com.itemanalysis.psychometrics.optimization

Class CGMinimizer

java.lang.Object

com.itemanalysis.psychometrics.optimization.CGMinimizer

All Implemented Interfaces:

Minimizer<DiffFunction>

public class CGMinimizer
extends java.lang.Object
implements Minimizer<DiffFunction>

Conjugate-gradientAt implementation based on the code in Numerical Recipes in C. (See p. 423 and others.) As of now, it requires a differentiable function (DiffFunction) as input. Equality constraints are supported; inequality constraints may soon be added.

The basic way to use the minimizer is with a null constructor, then the simple minimize method:

Minimizer cgm = new CGMinimizer();
DiffFunction df = new SomeDiffFunction();
double tol = 1e-4;
double[] initial = getInitialGuess();
double[] minimum = cgm.minimize(df,tol,initial);

Since:

1.0

Author:

Dan Klein

Constructor Summary

Constructors

Constructor and Description
CGMinimizer() Basic constructor, use this.
CGMinimizer(boolean silent) Pass in false to get per-iteration progress reports (to stderr).
CGMinimizer(Function monitor) Perform minimization with monitoring.

Method Summary

Modifier and Type	Method and Description
double[]	minimize(DiffFunction function, double functionTolerance, double[] initial) Attempts to find an unconstrained minimum of the objective function starting at initial, within functionTolerance.
double[]	minimize(DiffFunction dfunction, double functionTolerance, double[] initial, int maxIterations)

Methods inherited from class java.lang.Object

clone, equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Constructor Detail

CGMinimizer

public CGMinimizer()

Basic constructor, use this.

CGMinimizer

public CGMinimizer(boolean silent)

Pass in false to get per-iteration progress reports (to stderr).

Parameters:

silent - a boolean value

CGMinimizer

public CGMinimizer(Function monitor)

Perform minimization with monitoring. After each iteration, monitor.valueAt(x) gets called, with the double array x being that iteration's ending point. A return < tol forces convergence (terminates the CG procedure). Specially for Kristina.

Parameters:

monitor - a Function value

Method Detail

minimize

public double[] minimize(DiffFunction function,
                         double functionTolerance,
                         double[] initial)

Description copied from interface: Minimizer

Attempts to find an unconstrained minimum of the objective function starting at initial, within functionTolerance.

Specified by:

minimize in interface Minimizer<DiffFunction>

Parameters:

function - the objective function

functionTolerance - a double value

initial - a initial feasible point

Returns:

Unconstrained minimum of function

minimize

public double[] minimize(DiffFunction dfunction,
                         double functionTolerance,
                         double[] initial,
                         int maxIterations)

Specified by:

minimize in interface Minimizer<DiffFunction>