Package pal.math

Class GeneralizedDEOptimizer

java.lang.Object
pal.math.MultivariateMinimum
pal.math.GeneralizedDEOptimizer
public class GeneralizedDEOptimizer extends MultivariateMinimum
Provides an general interface to the DifferentialEvolution class that is not tied to a certain number of parameters (as DifferentialEvolution is). Works but creating a new DiffentialEvolution engine when presented with a new number of parameters. All the actual optimisation work is handled by DifferentialEvolution.,
Version:
$Id: GeneralizedDEOptimizer.java,v 1.8 2003/05/30 08:51:10 matt Exp $
Author:
Matthew Goode

  • Constructor Details

    • GeneralizedDEOptimizer

      public GeneralizedDEOptimizer()

    • GeneralizedDEOptimizer

      public GeneralizedDEOptimizer(int populationSize)

  • Method Details

    • optimize

      public void optimize(MultivariateFunction f, double[] xvec, double tolfx, double tolx)
      The actual optimization routine It finds a minimum close to vector x when the absolute tolerance for each parameter is specified.
      Specified by:
      optimize in class MultivariateMinimum
      Parameters:
      f - multivariate function
      xvec - initial guesses for the minimum (contains the location of the minimum on return)
      tolfx - absolute tolerance of function value
      tolx - absolute tolerance of each parameter

    • optimize

      public void optimize(MultivariateFunction f, double[] xvec, double tolfx, double tolx, MinimiserMonitor monitor)
      The actual optimization routine It finds a minimum close to vector x when the absolute tolerance for each parameter is specified.
      Overrides:
      optimize in class MultivariateMinimum
      Parameters:
      f - multivariate function
      xvec - initial guesses for the minimum (contains the location of the minimum on return)
      tolfx - absolute tolerance of function value
      tolx - absolute tolerance of each parameter
      monitor - A monitor object that receives information about the minimising process (for display purposes)

    • generateFactory

      public static final MultivariateMinimum.Factory generateFactory(int populationSize)
      Generate a MultivariateMinimum.Factory for an GeneralizedDEOptimiser with a set population size
      Parameters:
      populationSize - The set population size

    • generateFactory

      public static final MultivariateMinimum.Factory generateFactory()
      Generate a MultivariateMinimum.Factory for an GeneralizedDEOptimiser with a population size proportional to the size of the problem