com.numericalmethod.suanshu.optimization.univariate.bracketsearch

Class Brent.Solution

java.lang.Object

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

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

All Implemented Interfaces:

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

Enclosing class:

Brent

public class Brent.Solution
extends BracketSearch.Solution

This is the solution to a Brent's univariate optimization.

See Also:

Serialized Form

Field Summary

Fields inherited from class com.numericalmethod.suanshu.optimization.univariate.bracketsearch.BracketSearch.Solution

f, fmin, fnext, iter, xl, xmin, xnext, xu

Method Summary

Modifier and Type	Method and Description
protected boolean	isMinFound() the convergence criterion
double	search(double lower, double upper) Search for a minimum within the interval [lower, upper].
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 double	xnext() Compute the next best estimate within the bracketing interval.

Methods inherited from class com.numericalmethod.suanshu.optimization.univariate.bracketsearch.BracketSearch.Solution

isBracketing, minimizer, minimum

Methods inherited from class java.lang.Object

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

Method Detail

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

Overrides:

search in class BracketSearch.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

search

public double search(double lower,
                     double upper)

Description copied from interface: UnivariateMinimizer.Solution

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

Parameters:

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

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

Returns:

an approximate minimizer

isMinFound

protected boolean isMinFound()

the convergence criterion The search stops when

\((x_u - x_l) < 2 \left | x \right | \varepsilon \) \(\left | \rm xmin - \rm mid \right | < \left | x \right | \varepsilon\)

\((x_u - x_l) / 2 + \left | \rm xmin - \rm mid \right | < 2 \left | x \right | \varepsilon \approx \rm tol_2\)

Specified by:

isMinFound in class BracketSearch.Solution

Returns:

true if the minimum is found

See Also:

"Chapter 10.3, Numerical Recipes."

xnext

protected double xnext()

Description copied from class: BracketSearch.Solution

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

Specified by:

xnext in class BracketSearch.Solution

Returns:

the next best guess of the minimizer

updateStates

protected void updateStates()

Description copied from class: BracketSearch.Solution

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

Overrides:

updateStates in class BracketSearch.Solution