org.apache.commons.math.optimization.direct

Class NelderMead

java.lang.Object

org.apache.commons.math.optimization.direct.DirectSearchOptimizer

org.apache.commons.math.optimization.direct.NelderMead

All Implemented Interfaces:

MultivariateRealOptimizer

public class NelderMead
extends DirectSearchOptimizer

This class implements the Nelder-Mead direct search method.

Since:

1.2

Version:

$Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $

See Also:

MultiDirectional

Field Summary

Fields inherited from class org.apache.commons.math.optimization.direct.DirectSearchOptimizer

simplex

Constructor Summary

Constructors

Constructor and Description
NelderMead() Build a Nelder-Mead optimizer with default coefficients.
NelderMead(double rho, double khi, double gamma, double sigma) Build a Nelder-Mead optimizer with specified coefficients.

Method Summary

Modifier and Type	Method and Description
protected void	iterateSimplex(Comparator<RealPointValuePair> comparator) Compute the next simplex of the algorithm.

Methods inherited from class org.apache.commons.math.optimization.direct.DirectSearchOptimizer

evaluate, evaluateSimplex, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementIterationsCounter, optimize, replaceWorstPoint, setConvergenceChecker, setMaxEvaluations, setMaxIterations, setStartConfiguration, setStartConfiguration

Methods inherited from class java.lang.Object

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

Constructor Detail

NelderMead

public NelderMead()

Build a Nelder-Mead optimizer with default coefficients.

The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.

NelderMead

public NelderMead(double rho,
                  double khi,
                  double gamma,
                  double sigma)

Build a Nelder-Mead optimizer with specified coefficients.

Parameters:

rho - reflection coefficient

khi - expansion coefficient

gamma - contraction coefficient

sigma - shrinkage coefficient

Method Detail

iterateSimplex

protected void iterateSimplex(Comparator<RealPointValuePair> comparator)
                       throws FunctionEvaluationException,
                              OptimizationException

Compute the next simplex of the algorithm.

Specified by:

iterateSimplex in class DirectSearchOptimizer

Parameters:

comparator - comparator to use to sort simplex vertices from best to worst

Throws:

FunctionEvaluationException - if the function cannot be evaluated at some point

OptimizationException - if the algorithm fails to converge