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java.lang.Objectorg.apache.commons.math.optimization.DirectSearchOptimizer
org.apache.commons.math.optimization.MultiDirectional
public class MultiDirectional
This class implements the multi-directional direct search method.
NelderMead
Field Summary | |
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private double |
gamma
Contraction coefficient. |
private double |
khi
Expansion coefficient. |
Fields inherited from class org.apache.commons.math.optimization.DirectSearchOptimizer |
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simplex |
Constructor Summary | |
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MultiDirectional()
Build a multi-directional optimizer with default coefficients. |
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MultiDirectional(double khi,
double gamma)
Build a multi-directional optimizer with specified coefficients. |
Method Summary | |
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private double |
evaluateNewSimplex(PointCostPair[] original,
double coeff)
Compute and evaluate a new simplex. |
protected void |
iterateSimplex()
Compute the next simplex of the algorithm. |
Methods inherited from class org.apache.commons.math.optimization.DirectSearchOptimizer |
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evaluateCost, evaluateSimplex, getMinima, minimize, minimize, minimize, minimize, minimize, minimize, replaceWorstPoint |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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private double khi
private double gamma
Constructor Detail |
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public MultiDirectional()
The default values are 2.0 for khi and 0.5 for gamma.
public MultiDirectional(double khi, double gamma)
khi
- expansion coefficientgamma
- contraction coefficientMethod Detail |
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protected void iterateSimplex() throws CostException
iterateSimplex
in class DirectSearchOptimizer
CostException
- if the function cannot be evaluated at
some pointprivate double evaluateNewSimplex(PointCostPair[] original, double coeff) throws CostException
original
- original simplex (to be preserved)coeff
- linear coefficient
CostException
- if the function cannot be evaluated at
some point
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