com.opengamma.strata.math.impl.minimization

Class GoldenSectionMinimizer1D

java.lang.Object

com.opengamma.strata.math.impl.minimization.GoldenSectionMinimizer1D

All Implemented Interfaces:

Minimizer<Function<Double,Double>,Double>, ScalarMinimizer

public class GoldenSectionMinimizer1D
extends Object
implements ScalarMinimizer

Constructor Summary

Constructors

Constructor and Description
GoldenSectionMinimizer1D()

Method Summary

Modifier and Type	Method and Description
Double	minimize(Function<Double,Double> function, Double startPosition)
double	minimize(Function<Double,Double> f, double lower, double upper) Minimize.
double	minimize(Function<Double,Double> f, double startPosition, double lower, double upper)

Methods inherited from class java.lang.Object

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

Constructor Detail

GoldenSectionMinimizer1D

public GoldenSectionMinimizer1D()

Method Detail

minimize

public double minimize(Function<Double,Double> f,
                       double startPosition,
                       double lower,
                       double upper)

Specified by:

minimize in interface ScalarMinimizer

Parameters:

f - The function to minimize, not null

startPosition - The start position

lower - The lower bound

upper - The upper bound, must be greater than the upper bound

Returns:

The minimum

minimize

public double minimize(Function<Double,Double> f,
                       double lower,
                       double upper)

Minimize.

Parameters:

f - the function

lower - the lower bound

upper - the upper bound

Returns:

the result

minimize

public Double minimize(Function<Double,Double> function,
                       Double startPosition)

Specified by:

minimize in interface Minimizer<Function<Double,Double>,Double>

Parameters:

function - The function to be minimized, not null

startPosition - The start position

Returns:

The minimum