com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent

Class NewtonRaphson

java.lang.Object

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

com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent.NewtonRaphson

All Implemented Interfaces:

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

public class NewtonRaphson
extends SteepestDescent

The Newton-Raphson method is a second order steepest descent method that is based on the quadratic approximation of the Taylor series.

See Also:

Wikipedia: Newton's method in optimization, Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
protected class	NewtonRaphson.NewtonRaphsonImpl

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
NewtonRaphson(double epsilon, int maxIterations) Construct a multivariate minimizer using the Newton-Raphson 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

NewtonRaphson

public NewtonRaphson(double epsilon,
                     int maxIterations)

Construct a multivariate minimizer using the Newton-Raphson method.

Parameters:

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