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org.apache.commons.math3.optimization.general

public abstract Class AbstractDifferentiableOptimizer

extends BaseAbstractMultivariateOptimizer<MultivariateDifferentiableFunction>
Class Inheritance
Annotations
@Deprecated
Imports
org.apache.commons.math3.analysis.MultivariateVectorFunction, org.apache.commons.math3.analysis.differentiation.GradientFunction, .MultivariateDifferentiableFunction, org.apache.commons.math3.optimization.ConvergenceChecker, .GoalType, .OptimizationData, .InitialGuess, .PointValuePair, org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer

Deprecated

As of 3.1 (to be removed in 4.0).

Base class for implementing optimizers for multivariate scalar differentiable functions. It contains boiler-plate code for dealing with gradient evaluation.
Since
3.1

Field Summary

Modifier and TypeField and Description
private MultivariateVectorFunction
gradient

Objective function gradient.

Inherited from org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer:
evaluations

Constructor Summary

AccessConstructor and Description
protected
AbstractDifferentiableOptimizer(ConvergenceChecker<PointValuePair>
Convergence checker.
checker)
Deprecated as a consequence of ConvergenceChecker being deprecated.

Method Summary

Modifier and TypeMethod and Description
protected double[]

Returns:

the gradient at the specified point.
computeObjectiveGradient(final double[]
Point at which the gradient must be evaluated.
evaluationPoint)

Compute the gradient vector.

protected PointValuePair
optimizeInternal(final int
Maximum number of function evaluations.
maxEval, final MultivariateDifferentiableFunction
Objective function.
f, final GoalType
Type of optimization goal: either GoalType#MAXIMIZE or GoalType#MINIMIZE.
goalType, final double[]
Start point for optimization.
startPoint)

Overrides org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer.optimizeInternal.

Deprecated In 3.1.

Optimize an objective function.

protected PointValuePair
optimizeInternal(final int
Allowed number of evaluations of the objective function.
maxEval, final MultivariateDifferentiableFunction
Objective function.
f, final GoalType
Optimization type.
goalType, final OptimizationData...
Optimization data. The following data will be looked for:
optData)

Overrides org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer.optimizeInternal.

Deprecated as a consequence of GoalType, OptimizationData and PointValuePair being deprecated.

Optimize an objective function.

Inherited from org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer:
computeObjectiveValuedoOptimizegetConvergenceCheckergetEvaluationsgetGoalTypegetLowerBoundgetMaxEvaluationsgetStartPointgetUpperBoundoptimizeoptimize

Field Detail

gradientback to summary
private MultivariateVectorFunction gradient

Objective function gradient.

Constructor Detail

AbstractDifferentiableOptimizerback to summary
protected AbstractDifferentiableOptimizer(ConvergenceChecker<PointValuePair> checker)

Deprecated

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

Parameters
checker:ConvergenceChecker<PointValuePair>

Convergence checker.

Method Detail

computeObjectiveGradientback to summary
protected double[] computeObjectiveGradient(final double[] evaluationPoint)

Compute the gradient vector.

Parameters
evaluationPoint:double[]

Point at which the gradient must be evaluated.

Returns:double[]

the gradient at the specified point.

optimizeInternalback to summary
protected PointValuePair optimizeInternal(final int maxEval, final MultivariateDifferentiableFunction f, final GoalType goalType, final double[] startPoint)

Overrides org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer.optimizeInternal.

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

Deprecated

In 3.1. Please use optimizeInternal(int, MultivariateDifferentiableFunction, GoalType, OptimizationData[]) instead.

Optimize an objective function.

Parameters
maxEval:int

Maximum number of function evaluations.

f:MultivariateDifferentiableFunction

Objective function.

goalType:GoalType

Type of optimization goal: either GoalType#MAXIMIZE or GoalType#MINIMIZE.

startPoint:double[]

Start point for optimization.

Returns:PointValuePair

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

Annotations
@Override
@Deprecated
optimizeInternalback to summary
protected PointValuePair optimizeInternal(final int maxEval, final MultivariateDifferentiableFunction f, final GoalType goalType, final OptimizationData... optData)

Overrides org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateOptimizer.optimizeInternal.

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

Deprecated

as a consequence of GoalType, OptimizationData and PointValuePair being deprecated. See corresponding docs for further information.

Optimize an objective function.

Parameters
maxEval:int

Allowed number of evaluations of the objective function.

f:MultivariateDifferentiableFunction

Objective function.

goalType:GoalType

Optimization type.

optData:OptimizationData[]

Optimization data. The following data will be looked for:

Returns:PointValuePair

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

Annotations
@Override