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java.lang.Objectorg.apache.commons.math.optimization.direct.DirectSearchOptimizer
org.apache.commons.math.optimization.direct.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.direct.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 RealPointValuePair |
evaluateNewSimplex(RealPointValuePair[] original,
double coeff,
java.util.Comparator<RealPointValuePair> comparator)
Compute and evaluate a new simplex. |
protected void |
iterateSimplex(java.util.Comparator<RealPointValuePair> comparator)
Compute the next simplex of the algorithm. |
Methods inherited from class org.apache.commons.math.optimization.direct.DirectSearchOptimizer |
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evaluate, evaluateSimplex, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementIterationsCounter, optimize, replaceWorstPoint, setConvergenceChecker, setMaxEvaluations, setMaxIterations, setStartConfiguration, setStartConfiguration |
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 final double khi
private final 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(java.util.Comparator<RealPointValuePair> comparator) throws FunctionEvaluationException, OptimizationException, java.lang.IllegalArgumentException
iterateSimplex
in class DirectSearchOptimizer
comparator
- comparator to use to sort simplex vertices from best to worst
FunctionEvaluationException
- if the function cannot be evaluated at
some point
OptimizationException
- if the algorithm fails to converge
java.lang.IllegalArgumentException
- if the start point dimension is wrongprivate RealPointValuePair evaluateNewSimplex(RealPointValuePair[] original, double coeff, java.util.Comparator<RealPointValuePair> comparator) throws FunctionEvaluationException, OptimizationException
original
- original simplex (to be preserved)coeff
- linear coefficientcomparator
- comparator to use to sort simplex vertices from best to poorest
FunctionEvaluationException
- if the function cannot be evaluated at some point
OptimizationException
- if the maximal number of evaluations is exceeded
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