Package pulse.search.linear

Class GoldenSectionOptimiser

java.lang.Object

pulse.util.UpwardsNavigable

pulse.util.Group

pulse.util.Accessible

pulse.util.PropertyHolder

pulse.search.linear.LinearOptimiser

pulse.search.linear.GoldenSectionOptimiser

All Implemented Interfaces:

Serializable, Descriptive, Reflexive

public class GoldenSectionOptimiser
extends LinearOptimiser

The golden-section search is a simple dichotomy search for finding the minimum of strictly unimodal functions by successively narrowing the domain of the search using the golden ratio partitioning.

See Also:

Wikipedia page, Serialized Form

Field Summary

Fields

Modifier and Type	Field	Description
static double	PHI	The golden section φ, which is approximately equal to 0.618033989.

Fields inherited from class pulse.search.linear.LinearOptimiser

searchResolution

Method Summary

Modifier and Type	Method	Description
static GoldenSectionOptimiser	getInstance()	This class uses a singleton pattern, meaning there is only instance of this class.
double	linearStep(GeneralTask task)	Let a and b be the start and end point of a Segment, initially defined by the super.domain(IndexedVector,Vector) method.
String	toString()

Methods inherited from class pulse.search.linear.LinearOptimiser

domain, getLinearResolution, listedKeywords, set, setLinearResolution

Methods inherited from class pulse.util.PropertyHolder

addListener, areDetailsHidden, data, describe, firePropertyChanged, getDescriptor, getListeners, getPrefix, ignoreSiblings, initListeners, isListedNumericType, isListedParameter, listedTypes, numericData, parameterListChanged, removeListeners, setPrefix, updateProperties, updateProperty

Methods inherited from class pulse.util.Accessible

accessibleChildren, genericProperties, genericProperty, numericProperties, numericProperty, property, update, update

Methods inherited from class pulse.util.Group

access, children, contents, getSimpleName, subgroups

Methods inherited from class pulse.util.UpwardsNavigable

addHierarchyListener, getHierarchyListeners, getParent, identify, removeHierarchyListener, removeHierarchyListeners, setParent, specificAncestor, tellParent

Methods inherited from class java.lang.Object

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

Field Detail

PHI

public static final double PHI

The golden section φ, which is approximately equal to 0.618033989.

Method Detail

linearStep

public double linearStep(GeneralTask task)
                  throws SolverException

Let a and b be the start and end point of a Segment, initially defined by the super.domain(IndexedVector,Vector) method. This method will start a loop, which at each step i will compare the values of the target function at the end points of a Segment constructed from one of the end points a_i or b_i and substituting the second end point with either $$a_i + φ*(b-a) or $$b_i - φ*(b-a). This theoretically ensures the least number of steps to reach the minimum (as compared to the standard dichotomy methods).

Specified by:

linearStep in class LinearOptimiser

Parameters:

task - the target function is the sum of squared residuals (SSR) for this task

Returns:

a double, representing the step magnitude that needs to be multiplied by the direction of the search determined previously using the PathSolver to arrive at the next set of parameters corresponding to a lower SSR value of this task

Throws:

SolverException

toString

public String toString()

Overrides:

toString in class LinearOptimiser

getInstance

public static GoldenSectionOptimiser getInstance()

This class uses a singleton pattern, meaning there is only instance of this class.

Returns:

the single (static) instance of this class