public class Fletcher extends java.lang.Object implements LineSearch
LineSearch.Solution| Constructor and Description |
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Fletcher()
Construct a line search minimizer using the Fletcher method with the default control parameters.
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Fletcher(double rho,
double sigma,
double tau,
double chi,
double epsilon,
int maxIterations)
Construct a line search minimizer using the Fletcher method.
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| Modifier and Type | Method and Description |
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LineSearch.Solution |
solve(C2OptimProblem problem)
Solve an optimization problem, e.g.,
OptimProblem. |
public Fletcher(double rho,
double sigma,
double tau,
double chi,
double epsilon,
int maxIterations)
rho - a precision parameter; smaller ρ, e.g., 0.1, gives better accuracysigma - a precision parameter; smaller σ, e.g., 0.1, gives better accuracytau - a control parameter to prevent the result from being too close to boundarychi - a control parameter to prevent the result from being too close to boundaryepsilon - a precision parameter: when a number |x| ≤ ε, it is considered 0. This affects the precision of the result.maxIterations - the maximum number of iterations. This affects the precision of the result.public Fletcher()
public LineSearch.Solution solve(C2OptimProblem problem)
OptimizerOptimProblem.solve in interface Optimizer<C2OptimProblem,LineSearch.Solution>problem - an optimization problem