pal.math
Class OrthogonalSearch

java.lang.Object
  |
  +--pal.math.MultivariateMinimum
        |
        +--pal.math.OrthogonalSearch

public class OrthogonalSearch
extends MultivariateMinimum

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

OrthogonalSearch

public OrthogonalSearch()
Initialization
Method Detail

optimize

public void optimize(MultivariateFunction f,
                     double[] xvec,
                     double tolfx,
                     double tolx)
Description copied from class: MultivariateMinimum
The actual optimization routine (needs to be implemented in a subclass of MultivariateMinimum). It finds a minimum close to vector x when the absolute tolerance for each parameter is specified.
Overrides:
optimize in class MultivariateMinimum
Following copied from class: pal.math.MultivariateMinimum
Parameters:
f - multivariate function
xvec - initial guesses for the minimum (contains the location of the minimum on return)
tolfx - absolute tolerance of function value
tolx - absolute tolerance of each parameter