keel.Algorithms.MIL.Diverse_Density.Optimization

Class Optimization

java.lang.Object

keel.Algorithms.MIL.Diverse_Density.Optimization.Optimization

Direct Known Subclasses:

DDoptimization, EMDDoptimization

public abstract class Optimization
extends java.lang.Object

Optimization auxiliary methods

Field Summary

Fields

Modifier and Type	Field and Description
protected double	ALFA
protected boolean	alphaLEQZero
protected double	BETA
protected double	epsilon
protected int	maxIterations
protected double	minFunction
protected double	slope
protected double	STPMX
protected double	TOLX
protected double[]	varValues
protected double	zero

Constructor Summary

Constructors

Constructor and Description
Optimization()

Method Summary

Modifier and Type	Method and Description
protected abstract double	evaluate(double[] x)
double[]	find(double[] xold, double[] gradient, double[] directionVector, double maxStep, boolean[] isFixed, double[][] nonworkingSetBounds, java.util.ArrayList<java.lang.Integer> workingSetBoundIndex)
double	getEpsilon()
double	getMinFunction()
double[]	getVarValues()
double	getZero()
protected abstract double[]	gradient(double[] x)
double[]	minimum(double[] initPoint, double[][] constraints)
protected double[]	solveTriangle(double[][] t, double[] b, boolean isLower, boolean[] isZero)
protected void	updateCholeskyFactor(double[][] unitTriangleMatrix, double[] diagonal, double[] updateVector, double updateCoeffcient, boolean[] isFixed)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Field Detail

ALFA

protected double ALFA

BETA

protected double BETA

TOLX

protected double TOLX

STPMX

protected double STPMX

maxIterations

protected int maxIterations

minFunction

protected double minFunction

slope

protected double slope

alphaLEQZero

protected boolean alphaLEQZero

varValues

protected double[] varValues

epsilon

protected double epsilon

zero

protected double zero

Constructor Detail

Optimization

public Optimization()

Method Detail

evaluate

protected abstract double evaluate(double[] x)
                            throws java.lang.Exception

Throws:

java.lang.Exception

gradient

protected abstract double[] gradient(double[] x)
                              throws java.lang.Exception

Throws:

java.lang.Exception

getEpsilon

public double getEpsilon()

getZero

public double getZero()

getMinFunction

public double getMinFunction()

getVarValues

public double[] getVarValues()

find

public double[] find(double[] xold,
                     double[] gradient,
                     double[] directionVector,
                     double maxStep,
                     boolean[] isFixed,
                     double[][] nonworkingSetBounds,
                     java.util.ArrayList<java.lang.Integer> workingSetBoundIndex)
              throws java.lang.Exception

Throws:

java.lang.Exception

minimum

public double[] minimum(double[] initPoint,
                        double[][] constraints)
                 throws java.lang.Exception

Throws:

java.lang.Exception

solveTriangle

protected double[] solveTriangle(double[][] t,
                                 double[] b,
                                 boolean isLower,
                                 boolean[] isZero)
                          throws java.lang.Exception

Throws:

java.lang.Exception

updateCholeskyFactor

protected void updateCholeskyFactor(double[][] unitTriangleMatrix,
                                    double[] diagonal,
                                    double[] updateVector,
                                    double updateCoeffcient,
                                    boolean[] isFixed)
                             throws java.lang.Exception

Throws:

java.lang.Exception