Package 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:

  • Constructor Details

    • NelderMeadEx1

      public NelderMeadEx1()

  • Method Details

    • main

      public static void main(String[] args)