jsat.math.optimization

Class GoldenSearch

java.lang.Object

jsat.math.optimization.GoldenSearch

public class GoldenSearch
extends Object

Minimizes a single variate function in the same way that

Author:

Edward Raff

Constructor Summary

Constructors

Constructor and Description
GoldenSearch()

Method Summary

Modifier and Type	Method and Description
static double	minimize(double eps, int maxIterations, double a, double b, int pos, Function f, double... args) Finds the local minimum of the function f.

Methods inherited from class java.lang.Object

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

Constructor Detail

GoldenSearch

public GoldenSearch()

Method Detail

minimize

public static double minimize(double eps,
                              int maxIterations,
                              double a,
                              double b,
                              int pos,
                              Function f,
                              double... args)

Finds the local minimum of the function f.

Parameters:

eps - the desired accuracy of the result

maxIterations - the maximum number of iterations to perform

a - the left bound on the minimum

b - the right bound on the minimum

pos - the position of the argument array that should be used as the variable to alter

f - the function to find the minimize of

args - the array of variable values for the function, one of which will be altered in the search

Returns:

the value of variable pos that produces the local minima