org.apache.commons.math.optimization.univariate

Class BracketFinder

java.lang.Object

org.apache.commons.math.optimization.univariate.BracketFinder

public class BracketFinder
extends java.lang.Object

Provide an interval that brackets a local optimum of a function. This code is based on a Python implementation (from SciPy, module optimize.py v0.5).

Since:

2.2

Constructor Summary

Constructors

Constructor and Description
BracketFinder() Constructor with default values 100, 50 (see the other constructor).
BracketFinder(double growLimit, int maxIterations) Create a bracketing interval finder.

Method Summary

Modifier and Type	Method and Description
int	getEvaluations()
double	getFHi() Get function value at getHi().
double	getFLow() Get function value at getLo().
double	getFMid() Get function value at getMid().
double	getHi()
int	getIterations()
double	getLo()
double	getMid()
void	search(UnivariateRealFunction func, GoalType goal, double xA, double xB) Search new points that bracket a local optimum of the function.

Methods inherited from class java.lang.Object

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

Constructor Detail

BracketFinder

public BracketFinder()

Constructor with default values 100, 50 (see the other constructor).

BracketFinder

public BracketFinder(double growLimit,
                     int maxIterations)

Create a bracketing interval finder.

Parameters:

growLimit - Expanding factor.

maxIterations - Maximum number of iterations allowed for finding a bracketing interval.

Method Detail

search

public void search(UnivariateRealFunction func,
                   GoalType goal,
                   double xA,
                   double xB)
            throws MaxIterationsExceededException,
                   FunctionEvaluationException

Search new points that bracket a local optimum of the function.

Parameters:

func - Function whose optimum should be bracketted.

goal - Goal type.

xA - Initial point.

xB - Initial point.

Throws:

MaxIterationsExceededException - if the maximum iteration count is exceeded.

FunctionEvaluationException - if an error occurs evaluating the function.

getIterations

public int getIterations()

Returns:

the number of iterations.

getEvaluations

public int getEvaluations()

Returns:

the number of evaluations.

getLo

public double getLo()

Returns:

the lower bound of the bracket.

See Also:

getFLow()

getFLow

public double getFLow()

Get function value at getLo().

Returns:

function value at getLo()

getHi

public double getHi()

Returns:

the higher bound of the bracket.

See Also:

getFHi()

getFHi

public double getFHi()

Get function value at getHi().

Returns:

function value at getHi()

getMid

public double getMid()

Returns:

a point in the middle of the bracket.

See Also:

getFMid()

getFMid

public double getFMid()

Get function value at getMid().

Returns:

function value at getMid()