Top Description Fields Constructors Methods
org.apache.commons.math3.optim.nonlinear.vector

public abstract Class JacobianMultivariateVectorOptimizer

extends MultivariateVectorOptimizer
Class Inheritance
Known Direct Subclasses
org.apache.commons.math3.optim.nonlinear.vector.jacobian.AbstractLeastSquaresOptimizer
Annotations
@Deprecated
Imports
org.apache.commons.math3.analysis.MultivariateMatrixFunction, org.apache.commons.math3.optim.ConvergenceChecker, .OptimizationData, .PointVectorValuePair, org.apache.commons.math3.exception.TooManyEvaluationsException, .DimensionMismatchException

Deprecated

All classes and interfaces in this package are deprecated. The optimizers that were provided here were moved to the org.apache.commons.math3.fitting.leastsquares package (cf. MATH-1008).

Base class for implementing optimizers for multivariate vector differentiable functions. It contains boiler-plate code for dealing with Jacobian evaluation. It assumes that the rows of the Jacobian matrix iterate on the model functions while the columns iterate on the parameters; thus, the numbers of rows is equal to the dimension of the Target while the number of columns is equal to the dimension of the InitialGuess.
Since
3.1

Field Summary

Modifier and TypeField and Description
private MultivariateMatrixFunction
jacobian

Jacobian of the model function.

Constructor Summary

AccessConstructor and Description
protected

Method Summary

Modifier and TypeMethod and Description
protected double[][]

Returns:

the Jacobian at the specified point.
computeJacobian
(final double[]
Point at which the Jacobian must be evaluated.
params
)

Computes the Jacobian matrix.

public PointVectorValuePair

Returns:

a point/value pair that satisfies the convergence criteria.
optimize
(OptimizationData...
Optimization data. In addition to those documented in MultivariateVectorOptimizer#optimize(OptimizationData...) MultivariateOptimizer}, this method will register the following data:
optData
)

Overrides org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer.optimize.

Stores data and performs the optimization.

protected void
parseOptimizationData(OptimizationData...
Optimization data. The following data will be looked for:
optData
)

Overrides org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer.parseOptimizationData.

Scans the list of (required and optional) optimization data that characterize the problem.

Inherited from org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer:
computeObjectiveValuegetTargetgetTargetSizegetWeight

Field Detail

jacobianback to summary
private MultivariateMatrixFunction jacobian

Jacobian of the model function.

Constructor Detail

JacobianMultivariateVectorOptimizerback to summary
protected JacobianMultivariateVectorOptimizer(ConvergenceChecker<PointVectorValuePair> checker)
Parameters
checker:ConvergenceChecker<PointVectorValuePair>

Convergence checker.

Method Detail

computeJacobianback to summary
protected double[][] computeJacobian(final double[] params)

Computes the Jacobian matrix.

Parameters
params:double[]

Point at which the Jacobian must be evaluated.

Returns:double[][]

the Jacobian at the specified point.

optimizeback to summary
public PointVectorValuePair optimize(OptimizationData... optData) throws TooManyEvaluationsException, DimensionMismatchException

Overrides org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer.optimize.

Doc from org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer.optimize.

Stores data and performs the optimization.

The list of parameters is open-ended so that sub-classes can extend it with arguments specific to their concrete implementations.

When the method is called multiple times, instance data is overwritten only when actually present in the list of arguments: when not specified, data set in a previous call is retained (and thus is optional in subsequent calls).

Important Note

Subclasses must override parseOptimizationData(OptimizationData[]) if they need to register their own options; but then, they must also call super.parseOptimizationData(optData) within that method.

Parameters
optData:OptimizationData[]

Optimization data. In addition to those documented in MultivariateVectorOptimizer#optimize(OptimizationData...) MultivariateOptimizer}, this method will register the following data:

Returns:PointVectorValuePair

a point/value pair that satisfies the convergence criteria.

Annotations
@Override
Exceptions
TooManyEvaluationsException:
if the maximal number of evaluations is exceeded.
DimensionMismatchException:
if the initial guess, target, and weight arguments have inconsistent dimensions.
parseOptimizationDataback to summary
protected void parseOptimizationData(OptimizationData... optData)

Overrides org.apache.commons.math3.optim.nonlinear.vector.MultivariateVectorOptimizer.parseOptimizationData.

Scans the list of (required and optional) optimization data that characterize the problem.

Parameters
optData:OptimizationData[]

Optimization data. The following data will be looked for:

Annotations
@Override