org.apache.commons.math.optimization.direct
private class PowellOptimizer.LineSearch extends Object
Modifier and Type | Field and Description |
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private BracketFinder |
bracket
Automatic bracketing.
|
private AbstractUnivariateRealOptimizer |
optim
Optimizer.
|
private double |
optimum
Value of the optimum.
|
private double |
valueAtOptimum
Value of the objective function at the optimum.
|
Constructor and Description |
---|
PowellOptimizer.LineSearch(double relativeTolerance,
double absoluteTolerance) |
Modifier and Type | Method and Description |
---|---|
double |
getOptimum() |
double |
getValueAtOptimum() |
void |
search(double[] p,
double[] d)
Find the minimum of the function
f(p + alpha * d) . |
private final AbstractUnivariateRealOptimizer optim
private final BracketFinder bracket
private double optimum
private double valueAtOptimum
public PowellOptimizer.LineSearch(double relativeTolerance, double absoluteTolerance)
relativeTolerance
- Relative tolerance.absoluteTolerance
- Absolute tolerance.public void search(double[] p, double[] d) throws OptimizationException, FunctionEvaluationException
f(p + alpha * d)
.p
- Starting point.d
- Search direction.FunctionEvaluationException
- if function cannot be evaluated at some test pointOptimizationException
- if algorithm fails to convergepublic double getOptimum()
public double getValueAtOptimum()
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