Minimisation method in Java?

Posted by Gabriel Landini on Aug 16, 2008; 9:10am
URL: http://imagej.273.s1.nabble.com/Minimisation-method-in-Java-tp3695374.html

Hi
I have a function that requires a parameter (p). This is then fitted with a
line and the goodness of fit (the R^2) tells me how good that parameter is
(so the higher the R^2, the better).

I am looking for a minimisation procedure that searches the value of p that
returns the highest R^2.

I can do iterate on a monotonic increase of p, and retain the p that returns
the largest R^2, but this is not as efficient as I would wish as it can take
long depending on the increments of p.

I have been reading/Googling about Brent's method but I cannot find a Java
implementation (and I am not sure that is what I need).

Any suggestions?

Cheers

Gabriel