org.apache.commons.math.optimization.direct
Class NelderMead
java.lang.Object
org.apache.commons.math.optimization.direct.DirectSearchOptimizer
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. |
Methods inherited from class org.apache.commons.math.optimization.direct.DirectSearchOptimizer |
getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, optimize, setConvergenceChecker, setMaxEvaluations, setMaxIterations, setStartConfiguration, setStartConfiguration |
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 coefficientkhi
- expansion coefficientgamma
- contraction coefficientsigma
- shrinkage coefficient
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