Class GaussNewtonMinimizer
- java.lang.Object
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- dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.GaussNewtonMinimizer
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public class GaussNewtonMinimizer extends Object
The Gauss-Newton method is a steepest descent method to minimize a real vector function in the form: /[ f(x) = [f_1(x), f_2(x), ..., f_m(x)]' /] The objective function is /[ F(x) = f' %*% f ]/- See Also:
- "Andreas Antoniou, Wu-Sheng Lu, "Algorithm 5.5," Practical Optimization: Algorithms and Engineering Applications."
- Wikipedia: Gauss-Newton algorithm
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Nested Class Summary
Nested Classes Modifier and Type Class Description protected static class
GaussNewtonMinimizer.MySteepestDescent
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Constructor Summary
Constructors Constructor Description GaussNewtonMinimizer(double epsilon, int maxIterations)
Construct a multivariate minimizer using the Gauss-Newton method.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description IterativeSolution<Vector>
solve(RealVectorFunction vf)
Solve the minimization problem to minimize F = vf' * vf.IterativeSolution<Vector>
solve(RealVectorFunction vf, RntoMatrix J)
Solve the minimization problem to minimize F = vf' * vf.
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Constructor Detail
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GaussNewtonMinimizer
public GaussNewtonMinimizer(double epsilon, int maxIterations)
Construct a multivariate minimizer using the Gauss-Newton method.- Parameters:
epsilon
- 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(RealVectorFunction vf, RntoMatrix J) throws Exception
Solve the minimization problem to minimize F = vf' * vf.- Parameters:
vf
- a real vector function to be minimizedJ
- a function that computes the Jacobian of f for a given x- Returns:
- a minimizer
- Throws:
Exception
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solve
public IterativeSolution<Vector> solve(RealVectorFunction vf) throws Exception
Solve the minimization problem to minimize F = vf' * vf.- Parameters:
vf
- a real vector function to be minimized- Returns:
- a minimizer
- Throws:
Exception
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