Class BrentOptimizer
- java.lang.Object
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- org.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer
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- org.apache.commons.math3.optimization.univariate.BrentOptimizer
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- All Implemented Interfaces:
BaseOptimizer<UnivariatePointValuePair>
,BaseUnivariateOptimizer<UnivariateFunction>
,UnivariateOptimizer
@Deprecated public class BrentOptimizer extends BaseAbstractUnivariateOptimizer
Deprecated.As of 3.1 (to be removed in 4.0).For a function defined on some interval(lo, hi)
, this class finds an approximationx
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- to use an initial guess provided by the user,
- to ensure that the best point encountered is the one returned.
- Since:
- 2.0
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Constructor Summary
Constructors Constructor Description 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.
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Method Summary
All Methods Instance Methods Concrete Methods Deprecated Methods Modifier and Type Method Description 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
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Constructor Detail
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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
andrel
define a tolerancetol = 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
- ifabs <= 0
.NumberIsTooSmallException
- ifrel < 2 * Math.ulp(1d)
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BrentOptimizer
public BrentOptimizer(double rel, double abs)
Deprecated.The arguments are used for implementing the original stopping criterion of Brent's algorithm.abs
andrel
define a tolerancetol = 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
- ifabs <= 0
.NumberIsTooSmallException
- ifrel < 2 * Math.ulp(1d)
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Method Detail
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doOptimize
protected UnivariatePointValuePair doOptimize()
Deprecated.Method for implementing actual optimization algorithms in derived classes.- Specified by:
doOptimize
in classBaseAbstractUnivariateOptimizer
- Returns:
- the optimum and its corresponding function value.
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