public class GoldenMinimizer extends BracketSearchMinimizer
nextpoint. The value of the function at this new point is calculated and compared to the current minimum. A new bracketing interval is then chosen in the usual manner as in
BracketSearchMinimizer. Choosing the golden section as the bisection ratio gives the fastest convergence among the algorithms that converge linearly. This implementation guarantees that the next guess lies inside the bracketing interval.
|Modifier and Type||Class and Description|
This is the solution to a Golden section univariate optimization.
|Constructor and Description|
Construct a univariate minimizer using the Golden method.
|Modifier and Type||Method and Description|
Solve an optimization problem, e.g.,
public GoldenMinimizer(double epsilon, int maxIterations)
epsilon- a precision parameter: when a number |x| ≤ ε, it is considered 0
maxIterations- the maximum number of iterations
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