com.numericalmethod.suanshu.optimization.unconstrained.quasinewton

Class RankOne

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.RankOne

All Implemented Interfaces:

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

public class RankOne
extends Huang

The Rank One method is a quasi-Newton method to solve unconstrained nonlinear optimization problems. It owes its name to the fact that correction matrix has a rank of unity.

See Also:

"Andreas Antoniou, Wu-Sheng Lu, "Section 7.4, Algorithm 7.2, 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
RankOne(double epsilon, int maxIterations) Construct a multivariate minimizer using the Rank One 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

RankOne

public RankOne(double epsilon,
               int maxIterations)

Construct a multivariate minimizer using the Rank One method.

Parameters:

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

maxIterations - the maximum number of iterations