public class NelderMead extends DirectSearchOptimizer
MultiDirectional
simplex
Constructor and Description |
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NelderMead()
Build a Nelder-Mead optimizer with default coefficients.
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NelderMead(double rho,
double khi,
double gamma,
double sigma)
Build a Nelder-Mead optimizer with specified coefficients.
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Modifier and Type | Method and Description |
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protected void |
iterateSimplex(Comparator<RealPointValuePair> comparator)
Compute the next simplex of the algorithm.
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evaluate, evaluateSimplex, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementIterationsCounter, optimize, replaceWorstPoint, setConvergenceChecker, setMaxEvaluations, setMaxIterations, setStartConfiguration, setStartConfiguration
public NelderMead()
The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.
public NelderMead(double rho, double khi, double gamma, double sigma)
rho
- reflection coefficientkhi
- expansion coefficientgamma
- contraction coefficientsigma
- shrinkage coefficientprotected void iterateSimplex(Comparator<RealPointValuePair> comparator) throws FunctionEvaluationException, OptimizationException
iterateSimplex
in class DirectSearchOptimizer
comparator
- comparator to use to sort simplex vertices from best to worstFunctionEvaluationException
- if the function cannot be evaluated at
some pointOptimizationException
- if the algorithm fails to convergeCopyright © 2003-2012 Apache Software Foundation. All Rights Reserved.