Class GlobalSearchByLocalMinimizer
- java.lang.Object
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- dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid.SimpleGridMinimizer
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- dev.nm.solver.multivariate.geneticalgorithm.minimizer.local.GlobalSearchByLocalMinimizer
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- All Implemented Interfaces:
Minimizer<OptimProblem,IterativeSolution<Vector>>
,IterativeMinimizer<OptimProblem>
,MultivariateMinimizer<OptimProblem,IterativeSolution<Vector>>
,Optimizer<OptimProblem,IterativeSolution<Vector>>
public class GlobalSearchByLocalMinimizer extends SimpleGridMinimizer
This minimizer is a global optimization method. It puts a mesh over the feasible region and then locally searches (optimizes) the neighborhood around each mesh point. The algorithm tries to escape the local minimums by crossing over other local minimums using a genetic algorithm. The local search (mutation) is performed by a typical local minimization method, such as Nelder-Mead, BFGS.
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Nested Class Summary
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Nested classes/interfaces inherited from class dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid.SimpleGridMinimizer
SimpleGridMinimizer.NewCellFactoryCtor, SimpleGridMinimizer.Solution
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Field Summary
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Fields inherited from class dev.nm.solver.multivariate.geneticalgorithm.minimizer.simplegrid.SimpleGridMinimizer
DEFAULT_STABLE_ITERATION_COUNT, epsilon, factoryCtor, maxIterations, nStableIterations, uniform
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Constructor Summary
Constructors Constructor Description GlobalSearchByLocalMinimizer()
Construct aGlobalSearchByLocalMinimizer
to solve unconstrained minimization problems.GlobalSearchByLocalMinimizer(LocalSearchCellFactory.MinimizerFactory factory, RandomLongGenerator uniform, double epsilon, int maxIterations, int nStableIterations)
Construct aGlobalSearchByLocalMinimizer
to solve unconstrained minimization problems.GlobalSearchByLocalMinimizer(RandomLongGenerator uniform, double epsilon, int maxIterations)
Construct aGlobalSearchByLocalMinimizer
to solve unconstrained minimization problems.
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Constructor Detail
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GlobalSearchByLocalMinimizer
public GlobalSearchByLocalMinimizer(LocalSearchCellFactory.MinimizerFactory factory, RandomLongGenerator uniform, double epsilon, int maxIterations, int nStableIterations)
Construct aGlobalSearchByLocalMinimizer
to solve unconstrained minimization problems.- Parameters:
factory
- a factory that constructs a new instance ofMinimizer
for each problemuniform
- a uniform random number generatorepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations
- the maximum number of iterationsnStableIterations
- The solution is considered converged if the minimum does not change over this many iterations.
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GlobalSearchByLocalMinimizer
public GlobalSearchByLocalMinimizer(RandomLongGenerator uniform, double epsilon, int maxIterations)
Construct aGlobalSearchByLocalMinimizer
to solve unconstrained minimization problems.- Parameters:
uniform
- a uniform random number generatorepsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0maxIterations
- the maximum number of iterations
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GlobalSearchByLocalMinimizer
public GlobalSearchByLocalMinimizer()
Construct aGlobalSearchByLocalMinimizer
to solve unconstrained minimization problems.
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