com.numericalmethod.suanshu.optimization.unconstrained.steepestdescent

Class SteepestDescent.SteepestDescentImpl

java.lang.Object

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

All Implemented Interfaces:

IterativeMethod<Vector>, IterativeMinimizer<Vector>, MinimizationSolution<Vector>, java.io.Serializable

Direct Known Subclasses:

GaussNewton.MySteepestDescent.GaussNewtonImpl, NewtonRaphson.NewtonRaphsonImpl, Powell.PowellImpl, QuasiNewton.QuasiNewtonImpl, Zangwill.ZangwillImpl

Enclosing class:

SteepestDescent

protected abstract class SteepestDescent.SteepestDescentImpl
extends java.lang.Object
implements IterativeMinimizer<Vector>

This is an implementation of the steepest descent method.

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
protected LineSearch.Solution	linesearch
protected C2OptimProblem	problem

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	SteepestDescentImpl(C2OptimProblem problem)

Method Summary

Modifier and Type	Method and Description
protected abstract Vector	getDirection(Vector xk) Get the next search direction.
protected double	getIncrement(Vector xk, Vector dk) Get the increment fraction, αk.
ImmutableVector	minimizer() Get the minimizer (solution) to the minimization problem.
double	minimum() Get the (approximate) minimum found.
Vector	search(Vector... initials) Search for a solution that optimizes the objective function from the given starting points.
void	setInitials(Vector... initials) Supply the starting points for the search.
Vector	step() Do the next iteration.

Methods inherited from class java.lang.Object

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

Field Detail

problem

protected final C2OptimProblem problem

linesearch

protected final LineSearch.Solution linesearch

Constructor Detail

SteepestDescentImpl

protected SteepestDescentImpl(C2OptimProblem problem)
                       throws java.lang.Exception

Throws:

java.lang.Exception

Method Detail

getDirection

protected abstract Vector getDirection(Vector xk)

Get the next search direction.

Parameters:

xk - the current minimizer

Returns:

the next search direction

getIncrement

protected double getIncrement(Vector xk,
                              Vector dk)

Get the increment fraction, α_k.

Parameters:

xk - the current minimizer

dk - the search direction

Returns:

α_k

minimum

public double minimum()

Description copied from interface: MinimizationSolution

Get the (approximate) minimum found.

Specified by:

minimum in interface MinimizationSolution<Vector>

Returns:

the (approximate) minimum found

minimizer

public ImmutableVector minimizer()

Description copied from interface: MinimizationSolution

Get the minimizer (solution) to the minimization problem.

Specified by:

minimizer in interface MinimizationSolution<Vector>

Returns:

the minimizer

search

public Vector search(Vector... initials)
              throws java.lang.Exception

Description copied from interface: IterativeMethod

Search for a solution that optimizes the objective function from the given starting points. This method typically calls first #setInitials(S[]) and then iteratively IterativeMethod.step(). It implements a default convergence criterion.

Specified by:

search in interface IterativeMethod<Vector>

Parameters:

initials - the initial guesses

Returns:

an (approximate) optimizer

Throws:

java.lang.Exception - when an error occurs during the search

setInitials

public void setInitials(Vector... initials)

Description copied from interface: IterativeMethod

Supply the starting points for the search. This can also initialize the state of the algorithm for a new search.

Specified by:

setInitials in interface IterativeMethod<Vector>

Parameters:

initials - the initial guesses

step

public Vector step()

Description copied from interface: IterativeMethod

Do the next iteration.

Specified by:

step in interface IterativeMethod<Vector>

Returns:

the information about this step