org.apache.commons.math.optimization.direct
Class PowellOptimizer
java.lang.Object
org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer
org.apache.commons.math.optimization.direct.PowellOptimizer
- All Implemented Interfaces:
- DifferentiableMultivariateRealOptimizer
public class PowellOptimizer
- extends AbstractScalarDifferentiableOptimizer
Powell algorithm.
This code is translated and adapted from the Python version of this
algorithm (as implemented in module optimize.py
v0.5 of
SciPy).
- Since:
- 2.2
DEFAULT_LS_RELATIVE_TOLERANCE
public static final double DEFAULT_LS_RELATIVE_TOLERANCE
- Default relative tolerance for line search (1.0E-7).
- See Also:
- Constant Field Values
DEFAULT_LS_ABSOLUTE_TOLERANCE
public static final double DEFAULT_LS_ABSOLUTE_TOLERANCE
- Default absolute tolerance for line search (1.0E-11).
- See Also:
- Constant Field Values
PowellOptimizer
public PowellOptimizer()
- Constructor with default line search tolerances (see the
other constructor
).
PowellOptimizer
public PowellOptimizer(double lsRelativeTolerance)
- Constructor with default absolute line search tolerances (see
the
other constructor
).
- Parameters:
lsRelativeTolerance
- Relative error tolerance for
the line search algorithm (BrentOptimizer
).
PowellOptimizer
public PowellOptimizer(double lsRelativeTolerance,
double lsAbsoluteTolerance)
- Parameters:
lsRelativeTolerance
- Relative error tolerance for
the line search algorithm (BrentOptimizer
).lsAbsoluteTolerance
- Relative error tolerance for
the line search algorithm (BrentOptimizer
).
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