Package pal.math

Class 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 Detail

      • GeneralizedDEOptimizer

        public GeneralizedDEOptimizer()
      • GeneralizedDEOptimizer

        public GeneralizedDEOptimizer​(int populationSize)
    • Method Detail

      • 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