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

Version:

$Revision: 811685 $ $Date: 2009-09-05 13:36:48 -0400 (Sat, 05 Sep 2009) $

See Also:

MultiDirectional

Field Summary

private double	gamma Contraction coefficient.
private double	khi Expansion coefficient.
private double	rho Reflection coefficient.
private double	sigma Shrinkage coefficient.

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

simplex

Constructor Summary

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

protected void

iterateSimplex(Comparator<RealPointValuePair> comparator) Compute the next simplex of the algorithm.

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

evaluate, evaluateSimplex, getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementIterationsCounter, optimize, replaceWorstPoint, setConvergenceChecker, setMaxEvaluations, setMaxIterations, setStartConfiguration, setStartConfiguration

Methods inherited from class java.lang.Object

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

Field Detail

rho

private final double rho

Reflection coefficient.

khi

private final double khi

Expansion coefficient.

gamma

private final double gamma

Contraction coefficient.

sigma

private final double sigma

Shrinkage coefficient.

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

Method Detail

iterateSimplex

protected void iterateSimplex(Comparator<RealPointValuePair> comparator)
                       throws FunctionEvaluationException,
                              OptimizationException

Compute the next simplex of the algorithm.

Specified by:

iterateSimplex in class DirectSearchOptimizer

Parameters:

comparator - comparator to use to sort simplex vertices from best to worst

Throws:

FunctionEvaluationException - if the function cannot be evaluated at some point

OptimizationException - if the algorithm fails to converge