Documentation API of the 'edu.rit.numeric.MDMinimizationDownhillSimplex' Java class
MDMinimizationDownhillSimplex
edu.rit.numeric

Class MDMinimizationDownhillSimplex



  • public class MDMinimizationDownhillSimplexextends Object
    Class MDMinimizationDownhillSimplex finds a minimum of a multidimensional function using the downhill simplex method of Nelder and Mead. The function has N inputs and is represented by an object that implements interface MDFunction. The minimize() method finds a (local) minimum in the function. The input to the minimize() method is an N-dimensional simplex, namely a group of N+1 points in N dimensions, each point different from all the others. Typically, one point of the simplex is an initial guess for the solution, and the other points of the simplex are perturbations of the initial guess. The minimize() method evaluates the function at each point of the simplex and moves the simplex through N-dimensional space to minimize the smallest function value of any point in the simplex, stopping when the relative difference between the smallest and largest function values of any points in the simplex falls below a tolerance. The output from the minimize() method is the final simplex, with the smallest-function-value point at position 0. The inputs to and outputs from the minimize() method are stored in the fields of an instance of class MDMinimizationDownhillSimplex.

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