Class BrentOptimizer

  • All Implemented Interfaces:
    ConvergingAlgorithm, UnivariateRealOptimizer

    public class BrentOptimizer
    extends AbstractUnivariateRealOptimizer
    Implements Richard Brent's algorithm (from his book "Algorithms for Minimization without Derivatives", p. 79) for finding minima of real univariate functions. This implementation is an adaptation partly based on the Python code from SciPy (module "optimize.py" v0.5).
    Since:
    2.0
    Version:
    $Revision: 1070725 $ $Date: 2011-02-15 02:31:12 +0100 (mar. 15 févr. 2011) $