org.apache.commons.math.optimization.direct
public class NelderMead extends DirectSearchOptimizer
MultiDirectional
Modifier and Type | Field and Description |
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private double |
gamma
Contraction coefficient.
|
private double |
khi
Expansion coefficient.
|
private double |
rho
Reflection coefficient.
|
private double |
sigma
Shrinkage coefficient.
|
simplex
Constructor and Description |
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NelderMead()
Build a Nelder-Mead optimizer with default coefficients.
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NelderMead(double rho,
double khi,
double gamma,
double sigma)
Build a Nelder-Mead optimizer with specified coefficients.
|
Modifier and Type | Method and Description |
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protected void |
iterateSimplex(java.util.Comparator<RealPointValuePair> comparator)
Compute the next simplex of the algorithm.
|
evaluate, evaluateSimplex, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementIterationsCounter, optimize, replaceWorstPoint, setConvergenceChecker, setMaxEvaluations, setMaxIterations, setStartConfiguration, setStartConfiguration
private final double rho
private final double khi
private final double gamma
private final double sigma
public NelderMead()
The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.
public NelderMead(double rho, double khi, double gamma, double sigma)
rho
- reflection coefficientkhi
- expansion coefficientgamma
- contraction coefficientsigma
- shrinkage coefficientprotected void iterateSimplex(java.util.Comparator<RealPointValuePair> comparator) throws FunctionEvaluationException, OptimizationException
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 convergeCopyright (c) 2003-2016 Apache Software Foundation