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

Constructor Summary

Constructors

Constructor and Description
BrentOptimizer() Construct a solver.

Method Summary

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

getEvaluations, getFunctionValue, getGoalType, getMax, getMaxEvaluations, getMin, getResult, getStartValue, optimize, optimize, setMaxEvaluations

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

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

Methods inherited from class java.lang.Object

equals, 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.