org.jscience.mathematics.analysis.optimization
Class NelderMead

java.lang.Object
  extended by org.jscience.mathematics.analysis.optimization.DirectSearchOptimizer
      extended by org.jscience.mathematics.analysis.optimization.NelderMead

public class NelderMead
extends DirectSearchOptimizer

This class implements the Nelder-Mead direct search method.

See Also:
MultiDirectional

Field Summary
 
Fields inherited from class org.jscience.mathematics.analysis.optimization.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()
          Compute the next simplex of the algorithm.
 
Methods inherited from class org.jscience.mathematics.analysis.optimization.DirectSearchOptimizer
evaluateCost, evaluateSimplex, getMinima, minimizes, minimizes, minimizes, minimizes, minimizes, minimizes, replaceWorstPoint, setMultiStart
 
Methods inherited from class java.lang.Object
clone, equals, finalize, 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
Method Detail

iterateSimplex

protected void iterateSimplex()
                       throws CostException
Compute the next simplex of the algorithm.

Specified by:
iterateSimplex in class DirectSearchOptimizer
Throws:
CostException - DOCUMENT ME!