com.numericalmethod.suanshu.optimization.univariate.bracketsearch

Class Brent

java.lang.Object

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

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

All Implemented Interfaces:

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

public class Brent
extends BracketSearch

Brent's algorithm is the preferred method for finding the minimum of a univariate function. It is able to recognize behavior of the function to switch between the golden ratio and parabolic approach.

See Also:

Serialized Form

Nested Class Summary

Nested Classes

Modifier and Type	Class and Description
class	Brent.Solution This is the solution to a Brent's univariate optimization.

Field Summary

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

epsilon, maxIterations

Constructor Summary

Constructors

Constructor and Description
Brent(double epsilon, int maxIterations) Construct a univariate minimizer using Brent's algorithm.

Method Summary

Modifier and Type	Method and Description
Brent.Solution	solve(C2OptimProblem problem) Solve an optimization problem, e.g., OptimProblem.

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

solve

Methods inherited from class java.lang.Object

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

Constructor Detail

Brent

public Brent(double epsilon,
             int maxIterations)

Construct a univariate minimizer using Brent's algorithm.

Parameters:

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

maxIterations - the maximum number of iterations

Method Detail

solve

public Brent.Solution solve(C2OptimProblem problem)

Description copied from interface: Optimizer

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

Parameters:

problem - an optimization problem

Returns:

a solution to the optimization problem