Field Detail

• numFun

  public int numFun

  total number of function evaluations necessary

• maxFun

  public int maxFun

  maxFun is the maximum number of calls to fun allowed. the default value of 0 indicates no limit on the number of calls.

• numFuncStops

  public int numFuncStops

  numFuncStops is the number of consecutive positive evaluations of the stop criterion based on function evaluation necessary to cause the abortion of the optimization (default is 4)

Constructor Detail

• MultivariateMinimum

  public MultivariateMinimum()

Method Detail

• findMinimum

  public double findMinimum(MultivariateFunction f,
                            double[] xvec)

  Find minimum close to vector x

  Parameters:

  f - multivariate function

  xvec - initial guesses for the minimum (contains the location of the minimum on return)

  Returns:

  minimal function value

• findMinimum

  public double findMinimum(MultivariateFunction f,
                            double[] xvec,
                            int fxFracDigits,
                            int xFracDigits)

  Find minimum close to vector x (desired fractional digits for each parameter is specified)

  Parameters:

  f - multivariate function

  xvec - initial guesses for the minimum (contains the location of the minimum on return)

  fxFracDigits - desired fractional digits in the function value

  xFracDigits - desired fractional digits in parameters x

  Returns:

  minimal function value

• optimize

  public abstract void optimize(MultivariateFunction f,
                                double[] xvec,
                                double tolfx,
                                double tolx)

  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.

  Parameters:

  f - multivariate function

  xvec - 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

• stopCondition

  public boolean stopCondition(double fx,
                               double[] x,
                               double tolfx,
                               double tolx,
                               boolean firstCall)

  Checks whether optimization should stop

  Parameters:

  fx - current function value

  x - current values of function parameters

  tolfx - absolute tolerance of function value

  tolx - absolute tolerance of each parameter

  firstCall - needs to be set to true when this routine is first called otherwise it should be set to false

  Returns:

  true if either x and its previous value are sufficiently similar or if fx and its previous values are sufficiently similar (test on function value has to be succesful numFuncStops consecutive times)

• copy

  public void copy(double[] target,
                   double[] source)

  Copy source vector into target vector

  Parameters:

  target - parameter array

  source - parameter array