com.numericalmethod.suanshu.optimization.univariate

Class GridSearch

java.lang.Object

com.numericalmethod.suanshu.optimization.univariate.GridSearch

All Implemented Interfaces:

Minimizer<C2OptimProblem,UnivariateMinimizer.Solution>, Optimizer<C2OptimProblem,UnivariateMinimizer.Solution>, UnivariateMinimizer, java.io.Serializable

public class GridSearch
extends java.lang.Object
implements UnivariateMinimizer

This performs a grid search to find the minimum of a univariate function. This procedure may be appropriate when the bracketing interval is difficult to determine.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
class	GridSearch.Solution This is the solution to the GridSearch.

Field Summary

Fields

Modifier and Type	Field and Description
protected double	epsilon a precision parameter: when a number |x| ≤ ε, it is considered 0
protected int	maxIterations the maximum number of iterations

Constructor Summary

Constructors

Constructor and Description
GridSearch(double epsilon, int maxIterations) Construct a univariate minimizer using the grid search method.

Method Summary

Modifier and Type	Method and Description
GridSearch.Solution	solve(C2OptimProblem problem) Solve an optimization problem, e.g., OptimProblem.
GridSearch.Solution	solve(UnivariateRealFunction f) Minimize a univariate function.

Methods inherited from class java.lang.Object

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

Field Detail

epsilon

protected final double epsilon

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

maxIterations

protected final int maxIterations

the maximum number of iterations

Constructor Detail

GridSearch

public GridSearch(double epsilon,
                  int maxIterations)

Construct a univariate minimizer using the grid search 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 GridSearch.Solution solve(C2OptimProblem problem)

Description copied from interface: Optimizer

Solve an optimization problem, e.g., OptimProblem.

Specified by:

solve in interface Optimizer<C2OptimProblem,UnivariateMinimizer.Solution>

Parameters:

problem - an optimization problem

Returns:

a solution to the optimization problem

solve

public GridSearch.Solution solve(UnivariateRealFunction f)

Minimize a univariate function.

Parameters:

f - the objective function

Returns:

the minimizer