org.apache.commons.math3.optim.nonlinear.scalar.noderiv

• All Implemented Interfaces:
OptimizationData

extends AbstractSimplex
This class implements the Nelder-Mead simplex algorithm.
Since:
3.0
Version:
$Id: NelderMeadSimplex.java 1435539 2013-01-19 13:27:24Z tn$
• ### Constructor Detail

Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.
Parameters:
n - Dimension of the simplex.

double sideLength)
Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.
Parameters:
n - Dimension of the simplex.
sideLength - Length of the sides of the default (hypercube) simplex. See AbstractSimplex.AbstractSimplex(int,double).

double sideLength,
double rho,
double khi,
double gamma,
double sigma)
Build a Nelder-Mead simplex with specified coefficients.
Parameters:
n - Dimension of the simplex. See AbstractSimplex.AbstractSimplex(int,double).
sideLength - Length of the sides of the default (hypercube) simplex. See AbstractSimplex.AbstractSimplex(int,double).
rho - Reflection coefficient.
khi - Expansion coefficient.
gamma - Contraction coefficient.
sigma - Shrinkage coefficient.

double rho,
double khi,
double gamma,
double sigma)
Build a Nelder-Mead simplex with specified coefficients.
Parameters:
n - Dimension of the simplex. See AbstractSimplex.AbstractSimplex(int).
rho - Reflection coefficient.
khi - Expansion coefficient.
gamma - Contraction coefficient.
sigma - Shrinkage coefficient.

Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.
Parameters:
steps - Steps along the canonical axes representing box edges. They may be negative but not zero. See

double rho,
double khi,
double gamma,
double sigma)
Build a Nelder-Mead simplex with specified coefficients.
Parameters:
steps - Steps along the canonical axes representing box edges. They may be negative but not zero. See AbstractSimplex.AbstractSimplex(double[]).
rho - Reflection coefficient.
khi - Expansion coefficient.
gamma - Contraction coefficient.
sigma - Shrinkage coefficient.
Throws:
IllegalArgumentException - if one of the steps is zero.

Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.
Parameters:
referenceSimplex - Reference simplex. See AbstractSimplex.AbstractSimplex(double[][]).

double rho,
double khi,
double gamma,
double sigma)
Build a Nelder-Mead simplex with specified coefficients.
Parameters:
referenceSimplex - Reference simplex. See AbstractSimplex.AbstractSimplex(double[][]).
rho - Reflection coefficient.
khi - Expansion coefficient.
gamma - Contraction coefficient.
sigma - Shrinkage coefficient.
Throws:
NotStrictlyPositiveException - if the reference simplex does not contain at least one point.
DimensionMismatchException - if there is a dimension mismatch in the reference simplex.