org.apache.commons.math.optimization.direct
public class MultiDirectional extends DirectSearchOptimizer
NelderMead
Modifier and Type | Field and Description |
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private double |
gamma
Contraction coefficient.
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private double |
khi
Expansion coefficient.
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simplex
Constructor and Description |
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MultiDirectional()
Build a multi-directional optimizer with default coefficients.
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MultiDirectional(double khi,
double gamma)
Build a multi-directional optimizer with specified coefficients.
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Modifier and Type | Method and Description |
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private RealPointValuePair |
evaluateNewSimplex(RealPointValuePair[] original,
double coeff,
java.util.Comparator<RealPointValuePair> comparator)
Compute and evaluate a new simplex.
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protected void |
iterateSimplex(java.util.Comparator<RealPointValuePair> comparator)
Compute the next simplex of the algorithm.
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evaluate, evaluateSimplex, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementIterationsCounter, optimize, replaceWorstPoint, setConvergenceChecker, setMaxEvaluations, setMaxIterations, setStartConfiguration, setStartConfiguration
private final double khi
private final double gamma
public MultiDirectional()
The default values are 2.0 for khi and 0.5 for gamma.
public MultiDirectional(double khi, double gamma)
khi
- expansion coefficientgamma
- contraction coefficientprotected void iterateSimplex(java.util.Comparator<RealPointValuePair> comparator) throws FunctionEvaluationException, OptimizationException, java.lang.IllegalArgumentException
iterateSimplex
in class DirectSearchOptimizer
comparator
- comparator to use to sort simplex vertices from best to worstFunctionEvaluationException
- if the function cannot be evaluated at
some pointOptimizationException
- if the algorithm fails to convergejava.lang.IllegalArgumentException
- if the start point dimension is wrongprivate RealPointValuePair evaluateNewSimplex(RealPointValuePair[] original, double coeff, java.util.Comparator<RealPointValuePair> comparator) throws FunctionEvaluationException, OptimizationException
original
- original simplex (to be preserved)coeff
- linear coefficientcomparator
- comparator to use to sort simplex vertices from best to poorestFunctionEvaluationException
- if the function cannot be evaluated at some pointOptimizationException
- if the maximal number of evaluations is exceededCopyright (c) 2003-2016 Apache Software Foundation