See: Description
| Interface | Description |
|---|---|
| BaseMultivariateOptimizer<FUNC extends MultivariateFunction> | Deprecated
As of 3.1 (to be removed in 4.0).
|
| BaseMultivariateSimpleBoundsOptimizer<FUNC extends MultivariateFunction> | Deprecated
As of 3.1 (to be removed in 4.0).
|
| BaseMultivariateVectorOptimizer<FUNC extends MultivariateVectorFunction> | Deprecated
As of 3.1 (to be removed in 4.0).
|
| BaseOptimizer<PAIR> | Deprecated
As of 3.1 (to be removed in 4.0).
|
| ConvergenceChecker<PAIR> | Deprecated
As of 3.1 (to be removed in 4.0).
|
| DifferentiableMultivariateOptimizer | Deprecated
As of 3.1 (to be removed in 4.0).
|
| DifferentiableMultivariateVectorOptimizer | Deprecated
As of 3.1 (to be removed in 4.0).
|
| MultivariateDifferentiableOptimizer | Deprecated
As of 3.1 (to be removed in 4.0).
|
| MultivariateDifferentiableVectorOptimizer | Deprecated
As of 3.1 (to be removed in 4.0).
|
| MultivariateOptimizer | Deprecated
As of 3.1 (to be removed in 4.0).
|
| OptimizationData | Deprecated
As of 3.1 (to be removed in 4.0).
|
| Class | Description |
|---|---|
| AbstractConvergenceChecker<PAIR> | Deprecated
As of 3.1 (to be removed in 4.0).
|
| BaseMultivariateMultiStartOptimizer<FUNC extends MultivariateFunction> | Deprecated
As of 3.1 (to be removed in 4.0).
|
| BaseMultivariateVectorMultiStartOptimizer<FUNC extends MultivariateVectorFunction> | Deprecated
As of 3.1 (to be removed in 4.0).
|
| DifferentiableMultivariateMultiStartOptimizer | Deprecated
As of 3.1 (to be removed in 4.0).
|
| DifferentiableMultivariateVectorMultiStartOptimizer | Deprecated
As of 3.1 (to be removed in 4.0).
|
| InitialGuess | Deprecated
As of 3.1 (to be removed in 4.0).
|
| LeastSquaresConverter | Deprecated
As of 3.1 (to be removed in 4.0).
|
| MultivariateDifferentiableMultiStartOptimizer | Deprecated
As of 3.1 (to be removed in 4.0).
|
| MultivariateDifferentiableVectorMultiStartOptimizer | Deprecated
As of 3.1 (to be removed in 4.0).
|
| MultivariateMultiStartOptimizer | Deprecated
As of 3.1 (to be removed in 4.0).
|
| PointValuePair | Deprecated
As of 3.1 (to be removed in 4.0).
|
| PointVectorValuePair | Deprecated
As of 3.1 (to be removed in 4.0).
|
| SimpleBounds | Deprecated
As of 3.1 (to be removed in 4.0).
|
| SimplePointChecker<PAIR extends Pair<double[],? extends Object>> | Deprecated
As of 3.1 (to be removed in 4.0).
|
| SimpleValueChecker | Deprecated
As of 3.1 (to be removed in 4.0).
|
| SimpleVectorValueChecker | Deprecated
As of 3.1 (to be removed in 4.0).
|
| Target | Deprecated
As of 3.1 (to be removed in 4.0).
|
| Weight | Deprecated
As of 3.1 (to be removed in 4.0).
|
| Enum | Description |
|---|---|
| GoalType | Deprecated
As of 3.1 (to be removed in 4.0).
|
This package provides common interfaces for the optimization algorithms
provided in sub-packages. The main interfaces defines optimizers and convergence
checkers. The functions that are optimized by the algorithms provided by this
package and its sub-packages are a subset of the one defined in the analysis
package, namely the real and vector valued functions. These functions are called
objective function here. When the goal is to minimize, the functions are often called
cost function, this name is not used in this package.
Optimizers are the algorithms that will either minimize or maximize, the objective function by changing its input variables set until an optimal set is found. There are only four interfaces defining the common behavior of optimizers, one for each supported type of objective function:
UnivariateOptimizer for univariate real functionsMultivariateOptimizer for multivariate real functionsMultivariateDifferentiableOptimizer for multivariate differentiable real functionsMultivariateDifferentiableVectorOptimizer for multivariate differentiable vectorial functions
Despite there are only four types of supported optimizers, it is possible to optimize a
transform a non-differentiable multivariate vectorial function by converting it to a non-differentiable multivariate
real function thanks to the LeastSquaresConverter helper class.
The transformed function can be optimized using any implementation of the MultivariateOptimizer interface.
For each of the four types of supported optimizers, there is a special implementation which wraps a classical optimizer in order to add it a multi-start feature. This feature call the underlying optimizer several times in sequence with different starting points and returns the best optimum found or all optima if desired. This is a classical way to prevent being trapped into a local extremum when looking for a global one.
Jas4pp 1.5 © Java Analysis Studio for Particle Physics