Top Description Fields Constructors Methods
org.apache.commons.math3.optimization.general

public abstract Class AbstractScalarDifferentiableOptimizer

extends BaseAbstractMultivariateOptimizer<DifferentiableMultivariateFunction>
implements DifferentiableMultivariateOptimizer
Class Inheritance
All Implemented Interfaces
org.apache.commons.math3.optimization.DifferentiableMultivariateOptimizer, org.apache.commons.math3.optimization.BaseMultivariateOptimizer, org.apache.commons.math3.optimization.BaseOptimizer
Known Direct Subclasses
org.apache.commons.math3.optimization.general.NonLinearConjugateGradientOptimizer
Annotations
@Deprecated
Imports
org.apache.commons.math3.analysis.DifferentiableMultivariateFunction, .MultivariateVectorFunction, .FunctionUtils, org.apache.commons.math3.analysis.differentiation.MultivariateDifferentiableFunction, org.apache.commons.math3.optimization.DifferentiableMultivariateOptimizer, .GoalType, .ConvergenceChecker, .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
2.0

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
AbstractScalarDifferentiableOptimizer()
Deprecated See org.apache.commons.math3.optimization.SimpleValueChecker#SimpleValueChecker()

Simple constructor with default settings.

protected
AbstractScalarDifferentiableOptimizer(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.

public PointValuePair

Returns:

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

Implements org.apache.commons.math3.optimization.BaseMultivariateOptimizer.optimize.

Deprecated as a consequence of GoalType and PointValuePair being deprecated.

Optimize an objective function.

protected PointValuePair
optimizeInternal(int
Maximum number of function evaluations.
maxEval, final DifferentiableMultivariateFunction
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 as a consequence of DifferentiableMultivariateFunction, GoalType and PointValuePair being deprecated.

Optimize an objective function.

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

Field Detail

gradientback to summary
private MultivariateVectorFunction gradient

Objective function gradient.

Constructor Detail

AbstractScalarDifferentiableOptimizerback to summary
protected AbstractScalarDifferentiableOptimizer()

Deprecated

See org.apache.commons.math3.optimization.SimpleValueChecker#SimpleValueChecker()

Simple constructor with default settings. The convergence check is set to a SimpleValueChecker.

Annotations
@Deprecated
AbstractScalarDifferentiableOptimizerback to summary
protected AbstractScalarDifferentiableOptimizer(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.

Exceptions
TooManyEvaluationsException:
if the allowed number of evaluations is exceeded.
optimizeback to summary
public PointValuePair optimize(final int maxEval, final MultivariateDifferentiableFunction f, final GoalType goalType, final double[] startPoint)

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

Implements org.apache.commons.math3.optimization.BaseMultivariateOptimizer.optimize.

Deprecated

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

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.

Exceptions
DimensionMismatchException:
if the start point dimension is wrong.
TooManyEvaluationsException:
if the maximal number of evaluations is exceeded.
NullArgumentException:
if any argument is null.
optimizeInternalback to summary
protected PointValuePair optimizeInternal(int maxEval, final DifferentiableMultivariateFunction 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

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

Optimize an objective function.

Parameters
maxEval:int

Maximum number of function evaluations.

f:DifferentiableMultivariateFunction

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