java.lang.Object
org.apache.commons.math.optimization.direct.DirectSearchOptimizer
org.apache.commons.math.optimization.direct.NelderMead
All Implemented Interfaces:
MultivariateRealOptimizer

public class NelderMead extends DirectSearchOptimizer
This class implements the Nelder-Mead direct search method.
Since:
1.2
Version:
$Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $
See Also:
  • Constructor Details

    • NelderMead

      public NelderMead()
      Build a Nelder-Mead optimizer with default coefficients.

      The default coefficients are 1.0 for rho, 2.0 for khi and 0.5 for both gamma and sigma.

    • NelderMead

      public NelderMead(double rho, double khi, double gamma, double sigma)
      Build a Nelder-Mead optimizer with specified coefficients.
      Parameters:
      rho - reflection coefficient
      khi - expansion coefficient
      gamma - contraction coefficient
      sigma - shrinkage coefficient
  • Method Details