com.numericalmethod.suanshu.optimization.univariate.bracketsearch

Class Fibonacci

java.lang.Object

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

com.numericalmethod.suanshu.optimization.univariate.bracketsearch.Fibonacci

All Implemented Interfaces:

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

public class Fibonacci
extends BracketSearch

The Fibonacci search is a dichotomous search where a bracketing interval is sub-divided by the Fibonacci ratio. This implementation runs the risk that the next guess may lie outside the bracketing interval.

See Also:

"Andreas Antoniou, Wu-Sheng Lu, "Algorithm 4.1," Practical Optimization: Algorithms and Engineering Applications. Springer.", Serialized Form

Nested Class Summary

Nested Classes

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

Field Summary

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

epsilon, maxIterations

Constructor Summary

Constructors

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

Method Summary

Modifier and Type	Method and Description
Fibonacci.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

Fibonacci

public Fibonacci(double epsilon,
                 int maxIterations)

Construct a univariate minimizer using the Fibonacci 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 Fibonacci.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