org.gersteinlab.regulation.numeric
Class DescentMethod
java.lang.Object
org.gersteinlab.regulation.numeric.DescentMethod
- Direct Known Subclasses:
- GradientDescent, NewtonMethod
public abstract class DescentMethod
- extends java.lang.Object
A class for minimizing a differentiable multivariate real function using
a descent method.
- Version:
- 1.0 (September 4, 2008)
Change History:
1.0 - Initial version
- Author:
- Kevin Yuk-Lap Yip
Field Summary |
static double |
ALPHA
|
static double |
BETA
|
Method Summary |
protected double |
armijo(double[] x,
double[] dx,
double alpha,
double beta)
The backtracking line search method (Armijo rule) for
determining step size at a point towards a descent direction. |
protected double |
armijo(double[] x,
double fx,
double[] gfx,
double[] dx,
double alpha,
double beta)
The backtracking line search method (Armijo rule) for
determining step size at a point towards a descent direction,
with precomputed function value and gradient. |
abstract double[] |
minimize(double[] x0)
Perform the minimization using default parameters. |
Methods inherited from class java.lang.Object |
clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
ALPHA
public static final double ALPHA
- See Also:
- Constant Field Values
BETA
public static final double BETA
- See Also:
- Constant Field Values
DescentMethod
public DescentMethod()
minimize
public abstract double[] minimize(double[] x0)
- Perform the minimization using default parameters.
- Parameters:
x0
- The initial estimate of x
- Returns:
- The final estimate of x
armijo
protected double armijo(double[] x,
double[] dx,
double alpha,
double beta)
- The backtracking line search method (Armijo rule) for
determining step size at a point towards a descent direction.
- Parameters:
x
- The pointdx
- The descent directionalpha
- The stopping parameterbeta
- The reduction factor of t of backtracking line search
- Returns:
- The step size
armijo
protected double armijo(double[] x,
double fx,
double[] gfx,
double[] dx,
double alpha,
double beta)
- The backtracking line search method (Armijo rule) for
determining step size at a point towards a descent direction,
with precomputed function value and gradient.
- Parameters:
x
- The pointfx
- The function value at the pointgfx
- The gradient at the pointdx
- The descent directionalpha
- The stopping parameterbeta
- The reduction factor of t of backtracking line search
- Returns:
- The step size