001 /*
002 * Licensed to the Apache Software Foundation (ASF) under one or more
003 * contributor license agreements. See the NOTICE file distributed with
004 * this work for additional information regarding copyright ownership.
005 * The ASF licenses this file to You under the Apache License, Version 2.0
006 * (the "License"); you may not use this file except in compliance with
007 * the License. You may obtain a copy of the License at
008 *
009 * http://www.apache.org/licenses/LICENSE-2.0
010 *
011 * Unless required by applicable law or agreed to in writing, software
012 * distributed under the License is distributed on an "AS IS" BASIS,
013 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
014 * See the License for the specific language governing permissions and
015 * limitations under the License.
016 */
017
018 package org.apache.commons.math.optimization.general;
019
020 /**
021 * Available choices of update formulas for the β parameter
022 * in {@link NonLinearConjugateGradientOptimizer}.
023 * <p>
024 * The β parameter is used to compute the successive conjugate
025 * search directions. For non-linear conjugate gradients, there are
026 * two formulas to compute β:
027 * <ul>
028 * <li>Fletcher-Reeves formula</li>
029 * <li>Polak-Ribière formula</li>
030 * </ul>
031 * On the one hand, the Fletcher-Reeves formula is guaranteed to converge
032 * if the start point is close enough of the optimum whether the
033 * Polak-Ribière formula may not converge in rare cases. On the
034 * other hand, the Polak-Ribière formula is often faster when it
035 * does converge. Polak-Ribière is often used.
036 * <p>
037 * @see NonLinearConjugateGradientOptimizer
038 * @version $Revision: 758059 $ $Date: 2009-03-24 23:16:21 +0100 (mar. 24 mars 2009) $
039 * @since 2.0
040 */
041 public enum ConjugateGradientFormula {
042
043 /** Fletcher-Reeves formula. */
044 FLETCHER_REEVES,
045
046 /** Polak-Ribière formula. */
047 POLAK_RIBIERE
048
049 }