com.numericalmethod.suanshu.optimization.constrained.integer.bruteforce

Class BruteForceIPMinimizer

java.lang.Object

com.numericalmethod.suanshu.optimization.constrained.integer.bruteforce.BruteForceIPMinimizer

All Implemented Interfaces:

IPMinimizer<BruteForceIPProblem,BruteForceIPMinimizer.Solution>, Minimizer<BruteForceIPProblem,BruteForceIPMinimizer.Solution>, Optimizer<BruteForceIPProblem,BruteForceIPMinimizer.Solution>, java.io.Serializable

public class BruteForceIPMinimizer
extends java.lang.Object
implements IPMinimizer<BruteForceIPProblem,BruteForceIPMinimizer.Solution>

This implementation solves an integral constrained minimization problem by brute force search for all possible integer combinations. For each combination, it fixes the integral variables to the integers. The problem then becomes a real valued minimization problem, which can be solved by another constrained minimization algorithm, e.g., Nelder-Mead or BFGS. The drawbacks are that: (1) the integral domains must be enumerable, hence bounded and known; (2) the performance is very slow.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static interface	BruteForceIPMinimizer.ConstrainedMinimizerFactory<U extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeMinimizer<Vector>>> This factory constructs a new instance of ConstrainedMinimizer to solve a real valued minimization problem.
class	BruteForceIPMinimizer.Solution This is the solution to an integral constrained minimization using the brute-force search.

Constructor Summary

Constructors

Constructor and Description
BruteForceIPMinimizer(BruteForceIPMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeMinimizer<Vector>>> factory) Construct a brute force minimizer to solve integral constrained minimization problems.
BruteForceIPMinimizer(double epsilon, int maxIterations) Construct a brute force minimizer to solve integral constrained minimization problems.

Method Summary

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

Methods inherited from class java.lang.Object

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

Constructor Detail

BruteForceIPMinimizer

public BruteForceIPMinimizer(BruteForceIPMinimizer.ConstrainedMinimizerFactory<? extends ConstrainedMinimizer<ConstrainedOptimProblem,IterativeMinimizer<Vector>>> factory)

Construct a brute force minimizer to solve integral constrained minimization problems.

Parameters:

factory - a factory that constructs a new instance of ConstrainedMinimizerFactory to solve a real valued minimization problem

BruteForceIPMinimizer

public BruteForceIPMinimizer(double epsilon,
                             int maxIterations)

Construct a brute force minimizer to solve integral constrained minimization problems.

Parameters:

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

maxIterations - the maximum number of iterations

Method Detail

solve

public BruteForceIPMinimizer.Solution solve(BruteForceIPProblem problem)
                                     throws java.lang.Exception

Description copied from interface: Optimizer

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

Specified by:

solve in interface Optimizer<BruteForceIPProblem,BruteForceIPMinimizer.Solution>

Parameters:

problem - an optimization problem

Returns:

a solution to the optimization problem

Throws:

java.lang.Exception - when there is an error solving the problem