public class Zangwill extends SteepestDescent
| Modifier and Type | Class and Description |
|---|---|
protected class |
Zangwill.ZangwillImpl
an implementation of Zangwill's algorithm
|
SteepestDescent.SteepestDescentImplepsilon, maxIterations| Constructor and Description |
|---|
Zangwill(double epsilon,
double epsilon2,
int maxIterations)
Construct a multivariate minimizer using the Zangwill method.
|
| Modifier and Type | Method and Description |
|---|---|
IterativeMinimizer<Vector> |
solve(C2OptimProblem problem)
Solve a minimization problem with a C2 objective function.
|
public Zangwill(double epsilon,
double epsilon2,
int maxIterations)
epsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0epsilon2 - a precision parameter to decide whether there is a linear dependence among the conjugate directionsmaxIterations - the maximum number of iterationspublic IterativeMinimizer<Vector> solve(C2OptimProblem problem) throws java.lang.Exception
SteepestDescentsolve in interface Optimizer<C2OptimProblem,IterativeMinimizer<Vector>>solve in class SteepestDescentproblem - a minimization problem with a C2 objective functionjava.lang.Exception - when there is an error solving the problem