com.numericalmethod.suanshu.optimization.geneticalgorithm.minimizer.simplegrid

Class SimpleGridMinimizer

java.lang.Object

com.numericalmethod.suanshu.optimization.geneticalgorithm.minimizer.simplegrid.SimpleGridMinimizer

All Implemented Interfaces:

Minimizer<OptimProblem,IterativeMinimizer<Vector>>, Optimizer<OptimProblem,IterativeMinimizer<Vector>>, java.io.Serializable

Direct Known Subclasses:

DEOptim, GlobalSearchByLocalMinimizer

public class SimpleGridMinimizer
extends java.lang.Object
implements Minimizer<OptimProblem,IterativeMinimizer<Vector>>

This minimizer is a simple global optimization method. It puts a mesh over the feasible region and then locally searches (optimizes) the neighborhood around each mesh point. The algorithm tries to escape the local minimums by crossing over other local minimums using a genetic algorithm.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static interface	SimpleGridMinimizer.NewCellFactoryCtor This factory constructs a new SimpleCellFactory for each minimization problem.
protected class	SimpleGridMinimizer.Solution This is the solution to a minimization problem using SimpleGridMinimizer.

Field Summary

Fields

Modifier and Type	Field and Description
protected double	epsilon
protected SimpleGridMinimizer.NewCellFactoryCtor	factoryCtor
protected int	maxIterations
protected int	nStableIterations
protected boolean	parallel
protected RandomLongGenerator	uniform

Constructor Summary

Constructors

Constructor and Description
SimpleGridMinimizer(boolean parallel, double epsilon, int maxIterations) Construct a SimpleGridMinimizer to solve unconstrained minimization problems.
SimpleGridMinimizer(SimpleGridMinimizer.NewCellFactoryCtor factoryCtor, boolean parallel, RandomLongGenerator uniform, double epsilon, int maxIterations, int nStableIterations) Construct a SimpleGridMinimizer to solve unconstrained minimization problems.

Method Summary

Modifier and Type	Method and Description
IterativeMinimizer<Vector>	solve(OptimProblem 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

Field Detail

parallel

protected final boolean parallel

uniform

protected final RandomLongGenerator uniform

factoryCtor

protected final SimpleGridMinimizer.NewCellFactoryCtor factoryCtor

epsilon

protected final double epsilon

maxIterations

protected final int maxIterations

nStableIterations

protected final int nStableIterations

Constructor Detail

SimpleGridMinimizer

public SimpleGridMinimizer(SimpleGridMinimizer.NewCellFactoryCtor factoryCtor,
                           boolean parallel,
                           RandomLongGenerator uniform,
                           double epsilon,
                           int maxIterations,
                           int nStableIterations)

Construct a SimpleGridMinimizer to solve unconstrained minimization problems.

Parameters:

factoryCtor - a factory that constructs a new instance of SimpleCellFactory for each problem

parallel - true if the algorithm is to run in parallel (multi-core)

uniform - a uniform random number generator

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

maxIterations - the maximum number of iterations

nStableIterations - The solution is considered converged if the minimum does not change over this many iterations.

SimpleGridMinimizer

public SimpleGridMinimizer(boolean parallel,
                           double epsilon,
                           int maxIterations)

Construct a SimpleGridMinimizer to solve unconstrained minimization problems.

Parameters:

parallel - true if the algorithm is to run in parallel (multi-core)

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

maxIterations - the maximum number of iterations

Method Detail

solve

public IterativeMinimizer<Vector> solve(OptimProblem problem)
                                 throws java.lang.Exception

Description copied from interface: Optimizer

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

Specified by:

solve in interface Optimizer<OptimProblem,IterativeMinimizer<Vector>>

Parameters:

problem - an optimization problem

Returns:

a solution to the optimization problem

Throws:

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