@Deprecated public class BrentOptimizer extends BaseAbstractUnivariateOptimizer
(lo, hi), this class
finds an approximation x to the point at which the function
attains its minimum.
It implements Richard Brent's algorithm (from his book "Algorithms for
Minimization without Derivatives", p. 79) for finding minima of real
univariate functions.
| Constructor and Description |
|---|
BrentOptimizer(double rel,
double abs)
Deprecated.
The arguments are used for implementing the original stopping criterion
of Brent's algorithm.
|
BrentOptimizer(double rel,
double abs,
ConvergenceChecker<UnivariatePointValuePair> checker)
Deprecated.
The arguments are used implement the original stopping criterion
of Brent's algorithm.
|
| Modifier and Type | Method and Description |
|---|---|
protected UnivariatePointValuePair |
doOptimize()
Deprecated.
Method for implementing actual optimization algorithms in derived
classes.
|
computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getMax, getMaxEvaluations, getMin, getStartValue, optimize, optimizepublic BrentOptimizer(double rel,
double abs,
ConvergenceChecker<UnivariatePointValuePair> checker)
abs and rel define a tolerance
tol = rel |x| + abs. rel should be no smaller than
2 macheps and preferably not much less than sqrt(macheps),
where macheps is the relative machine precision. abs must
be positive.rel - Relative threshold.abs - Absolute threshold.checker - Additional, user-defined, convergence checking
procedure.NotStrictlyPositiveException - if abs <= 0.NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).public BrentOptimizer(double rel,
double abs)
abs and rel define a tolerance
tol = rel |x| + abs. rel should be no smaller than
2 macheps and preferably not much less than sqrt(macheps),
where macheps is the relative machine precision. abs must
be positive.rel - Relative threshold.abs - Absolute threshold.NotStrictlyPositiveException - if abs <= 0.NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).protected UnivariatePointValuePair doOptimize()
doOptimize in class BaseAbstractUnivariateOptimizerCopyright © 2003–2016 The Apache Software Foundation. All rights reserved.