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java.lang.Objectorg.apache.commons.math.ConvergingAlgorithmImpl
org.apache.commons.math.optimization.univariate.AbstractUnivariateRealOptimizer
org.apache.commons.math.optimization.univariate.BrentOptimizer
public class BrentOptimizer
Implements Richard Brent's algorithm (from his book "Algorithms for Minimization without Derivatives", p. 79) for finding minima of real univariate functions. This implementation is an adaptation partly based on the Python code from SciPy (module "optimize.py" v0.5).
Field Summary |
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Fields inherited from class org.apache.commons.math.optimization.univariate.AbstractUnivariateRealOptimizer |
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functionValue, result, resultComputed |
Fields inherited from class org.apache.commons.math.ConvergingAlgorithmImpl |
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absoluteAccuracy, defaultAbsoluteAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, iterationCount, maximalIterationCount, relativeAccuracy |
Constructor Summary | |
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BrentOptimizer()
Construct a solver. |
Method Summary | |
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protected double |
doOptimize()
Method for implementing actual optimization algorithms in derived classes. |
Methods inherited from class org.apache.commons.math.optimization.univariate.AbstractUnivariateRealOptimizer |
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checkResultComputed, clearResult, computeObjectiveValue, computeObjectiveValue, getEvaluations, getFunctionValue, getGoalType, getMax, getMaxEvaluations, getMin, getResult, getStartValue, optimize, optimize, setFunctionValue, setMaxEvaluations, setResult |
Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl |
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getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, incrementIterationsCounter, resetAbsoluteAccuracy, resetIterationsCounter, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Methods inherited from interface org.apache.commons.math.ConvergingAlgorithm |
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getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy |
Constructor Detail |
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public BrentOptimizer()
Method Detail |
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protected double doOptimize() throws MaxIterationsExceededException, FunctionEvaluationException
AbstractUnivariateRealOptimizer.optimize(UnivariateRealFunction, GoalType, double, double)
.
doOptimize
in class AbstractUnivariateRealOptimizer
MaxIterationsExceededException
- if the maximum iteration count
is exceeded.
FunctionEvaluationException
- if an error occurs evaluating
the function.
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