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java.lang.Objectorg.apache.commons.math.optimization.direct.DirectSearchOptimizer
org.apache.commons.math.optimization.direct.NelderMead
public class NelderMead
This class implements the Nelder-Mead direct search method.
MultiDirectional
Field Summary |
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Fields inherited from class org.apache.commons.math.optimization.direct.DirectSearchOptimizer |
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simplex |
Constructor Summary | |
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NelderMead()
Build a Nelder-Mead optimizer with default coefficients. |
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NelderMead(double rho,
double khi,
double gamma,
double sigma)
Build a Nelder-Mead optimizer with specified coefficients. |
Method Summary | |
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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 |
Constructor Detail |
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public NelderMead()
The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.
public NelderMead(double rho, double khi, double gamma, double sigma)
rho
- reflection coefficientkhi
- expansion coefficientgamma
- contraction coefficientsigma
- shrinkage coefficientMethod Detail |
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protected void iterateSimplex(java.util.Comparator<RealPointValuePair> comparator) throws FunctionEvaluationException, OptimizationException
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
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