genopt.algorithm.util.linesearch
Class GoldenRatio

java.lang.Object
  genopt.algorithm.util.linesearch.IntervalDivider
      genopt.algorithm.util.linesearch.GoldenRatio

public class GoldenRatio
extends IntervalDivider

Class for doing a line search using the Golden Section division.

This project was carried out at:

• Lawrence Berkeley National Laboratory (LBNL), Simulation Research Group,

and supported by

• the U.S. Department of Energy (DOE),
• the Swiss Academy of Engineering Sciences (SATW),
• the Swiss National Energy Fund (NEFF), and
• the Swiss National Science Foundation (SNSF)

GenOpt Copyright (c) 1998-2011, The Regents of the University of California, through Lawrence Berkeley National Laboratory (subject to receipt of any required approvals from the U.S. Dept. of Energy). All rights reserved.

Version:

GenOpt(R) 3.1.0 (December 8, 2011)

Author:

Michael Wetter

Field Summary

protected static double

gr The Golden ratio (=0.618...)

Fields inherited from class genopt.algorithm.util.linesearch.IntervalDivider

dimF, dimX, dx, LS, nIntRed, nIntRedMax, NINTREDMAXDEF, opt, x0, x1, x2, x3, xLow, xMin, xUpp

Constructor Summary

GoldenRatio(Optimizer opt)
Constructor

Method Summary

protected double	getReductionFactor() Gets the reduction factor q = I(n+1)/I(n)
void	setUncertaintyInterval(double dx) Sets the fraction of the desired uncertainty interval (0..1)

Methods inherited from class genopt.algorithm.util.linesearch.IntervalDivider

getXLower, getXMin, getXUpper, iterate, run, setAbsDFMin, setMaxIntRed

Methods inherited from class java.lang.Object

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

Field Detail

gr

protected static final double gr

The Golden ratio (=0.618...)

Constructor Detail

GoldenRatio

public GoldenRatio(Optimizer opt)

Constructor

Parameters:

opt - a reference to the Optimizer object

Method Detail

getReductionFactor

protected double getReductionFactor()

Gets the reduction factor q = I(n+1)/I(n)

Specified by:

getReductionFactor in class IntervalDivider

Returns:

the reduction factor q = I(n+1)/I(n)

setUncertaintyInterval

public void setUncertaintyInterval(double dx)

Sets the fraction of the desired uncertainty interval (0..1)

Specified by:

setUncertaintyInterval in class IntervalDivider

Parameters:

dx - the normalized fraction of the uncertainty interval