fr.cnes.sirius.patrius.math.optim.nonlinear.scalar.noderiv

Class NelderMeadSimplex

java.lang.Object

fr.cnes.sirius.patrius.math.optim.nonlinear.scalar.noderiv.AbstractSimplex

fr.cnes.sirius.patrius.math.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

Version:

$Id: NelderMeadSimplex.java 18108 2017-10-04 06:45:27Z bignon $

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 rhoIn, double khiIn, double gammaIn, double sigmaIn) Build a Nelder-Mead simplex with specified coefficients.
NelderMeadSimplex(double[] steps, double rhoIn, double khiIn, double gammaIn, double sigmaIn) 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 rhoIn, double khiIn, double gammaIn, double sigmaIn) Build a Nelder-Mead simplex with specified coefficients.
NelderMeadSimplex(int n, double sideLength, double rhoIn, double khiIn, double gammaIn, double sigmaIn) Build a Nelder-Mead simplex with specified coefficients.

Method Summary

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

Methods inherited from class fr.cnes.sirius.patrius.math.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

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 rhoIn,
                         double khiIn,
                         double gammaIn,
                         double sigmaIn)

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).

rhoIn - Reflection coefficient.

khiIn - Expansion coefficient.

gammaIn - Contraction coefficient.

sigmaIn - Shrinkage coefficient.

NelderMeadSimplex

public NelderMeadSimplex(int n,
                         double rhoIn,
                         double khiIn,
                         double gammaIn,
                         double sigmaIn)

Build a Nelder-Mead simplex with specified coefficients.

Parameters:

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

rhoIn - Reflection coefficient.

khiIn - Expansion coefficient.

gammaIn - Contraction coefficient.

sigmaIn - 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 rhoIn,
                         double khiIn,
                         double gammaIn,
                         double sigmaIn)

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[]).

rhoIn - Reflection coefficient.

khiIn - Expansion coefficient.

gammaIn - Contraction coefficient.

sigmaIn - Shrinkage coefficient.

Throws:

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 rhoIn,
                         double khiIn,
                         double gammaIn,
                         double sigmaIn)

Build a Nelder-Mead simplex with specified coefficients.

Parameters:

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

rhoIn - Reflection coefficient.

khiIn - Expansion coefficient.

gammaIn - Contraction coefficient.

sigmaIn - 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,
                    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.