org.apache.commons.math3.optim.nonlinear.scalar.noderiv

Class NelderMeadSimplex

java.lang.Object

org.apache.commons.math3.optim.nonlinear.scalar.noderiv.AbstractSimplex

org.apache.commons.math3.optim.nonlinear.scalar.noderiv.NelderMeadSimplex

All Implemented Interfaces:

OptimizationData

public class NelderMeadSimplex
extends AbstractSimplex

This class implements the Nelder-Mead simplex algorithm.

Since:

3.0

Constructor Summary

Constructors

Constructor and Description
NelderMeadSimplex(double[] steps) Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(double[][] referenceSimplex) Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(double[][] referenceSimplex, double rho, double khi, double gamma, double sigma) Build a Nelder-Mead simplex with specified coefficients.
NelderMeadSimplex(double[] steps, double rho, double khi, double gamma, double sigma) Build a Nelder-Mead simplex with specified coefficients.
NelderMeadSimplex(int n) Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(int n, double sideLength) Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(int n, double rho, double khi, double gamma, double sigma) Build a Nelder-Mead simplex with specified coefficients.
NelderMeadSimplex(int n, double sideLength, double rho, double khi, double gamma, double sigma) Build a Nelder-Mead simplex with specified coefficients.

Method Summary

Modifier and Type	Method and Description
void	iterate(MultivariateFunction evaluationFunction, java.util.Comparator<PointValuePair> comparator) Compute the next simplex of the algorithm.

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.noderiv.AbstractSimplex

build, evaluate, getDimension, getPoint, getPoints, getSize

Methods inherited from class java.lang.Object

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

Constructor Detail

NelderMeadSimplex

public NelderMeadSimplex(int n)

Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.

Parameters:

n - Dimension of the simplex.

NelderMeadSimplex

public NelderMeadSimplex(int n,
                         double sideLength)

Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.

Parameters:

n - Dimension of the simplex.

sideLength - Length of the sides of the default (hypercube) simplex. See AbstractSimplex.AbstractSimplex(int,double).

NelderMeadSimplex

public NelderMeadSimplex(int n,
                         double sideLength,
                         double rho,
                         double khi,
                         double gamma,
                         double sigma)

Build a Nelder-Mead simplex with specified coefficients.

Parameters:

n - Dimension of the simplex. See AbstractSimplex.AbstractSimplex(int,double).

sideLength - Length of the sides of the default (hypercube) simplex. See AbstractSimplex.AbstractSimplex(int,double).

rho - Reflection coefficient.

khi - Expansion coefficient.

gamma - Contraction coefficient.

sigma - Shrinkage coefficient.

NelderMeadSimplex

public NelderMeadSimplex(int n,
                         double rho,
                         double khi,
                         double gamma,
                         double sigma)

Build a Nelder-Mead simplex with specified coefficients.

Parameters:

n - Dimension of the simplex. See AbstractSimplex.AbstractSimplex(int).

rho - Reflection coefficient.

khi - Expansion coefficient.

gamma - Contraction coefficient.

sigma - Shrinkage coefficient.

NelderMeadSimplex

public NelderMeadSimplex(double[] steps)

Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.

Parameters:

steps - Steps along the canonical axes representing box edges. They may be negative but not zero. See

NelderMeadSimplex

public NelderMeadSimplex(double[] steps,
                         double rho,
                         double khi,
                         double gamma,
                         double sigma)

Build a Nelder-Mead simplex with specified coefficients.

Parameters:

steps - Steps along the canonical axes representing box edges. They may be negative but not zero. See AbstractSimplex.AbstractSimplex(double[]).

rho - Reflection coefficient.

khi - Expansion coefficient.

gamma - Contraction coefficient.

sigma - Shrinkage coefficient.

Throws:

java.lang.IllegalArgumentException - if one of the steps is zero.

NelderMeadSimplex

public NelderMeadSimplex(double[][] referenceSimplex)

Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.

Parameters:

referenceSimplex - Reference simplex. See AbstractSimplex.AbstractSimplex(double[][]).

NelderMeadSimplex

public NelderMeadSimplex(double[][] referenceSimplex,
                         double rho,
                         double khi,
                         double gamma,
                         double sigma)

Build a Nelder-Mead simplex with specified coefficients.

Parameters:

referenceSimplex - Reference simplex. See AbstractSimplex.AbstractSimplex(double[][]).

rho - Reflection coefficient.

khi - Expansion coefficient.

gamma - Contraction coefficient.

sigma - Shrinkage coefficient.

Throws:

NotStrictlyPositiveException - if the reference simplex does not contain at least one point.

DimensionMismatchException - if there is a dimension mismatch in the reference simplex.

Method Detail

iterate

public void iterate(MultivariateFunction evaluationFunction,
                    java.util.Comparator<PointValuePair> comparator)

Compute the next simplex of the algorithm.

Specified by:

iterate in class AbstractSimplex

Parameters:

evaluationFunction - Evaluation function.

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