com.numericalmethod.suanshu.optimization.univariate.bracketsearch

Class BracketSearch.Solution

java.lang.Object

com.numericalmethod.suanshu.optimization.univariate.bracketsearch.BracketSearch.Solution

All Implemented Interfaces:

MinimizationSolution<java.lang.Double>, UnivariateMinimizer.Solution, java.io.Serializable

Direct Known Subclasses:

Brent.Solution, Fibonacci.Solution, Golden.Solution

Enclosing class:

BracketSearch

protected abstract class BracketSearch.Solution
extends java.lang.Object
implements UnivariateMinimizer.Solution

See Also:

Serialized Form

Field Summary

Fields

Modifier and Type	Field and Description
protected UnivariateRealFunction	f
protected double	fmin the best minimum found so far
protected double	fnext the next guess of the minimum
protected int	iter the current iteration count
protected double	xl the lower bound of the bracketing interval
protected double	xmin the best minimizer found so far
protected double	xnext the next best guess of the minimizer
protected double	xu the upper bound of the bracketing interval

Constructor Summary

Constructors

Modifier	Constructor and Description
protected	Solution(UnivariateRealFunction f)

Method Summary

Modifier and Type	Method and Description
protected boolean	isBracketing(double xl, double x, double xu) Check whether [xl, xu] is bracketing x.
protected abstract boolean	isMinFound() the convergence criterion
java.lang.Double	minimizer() Get the minimizer (solution) to the minimization problem.
double	minimum() Get the (approximate) minimum found.
double	search(double lower, double initial, double upper) Search for a minimum within the interval [lower, upper].
protected void	updateStates() Update the bracketing interval and the best min found so far.
protected abstract double	xnext() Compute the next best estimate within the bracketing interval.

Methods inherited from class java.lang.Object

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

Methods inherited from interface com.numericalmethod.suanshu.optimization.univariate.UnivariateMinimizer.Solution

search

Field Detail

f

protected UnivariateRealFunction f

fmin

protected double fmin

the best minimum found so far

fnext

protected double fnext

the next guess of the minimum

xl

protected double xl

the lower bound of the bracketing interval

xu

protected double xu

the upper bound of the bracketing interval

xmin

protected double xmin

the best minimizer found so far

xnext

protected double xnext

the next best guess of the minimizer

iter

protected int iter

the current iteration count

Constructor Detail

Solution

protected Solution(UnivariateRealFunction f)

Method Detail

isMinFound

protected abstract boolean isMinFound()

the convergence criterion

Returns:

true if the current min value is considered to have converged within a threshold

xnext

protected abstract double xnext()

Compute the next best estimate within the bracketing interval. A particular univariate minimization algorithm implements the logic in this method.

Returns:

the next best guess of the minimizer

search

public double search(double lower,
                     double initial,
                     double upper)

Description copied from interface: UnivariateMinimizer.Solution

Search for a minimum within the interval [lower, upper].

Specified by:

search in interface UnivariateMinimizer.Solution

Parameters:

lower - the lower bound for the bracketing interval which contains a minimum

initial - an initial guess

upper - the upper bound for the bracketing interval which contains a minimum

Returns:

an approximate minimizer

updateStates

protected void updateStates()

Update the bracketing interval and the best min found so far.

isBracketing

protected boolean isBracketing(double xl,
                               double x,
                               double xu)

Check whether [xl, xu] is bracketing x.

Parameters:

xl - the lower bound of the bracketing interval

x - a guess of the minimizer

xu - the upper bound of the bracketing interval

Returns:

true if fx < fl && fx < fu

minimum

public double minimum()

Description copied from interface: MinimizationSolution

Get the (approximate) minimum found.

Specified by:

minimum in interface MinimizationSolution<java.lang.Double>

Returns:

the (approximate) minimum found

minimizer

public java.lang.Double minimizer()

Description copied from interface: MinimizationSolution

Get the minimizer (solution) to the minimization problem.

Specified by:

minimizer in interface MinimizationSolution<java.lang.Double>

Returns:

the minimizer