org.apache.commons.math3.optim.nonlinear.scalar.noderiv

Class NelderMeadSimplex

java.lang.Object

org.apache.commons.math3.optim.nonlinear.scalar.noderiv.AbstractSimplex

org.apache.commons.math3.optim.nonlinear.scalar.noderiv.NelderMeadSimplex

All Implemented Interfaces:

OptimizationData

public class NelderMeadSimplex
extends AbstractSimplex

This class implements the Nelder-Mead simplex algorithm.

Since:

3.0

Field Summary

Fields

Modifier and Type	Field and Description
private static double	DEFAULT_GAMMA Default value for gamma: 0.5.
private static double	DEFAULT_KHI Default value for khi: 2.0.
private static double	DEFAULT_RHO Default value for rho: 1.0.
private static double	DEFAULT_SIGMA Default value for sigma: 0.5.
private double	gamma Contraction coefficient.
private double	khi Expansion coefficient.
private double	rho Reflection coefficient.
private double	sigma Shrinkage coefficient.

Constructor Summary

Constructors

Constructor and Description
NelderMeadSimplex(double[] steps) Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(double[][] referenceSimplex) Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(double[][] referenceSimplex, double rho, double khi, double gamma, double sigma) Build a Nelder-Mead simplex with specified coefficients.
NelderMeadSimplex(double[] steps, double rho, double khi, double gamma, double sigma) Build a Nelder-Mead simplex with specified coefficients.
NelderMeadSimplex(int n) Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(int n, double sideLength) Build a Nelder-Mead simplex with default coefficients.
NelderMeadSimplex(int n, double rho, double khi, double gamma, double sigma) Build a Nelder-Mead simplex with specified coefficients.
NelderMeadSimplex(int n, double sideLength, double rho, double khi, double gamma, double sigma) Build a Nelder-Mead simplex with specified coefficients.

Method Summary

Methods

Modifier and Type	Method and Description
void	iterate(MultivariateFunction evaluationFunction, java.util.Comparator<PointValuePair> comparator) Compute the next simplex of the algorithm.

Methods inherited from class org.apache.commons.math3.optim.nonlinear.scalar.noderiv.AbstractSimplex

build, evaluate, getDimension, getPoint, getPoints, getSize, replaceWorstPoint, setPoint, setPoints

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

DEFAULT_RHO

private static final double DEFAULT_RHO

Default value for rho: 1.0.

See Also:

Constant Field Values

DEFAULT_KHI

private static final double DEFAULT_KHI

Default value for khi: 2.0.

See Also:

Constant Field Values

DEFAULT_GAMMA

private static final double DEFAULT_GAMMA

Default value for gamma: 0.5.

See Also:

Constant Field Values

DEFAULT_SIGMA

private static final double DEFAULT_SIGMA

Default value for sigma: 0.5.

See Also:

Constant Field Values

rho

private final double rho

Reflection coefficient.

khi

private final double khi

Expansion coefficient.

gamma

private final double gamma

Contraction coefficient.

sigma

private final double sigma

Shrinkage coefficient.

Constructor Detail

NelderMeadSimplex

public NelderMeadSimplex(int n)

Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.

Parameters:

n - Dimension of the simplex.

NelderMeadSimplex

public NelderMeadSimplex(int n,
                 double sideLength)

Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.

Parameters:

n - Dimension of the simplex.

sideLength - Length of the sides of the default (hypercube) simplex. See AbstractSimplex.AbstractSimplex(int,double).

NelderMeadSimplex

public NelderMeadSimplex(int n,
                 double sideLength,
                 double rho,
                 double khi,
                 double gamma,
                 double sigma)

Build a Nelder-Mead simplex with specified coefficients.

Parameters:

n - Dimension of the simplex. See AbstractSimplex.AbstractSimplex(int,double).

sideLength - Length of the sides of the default (hypercube) simplex. See AbstractSimplex.AbstractSimplex(int,double).

rho - Reflection coefficient.

khi - Expansion coefficient.

gamma - Contraction coefficient.

sigma - Shrinkage coefficient.

NelderMeadSimplex

public NelderMeadSimplex(int n,
                 double rho,
                 double khi,
                 double gamma,
                 double sigma)

Build a Nelder-Mead simplex with specified coefficients.

Parameters:

n - Dimension of the simplex. See AbstractSimplex.AbstractSimplex(int).

rho - Reflection coefficient.

khi - Expansion coefficient.

gamma - Contraction coefficient.

sigma - Shrinkage coefficient.

NelderMeadSimplex

public NelderMeadSimplex(double[] steps)

Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.

Parameters:

steps - Steps along the canonical axes representing box edges. They may be negative but not zero. See

NelderMeadSimplex

public NelderMeadSimplex(double[] steps,
                 double rho,
                 double khi,
                 double gamma,
                 double sigma)

Build a Nelder-Mead simplex with specified coefficients.

Parameters:

steps - Steps along the canonical axes representing box edges. They may be negative but not zero. See AbstractSimplex.AbstractSimplex(double[]).

rho - Reflection coefficient.

khi - Expansion coefficient.

gamma - Contraction coefficient.

sigma - Shrinkage coefficient.

Throws:

java.lang.IllegalArgumentException - if one of the steps is zero.

NelderMeadSimplex

public NelderMeadSimplex(double[][] referenceSimplex)

Build a Nelder-Mead simplex with default coefficients. The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.

Parameters:

referenceSimplex - Reference simplex. See AbstractSimplex.AbstractSimplex(double[][]).

NelderMeadSimplex

public NelderMeadSimplex(double[][] referenceSimplex,
                 double rho,
                 double khi,
                 double gamma,
                 double sigma)

Build a Nelder-Mead simplex with specified coefficients.

Parameters:

referenceSimplex - Reference simplex. See AbstractSimplex.AbstractSimplex(double[][]).

rho - Reflection coefficient.

khi - Expansion coefficient.

gamma - Contraction coefficient.

sigma - Shrinkage coefficient.

Throws:

NotStrictlyPositiveException - if the reference simplex does not contain at least one point.

DimensionMismatchException - if there is a dimension mismatch in the reference simplex.

Method Detail

iterate

public void iterate(MultivariateFunction evaluationFunction,
           java.util.Comparator<PointValuePair> comparator)

Compute the next simplex of the algorithm.

Specified by:

iterate in class AbstractSimplex

Parameters:

evaluationFunction - Evaluation function.

comparator - Comparator to use to sort simplex vertices from best to worst.