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

java.lang.Object
  extended by org.apache.commons.math.optimization.direct.DirectSearchOptimizer
      extended by 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
See Also:
MultiDirectional

Constructor Summary
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
 
Methods inherited from class org.apache.commons.math.optimization.direct.DirectSearchOptimizer
getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, optimize, setConvergenceChecker, setMaxEvaluations, setMaxIterations, setStartConfiguration, setStartConfiguration
 
Methods inherited from class java.lang.Object
equals, 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


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