com.numericalmethod.suanshu.optimization.unconstrained.quasinewton

Class Huang

java.lang.Object

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

com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.QuasiNewton

com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.Huang

All Implemented Interfaces:

Minimizer<C2OptimProblem,IterativeMinimizer<Vector>>, Optimizer<C2OptimProblem,IterativeMinimizer<Vector>>, MultivariateMinimizer<IterativeMinimizer<Vector>>, java.io.Serializable

Direct Known Subclasses:

DFP, McCormick, Pearson, RankOne

public class Huang
extends QuasiNewton

Huang's updating formula is a family of formulas which encompasses the rank-one, DFP, BFGS as well as some other formulas.

See Also:

"Andreas Antoniou, Wu-Sheng Lu, "Section 7.9, Table 7.1," Practical Optimization: Algorithms and Engineering Applications.", Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
protected class	Huang.HuangImpl an implementation of Huang's formula.

Nested classes/interfaces inherited from class com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.QuasiNewton

QuasiNewton.QuasiNewtonImpl

Nested classes/interfaces inherited from class com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.SteepestDescent

SteepestDescent.SteepestDescentImpl

Field Summary

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

epsilon, maxIterations

Constructor Summary

Constructors

Constructor and Description
Huang(double theta, double phi, double psi, double omega, double epsilon, int maxIterations) Construct a multivariate minimizer using Huang's method.

Method Summary

Modifier and Type	Method and Description
IterativeMinimizer<Vector>	solve(C2OptimProblem problem) Solve a minimization problem with a C2 objective function.

Methods inherited from class java.lang.Object

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

Constructor Detail

Huang

public Huang(double theta,
             double phi,
             double psi,
             double omega,
             double epsilon,
             int maxIterations)

Construct a multivariate minimizer using Huang's method.

Parameters:

theta - θ in Huang's formula

phi - φ in Huang's formula

psi - ψ in Huang's formula

omega - ω in Huang's formula

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

maxIterations - the maximum number of iterations

Method Detail

solve

public IterativeMinimizer<Vector> solve(C2OptimProblem problem)
                                 throws java.lang.Exception

Description copied from class: SteepestDescent

Solve a minimization problem with a C² objective function.

Specified by:

solve in interface Optimizer<C2OptimProblem,IterativeMinimizer<Vector>>

Specified by:

solve in class SteepestDescent

Parameters:

problem - a minimization problem with a C² objective function

Returns:

a minimizer

Throws:

java.lang.Exception - when there is an error solving the problem