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

Field Summary

Fields

Modifier and Type	Field and Description
static double	DEFAULT_LS_ABSOLUTE_TOLERANCE Default absolute tolerance for line search (1.0E-11).
static double	DEFAULT_LS_RELATIVE_TOLERANCE Default relative tolerance for line search (1.0E-7).

Fields inherited from class org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer

DEFAULT_MAX_ITERATIONS

Constructor Summary

Constructors

Constructor and Description
PowellOptimizer() Constructor with default line search tolerances (see the other constructor).
PowellOptimizer(double lsRelativeTolerance) Constructor with default absolute line search tolerances (see the other constructor).
PowellOptimizer(double lsRelativeTolerance, double lsAbsoluteTolerance)

Method Summary

Methods inherited from class org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer

getConvergenceChecker, getEvaluations, getGradientEvaluations, getIterations, getMaxEvaluations, getMaxIterations, optimize, setConvergenceChecker, setMaxEvaluations, setMaxIterations

Methods inherited from class java.lang.Object

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

Field Detail

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

Constructor Detail

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).