org.hipparchus.optim.univariate

## Class BrentOptimizer

• public class BrentOptimizer
extends UnivariateOptimizer
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.

• ### Fields inherited from class org.hipparchus.optim.BaseOptimizer

evaluations, iterations
• ### Constructor Summary

Constructors
Constructor and Description
BrentOptimizer(double rel, double abs)
The arguments are used for implementing the original stopping criterion of Brent's algorithm.
BrentOptimizer(double rel, double abs, ConvergenceChecker<UnivariatePointValuePair> checker)
The arguments are used implement the original stopping criterion of Brent's algorithm.
• ### Method Summary

All Methods
Modifier and Type Method and Description
protected UnivariatePointValuePair doOptimize()
Performs the bulk of the optimization algorithm.
• ### Methods inherited from class org.hipparchus.optim.univariate.UnivariateOptimizer

computeObjectiveValue, getGoalType, getMax, getMin, getStartValue, optimize, parseOptimizationData
• ### Methods inherited from class org.hipparchus.optim.BaseOptimizer

getConvergenceChecker, getEvaluations, getIterations, getMaxEvaluations, getMaxIterations, incrementEvaluationCount, incrementIterationCount, optimize
• ### Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
• ### Constructor Detail

• #### BrentOptimizer

public BrentOptimizer(double rel,
double abs,
ConvergenceChecker<UnivariatePointValuePair> checker)
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:
MathIllegalArgumentException - if abs <= 0.
MathIllegalArgumentException - if rel < 2 * Math.ulp(1d).
• #### BrentOptimizer

public BrentOptimizer(double rel,
double abs)
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:
MathIllegalArgumentException - if abs <= 0.
MathIllegalArgumentException - if rel < 2 * Math.ulp(1d).
• ### Method Detail

• #### doOptimize

protected UnivariatePointValuePair doOptimize()
Performs the bulk of the optimization algorithm.
Specified by:
doOptimize in class BaseOptimizer<UnivariatePointValuePair>
Returns:
the point/value pair giving the optimal value of the objective function.