Package jline.api.snc

Class Snc_thetaopt

java.lang.Object
jline.api.snc.Snc_thetaopt
public final class Snc_thetaopt extends Object
Minimizes a Chernoff bound over the free parameter theta.

Every bound in the snc domain holds for each theta > 0 for which the arrival MGF is finite and the station is stable, so the reported bound is the infimum over theta. The objective is evaluated on a logarithmic grid, non-finite values (a diverging MGF, an unstable leftover rate) are discarded, and the best grid point is refined by golden-section search in log10(theta).

THE TWO-STAGE SEARCH IS NOT AN OPTIMIZATION OF CONVENIENCE: the feasible set is an interval whose endpoints are not known in closed form once envelopes are composed, and an unguarded local search steps into the infeasible region and terminates there.

Port of matlab/src/api/snc/snc_thetaopt.m, whose refinement is fminbnd (golden section plus parabolic interpolation); the plain golden section here reaches the same optimum on these smooth objectives.

  • Method Details

    • snc_thetaopt

      public static SncResult snc_thetaopt(DoubleUnaryOperator fun)
      Parameters:
      fun - the objective, a function of theta
      Returns:
      the minimum and its theta; (Infinity, NaN) if nothing is feasible

    • snc_thetaopt

      public static SncResult snc_thetaopt(DoubleUnaryOperator fun, double thetamax)
      Parameters:
      fun - the objective, a function of theta
      thetamax - upper end of the search range
      Returns:
      the minimum and its theta; (Infinity, NaN) if nothing is feasible