com.numericalmethod.suanshu.optimization.unconstrained.quasinewton

Class Pearson

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.Pearson

All Implemented Interfaces:

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

public class Pearson
extends Huang

This is the Pearson 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
Pearson(double epsilon, int maxIterations) Construct a multivariate minimizer using the Pearson method.

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

Pearson

public Pearson(double epsilon,
               int maxIterations)

Construct a multivariate minimizer using the Pearson method.

Parameters:

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

maxIterations - the maximum number of iterations