Mercurial > hg > de.mpg.mpiwg.itgroup.digilib.plugin
view libs/commons-math-2.1/docs/apidocs/src-html/org/apache/commons/math/optimization/general/ConjugateGradientFormula.html @ 13:cbf34dd4d7e6
commons-math-2.1 added
| author | dwinter |
|---|---|
| date | Tue, 04 Jan 2011 10:02:07 +0100 |
| parents | |
| children |
line wrap: on
line source
<HTML> <BODY BGCOLOR="white"> <PRE> <FONT color="green">001</FONT> /*<a name="line.1"></a> <FONT color="green">002</FONT> * Licensed to the Apache Software Foundation (ASF) under one or more<a name="line.2"></a> <FONT color="green">003</FONT> * contributor license agreements. See the NOTICE file distributed with<a name="line.3"></a> <FONT color="green">004</FONT> * this work for additional information regarding copyright ownership.<a name="line.4"></a> <FONT color="green">005</FONT> * The ASF licenses this file to You under the Apache License, Version 2.0<a name="line.5"></a> <FONT color="green">006</FONT> * (the "License"); you may not use this file except in compliance with<a name="line.6"></a> <FONT color="green">007</FONT> * the License. You may obtain a copy of the License at<a name="line.7"></a> <FONT color="green">008</FONT> *<a name="line.8"></a> <FONT color="green">009</FONT> * http://www.apache.org/licenses/LICENSE-2.0<a name="line.9"></a> <FONT color="green">010</FONT> *<a name="line.10"></a> <FONT color="green">011</FONT> * Unless required by applicable law or agreed to in writing, software<a name="line.11"></a> <FONT color="green">012</FONT> * distributed under the License is distributed on an "AS IS" BASIS,<a name="line.12"></a> <FONT color="green">013</FONT> * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.<a name="line.13"></a> <FONT color="green">014</FONT> * See the License for the specific language governing permissions and<a name="line.14"></a> <FONT color="green">015</FONT> * limitations under the License.<a name="line.15"></a> <FONT color="green">016</FONT> */<a name="line.16"></a> <FONT color="green">017</FONT> <a name="line.17"></a> <FONT color="green">018</FONT> package org.apache.commons.math.optimization.general;<a name="line.18"></a> <FONT color="green">019</FONT> <a name="line.19"></a> <FONT color="green">020</FONT> /**<a name="line.20"></a> <FONT color="green">021</FONT> * Available choices of update formulas for the &beta; parameter<a name="line.21"></a> <FONT color="green">022</FONT> * in {@link NonLinearConjugateGradientOptimizer}.<a name="line.22"></a> <FONT color="green">023</FONT> * <p><a name="line.23"></a> <FONT color="green">024</FONT> * The &beta; parameter is used to compute the successive conjugate<a name="line.24"></a> <FONT color="green">025</FONT> * search directions. For non-linear conjugate gradients, there are<a name="line.25"></a> <FONT color="green">026</FONT> * two formulas to compute &beta;:<a name="line.26"></a> <FONT color="green">027</FONT> * <ul><a name="line.27"></a> <FONT color="green">028</FONT> * <li>Fletcher-Reeves formula</li><a name="line.28"></a> <FONT color="green">029</FONT> * <li>Polak-Ribi&egrave;re formula</li><a name="line.29"></a> <FONT color="green">030</FONT> * </ul><a name="line.30"></a> <FONT color="green">031</FONT> * On the one hand, the Fletcher-Reeves formula is guaranteed to converge<a name="line.31"></a> <FONT color="green">032</FONT> * if the start point is close enough of the optimum whether the<a name="line.32"></a> <FONT color="green">033</FONT> * Polak-Ribi&egrave;re formula may not converge in rare cases. On the<a name="line.33"></a> <FONT color="green">034</FONT> * other hand, the Polak-Ribi&egrave;re formula is often faster when it<a name="line.34"></a> <FONT color="green">035</FONT> * does converge. Polak-Ribi&egrave;re is often used.<a name="line.35"></a> <FONT color="green">036</FONT> * <p><a name="line.36"></a> <FONT color="green">037</FONT> * @see NonLinearConjugateGradientOptimizer<a name="line.37"></a> <FONT color="green">038</FONT> * @version $Revision: 758059 $ $Date: 2009-03-24 18:16:21 -0400 (Tue, 24 Mar 2009) $<a name="line.38"></a> <FONT color="green">039</FONT> * @since 2.0<a name="line.39"></a> <FONT color="green">040</FONT> */<a name="line.40"></a> <FONT color="green">041</FONT> public enum ConjugateGradientFormula {<a name="line.41"></a> <FONT color="green">042</FONT> <a name="line.42"></a> <FONT color="green">043</FONT> /** Fletcher-Reeves formula. */<a name="line.43"></a> <FONT color="green">044</FONT> FLETCHER_REEVES,<a name="line.44"></a> <FONT color="green">045</FONT> <a name="line.45"></a> <FONT color="green">046</FONT> /** Polak-Ribi&egrave;re formula. */<a name="line.46"></a> <FONT color="green">047</FONT> POLAK_RIBIERE<a name="line.47"></a> <FONT color="green">048</FONT> <a name="line.48"></a> <FONT color="green">049</FONT> }<a name="line.49"></a> </PRE> </BODY> </HTML>