com.numericalmethod.suanshu.optimization.initialization

Class DefaultSimplex

java.lang.Object

com.numericalmethod.suanshu.optimization.initialization.DefaultSimplex

All Implemented Interfaces:

BuildInitials, java.io.Serializable

public class DefaultSimplex
extends java.lang.Object
implements BuildInitials

A simplex optimization algorithm, e.g., Nelder–Mead, requires an initial simplex to start the search. To create a simplex from an initial point, we add an increment factor to each component/direction of the point. The increments are computed as a percentage of the maximal absolute value of the components of the initial point. For an initial point of 0, we set the increment to 1.

See Also:

Serialized Form

Constructor Summary

Constructors

Constructor and Description
DefaultSimplex() Construct a simplex builder.
DefaultSimplex(double scale) Construct a simplex builder.

Method Summary

Modifier and Type	Method and Description
Vector[]	getInitials(Vector... initials) Build a simplex of N+1 vertices from an initial point, where N is the dimension of the initial points.

Methods inherited from class java.lang.Object

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

Constructor Detail

DefaultSimplex

public DefaultSimplex(double scale)

Construct a simplex builder.

Parameters:

scale - a percentage (of the maximal absolute value of the components of the initial point)

DefaultSimplex

public DefaultSimplex()

Construct a simplex builder.

Method Detail

getInitials

public Vector[] getInitials(Vector... initials)

Build a simplex of N+1 vertices from an initial point, where N is the dimension of the initial points.

Specified by:

getInitials in interface BuildInitials

Parameters:

initials - the initial points

Returns:

a simplex