org.apache.commons.math3.optimization.direct

Class PowellOptimizer.LineSearch

java.lang.Object

org.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer

org.apache.commons.math3.optimization.univariate.BrentOptimizer

org.apache.commons.math3.optimization.direct.PowellOptimizer.LineSearch

All Implemented Interfaces:

BaseOptimizer<UnivariatePointValuePair>, BaseUnivariateOptimizer<UnivariateFunction>, UnivariateOptimizer

Enclosing class:

PowellOptimizer

private class PowellOptimizer.LineSearch
extends BrentOptimizer

Class for finding the minimum of the objective function along a given direction.

Field Summary

Fields

Modifier and Type	Field and Description
private static double	ABS_TOL_UNUSED Value that will pass the precondition check for BrentOptimizer but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.
private BracketFinder	bracket Automatic bracketing.
private static double	REL_TOL_UNUSED Value that will pass the precondition check for BrentOptimizer but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.

Constructor Summary

Constructors

Constructor and Description
PowellOptimizer.LineSearch(double rel, double abs) The "BrentOptimizer" default stopping criterion uses the tolerances to check the domain (point) values, not the function values.

Method Summary

Methods

Modifier and Type	Method and Description
UnivariatePointValuePair	search(double[] p, double[] d) Find the minimum of the function f(p + alpha * d).

Methods inherited from class org.apache.commons.math3.optimization.univariate.BrentOptimizer

doOptimize

Methods inherited from class org.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer

computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getMax, getMaxEvaluations, getMin, getStartValue, optimize, optimize

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

REL_TOL_UNUSED

private static final double REL_TOL_UNUSED

Value that will pass the precondition check for BrentOptimizer but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.

See Also:

Constant Field Values

ABS_TOL_UNUSED

private static final double ABS_TOL_UNUSED

Value that will pass the precondition check for BrentOptimizer but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.

See Also:

Constant Field Values

bracket

private final BracketFinder bracket

Automatic bracketing.

Constructor Detail

PowellOptimizer.LineSearch

PowellOptimizer.LineSearch(double rel,
                          double abs)

The "BrentOptimizer" default stopping criterion uses the tolerances to check the domain (point) values, not the function values. We thus create a custom checker to use function values.

Parameters:

rel - Relative threshold.

abs - Absolute threshold.

Method Detail

search

public UnivariatePointValuePair search(double[] p,
                              double[] d)

Find the minimum of the function f(p + alpha * d).

Parameters:

p - Starting point.

d - Search direction.

Returns:

the optimum.

Throws:

TooManyEvaluationsException - if the number of evaluations is exceeded.