Class DefaultSimplex

  • All Implemented Interfaces:
    InitialsFactory

    public class DefaultSimplex
    extends Object
    implements InitialsFactory
    A simplex optimization algorithm, e.g., Nelder-Mead, requires an initial simplex to start the search. To create a simplex from an initial point, we add an increment factor to each component/direction of the point. The increments are computed as a percentage of the maximal absolute value of the components of the initial point. For an initial point of 0, we set the increment to 1.
    • Constructor Detail

      • DefaultSimplex

        public DefaultSimplex​(double scale)
        Construct a simplex builder.
        Parameters:
        scale - a percentage (of the maximal absolute value of the components of the initial point)
      • DefaultSimplex

        public DefaultSimplex()
        Construct a simplex builder.
    • Method Detail

      • getInitials

        public Vector[] getInitials​(Vector... initials)
        Build a simplex of N+1 vertices from an initial point, where N is the dimension of the initial points.
        Specified by:
        getInitials in interface InitialsFactory
        Parameters:
        initials - the initial points
        Returns:
        a simplex