Home Forums Workflow of Stop Criterial with NMSearch or Brent

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• #1900
hessinemaaoui
Keymaster

Hi,

I am planing to use your toolbox (the optimisation part) during my research and requested an academic license which I already received. Thank you for this fast response. Currently I am just testing all the function etc. I am a bit confused generally about the “tol” and “iteration” parameter of the search command, currently I tested Brent and NM search.

Here my code:

UnivariateRealFunction r = new UnivariateRealFunction() {
private int i = 1;
@Override
public double evaluate(double x) {
double r = (x – 1) * (x – 1);
System.out.println(String.format(“Iter: %3dtX: %-19sttValue: %-19s”, i, x, r));
i++;
return r;
}
};

Brent instance = new Brent();
instance.solve(r, 1e-5, 100);
double xmin = instance.search(-100, 100);
double fmin = r.evaluate(xmin);

Actually I am really confused how do you use the “iteration” and “tol” parameter. Could you explain to me, where you are using this in the algorithm? Another example, if I am using the NMSearch with this code:

NelderMead nm = new NelderMead();
nm.solve(f2, 1e-5, 40);

I would expect maximal 40 or 43 iteration, with my three initial values. But the algorithms is calculating 82. Very confusing for me right now.

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