public class OrthogonalSearch extends MultivariateMinimum
MultivariateMinimum.Factory
maxFun, numFun, numFuncStops
Constructor | Description |
---|---|
OrthogonalSearch() |
Initialization
|
OrthogonalSearch(boolean shuffle) |
Initialization
|
OrthogonalSearch(OrderEnumerator.OEFactory orderingFactory) |
Initialization
|
Modifier and Type | Method | Description |
---|---|---|
static MultivariateMinimum.Factory |
generateFactory(boolean shuffle) |
Generate a MultivariateMinimum.Factory for an OrthogonalSearch
|
void |
optimize(MultivariateFunction f,
double[] xvec,
double tolfx,
double tolx) |
The actual optimization routine
(needs to be implemented in a subclass of MultivariateMinimum).
|
void |
optimize(MultivariateFunction f,
double[] xvec,
double tolfx,
double tolx,
MinimiserMonitor monitor) |
The actual optimization routine
It finds a minimum close to vector x when the
absolute tolerance for each parameter is specified.
|
void |
setIgnoreNonMinimalUnivariateMinimisations(boolean value) |
Should we ignore new minisations that are not as minimal as the current one?
|
void |
setUseCurrentInUnivariateMinimisation(boolean value) |
copy, findMinimum, findMinimum, findMinimum, stopCondition
public OrthogonalSearch()
public OrthogonalSearch(boolean shuffle)
shuffle
- If true uses shuffling, else uses ascending order, when choosing next parameter to optimse
(true means equivalent to old StochasticOSearch)public OrthogonalSearch(OrderEnumerator.OEFactory orderingFactory)
public void setUseCurrentInUnivariateMinimisation(boolean value)
public void setIgnoreNonMinimalUnivariateMinimisations(boolean value)
public void optimize(MultivariateFunction f, double[] xvec, double tolfx, double tolx)
MultivariateMinimum
optimize
in class 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 parameterpublic void optimize(MultivariateFunction f, double[] xvec, double tolfx, double tolx, MinimiserMonitor monitor)
MultivariateMinimum
optimize
in class 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 parametermonitor
- A monitor object that receives information about the minimising process (for display purposes)
note: The default implementation just calls the optimize function with out the Monitor!public static final MultivariateMinimum.Factory generateFactory(boolean shuffle)
shuffle
- if true shuffles order for each round (see OrthogonalSearch constructors)http://code.google.com/p/jebl2/