org.apache.commons.math.optimization.direct

Class NelderMead

java.lang.Object

org.apache.commons.math.optimization.direct.DirectSearchOptimizer

org.apache.commons.math.optimization.direct.NelderMead

All Implemented Interfaces:

MultivariateRealOptimizer

public class NelderMead
extends DirectSearchOptimizer

This class implements the Nelder-Mead direct search method.

Since:

1.2

See Also:

MultiDirectional

Constructor Summary

Constructors

Constructor and Description
NelderMead() Build a Nelder-Mead optimizer with default coefficients.
NelderMead(double rho, double khi, double gamma, double sigma) Build a Nelder-Mead optimizer with specified coefficients.

Method Summary

Methods inherited from class org.apache.commons.math.optimization.direct.DirectSearchOptimizer

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

Methods inherited from class java.lang.Object

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

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.

Parameters:

rho - reflection coefficient

khi - expansion coefficient

gamma - contraction coefficient

sigma - shrinkage coefficient