org.apache.commons.math.optimization.direct
Class PowellOptimizer.LineSearch

java.lang.Object
  org.apache.commons.math.optimization.direct.PowellOptimizer.LineSearch

Enclosing class:

PowellOptimizer

private class PowellOptimizer.LineSearch
extends java.lang.Object

Class for finding the minimum of the objective function along a given direction.

Field Summary

private BracketFinder	bracket Automatic bracketing.
private AbstractUnivariateRealOptimizer	optim Optimizer.
private double	optimum Value of the optimum.
private double	valueAtOptimum Value of the objective function at the optimum.

Constructor Summary

PowellOptimizer.LineSearch(double relativeTolerance, double absoluteTolerance)

Method Summary

double	getOptimum()
double	getValueAtOptimum()
void	search(double[] p, double[] d) Find the minimum of the function f(p + alpha * d).

Methods inherited from class java.lang.Object

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

Field Detail

optim

private final AbstractUnivariateRealOptimizer optim

Optimizer.

bracket

private final BracketFinder bracket

Automatic bracketing.

optimum

private double optimum

Value of the optimum.

valueAtOptimum

private double valueAtOptimum

Value of the objective function at the optimum.

Constructor Detail

PowellOptimizer.LineSearch

public PowellOptimizer.LineSearch(double relativeTolerance,
                                  double absoluteTolerance)

Parameters:

relativeTolerance - Relative tolerance.

absoluteTolerance - Absolute tolerance.

Method Detail

search

public void search(double[] p,
                   double[] d)
            throws OptimizationException,
                   FunctionEvaluationException

Find the minimum of the function f(p + alpha * d).

Parameters:

p - Starting point.

d - Search direction.

Throws:

FunctionEvaluationException - if function cannot be evaluated at some test point

OptimizationException - if algorithm fails to converge

getOptimum

public double getOptimum()

Returns:

the optimum.

getValueAtOptimum

public double getValueAtOptimum()

Returns:

the value of the function at the optimum.