math.optim

Class CGOptimizer

java.lang.Object

math.optim.CGOptimizer

public final class CGOptimizer
extends Object

Conjugate-gradient implementation based on the code in "Numerical Recipes in C" (see p. 423 and others).

As of now, it requires a differentiable function DiffDMultiFunction as input.

The basic way to use the CGOptimizer is with the simple minimize method:

DiffDMultiFunction dmf = new SomeDiffDMultiFunction();
double[] initial = getInitialGuess();
DMultiFunctionEval minimum = CGOptimizer.minimize(dmf, initial);

Author:

Dan Klein

Method Summary

Modifier and Type	Method and Description
static DMultiFunctionEval	maximize(DiffDMultiFunction function, double[] initial)
static DMultiFunctionEval	maximize(DiffDMultiFunction function, double functionTolerance, double[] initial)
static DMultiFunctionEval	maximize(DiffDMultiFunction function, double functionTolerance, double[] initial, int maxIterations)
static DMultiFunctionEval	maximize(DiffDMultiFunction function, double functionTolerance, double[] initial, int maxIterations, boolean silent)
static DMultiFunctionEval	minimize(DiffDMultiFunction function, double[] initial)
static DMultiFunctionEval	minimize(DiffDMultiFunction function, double functionTolerance, double[] initial)
static DMultiFunctionEval	minimize(DiffDMultiFunction function, double functionTolerance, double[] initial, int maxIterations)
static DMultiFunctionEval	minimize(DiffDMultiFunction function, double functionTolerance, double[] initial, int maxIterations, boolean silent)

Methods inherited from class java.lang.Object

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

Method Detail

maximize

public static DMultiFunctionEval maximize(DiffDMultiFunction function,
                                          double[] initial)

maximize

public static DMultiFunctionEval maximize(DiffDMultiFunction function,
                                          double functionTolerance,
                                          double[] initial)

maximize

public static DMultiFunctionEval maximize(DiffDMultiFunction function,
                                          double functionTolerance,
                                          double[] initial,
                                          int maxIterations)

maximize

public static DMultiFunctionEval maximize(DiffDMultiFunction function,
                                          double functionTolerance,
                                          double[] initial,
                                          int maxIterations,
                                          boolean silent)

minimize

public static DMultiFunctionEval minimize(DiffDMultiFunction function,
                                          double[] initial)

minimize

public static DMultiFunctionEval minimize(DiffDMultiFunction function,
                                          double functionTolerance,
                                          double[] initial)

minimize

public static DMultiFunctionEval minimize(DiffDMultiFunction function,
                                          double functionTolerance,
                                          double[] initial,
                                          int maxIterations)

minimize

public static DMultiFunctionEval minimize(DiffDMultiFunction function,
                                          double functionTolerance,
                                          double[] initial,
                                          int maxIterations,
                                          boolean silent)