org.apache.commons.math3.optimization.direct

Class BaseAbstractMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction>

java.lang.Object

org.apache.commons.math3.optimization.direct.BaseAbstractMultivariateVectorOptimizer<FUNC>

Type Parameters:

FUNC - the type of the objective function to be optimized

All Implemented Interfaces:

BaseMultivariateVectorOptimizer<FUNC>, BaseOptimizer<PointVectorValuePair>

Direct Known Subclasses:

AbstractLeastSquaresOptimizer

Deprecated.

As of 3.1 (to be removed in 4.0).

@Deprecated
public abstract class BaseAbstractMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction>
extends Object
implements BaseMultivariateVectorOptimizer<FUNC>

Base class for implementing optimizers for multivariate scalar functions. This base class handles the boiler-plate methods associated to thresholds settings, iterations and evaluations counting.

Since:

3.0

Method Summary

Modifier and Type	Method and Description
ConvergenceChecker<PointVectorValuePair>	getConvergenceChecker() Deprecated. Get the convergence checker.
int	getEvaluations() Deprecated. Get the number of evaluations of the objective function.
int	getMaxEvaluations() Deprecated. Get the maximal number of function evaluations.
double[]	getStartPoint() Deprecated. Gets the initial values of the optimized parameters.
double[]	getTarget() Deprecated. Gets the observed values to be matched by the objective vector function.
RealMatrix	getWeight() Deprecated. Gets the weight matrix of the observations.
PointVectorValuePair	optimize(int maxEval, FUNC f, double[] t, double[] w, double[] startPoint) Deprecated. As of 3.1. Please use optimize(int,MultivariateVectorFunction,OptimizationData[]) instead.

Methods inherited from class java.lang.Object

equals, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Method Detail

getMaxEvaluations

public int getMaxEvaluations()

Deprecated.

Get the maximal number of function evaluations.

Specified by:

getMaxEvaluations in interface BaseOptimizer<PointVectorValuePair>

Returns:

the maximal number of function evaluations.

getEvaluations

public int getEvaluations()

Deprecated.

Get the number of evaluations of the objective function. The number of evaluations corresponds to the last call to the optimize method. It is 0 if the method has not been called yet.

Specified by:

getEvaluations in interface BaseOptimizer<PointVectorValuePair>

Returns:

the number of evaluations of the objective function.

getConvergenceChecker

public ConvergenceChecker<PointVectorValuePair> getConvergenceChecker()

Deprecated.

Get the convergence checker.

Specified by:

getConvergenceChecker in interface BaseOptimizer<PointVectorValuePair>

Returns:

the object used to check for convergence.

optimize

@Deprecated
public PointVectorValuePair optimize(int maxEval,
                                                 FUNC f,
                                                 double[] t,
                                                 double[] w,
                                                 double[] startPoint)

Deprecated. As of 3.1. Please use optimize(int,MultivariateVectorFunction,OptimizationData[]) instead.

Optimize an objective function. Optimization is considered to be a weighted least-squares minimization. The cost function to be minimized is ∑weighti(objectivei - targeti)2

Specified by:

optimize in interface BaseMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction>

Parameters:

maxEval - Maximum number of function evaluations.

f - Objective function.

t - Target value for the objective functions at optimum.

w - Weights for the least squares cost computation.

startPoint - Start point for optimization.

Returns:

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

getStartPoint

public double[] getStartPoint()

Deprecated.

Gets the initial values of the optimized parameters.

Returns:

the initial guess.

getWeight

public RealMatrix getWeight()

Deprecated.

Gets the weight matrix of the observations.

Returns:

the weight matrix.

Since:

3.1

getTarget

public double[] getTarget()

Deprecated.

Gets the observed values to be matched by the objective vector function.

Returns:

the target values.

Since:

3.1