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java.lang.Objectorg.gersteinlab.regulation.numeric.DescentMethod
org.gersteinlab.regulation.numeric.NewtonMethod
public class NewtonMethod
A class for minimizing a doubly differentiable multivariate real function using the Newton's method.
Change History: 1.0 - Initial version
Field Summary | |
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static double |
EPSILON
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Fields inherited from class org.gersteinlab.regulation.numeric.DescentMethod |
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ALPHA, BETA |
Constructor Summary | |
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NewtonMethod(DoublyDifferentiableMultivariateFunction funcIn)
Construct an instance for a function. |
Method Summary | |
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protected double |
lambda2(double[] x)
Get the error estimate, lambda^2, at a point. |
protected double |
lambda2(double[] dx,
double[][] hfx)
Get the error estimate, lambda^2, at a point, with precomputed Newton's direction and Hessian. |
double[] |
minimize(double[] x0)
Perform the minimization using default parameters. |
double[] |
minimize(double[] x0,
double alpha,
double beta,
double epsilon)
Perform the minimization. |
protected double[] |
nd(double[] x)
Get the standard Newton's direction at a point. |
protected double[] |
nd(double[] gfx,
double[][] hfx)
Get the standard Newton's direction at a point, with precomputed gradient and Hessian. |
Methods inherited from class org.gersteinlab.regulation.numeric.DescentMethod |
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armijo, armijo |
Methods inherited from class java.lang.Object |
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clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait |
Field Detail |
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public static final double EPSILON
Constructor Detail |
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public NewtonMethod(DoublyDifferentiableMultivariateFunction funcIn)
funcIn
- The functionMethod Detail |
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public double[] minimize(double[] x0)
minimize
in class DescentMethod
x0
- The initial estimate of x
public double[] minimize(double[] x0, double alpha, double beta, double epsilon)
x0
- The initial estimate of xalpha
- The stopping parameter of backtracking line searchbeta
- The reduction factor of t of backtracking line searchepsilon
- The stopping parameter
protected double[] nd(double[] x)
x
- The point
protected double[] nd(double[] gfx, double[][] hfx)
gfx
- The gradient at the pointhfx
- The Hessian at the point
protected double lambda2(double[] x)
x
- The point
protected double lambda2(double[] dx, double[][] hfx)
dx
- The Newton's direction at the pointhfx
- The Hessian at the point
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