com.numericalmethod.suanshu.optimization.unconstrained.quasinewton

Class McCormick

java.lang.Object

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

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

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

com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.McCormick

All Implemented Interfaces:

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

Deprecated.

the McCormick algorithm does not seem to work well; need further investigation; don't use it. TODO. Use BFGS instead.

@Deprecated
public class McCormick
extends Huang

This is the McCormick method.

See Also:

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

Nested Class Summary

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

Huang.HuangImpl

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
McCormick(double epsilon, int maxIterations) Deprecated. the McCormick algorithm does not seem to work well; need further investigation; don't use it. TODO. Use BFGS instead.

Method Summary

Methods inherited from class com.numericalmethod.suanshu.optimization.unconstrained.quasinewton.Huang

solve

Methods inherited from class java.lang.Object

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

Constructor Detail

McCormick

@Deprecated
public McCormick(double epsilon,
                             int maxIterations)

Deprecated. the McCormick algorithm does not seem to work well; need further investigation; don't use it. TODO. Use BFGS instead.

Construct a multivariate minimizer using the McCormick method.

Parameters:

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

maxIterations - the maximum number of iterations