Class BrentOptimizer

java.lang.Object
org.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer
org.apache.commons.math3.optimization.univariate.BrentOptimizer
All Implemented Interfaces:
BaseOptimizer<UnivariatePointValuePair>, BaseUnivariateOptimizer<UnivariateFunction>, UnivariateOptimizer
Direct Known Subclasses:
PowellOptimizer.LineSearch
@Deprecated public class BrentOptimizer extends BaseAbstractUnivariateOptimizer
Deprecated.
As of 3.1 (to be removed in 4.0).
For a function defined on some interval (lo, hi), this class finds an approximation x to the point at which the function attains its minimum. It implements Richard Brent's algorithm (from his book "Algorithms for Minimization without Derivatives", p. 79) for finding minima of real univariate functions.
This code is an adaptation, partly based on the Python code from SciPy (module "optimize.py" v0.5); the original algorithm is also modified
  • to use an initial guess provided by the user,
  • to ensure that the best point encountered is the one returned.
Since:
2.0

  • Field Details

    • GOLDEN_SECTION

      private static final double GOLDEN_SECTION
      Deprecated.
      Golden section.

    • MIN_RELATIVE_TOLERANCE

      private static final double MIN_RELATIVE_TOLERANCE
      Deprecated.
      Minimum relative tolerance.

    • relativeThreshold

      private final double relativeThreshold
      Deprecated.
      Relative threshold.

    • absoluteThreshold

      private final double absoluteThreshold
      Deprecated.
      Absolute threshold.

  • Constructor Details

    • BrentOptimizer

      public BrentOptimizer(double rel, double abs, ConvergenceChecker<UnivariatePointValuePair> checker)
      Deprecated.
      The arguments are used implement the original stopping criterion of Brent's algorithm. abs and rel define a tolerance tol = rel |x| + abs. rel should be no smaller than 2 macheps and preferably not much less than sqrt(macheps), where macheps is the relative machine precision. abs must be positive.
      Parameters:
      rel - Relative threshold.
      abs - Absolute threshold.
      checker - Additional, user-defined, convergence checking procedure.
      Throws:
      NotStrictlyPositiveException - if abs <= 0.
      NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

    • BrentOptimizer

      public BrentOptimizer(double rel, double abs)
      Deprecated.
      The arguments are used for implementing the original stopping criterion of Brent's algorithm. abs and rel define a tolerance tol = rel |x| + abs. rel should be no smaller than 2 macheps and preferably not much less than sqrt(macheps), where macheps is the relative machine precision. abs must be positive.
      Parameters:
      rel - Relative threshold.
      abs - Absolute threshold.
      Throws:
      NotStrictlyPositiveException - if abs <= 0.
      NumberIsTooSmallException - if rel < 2 * Math.ulp(1d).

  • Method Details

    • doOptimize

      protected UnivariatePointValuePair doOptimize()
      Deprecated.
      Method for implementing actual optimization algorithms in derived classes.
      Specified by:
      doOptimize in class BaseAbstractUnivariateOptimizer
      Returns:
      the optimum and its corresponding function value.

    • best

      private UnivariatePointValuePair best(UnivariatePointValuePair a, UnivariatePointValuePair b, boolean isMinim)
      Deprecated.
      Selects the best of two points.
      Parameters:
      a - Point and value.
      b - Point and value.
      isMinim - true if the selected point must be the one with the lowest value.
      Returns:
      the best point, or null if a and b are both null. When a and b have the same function value, a is returned.