Class ConjugateGradientMinimizer
- java.lang.Object
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- dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer
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- dev.nm.solver.multivariate.unconstrained.c2.conjugatedirection.ConjugateGradientMinimizer
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- All Implemented Interfaces:
Minimizer<C2OptimProblem,IterativeSolution<Vector>>
,IterativeC2Minimizer
,IterativeMinimizer<C2OptimProblem>
,MultivariateMinimizer<C2OptimProblem,IterativeSolution<Vector>>
,Optimizer<C2OptimProblem,IterativeSolution<Vector>>
- Direct Known Subclasses:
FletcherReevesMinimizer
public class ConjugateGradientMinimizer extends SteepestDescentMinimizer
A conjugate direction optimization method is performed by using sequential line search along directions that bear a strict mathematical relationship to one another. In particular, this conjugate-gradient method generates a new search direction by adding a vector βkdk to the negative gradient -gk+1. The algorithm was originally developed for quadratic problems. For convex quadratic problems, the algorithm converges in n iterations, where n is the number of variables. It still has good convergence properties when applied to non-quadratic problems.- See Also:
- "Andreas Antoniou, Wu-Sheng Lu, "Theorem 6.4, Algorithm 6.2," Practical Optimization: Algorithms and Engineering Applications."
- Wikipedia: Conjugate gradient method
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Nested Class Summary
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Nested classes/interfaces inherited from class dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer
SteepestDescentMinimizer.SteepestDescentImpl
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Field Summary
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Fields inherited from class dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer
epsilon, maxIterations
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Constructor Summary
Constructors Constructor Description ConjugateGradientMinimizer(double epsilon, int maxIterations)
Construct a multivariate minimizer using the Conjugate-Gradient method.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description IterativeSolution<Vector>
solve(C2OptimProblem problem)
Solve a minimization problem with a C2 objective function.
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Constructor Detail
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ConjugateGradientMinimizer
public ConjugateGradientMinimizer(double epsilon, int maxIterations)
Construct a multivariate minimizer using the Conjugate-Gradient 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(C2OptimProblem problem) throws Exception
Description copied from class:SteepestDescentMinimizer
Solve a minimization problem with a C2 objective function.- Specified by:
solve
in interfaceOptimizer<C2OptimProblem,IterativeSolution<Vector>>
- Specified by:
solve
in classSteepestDescentMinimizer
- Parameters:
problem
- a minimization problem with a C2 objective function- Returns:
- a minimizer
- Throws:
Exception
- when there is an error solving the problem
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