Class LeastPth<T>

  • All Implemented Interfaces:
    MinMaxMinimizer<T>, Optimizer<MinMaxProblem<T>,​IterativeSolution<Vector>>

    public class LeastPth<T>
    extends Object
    implements MinMaxMinimizer<T>
    The least p-th minmax algorithm minimizes the maximal error/loss (function): \[ \min_x \max_{\omega \in S} e(x, \omega) \] \(e(x, \omega)\) is the error or loss function.

    This implementation assumes the set S is discrete and finite. To use this to solve a continuous S set, a sampling of S is required.

    • Constructor Detail

      • LeastPth

        public LeastPth​(double epsilon,
                        int maxIterations)
        Construct a minmax minimizer using the Least p-th method.
        Parameters:
        epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0
        maxIterations - the maximum number of iterations