Class SteepestDescentMinimizer.SteepestDescentImpl

    • Method Detail

      • getDirection

        protected abstract Vector getDirection​(Vector xk)
        Get the next search direction.
        Parameters:
        xk - the current minimizer
        Returns:
        the next search direction
      • getIncrement

        protected double getIncrement​(Vector xk,
                                      Vector dk)
        Get the increment fraction, αk.
        Parameters:
        xk - the current minimizer
        dk - the search direction
        Returns:
        αk
      • search

        public Vector search​(Vector... initials)
                      throws Exception
        Description copied from interface: IterativeMethod
        Search for a solution that optimizes the objective function from the given starting points. This method typically calls first #setInitials(S...) and then iteratively IterativeMethod.step(). It implements a default convergence criterion.
        Specified by:
        search in interface IterativeMethod<Vector>
        Parameters:
        initials - the initial guesses
        Returns:
        an (approximate) optimizer
        Throws:
        Exception - when an error occurs during the search
      • setInitials

        public void setInitials​(Vector... initials)
        Description copied from interface: IterativeMethod
        Supply the starting points for the search. This can also initialize the state of the algorithm for a new search.
        Specified by:
        setInitials in interface IterativeMethod<Vector>
        Parameters:
        initials - the initial guesses