ConjugateDirectionSearch (Fiji Javadocs 0-SNAPSHOT API)

java.lang.Object
- pal.math.MultivariateMinimum
- - pal.math.ConjugateDirectionSearch

```
public class ConjugateDirectionSearch
extends MultivariateMinimum
```
methods for minimization of a real-valued function of several variables without using derivatives (Brent's modification of a conjugate direction search method proposed by Powell)

Author:

Korbinian Strimmer

Nested Class Summary

Nested Classes
Modifier and Type Class and Description

static class ConjugateDirectionSearch.OptimizationError

Nested Classes
Modifier and Type	Class and Description
`static class`	`ConjugateDirectionSearch.OptimizationError`

Field Summary

Fields
Modifier and Type	Field and Description
`boolean`	`illc` illc should be set to true if the problem is known to be ill-conditioned.
`boolean`	`interrupt` MHL: added this so we can interrupt the optimization if we need to.
`int`	`prin` controls the printed output from the routine (0 = no output, 1 = print only starting and final values, 2 = detailed map of the minimization process, 3 = print also eigenvalues and vectors of the search directions), the default value is 0
`double`	`scbd` scbd is a scaling parameter.
`double`	`step` step is a steplength parameter and should be set equal to the expected distance from the solution.

Fields inherited from class pal.math.MultivariateMinimum
maxFun, numFun, numFuncStops

Constructor Summary

Constructors
Constructor and Description

ConjugateDirectionSearch()
constructor

Constructors
Constructor and Description
`ConjugateDirectionSearch()` constructor

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`void`	`optimize(MultivariateFunction f, double[] xvector, double tolfx, double tolx)` The actual optimization routine (needs to be implemented in a subclass of MultivariateMinimum).

Methods inherited from class pal.math.MultivariateMinimum
copy, findMinimum, findMinimum, stopCondition

Methods inherited from class java.lang.Object
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - prin
```
public int prin
```
    controls the printed output from the routine (0 = no output, 1 = print only starting and final values, 2 = detailed map of the minimization process, 3 = print also eigenvalues and vectors of the search directions), the default value is 0
  - step
```
public double step
```
    step is a steplength parameter and should be set equal to the expected distance from the solution. exceptionally small or large values of step lead to slower convergence on the first few iterations the default value for step is 1.0
  - scbd
```
public double scbd
```
    scbd is a scaling parameter. 1.0 is the default and indicates no scaling. if the scales for the different parameters are very different, scbd should be set to a value of about 10.0.
  - illc
```
public boolean illc
```
    illc should be set to true if the problem is known to be ill-conditioned. the default is false. this variable is automatically set, when the problem is found to to be ill-conditioned during iterations.
  - interrupt
```
public boolean interrupt
```
    MHL: added this so we can interrupt the optimization if we need to.
- Constructor Detail
  - ConjugateDirectionSearch
```
public ConjugateDirectionSearch()
```
    constructor
- Method Detail
  - optimize
```
public void optimize(MultivariateFunction f,
                     double[] xvector,
                     double tolfx,
                     double tolx)
```
    Description copied from class: MultivariateMinimum
    
    The actual optimization routine (needs to be implemented in a subclass of MultivariateMinimum). It finds a minimum close to vector x when the absolute tolerance for each parameter is specified.
    
    Specified by:
    
    optimize in class MultivariateMinimum
    
    Parameters:
    
    f - multivariate function
    
    xvector - initial guesses for the minimum (contains the location of the minimum on return)
    
    tolfx - absolute tolerance of function value
    
    tolx - absolute tolerance of each parameter

Class ConjugateDirectionSearch

Nested Class Summary

Field Summary

Fields inherited from class pal.math.MultivariateMinimum

Constructor Summary

Method Summary

Methods inherited from class pal.math.MultivariateMinimum

Methods inherited from class java.lang.Object

Field Detail

prin

step

scbd

illc

interrupt

Constructor Detail

ConjugateDirectionSearch

Method Detail

optimize