com.imsl.test.example.math

Class NelderMeadEx1

java.lang.Object

com.imsl.test.example.math.NelderMeadEx1

public class NelderMeadEx1
extends Object

Solves an unconstrained optimization problem using the simplex method of Nelder and Mead.

The Rosenbrock function $$f(x_1,x_2) = 100.0(x_2-x_1^2)^2 + (1.0-x_1)^2$$ is minimized and the solution is printed. The analytical solution is $(x_1,x_2) = (1.0,1.0)$ with optimum value $0$.

See Also:

Code, Output

Constructor Summary

Constructors

Constructor and Description
NelderMeadEx1()

Method Summary

Modifier and Type	Method and Description
static void	main(String[] args)

Methods inherited from class java.lang.Object

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

Constructor Detail

NelderMeadEx1

public NelderMeadEx1()

Method Detail

main

public static void main(String[] args)