org.apache.commons.math3.optimization.univariate

## Class BrentOptimizer

• All Implemented Interfaces:
BaseOptimizer<UnivariatePointValuePair>, BaseUnivariateOptimizer<UnivariateFunction>, UnivariateOptimizer

```public class BrentOptimizer
extends BaseAbstractUnivariateOptimizer```
Implements Richard Brent's algorithm (from his book "Algorithms for Minimization without Derivatives", p. 79) for finding minima of real univariate functions. This implementation is an adaptation partly based on the Python code from SciPy (module "optimize.py" v0.5). If the function is defined on some interval `(lo, hi)`, then this method finds an approximation `x` to the point at which the function attains its minimum.
Since:
2.0
Version:
\$Id: BrentOptimizer.java 1244107 2012-02-14 16:17:55Z erans \$
• ### Constructor Summary

Constructors
Constructor and Description
```BrentOptimizer(double rel, double abs)```
The arguments are used implement the original stopping criterion of Brent's algorithm.
```BrentOptimizer(double rel, double abs, ConvergenceChecker<UnivariatePointValuePair> checker)```
The arguments are used implement the original stopping criterion of Brent's algorithm.
• ### Method Summary

Methods
Modifier and Type Method and Description
`protected UnivariatePointValuePair` `doOptimize()`
Method for implementing actual optimization algorithms in derived classes.
• ### Methods inherited from class org.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer

`computeObjectiveValue, getConvergenceChecker, getEvaluations, getGoalType, getMax, getMaxEvaluations, getMin, getStartValue, optimize, optimize`
• ### Methods inherited from class java.lang.Object

`clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait`
• ### Constructor Detail

• #### BrentOptimizer

```public BrentOptimizer(double rel,
double abs,
ConvergenceChecker<UnivariatePointValuePair> checker)```
The arguments are used implement the original stopping criterion of Brent's algorithm. `abs` and `rel` define a tolerance `tol = rel |x| + abs`. `rel` should be no smaller than 2 macheps and preferably not much less than sqrt(macheps), where macheps is the relative machine precision. `abs` must be positive.
Parameters:
`rel` - Relative threshold.
`abs` - Absolute threshold.
`checker` - Additional, user-defined, convergence checking procedure.
Throws:
`NotStrictlyPositiveException` - if `abs <= 0`.
`NumberIsTooSmallException` - if `rel < 2 * Math.ulp(1d)`.
• #### BrentOptimizer

```public BrentOptimizer(double rel,
double abs)```
The arguments are used implement the original stopping criterion of Brent's algorithm. `abs` and `rel` define a tolerance `tol = rel |x| + abs`. `rel` should be no smaller than 2 macheps and preferably not much less than sqrt(macheps), where macheps is the relative machine precision. `abs` must be positive.
Parameters:
`rel` - Relative threshold.
`abs` - Absolute threshold.
Throws:
`NotStrictlyPositiveException` - if `abs <= 0`.
`NumberIsTooSmallException` - if `rel < 2 * Math.ulp(1d)`.
• ### Method Detail

• #### doOptimize

`protected UnivariatePointValuePair doOptimize()`
Method for implementing actual optimization algorithms in derived classes.
Specified by:
`doOptimize` in class `BaseAbstractUnivariateOptimizer`
Returns:
the optimum and its corresponding function value.