Interface IterativeMethod<S>

Type Parameters:
S - the solution type
All Known Subinterfaces:
IterativeC2Maximizer.Solution, IterativeLinearSystemSolver.Solution, IterativeSolution<S>, SubProblemMinimizer.IterativeSolution<Vector>
All Known Implementing Classes:
BFGSMinimizer.BFGSImpl, BranchAndBound, CSDPMinimizer.Solution, DEOptim.Solution, GaussNewtonMinimizer.MySteepestDescent.GaussNewtonImpl, HomogeneousPathFollowingMinimizer.Solution, HuangMinimizer.HuangImpl, NelderMeadMinimizer.Solution, NewtonRaphsonMinimizer.NewtonRaphsonImpl, PowellMinimizer.PowellImpl, PrimalDualInteriorPointMinimizer.Solution, PrimalDualInteriorPointMinimizer1.Solution, PrimalDualPathFollowingMinimizer.Solution, QPbySOCPMinimizer.Solution, QPbySOCPMinimizer1.Solution, QPDualActiveSetMinimizer.Solution, QPPrimalActiveSetMinimizer.Solution, QuasiNewtonMinimizer.QuasiNewtonImpl, SimpleGridMinimizer.Solution, SQPActiveSetMinimizer.Solution, SQPActiveSetOnlyInequalityConstraintMinimizer.Solution, SteepestDescentMinimizer.SteepestDescentImpl, ZangwillMinimizer.ZangwillImpl

public interface IterativeMethod<S>
An iterative method is a mathematical procedure that generates a sequence of improving approximate solutions for a class of problems. A specific implementation of an iterative method, including the termination criteria, is an algorithm of the iterative method.

This interface defines the structure of an iterative algorithm: initials, iteration step, and convergence criterion.

See Also:
  • Method Summary

    Modifier and Type
    Method
    Description
    search(S... initials)
    Search for a solution that optimizes the objective function from the given starting points.
    void
    setInitials(S... initials)
    Supply the starting points for the search.
    Do the next iteration.
  • Method Details

    • setInitials

      void setInitials(S... initials)
      Supply the starting points for the search. This can also initialize the state of the algorithm for a new search.
      Parameters:
      initials - the initial guesses
    • step

      Object step() throws Exception
      Do the next iteration.
      Returns:
      the information about this step
      Throws:
      Exception - when an error occurs during the search
    • search

      S search(S... initials) throws Exception
      Search for a solution that optimizes the objective function from the given starting points. This method typically calls first setInitials(S...) and then iteratively step(). It implements a default convergence criterion.
      Parameters:
      initials - the initial guesses
      Returns:
      an (approximate) optimizer
      Throws:
      Exception - when an error occurs during the search