|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: INNER | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |
java.lang.Object | +--pal.math.MultivariateMinimum | +--pal.math.OrthogonalSearch
minimization of a real-valued function of several variables without using derivatives, using the simple strategy of optimizing variables one by one.
Fields inherited from class pal.math.MultivariateMinimum |
maxFun, numFun, numFuncStops |
Constructor Summary | |
OrthogonalSearch()
Initialization |
Method Summary | |
void |
optimize(MultivariateFunction f,
double[] xvec,
double tolfx,
double tolx)
The actual optimization routine (needs to be implemented in a subclass of MultivariateMinimum). |
Methods inherited from class pal.math.MultivariateMinimum |
copy, findMinimum, findMinimum, stopCondition |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Constructor Detail |
public OrthogonalSearch()
Method Detail |
public void optimize(MultivariateFunction f, double[] xvec, double tolfx, double tolx)
MultivariateMinimum
optimize
in class MultivariateMinimum
pal.math.MultivariateMinimum
f
- multivariate functionxvec
- initial guesses for the minimum
(contains the location of the minimum on return)tolfx
- absolute tolerance of function valuetolx
- absolute tolerance of each parameter
|
|||||||||
PREV CLASS NEXT CLASS | FRAMES NO FRAMES | ||||||||
SUMMARY: INNER | FIELD | CONSTR | METHOD | DETAIL: FIELD | CONSTR | METHOD |