com.github.bruneli.scalaopt.core.derivativefree

NelderMeadConfig

case class NelderMeadConfig(tol: Double = 1.0E-5, maxIter: Int = 200, cReflection: Double = 2.0, cExpansion: Double = 1.0, cContraction: Double = 0.5, cShrink: Double = 0.5, relDelta: Double = 0.05, absDelta: Double = 2.5E-4) extends ConfigPars with Product with Serializable

Configuration options for the Nelder-Mead algorithm.

tol

tolerance error for convergence

maxIter

maximum number of iterations per dimension

cReflection

reflection coefficient

cExpansion

expansion coefficient

cContraction

contraction coefficient

cShrink

simplex reduction when shrinking it

relDelta

relative distance used to generate a new vertex

absDelta

absolute distance used to generate a new vertex

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Instance Constructors

  1. new NelderMeadConfig(tol: Double = 1.0E-5, maxIter: Int = 200, cReflection: Double = 2.0, cExpansion: Double = 1.0, cContraction: Double = 0.5, cShrink: Double = 0.5, relDelta: Double = 0.05, absDelta: Double = 2.5E-4)

    tol

    tolerance error for convergence

    maxIter

    maximum number of iterations per dimension

    cReflection

    reflection coefficient

    cExpansion

    expansion coefficient

    cContraction

    contraction coefficient

    cShrink

    simplex reduction when shrinking it

    relDelta

    relative distance used to generate a new vertex

    absDelta

    absolute distance used to generate a new vertex

Value Members

  1. final def !=(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  2. final def !=(arg0: Any): Boolean

    Definition Classes
    Any

  3. final def ##(): Int

    Definition Classes
    AnyRef → Any

  4. final def ==(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  5. final def ==(arg0: Any): Boolean

    Definition Classes
    Any

  6. val absDelta: Double

    absolute distance used to generate a new vertex

  7. final def asInstanceOf[T0]: T0

    Definition Classes
    Any

  8. val cContraction: Double

    contraction coefficient

  9. val cExpansion: Double

    expansion coefficient

  10. val cReflection: Double

    reflection coefficient

  11. val cShrink: Double

    simplex reduction when shrinking it

  12. def clone(): AnyRef

    Attributes
    protected[java.lang]
    Definition Classes
    AnyRef
    Annotations
    @throws( ... )

  13. val eps: Double

    Definition Classes
    ConfigPars

  14. final def eq(arg0: AnyRef): Boolean

    Definition Classes
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  15. def finalize(): Unit

    Attributes
    protected[java.lang]
    Definition Classes
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    @throws( classOf[java.lang.Throwable] )

  16. final def getClass(): Class[_]

    Definition Classes
    AnyRef → Any

  17. final def isInstanceOf[T0]: Boolean

    Definition Classes
    Any

  18. val maxIter: Int

    maximum number of iterations per dimension

    maximum number of iterations per dimension

    Definition Classes
    NelderMeadConfig → ConfigPars

  19. final def ne(arg0: AnyRef): Boolean

    Definition Classes
    AnyRef

  20. final def notify(): Unit

    Definition Classes
    AnyRef

  21. final def notifyAll(): Unit

    Definition Classes
    AnyRef

  22. val relDelta: Double

    relative distance used to generate a new vertex

  23. final def synchronized[T0](arg0: ⇒ T0): T0

    Definition Classes
    AnyRef

  24. val tol: Double

    tolerance error for convergence

    tolerance error for convergence

    Definition Classes
    NelderMeadConfig → ConfigPars

  25. final def wait(): Unit

    Definition Classes
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    @throws( ... )

  26. final def wait(arg0: Long, arg1: Int): Unit

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    @throws( ... )

  27. final def wait(arg0: Long): Unit

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Inherited from ConfigPars

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