dev.nm.root.univariate.bracketsearch

Class GoldenMinimizer

java.lang.Object

dev.nm.root.univariate.bracketsearch.BracketSearchMinimizer

dev.nm.root.univariate.bracketsearch.GoldenMinimizer

All Implemented Interfaces:

UnivariateMinimizer, Minimizer<C2OptimProblem,UnivariateMinimizer.Solution>, Optimizer<C2OptimProblem,UnivariateMinimizer.Solution>

public class GoldenMinimizer
extends BracketSearchMinimizer

This is the golden section univariate minimization algorithm. On each iteration, it compares the distances to the lower and upper ends of the bracketing interval. The bigger sub-interval is divided by the golden section (about 0.3189660...) at the new next point. The value of the function at this new point is calculated and compared to the current minimum. A new bracketing interval is then chosen in the usual manner as in BracketSearchMinimizer. Choosing the golden section as the bisection ratio gives the fastest convergence among the algorithms that converge linearly. This implementation guarantees that the next guess lies inside the bracketing interval.

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
class	GoldenMinimizer.Solution This is the solution to a Golden section univariate optimization.

Field Summary

Fields inherited from class dev.nm.root.univariate.bracketsearch.BracketSearchMinimizer

epsilon, maxIterations

Constructor Summary

Constructors

Constructor and Description
GoldenMinimizer(double epsilon, int maxIterations) Construct a univariate minimizer using the Golden method.

Method Summary

Modifier and Type	Method and Description
GoldenMinimizer.Solution	solve(C2OptimProblem problem) Solve an optimization problem, e.g., OptimProblem.

Methods inherited from class dev.nm.root.univariate.bracketsearch.BracketSearchMinimizer

solve

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

GoldenMinimizer

public GoldenMinimizer(double epsilon,
                       int maxIterations)

Construct a univariate minimizer using the Golden method.

Parameters:

epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0

maxIterations - the maximum number of iterations

Method Detail

solve

public GoldenMinimizer.Solution solve(C2OptimProblem problem)

Description copied from interface: Optimizer

Solve an optimization problem, e.g., OptimProblem.

Parameters:

problem - an optimization problem

Returns:

a solution to the optimization problem