Modifier and Type	Class and Description
private class	PowellOptimizer.LineSearch Deprecated as a consequence of `BrentOptimizer` being deprecated. Class for finding the minimum of the objective function along a given direction.

Modifier and Type	Field and Description
private final double	absoluteThreshold Absolute threshold.
private final PowellOptimizer.LineSearch	line Deprecated as a consequence of `PowellOptimizer.LineSearch` being deprecated. Line search.
private static final double	MIN_RELATIVE_TOLERANCE Minimum relative tolerance.
private final double	relativeThreshold Relative threshold.

Constructor Summary

Access	Constructor and Description
public	PowellOptimizer(double Relative threshold. rel, double Absolute threshold. abs, ConvergenceChecker<PointValuePair> Convergence checker. checker) Deprecated as a consequence of `ConvergenceChecker` being deprecated. This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure.
public	PowellOptimizer(double Relative threshold for this optimizer. rel, double Absolute threshold for this optimizer. abs, double Relative threshold for the internal line search optimizer. lineRel, double Absolute threshold for the internal line search optimizer. lineAbs, ConvergenceChecker<PointValuePair> Convergence checker. checker) Deprecated as a consequence of `ConvergenceChecker` being deprecated. This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure and the line search tolerances.
public	PowellOptimizer(double Relative threshold. rel, double Absolute threshold. abs) The parameters control the default convergence checking procedure.
public	PowellOptimizer(double Relative threshold. rel, double Absolute threshold. abs, double Relative threshold for the internal line search optimizer. lineRel, double Absolute threshold for the internal line search optimizer. lineAbs) Builds an instance with the default convergence checking procedure.

Method Summary

Modifier and Type	Method and Description
protected PointValuePair	doOptimize() Implements abstract org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer.doOptimize. Deprecated as a consequence of `PointValuePair` being deprecated. Perform the bulk of the optimization algorithm.
private double[][]	Returns: a 2-element array containing the new point (at index 0) and the new direction (at index 1). newPointAndDirection(double[] Point used in the line search. p, double[] Direction used in the line search. d, double Optimum found by the line search. optimum) Compute a new point (in the original space) and a new direction vector, resulting from the line search.

Inherited from org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer:: computeObjectiveValue getConvergenceChecker getEvaluations getGoalType getLowerBound getMaxEvaluations getStartPoint getUpperBound optimize optimize optimizeInternal optimizeInternal

Field Detail

absoluteThreshold	back to summary
private final double absoluteThreshold Absolute threshold.

line	back to summary
private final PowellOptimizer.LineSearch line Deprecated as a consequence of `PowellOptimizer.LineSearch` being deprecated. See corresponding docs for further information. Line search.

MIN_RELATIVE_TOLERANCE	back to summary
private static final double MIN_RELATIVE_TOLERANCE Minimum relative tolerance.

relativeThreshold	back to summary
private final double relativeThreshold Relative threshold.

Constructor Detail

PowellOptimizer back to summary

PowellOptimizer	back to summary
public PowellOptimizer(double rel, double abs, ConvergenceChecker<PointValuePair> checker) Deprecated as a consequence of `ConvergenceChecker` being deprecated. See corresponding docs for further information. This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure. The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer. Parameters rel:double Relative threshold. abs:double Absolute threshold. checker:ConvergenceChecker<PointValuePair> Convergence checker. Exceptions NotStrictlyPositiveException: if `abs <= 0`. NumberIsTooSmallException: if `rel < 2 * Math.ulp(1d)`.

public PowellOptimizer(double rel, double abs, ConvergenceChecker<PointValuePair> checker)

Deprecated

as a consequence of ConvergenceChecker being deprecated. See corresponding docs for further information.

This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure.
The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer.

Parameters

rel:double: Relative threshold.
abs:double: Absolute threshold.
checker:ConvergenceChecker<PointValuePair>: Convergence checker.

Exceptions

NotStrictlyPositiveException:: if abs <= 0.
NumberIsTooSmallException:: if rel < 2 * Math.ulp(1d).

PowellOptimizer back to summary

PowellOptimizer	back to summary
public PowellOptimizer(double rel, double abs, double lineRel, double lineAbs, ConvergenceChecker<PointValuePair> checker) Deprecated as a consequence of `ConvergenceChecker` being deprecated. See corresponding docs for further information. This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure and the line search tolerances. Parameters rel:double Relative threshold for this optimizer. abs:double Absolute threshold for this optimizer. lineRel:double Relative threshold for the internal line search optimizer. lineAbs:double Absolute threshold for the internal line search optimizer. checker:ConvergenceChecker<PointValuePair> Convergence checker. Exceptions NotStrictlyPositiveException: if `abs <= 0`. NumberIsTooSmallException: if `rel < 2 * Math.ulp(1d)`.

public PowellOptimizer(double rel, double abs, double lineRel, double lineAbs, ConvergenceChecker<PointValuePair> checker)

Deprecated

as a consequence of ConvergenceChecker being deprecated. See corresponding docs for further information.

This constructor allows to specify a user-defined convergence checker, in addition to the parameters that control the default convergence checking procedure and the line search tolerances.

Parameters

rel:double: Relative threshold for this optimizer.
abs:double: Absolute threshold for this optimizer.
lineRel:double: Relative threshold for the internal line search optimizer.
lineAbs:double: Absolute threshold for the internal line search optimizer.
checker:ConvergenceChecker<PointValuePair>: Convergence checker.

Exceptions

NotStrictlyPositiveException:: if abs <= 0.
NumberIsTooSmallException:: if rel < 2 * Math.ulp(1d).

PowellOptimizer back to summary

PowellOptimizer	back to summary
public PowellOptimizer(double rel, double abs) The parameters control the default convergence checking procedure. The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer. Parameters rel:double Relative threshold. abs:double Absolute threshold. Exceptions NotStrictlyPositiveException: if `abs <= 0`. NumberIsTooSmallException: if `rel < 2 * Math.ulp(1d)`.

public PowellOptimizer(double rel, double abs)

The parameters control the default convergence checking procedure.
The internal line search tolerances are set to the square-root of their corresponding value in the multivariate optimizer.

Parameters

rel:double: Relative threshold.
abs:double: Absolute threshold.

Exceptions

NotStrictlyPositiveException:: if abs <= 0.
NumberIsTooSmallException:: if rel < 2 * Math.ulp(1d).

PowellOptimizer back to summary

PowellOptimizer	back to summary
public PowellOptimizer(double rel, double abs, double lineRel, double lineAbs) Builds an instance with the default convergence checking procedure. Parameters rel:double Relative threshold. abs:double Absolute threshold. lineRel:double Relative threshold for the internal line search optimizer. lineAbs:double Absolute threshold for the internal line search optimizer. Exceptions NotStrictlyPositiveException: if `abs <= 0`. NumberIsTooSmallException: if `rel < 2 * Math.ulp(1d)`. Since 3.1

public PowellOptimizer(double rel, double abs, double lineRel, double lineAbs)

Builds an instance with the default convergence checking procedure.

Parameters

rel:double: Relative threshold.
abs:double: Absolute threshold.
lineRel:double: Relative threshold for the internal line search optimizer.
lineAbs:double: Absolute threshold for the internal line search optimizer.

Exceptions

NotStrictlyPositiveException:: if abs <= 0.
NumberIsTooSmallException:: if rel < 2 * Math.ulp(1d).

Since

3.1

Method Detail

doOptimize back to summary

doOptimize	back to summary
protected PointValuePair doOptimize() Implements abstract org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer.doOptimize. Doc from org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer.doOptimize. Deprecated as a consequence of `PointValuePair` being deprecated. See corresponding docs for further information. Perform the bulk of the optimization algorithm. Returns:PointValuePair the point/value pair giving the optimal value of the objective function. Annotations @Override

protected PointValuePair doOptimize()

Implements abstract org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer.doOptimize.

Doc from org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer.doOptimize.

Deprecated

as a consequence of PointValuePair being deprecated. See corresponding docs for further information.

Perform the bulk of the optimization algorithm.

Returns:PointValuePair

the point/value pair giving the optimal value of the objective function.

Annotations

@Override

newPointAndDirection	back to summary
private double[][] newPointAndDirection(double[] p, double[] d, double optimum) Compute a new point (in the original space) and a new direction vector, resulting from the line search. Parameters p:double[] Point used in the line search. d:double[] Direction used in the line search. optimum:double Optimum found by the line search. Returns:double[][] a 2-element array containing the new point (at index 0) and the new direction (at index 1).

newPointAndDirection

back to summary

private double[][] newPointAndDirection(double[] p, double[] d, double optimum)

Compute a new point (in the original space) and a new direction vector, resulting from the line search.

Parameters

p:double[]: Point used in the line search.
d:double[]: Direction used in the line search.
optimum:double: Optimum found by the line search.

Returns:double[][]

a 2-element array containing the new point (at index 0) and the new direction (at index 1).

org.apache.commons.math3.optimization.direct back to summary

private Class PowellOptimizer.LineSearch

Class Inheritance

extends BrentOptimizer

java.lang.Object
org.apache.commons.math3.optimization.univariate.BaseAbstractUnivariateOptimizer
org.apache.commons.math3.optimization.univariate.BrentOptimizer
org.apache.commons.math3.optimization.direct.PowellOptimizer.LineSearch

Deprecated

as a consequence of BrentOptimizer being deprecated. See corresponding docs for further information.

Class for finding the minimum of the objective function along a given direction.

Field Summary

Modifier and Type	Field and Description
private static final double	ABS_TOL_UNUSED Value that will pass the precondition check for `BrentOptimizer` but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.
private final BracketFinder	bracket Deprecated as a consequence of `BracketFinder` being deprecated. Automatic bracketing.
private static final double	REL_TOL_UNUSED Value that will pass the precondition check for `BrentOptimizer` but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.

Constructor Summary

Access	Constructor and Description
pack-priv	LineSearch(double Relative threshold. rel, double Absolute threshold. abs) The "BrentOptimizer" default stopping criterion uses the tolerances to check the domain (point) values, not the function values.

Method Summary

Modifier and Type	Method and Description
public UnivariatePointValuePair	Returns: the optimum. search(final double[] Starting point. p, final double[] Search direction. d) Deprecated as a consequence of `UnivariatePointValuePair` being deprecated. Find the minimum of the function `f(p + alpha * d)`.

Inherited from org.apache.commons.math3.optimization.univariate.BrentOptimizer:: doOptimize

Field Detail

ABS_TOL_UNUSED	back to summary
private static final double ABS_TOL_UNUSED Value that will pass the precondition check for `BrentOptimizer` but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.

bracket	back to summary
private final BracketFinder bracket Deprecated as a consequence of `BracketFinder` being deprecated. See corresponding docs for further information. Automatic bracketing.

REL_TOL_UNUSED	back to summary
private static final double REL_TOL_UNUSED Value that will pass the precondition check for `BrentOptimizer` but will not pass the convergence check, so that the custom checker will always decide when to stop the line search.

Constructor Detail

LineSearch	back to summary
pack-priv LineSearch(double rel, double abs) The "BrentOptimizer" default stopping criterion uses the tolerances to check the domain (point) values, not the function values. We thus create a custom checker to use function values. Parameters rel:double Relative threshold. abs:double Absolute threshold.

LineSearch

back to summary

pack-priv LineSearch(double rel, double abs)

The "BrentOptimizer" default stopping criterion uses the tolerances to check the domain (point) values, not the function values. We thus create a custom checker to use function values.

Parameters

rel:double: Relative threshold.
abs:double: Absolute threshold.

Method Detail

search back to summary

search	back to summary
public UnivariatePointValuePair search(final double[] p, final double[] d) Deprecated as a consequence of `UnivariatePointValuePair` being deprecated. See corresponding docs for further information. Find the minimum of the function `f(p + alpha * d)`. Parameters p:double[] Starting point. d:double[] Search direction. Returns:UnivariatePointValuePair the optimum. Exceptions TooManyEvaluationsException: if the number of evaluations is exceeded.

public UnivariatePointValuePair search(final double[] p, final double[] d)

Deprecated

as a consequence of UnivariatePointValuePair being deprecated. See corresponding docs for further information.

Find the minimum of the function f(p + alpha * d).

Parameters

p:double[]: Starting point.
d:double[]: Search direction.

Returns:UnivariatePointValuePair

the optimum.

Exceptions

TooManyEvaluationsException:: if the number of evaluations is exceeded.

public Class PowellOptimizer

Nested and Inner Type Summary

Field Summary

Constructor Summary

Method Summary

Field Detail

Constructor Detail

Method Detail

private Class PowellOptimizer.LineSearch

Field Summary

Constructor Summary

Method Summary

Field Detail

Constructor Detail

Method Detail