Class PowellOptimizer
- java.lang.Object
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- org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer
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- org.apache.commons.math.optimization.direct.PowellOptimizer
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- 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 moduleoptimize.pyv0.5 of SciPy).- Since:
- 2.2
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Field Summary
Fields Modifier and Type Field Description static doubleDEFAULT_LS_ABSOLUTE_TOLERANCEDefault absolute tolerance for line search (1.0E-11).static doubleDEFAULT_LS_RELATIVE_TOLERANCEDefault relative tolerance for line search (1.0E-7).-
Fields inherited from class org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer
DEFAULT_MAX_ITERATIONS
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Constructor Summary
Constructors Constructor Description PowellOptimizer()Constructor with default line search tolerances (see theother constructor).PowellOptimizer(double lsRelativeTolerance)Constructor with default absolute line search tolerances (see theother constructor).PowellOptimizer(double lsRelativeTolerance, double lsAbsoluteTolerance)
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Method Summary
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Methods inherited from class org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer
getConvergenceChecker, getEvaluations, getGradientEvaluations, getIterations, getMaxEvaluations, getMaxIterations, optimize, setConvergenceChecker, setMaxEvaluations, setMaxIterations
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Field Detail
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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
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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
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Constructor Detail
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PowellOptimizer
public PowellOptimizer()
Constructor with default line search tolerances (see theother constructor).
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PowellOptimizer
public PowellOptimizer(double lsRelativeTolerance)
Constructor with default absolute line search tolerances (see theother constructor).- Parameters:
lsRelativeTolerance- Relative error tolerance for the line search algorithm (BrentOptimizer).
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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).
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