org.apache.commons.math.optimization.general.ConjugateGradientFormula.java Source code

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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *      http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package org.apache.commons.math.optimization.general;

/**
 * Available choices of update formulas for the β parameter
 * in {@link NonLinearConjugateGradientOptimizer}.
 * <p>
 * The &beta; parameter is used to compute the successive conjugate
 * search directions. For non-linear conjugate gradients, there are
 * two formulas to compute &beta;:
 * <ul>
 *   <li>Fletcher-Reeves formula</li>
 *   <li>Polak-Ribi&egrave;re formula</li>
 * </ul>
 * On the one hand, the Fletcher-Reeves formula is guaranteed to converge
 * if the start point is close enough of the optimum whether the
 * Polak-Ribi&egrave;re formula may not converge in rare cases. On the
 * other hand, the Polak-Ribi&egrave;re formula is often faster when it
 * does converge. Polak-Ribi&egrave;re is often used.
 * <p>
 * @see NonLinearConjugateGradientOptimizer
 * @version $Revision: 758059 $ $Date: 2009-03-24 23:16:21 +0100 (mar. 24 mars 2009) $
 * @since 2.0
 */
public enum ConjugateGradientFormula {

    /** Fletcher-Reeves formula. */
    FLETCHER_REEVES,

    /** Polak-Ribi&egrave;re formula. */
    POLAK_RIBIERE

}