com.numericalmethod.suanshu.optimization.unconstrained.conjugatedirection

Class Zangwill.ZangwillImpl

java.lang.Object

com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent.SteepestDescentImpl

com.numericalmethod.suanshu.optimization.unconstrained.conjugatedirection.Zangwill.ZangwillImpl

All Implemented Interfaces:

IterativeMethod<Vector>, IterativeMinimizer<Vector>, MinimizationSolution<Vector>, java.io.Serializable

Enclosing class:

Zangwill

protected class Zangwill.ZangwillImpl
extends SteepestDescent.SteepestDescentImpl

an implementation of Zangwill's algorithm

See Also:

Serialized Form

Field Summary

Fields inherited from class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent.SteepestDescentImpl

linesearch, problem

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	ZangwillImpl(C2OptimProblem problem)

Method Summary

Modifier and Type	Method and Description
Vector	getDirection(Vector xk) Get the next search direction.
double	getIncrement(Vector xk, Vector dk) Get the increment fraction, αk.

Methods inherited from class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent.SteepestDescentImpl

minimizer, minimum, search, setInitials, step

Methods inherited from class java.lang.Object

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

Constructor Detail

ZangwillImpl

protected ZangwillImpl(C2OptimProblem problem)
                throws java.lang.Exception

Throws:

java.lang.Exception

Method Detail

getIncrement

public double getIncrement(Vector xk,
                           Vector dk)

Description copied from class: SteepestDescent.SteepestDescentImpl

Get the increment fraction, α_k.

Overrides:

getIncrement in class SteepestDescent.SteepestDescentImpl

Parameters:

xk - the current minimizer

dk - the search direction

Returns:

α_k

getDirection

public Vector getDirection(Vector xk)

Description copied from class: SteepestDescent.SteepestDescentImpl

Get the next search direction.

Specified by:

getDirection in class SteepestDescent.SteepestDescentImpl

Parameters:

xk - the current minimizer

Returns:

the next search direction