Class ZangwillMinimizer
- 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.ZangwillMinimizer
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- All Implemented Interfaces:
Minimizer<C2OptimProblem,IterativeSolution<Vector>>
,IterativeC2Minimizer
,IterativeMinimizer<C2OptimProblem>
,MultivariateMinimizer<C2OptimProblem,IterativeSolution<Vector>>
,Optimizer<C2OptimProblem,IterativeSolution<Vector>>
public class ZangwillMinimizer extends SteepestDescentMinimizer
Zangwill's algorithm is an improved version of Powell's algorithm. It enhances the algorithm to generate a set of conjugate directions that are always linearly independent. Despite the "improvement", in practice however, Zangwill's algorithm seems to produce results that are less accurate than those of Powell's algorithm.
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Nested Class Summary
Nested Classes Modifier and Type Class Description protected class
ZangwillMinimizer.ZangwillImpl
an implementation of Zangwill's algorithm-
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 ZangwillMinimizer(double epsilon, double epsilon2, int maxIterations)
Construct a multivariate minimizer using the Zangwill 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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ZangwillMinimizer
public ZangwillMinimizer(double epsilon, double epsilon2, int maxIterations)
Construct a multivariate minimizer using the Zangwill method.- Parameters:
epsilon
- a precision parameter: when a number |x| ≤ ε, it is considered 0epsilon2
- a precision parameter to decide whether there is a linear dependence among the conjugate directionsmaxIterations
- 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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