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package org.apache.commons.math3.optimization.general;

Available choices of update formulas for the β parameter in NonLinearConjugateGradientOptimizer.

The β parameter is used to compute the successive conjugate search directions. For non-linear conjugate gradients, there are two formulas to compute β:

  • Fletcher-Reeves formula
  • Polak-Ribière formula
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-Ribière formula may not converge in rare cases. On the other hand, the Polak-Ribière formula is often faster when it does converge. Polak-Ribière is often used.

See Also:
Deprecated:As of 3.1 (to be removed in 4.0).
Since:2.0
/** * Available choices of update formulas for the &beta; 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 * @deprecated As of 3.1 (to be removed in 4.0). * @since 2.0 */
@Deprecated public enum ConjugateGradientFormula {
Fletcher-Reeves formula.
/** Fletcher-Reeves formula. */
FLETCHER_REEVES,
Polak-Ribière formula.
/** Polak-Ribi&egrave;re formula. */
POLAK_RIBIERE }