private class PowellOptimizer.LineSearch extends BrentOptimizer
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 and Description |
---|
LineSearch(double rel,
double abs)
The "BrentOptimizer" default stopping criterion uses the tolerances
to check the domain (point) values, not the function values.
|
Modifier and Type | Method and Description |
---|---|
UnivariatePointValuePair |
search(double[] p,
double[] d)
Find the minimum of the function
f(p + alpha * d) . |
doOptimize
computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getMax, getMaxEvaluations, getMin, getStartValue, optimize, optimize
private static final double REL_TOL_UNUSED
BrentOptimizer
but will not pass the convergence check, so that the custom checker
will always decide when to stop the line search.private static final double ABS_TOL_UNUSED
BrentOptimizer
but will not pass the convergence check, so that the custom checker
will always decide when to stop the line search.private final BracketFinder bracket
LineSearch(double rel, double abs)
rel
- Relative threshold.abs
- Absolute threshold.public UnivariatePointValuePair search(double[] p, double[] d)
f(p + alpha * d)
.p
- Starting point.d
- Search direction.TooManyEvaluationsException
- if the number of evaluations is exceeded.Copyright (c) 2003-2016 Apache Software Foundation