Package org.apache.commons.math3.optimization.univariate

Class BrentOptimizer

  • All Implemented Interfaces:
    BaseOptimizer<UnivariatePointValuePair>, BaseUnivariateOptimizer<UnivariateFunction>, UnivariateOptimizer
    @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

    • Constructor Detail

      • 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).