dev.nm.solver.multivariate.initialization

Class DefaultSimplex

java.lang.Object

dev.nm.solver.multivariate.initialization.DefaultSimplex

All Implemented Interfaces:

InitialsFactory

public class DefaultSimplex
extends Object
implements InitialsFactory

A simplex optimization algorithm, e.g., Nelder-Mead, requires an initial simplex to start the search. To create a simplex from an initial point, we add an increment factor to each component/direction of the point. The increments are computed as a percentage of the maximal absolute value of the components of the initial point. For an initial point of 0, we set the increment to 1.

Constructor Summary

Constructors

Constructor and Description
DefaultSimplex() Construct a simplex builder.
DefaultSimplex(double scale) Construct a simplex builder.

Method Summary

Modifier and Type	Method and Description
Vector[]	getInitials(Vector... initials) Build a simplex of N+1 vertices from an initial point, where N is the dimension of the initial points.

Methods inherited from class java.lang.Object

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

Constructor Detail

DefaultSimplex

public DefaultSimplex(double scale)

Construct a simplex builder.

Parameters:

scale - a percentage (of the maximal absolute value of the components of the initial point)

DefaultSimplex

public DefaultSimplex()

Construct a simplex builder.

Method Detail

getInitials

public Vector[] getInitials(Vector... initials)

Build a simplex of N+1 vertices from an initial point, where N is the dimension of the initial points.

Specified by:

getInitials in interface InitialsFactory

Parameters:

initials - the initial points

Returns:

a simplex