org.apache.commons.math3.optimization.univariate

Class BrentOptimizer

java.lang.Object

org.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer

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

All Implemented Interfaces:

BaseOptimizer<UnivariatePointValuePair>, BaseUnivariateOptimizer<UnivariateFunction>, UnivariateOptimizer

Direct Known Subclasses:

PowellOptimizer.LineSearch

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

• to use an initial guess provided by the user,
• to ensure that the best point encountered is the one returned.

Since:

2.0

Field Summary

Fields

Modifier and Type	Field and Description
private double	absoluteThreshold Deprecated. Absolute threshold.
private static double	GOLDEN_SECTION Deprecated. Golden section.
private static double	MIN_RELATIVE_TOLERANCE Deprecated. Minimum relative tolerance.
private double	relativeThreshold Deprecated. Relative threshold.

Constructor Summary

Constructors

Constructor and 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.

Method Summary

Methods

Modifier and Type	Method and Description
private UnivariatePointValuePair	best(UnivariatePointValuePair a, UnivariatePointValuePair b, boolean isMinim) Deprecated. Selects the best of two points.
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

Field Detail

GOLDEN_SECTION

private static final double GOLDEN_SECTION

Deprecated.

Golden section.

MIN_RELATIVE_TOLERANCE

private static final double MIN_RELATIVE_TOLERANCE

Deprecated.

Minimum relative tolerance.

relativeThreshold

private final double relativeThreshold

Deprecated.

Relative threshold.

absoluteThreshold

private final double absoluteThreshold

Deprecated.

Absolute threshold.

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.

best

private UnivariatePointValuePair best(UnivariatePointValuePair a,
                            UnivariatePointValuePair b,
                            boolean isMinim)

Deprecated.

Selects the best of two points.

Parameters:

a - Point and value.

b - Point and value.

isMinim - true if the selected point must be the one with the lowest value.

Returns:

the best point, or null if a and b are both null. When a and b have the same function value, a is returned.