dev.nm.solver.multivariate.unconstrained.c2.quasinewton

Class HuangMinimizer

java.lang.Object

dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer

dev.nm.solver.multivariate.unconstrained.c2.quasinewton.QuasiNewtonMinimizer

dev.nm.solver.multivariate.unconstrained.c2.quasinewton.HuangMinimizer

All Implemented Interfaces:

Minimizer<C2OptimProblem,IterativeSolution<Vector>>, IterativeC2Minimizer, IterativeMinimizer<C2OptimProblem>, MultivariateMinimizer<C2OptimProblem,IterativeSolution<Vector>>, Optimizer<C2OptimProblem,IterativeSolution<Vector>>

Direct Known Subclasses:

DFPMinimizer, McCormickMinimizer, PearsonMinimizer, RankOneMinimizer

public class HuangMinimizer
extends QuasiNewtonMinimizer

Huang's updating formula is a family of formulas which encompasses the rank-one, DFP, BFGS as well as some other formulas.

See Also:

"Andreas Antoniou, Wu-Sheng Lu, "Section 7.9, Table 7.1," Practical Optimization: Algorithms and Engineering Applications."

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
protected class	HuangMinimizer.HuangImpl an implementation of Huang's formula.

Nested classes/interfaces inherited from class dev.nm.solver.multivariate.unconstrained.c2.quasinewton.QuasiNewtonMinimizer

QuasiNewtonMinimizer.QuasiNewtonImpl

Nested classes/interfaces inherited from class dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer

SteepestDescentMinimizer.SteepestDescentImpl

Field Summary

Fields inherited from class dev.nm.solver.multivariate.unconstrained.c2.steepestdescent.SteepestDescentMinimizer

epsilon, maxIterations

Constructor Summary

Constructors

Constructor and Description
HuangMinimizer(double theta, double phi, double psi, double omega, double epsilon, int maxIterations) Construct a multivariate minimizer using Huang's method.

Method Summary

Modifier and Type	Method and Description
IterativeSolution<Vector>	solve(C2OptimProblem problem) Solve a minimization problem with a C2 objective function.

Methods inherited from class java.lang.Object

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

Constructor Detail

HuangMinimizer

public HuangMinimizer(double theta,
                      double phi,
                      double psi,
                      double omega,
                      double epsilon,
                      int maxIterations)

Construct a multivariate minimizer using Huang's method.

Parameters:

theta - θ in Huang's formula

phi - φ in Huang's formula

psi - ψ in Huang's formula

omega - ω in Huang's formula

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

maxIterations - the maximum number of iterations

Method Detail

solve

public IterativeSolution<Vector> solve(C2OptimProblem problem)
                                throws Exception

Description copied from class: SteepestDescentMinimizer

Solve a minimization problem with a C² objective function.

Specified by:

solve in interface Optimizer<C2OptimProblem,IterativeSolution<Vector>>

Specified by:

solve in class SteepestDescentMinimizer

Parameters:

problem - a minimization problem with a C² objective function

Returns:

a minimizer

Throws:

Exception - when there is an error solving the problem