Class NelderMead

    • 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.
        rho - reflection coefficient
        khi - expansion coefficient
        gamma - contraction coefficient
        sigma - shrinkage coefficient