1 /*
2 * Licensed to the Apache Software Foundation (ASF) under one or more
3 * contributor license agreements. See the NOTICE file distributed with
4 * this work for additional information regarding copyright ownership.
5 * The ASF licenses this file to You under the Apache License, Version 2.0
6 * (the "License"); you may not use this file except in compliance with
7 * the License. You may obtain a copy of the License at
8 *
9 * http://www.apache.org/licenses/LICENSE-2.0
10 *
11 * Unless required by applicable law or agreed to in writing, software
12 * distributed under the License is distributed on an "AS IS" BASIS,
13 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
14 * See the License for the specific language governing permissions and
15 * limitations under the License.
16 */
17
18 package org.apache.commons.math.optimization.general;
19
20 /**
21 * Available choices of update formulas for the β parameter
22 * in {@link NonLinearConjugateGradientOptimizer}.
23 * <p>
24 * The β parameter is used to compute the successive conjugate
25 * search directions. For non-linear conjugate gradients, there are
26 * two formulas to compute β:
27 * <ul>
28 * <li>Fletcher-Reeves formula</li>
29 * <li>Polak-Ribière formula</li>
30 * </ul>
31 * On the one hand, the Fletcher-Reeves formula is guaranteed to converge
32 * if the start point is close enough of the optimum whether the
33 * Polak-Ribière formula may not converge in rare cases. On the
34 * other hand, the Polak-Ribière formula is often faster when it
35 * does converge. Polak-Ribière is often used.
36 * <p>
37 * @see NonLinearConjugateGradientOptimizer
38 * @version $Revision: 758059 $ $Date: 2009-03-24 18:16:21 -0400 (Tue, 24 Mar 2009) $
39 * @since 2.0
40 */
41 public enum ConjugateGradientFormula {
42
43 /** Fletcher-Reeves formula. */
44 FLETCHER_REEVES,
45
46 /** Polak-Ribière formula. */
47 POLAK_RIBIERE
48
49 }