Package org.apache.commons.math.optimization.direct

Class PowellOptimizer

java.lang.Object
org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer
org.apache.commons.math.optimization.direct.PowellOptimizer
All Implemented Interfaces:
DifferentiableMultivariateRealOptimizer
public class PowellOptimizer extends AbstractScalarDifferentiableOptimizer
Powell algorithm. This code is translated and adapted from the Python version of this algorithm (as implemented in module optimize.py v0.5 of SciPy).
Since:
2.2
Version:
$Revision$ $Date$

  • Field Details

    • DEFAULT_LS_RELATIVE_TOLERANCE

      public static final double DEFAULT_LS_RELATIVE_TOLERANCE
      Default relative tolerance for line search (1.0E-7).
      See Also:

    • DEFAULT_LS_ABSOLUTE_TOLERANCE

      public static final double DEFAULT_LS_ABSOLUTE_TOLERANCE
      Default absolute tolerance for line search (1.0E-11).
      See Also:

  • Constructor Details

    • PowellOptimizer

      public PowellOptimizer()
      Constructor with default line search tolerances (see the other constructor).

    • PowellOptimizer

      public PowellOptimizer(double lsRelativeTolerance)
      Constructor with default absolute line search tolerances (see the other constructor).
      Parameters:
      lsRelativeTolerance - Relative error tolerance for the line search algorithm (BrentOptimizer).

    • PowellOptimizer

      public PowellOptimizer(double lsRelativeTolerance, double lsAbsoluteTolerance)
      Parameters:
      lsRelativeTolerance - Relative error tolerance for the line search algorithm (BrentOptimizer).
      lsAbsoluteTolerance - Relative error tolerance for the line search algorithm (BrentOptimizer).

  • Method Details