org.apache.commons.math3.optimization.univariate
Class BrentOptimizer

java.lang.Object
  extended by org.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer
      extended by org.apache.commons.math3.optimization.univariate.BrentOptimizer
All Implemented Interfaces:
BaseOptimizer<UnivariatePointValuePair>, BaseUnivariateOptimizer<UnivariateFunction>, UnivariateOptimizer

Deprecated. As of 3.1 (to be removed in 4.0).

@Deprecated
public class BrentOptimizer
extends BaseAbstractUnivariateOptimizer

For a function defined on some interval (lo, hi), this class finds an approximation x to the point at which the function attains its minimum. It implements Richard Brent's algorithm (from his book "Algorithms for Minimization without Derivatives", p. 79) for finding minima of real univariate functions.
This code is an adaptation, partly based on the Python code from SciPy (module "optimize.py" v0.5); the original algorithm is also modified

Since:
2.0
Version:
$Id: BrentOptimizer.java 1462503 2013-03-29 15:48:27Z luc $

Constructor Summary
BrentOptimizer(double rel, double abs)
          Deprecated. The arguments are used for implementing the original stopping criterion of Brent's algorithm.
BrentOptimizer(double rel, double abs, ConvergenceChecker<UnivariatePointValuePair> checker)
          Deprecated. The arguments are used implement the original stopping criterion of Brent's algorithm.
 
Method Summary
protected  UnivariatePointValuePair doOptimize()
          Deprecated. 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)
Deprecated. 
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)
Deprecated. 
The arguments are used for implementing 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()
Deprecated. 
Method for implementing actual optimization algorithms in derived classes.

Specified by:
doOptimize in class BaseAbstractUnivariateOptimizer
Returns:
the optimum and its corresponding function value.


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