org.apache.commons.math.optimization.univariate

Class BrentOptimizer

java.lang.Object

org.apache.commons.math.ConvergingAlgorithmImpl

org.apache.commons.math.optimization.univariate.AbstractUnivariateRealOptimizer

org.apache.commons.math.optimization.univariate.BrentOptimizer

All Implemented Interfaces:

ConvergingAlgorithm, UnivariateRealOptimizer

public class BrentOptimizer
extends AbstractUnivariateRealOptimizer

Implements Richard Brent's algorithm (from his book "Algorithms for Minimization without Derivatives", p. 79) for finding minima of real univariate functions. This implementation is an adaptation partly based on the Python code from SciPy (module "optimize.py" v0.5).

Since:

2.0

Version:

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

Field Summary

Fields inherited from class org.apache.commons.math.optimization.univariate.AbstractUnivariateRealOptimizer

functionValue, result, resultComputed

Fields inherited from class org.apache.commons.math.ConvergingAlgorithmImpl

absoluteAccuracy, defaultAbsoluteAccuracy, defaultMaximalIterationCount, defaultRelativeAccuracy, iterationCount, maximalIterationCount, relativeAccuracy

Constructor Summary

Constructors

Constructor and Description
BrentOptimizer() Construct a solver.

Method Summary

Modifier and Type	Method and Description
protected double	doOptimize() Method for implementing actual optimization algorithms in derived classes.

Methods inherited from class org.apache.commons.math.optimization.univariate.AbstractUnivariateRealOptimizer

checkResultComputed, clearResult, computeObjectiveValue, computeObjectiveValue, getEvaluations, getFunctionValue, getGoalType, getMax, getMaxEvaluations, getMin, getResult, getStartValue, optimize, optimize, setFunctionValue, setMaxEvaluations, setResult

Methods inherited from class org.apache.commons.math.ConvergingAlgorithmImpl

getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, incrementIterationsCounter, resetAbsoluteAccuracy, resetIterationsCounter, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy

Methods inherited from class java.lang.Object

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

Methods inherited from interface org.apache.commons.math.ConvergingAlgorithm

getAbsoluteAccuracy, getIterationCount, getMaximalIterationCount, getRelativeAccuracy, resetAbsoluteAccuracy, resetMaximalIterationCount, resetRelativeAccuracy, setAbsoluteAccuracy, setMaximalIterationCount, setRelativeAccuracy

Constructor Detail

BrentOptimizer

public BrentOptimizer()

Construct a solver.

Method Detail

doOptimize

protected double doOptimize()
                     throws MaxIterationsExceededException,
                            FunctionEvaluationException

Method for implementing actual optimization algorithms in derived classes. From version 3.0 onwards, this method will be abstract - i.e. concrete implementations will have to implement it. If this method is not implemented, subclasses must override AbstractUnivariateRealOptimizer.optimize(UnivariateRealFunction, GoalType, double, double).

Overrides:

doOptimize in class AbstractUnivariateRealOptimizer

Returns:

the optimum.

Throws:

MaxIterationsExceededException - if the maximum iteration count is exceeded.

FunctionEvaluationException - if an error occurs evaluating the function.