UnivariateMinimum (JEBL2 lib API)

java.lang.Object
- jebl.math.UnivariateMinimum

```
public class UnivariateMinimum
extends java.lang.Object
```
minimization of a real-valued function of one variable without using derivatives.
algorithm: Brent's golden section method (Richard P. Brent. 1973. Algorithms for finding zeros and extrema of functions without calculating derivatives. Prentice-Hall.)

Version:

$Id: UnivariateMinimum.java 526 2006-11-13 20:45:42Z nut $

Author:

Korbinian Strimmer

Field Summary

Fields
Modifier and Type	Field	Description
`double`	`f2minx`	curvature at minimum
`double`	`fminx`	function value at minimum
`int`	`maxFun`	maximum number of function evaluations (default 0 indicates no limit on calls)
`double`	`minx`	last minimum
`int`	`numFun`	total number of function evaluations neccessary

Constructor Summary

Constructors
Constructor Description

UnivariateMinimum()

Constructors
Constructor	Description
`UnivariateMinimum()`

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method	Description
`double`	`findMinimum(double x, UnivariateFunction f)`	Find minimum (first estimate given)
`double`	`findMinimum(double x, UnivariateFunction f, int fracDigits)`	Find minimum (first estimate given, desired number of fractional digits specified)
`double`	`findMinimum(UnivariateFunction f)`	Find minimum (no first estimate given)
`double`	`findMinimum(UnivariateFunction f, int fracDigits)`	Find minimum (no first estimate given, desired number of fractional digits specified)
`double`	`optimize(double x, UnivariateFunction f, double tol)`	The actual optimization routine (Brent's golden section method)
`double`	`optimize(double x, UnivariateFunction f, double tol, double lowerBound, double upperBound)`	The actual optimization routine (Brent's golden section method)
`double`	`optimize(UnivariateFunction f, double tol)`	The actual optimization routine (Brent's golden section method)
`double`	`optimize(UnivariateFunction f, double tol, double lowerBound, double upperBound)`	The actual optimization routine (Brent's golden section method)

Methods inherited from class java.lang.Object
equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

- Field Detail
  - minx
```
public double minx
```
    last minimum
  - fminx
```
public double fminx
```
    function value at minimum
  - f2minx
```
public double f2minx
```
    curvature at minimum
  - numFun
```
public int numFun
```
    total number of function evaluations neccessary
  - maxFun
```
public int maxFun
```
    maximum number of function evaluations (default 0 indicates no limit on calls)
- Constructor Detail
  - UnivariateMinimum
```
public UnivariateMinimum()
```
- Method Detail
  - findMinimum
```
public double findMinimum(double x,
                          UnivariateFunction f)
```
    Find minimum (first estimate given)
    
    Parameters:
    
    x - first estimate
    
    f - function
    
    Returns:
    
    position of minimum
  - findMinimum
```
public double findMinimum(double x,
                          UnivariateFunction f,
                          int fracDigits)
```
    Find minimum (first estimate given, desired number of fractional digits specified)
    
    Parameters:
    
    x - first estimate
    
    f - function
    
    fracDigits - desired fractional digits
    
    Returns:
    
    position of minimum
  - findMinimum
```
public double findMinimum(UnivariateFunction f)
```
    Find minimum (no first estimate given)
    
    Parameters:
    
    f - function
    
    Returns:
    
    position of minimum
  - findMinimum
```
public double findMinimum(UnivariateFunction f,
                          int fracDigits)
```
    Find minimum (no first estimate given, desired number of fractional digits specified)
    
    Parameters:
    
    f - function
    
    fracDigits - desired fractional digits
    
    Returns:
    
    position of minimum
  - optimize
```
public double optimize(UnivariateFunction f,
                       double tol,
                       double lowerBound,
                       double upperBound)
```
    The actual optimization routine (Brent's golden section method)
    
    Parameters:
    
    f - univariate function
    
    tol - absolute tolerance of each parameter
    
    lowerBound - the lower bound of input
    
    upperBound - the upper bound of input
    
    Returns:
    
    position of minimum
  - optimize
```
public double optimize(UnivariateFunction f,
                       double tol)
```
    The actual optimization routine (Brent's golden section method)
    
    Parameters:
    
    f - univariate function
    
    tol - absolute tolerance of each parameter
    
    Returns:
    
    position of minimum
  - optimize
```
public double optimize(double x,
                       UnivariateFunction f,
                       double tol,
                       double lowerBound,
                       double upperBound)
```
    The actual optimization routine (Brent's golden section method)
    
    Parameters:
    
    x - initial guess
    
    f - univariate function
    
    tol - absolute tolerance of each parameter
    
    lowerBound - the lower bound of input
    
    upperBound - the upper bound of input
    
    Returns:
    
    position of minimum
  - optimize
```
public double optimize(double x,
                       UnivariateFunction f,
                       double tol)
```
    The actual optimization routine (Brent's golden section method)
    
    Parameters:
    
    x - initial guess
    
    f - univariate function
    
    tol - absolute tolerance of each parameter note bounded by the given bounds of the function f
    
    Returns:
    
    position of minimum

Class UnivariateMinimum

Field Summary

Constructor Summary

Method Summary

Methods inherited from class java.lang.Object

Field Detail

minx

fminx

f2minx

numFun

maxFun

Constructor Detail

UnivariateMinimum

Method Detail

findMinimum

findMinimum

findMinimum

findMinimum

optimize

optimize

optimize

optimize