Package dev.nm.misc.algorithm.iterative

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:

Wikipedia: Iterative method

Method Summary

Modifier and Type	Method	Description
S	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.
Object	step()	Do the next iteration.

Method Detail

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