com.numericalmethod.suanshu.optimization.unconstrained

Class MultivariateMaximizer

java.lang.Object

com.numericalmethod.suanshu.optimization.unconstrained.MultivariateMaximizer

All Implemented Interfaces:

Optimizer<C2OptimProblem,MultivariateMaximizer.Solution>, java.io.Serializable

public class MultivariateMaximizer
extends java.lang.Object
implements Optimizer<C2OptimProblem,MultivariateMaximizer.Solution>

A maximization problem is simply minimizing the negative of the objective function. This class is simply provided as a wrapper class to solve a maximization problem using a MultivariateMinimizer.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
static interface	MultivariateMaximizer.Solution

Constructor Summary

Constructors

Constructor and Description
MultivariateMaximizer(double epsilon, int maxIterations) Construct a multivariate maximizer to maximize an objective function.
MultivariateMaximizer(T minimizer) Construct a multivariate maximizer to maximize an objective function.

Method Summary

Modifier and Type	Method and Description
MultivariateMaximizer.Solution	solve(C2OptimProblem 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

MultivariateMaximizer

public MultivariateMaximizer(T minimizer)

Construct a multivariate maximizer to maximize an objective function.

Parameters:

minimizer - a multivariate minimizer

MultivariateMaximizer

public MultivariateMaximizer(double epsilon,
                             int maxIterations)

Construct a multivariate maximizer to maximize an objective function. By default, we use the NelderMead algorithm.

Parameters:

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

maxIterations - the maximum number of iterations

Method Detail

solve

public MultivariateMaximizer.Solution solve(C2OptimProblem problem)
                                     throws java.lang.Exception

Description copied from interface: Optimizer

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

Specified by:

solve in interface Optimizer<C2OptimProblem,MultivariateMaximizer.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