHuangMinimizer.HuangImplan implementation of Huang's formula.-
Nested classes/interfaces inherited from class dev.nm.solver.multivariate.unconstrained.c2.quasinewton.QuasiNewtonMinimizer
QuasiNewtonMinimizer.QuasiNewtonImpl
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Nested classes/interfaces inherited from class dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer
SteepestDescentMinimizer.SteepestDescentImpl
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Field Summary
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Fields inherited from class dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer
epsilon, maxIterations
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Constructor Summary
Constructors Constructor Description HuangMinimizer(double theta, double phi, double psi, double omega, double epsilon, int maxIterations)Construct a multivariate minimizer using Huang's method.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description IterativeSolution<Vector>solve(C2OptimProblem problem)Solve a minimization problem with a C2 objective function.
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Constructor Detail
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HuangMinimizer
public HuangMinimizer(double theta, double phi, double psi, double omega, double epsilon, int maxIterations)Construct a multivariate minimizer using Huang's method.- Parameters:
theta- θ in Huang's formulaphi- φ in Huang's formulapsi- ψ in Huang's formulaomega- ω in Huang's formulaepsilon- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations- the maximum number of iterations
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Method Detail
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solve
public IterativeSolution<Vector> solve(C2OptimProblem problem) throws Exception
Description copied from class:SteepestDescentMinimizerSolve a minimization problem with a C2 objective function.- Specified by:
solvein interfaceOptimizer<C2OptimProblem,IterativeSolution<Vector>>- Specified by:
solvein classSteepestDescentMinimizer- Parameters:
problem- a minimization problem with a C2 objective function- Returns:
- a minimizer
- Throws:
Exception- when there is an error solving the problem
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