Class NonLinearConjugateGradientOptimizer

java.lang.Object
org.apache.commons.math.optimization.general.AbstractScalarDifferentiableOptimizer
org.apache.commons.math.optimization.general.NonLinearConjugateGradientOptimizer
All Implemented Interfaces:
DifferentiableMultivariateRealOptimizer

public class NonLinearConjugateGradientOptimizer extends AbstractScalarDifferentiableOptimizer
Non-linear conjugate gradient optimizer.

This class supports both the Fletcher-Reeves and the Polak-Ribière update formulas for the conjugate search directions. It also supports optional preconditioning.

Since:
2.0
Version:
$Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $